An aerodynamic study on flexed blades for VAWT applications
Micallef, Daniel; Farrugia, Russell; Sant, Tonio; Mollicone, Pierluigi
2014-12-01
There is renewed interest in aerodynamics research of VAWT rotors. Lift type, Darrieus designs sometimes use flexed blades to have an 'egg-beater shape' with an optimum Troposkien geometry to minimize the structural stress on the blades. While straight bladed VAWTs have been investigated in depth through both measurements and numerical modelling, the aerodynamics of flexed blades has not been researched with the same level of detail. Two major effects may have a substantial impact on blade performance. First, flexing at the equator causes relatively strong trailing vorticity to be released. Secondly, the blade performance at each station along the blade is influenced by self-induced velocities due to bound vorticity. The latter is not present in a straight bladed configuration. The aim of this research is to investigate these effects in relation to an innovative 4kW wind turbine concept being developed in collaboration with industry known as a self-adjusting VAWT (or SATVAWT). The approach used in this study is based on experimental and numerical work. A lifting line free-wake vortex model was developed. Wind tunnel power and hot-wire velocity measurements were performed on a scaled down, 60cm high, three bladed model in a closed wind tunnel. Results show a substantial axial wake induction at the equator resulting in a lower power generation at this position. This induction increases with increasing degree of flexure. The self-induced velocities caused by blade bound vorticity at a particular station was found to be relatively small.
An aerodynamic study on flexed blades for VAWT applications
International Nuclear Information System (INIS)
Micallef, Daniel; Farrugia, Russell; Sant, Tonio; Mollicone, Pierluigi
2014-01-01
There is renewed interest in aerodynamics research of VAWT rotors. Lift type, Darrieus designs sometimes use flexed blades to have an 'egg-beater shape' with an optimum Troposkien geometry to minimize the structural stress on the blades. While straight bladed VAWTs have been investigated in depth through both measurements and numerical modelling, the aerodynamics of flexed blades has not been researched with the same level of detail. Two major effects may have a substantial impact on blade performance. First, flexing at the equator causes relatively strong trailing vorticity to be released. Secondly, the blade performance at each station along the blade is influenced by self-induced velocities due to bound vorticity. The latter is not present in a straight bladed configuration. The aim of this research is to investigate these effects in relation to an innovative 4kW wind turbine concept being developed in collaboration with industry known as a self-adjusting VAWT (or SATVAWT). The approach used in this study is based on experimental and numerical work. A lifting line free-wake vortex model was developed. Wind tunnel power and hot-wire velocity measurements were performed on a scaled down, 60cm high, three bladed model in a closed wind tunnel. Results show a substantial axial wake induction at the equator resulting in a lower power generation at this position. This induction increases with increasing degree of flexure. The self-induced velocities caused by blade bound vorticity at a particular station was found to be relatively small
Effect of wind fluctuating on self-starting aerodynamics characteristics of VAWT
Institute of Scientific and Technical Information of China (English)
朱建阳; 蒋林; 赵慧
2016-01-01
The present work deals with an investigation of the self-starting aerodynamic characteristics of VAWT under fluctuating wind. In contrast to the previous studies, the rotational speed of the turbine is not fixed, the rotation of the turbine is determined by the dynamic interaction between the fluctuating wind and turbine. A weak coupling method is developed to simulate the dynamic interaction between the fluctuating wind and passive rotation turbine, and the results show that if the fluctuating wind with appropriate fluctuation amplitude and frequency, the self-starting aerodynamic characteristics of VAWT will be enhanced. It is also found that compared with the fluctuation amplitude, the fluctuation frequency of the variation in wind velocity is shown to have a minor effect on the performance of the turbine. The analysis will provide straightforward physical insight into the self-starting aerodynamic characteristics of VAWT under fluctuating wind.
Analysis of VAWT aerodynamics and design using the Actuator Cylinder flow model
International Nuclear Information System (INIS)
Madsen, H Aa; Paulsen, U S; Vitae, L
2014-01-01
The actuator cylinder (AC) flow model is defined as the ideal VAWT rotor. Radial directed volume forces are applied on the circular path of the VAWT rotor airfoil and constitute an energy conversion in the flow. The power coefficient for the ideal as well as the real energy conversion is defined. The describing equations for the two-dimensional AC model are presented and a solution method splitting the final solution in a linear and non-linear part is briefly described. A family of loadforms approaching the uniform loading is used to study the ideal energy conversion indicating that the maximum power coefficient for the ideal energy conversion of a VAWT could exceed the Betz limit. The real energy conversion of the 5MW DeepWind rotor is simulated with the AC flow model in combination with the blade element analysis. Aerodynamic design aspects are discussed on this basis revealing that the maximum obtainable power coefficient for a fixed pitch VAWT is constrained by the fundamental cyclic variation of inflow angle and relative velocity leading to a loading that deviates considerably from the uniform loading
Aerodynamic calculational methods for curved-blade Darrieus VAWT WECS
Templin, R. J.
1985-03-01
Calculation of aerodynamic performance and load distributions for curved-blade wind turbines is discussed. Double multiple stream tube theory, and the uncertainties that remain in further developing adequate methods are considered. The lack of relevant airfoil data at high Reynolds numbers and high angles of attack, and doubts concerning the accuracy of models of dynamic stall are underlined. Wind tunnel tests of blade airbrake configurations are summarized.
Analysis of VAWT aerodynamics and design using the Actuator Cylinder flow model
DEFF Research Database (Denmark)
Aagaard Madsen, Helge; Schmidt Paulsen, Uwe; Vita, Luca
2012-01-01
The actuator cylinder flow model is defined as the ideal VAWT rotor. Radial directed volume forces are applied on the circular path of the VAWT rotor airfoil and constitute an energy conversion in the flow. The power coefficient for the ideal as well as the real energy conversion is defined...
Analysis of VAWT aerodynamics and design using the Actuator Cylinder flow model
DEFF Research Database (Denmark)
Aagaard Madsen, Helge; Schmidt Paulsen, Uwe; Vita, Luca
2014-01-01
The actuator cylinder (AC) flow model is defined as the ideal VAWT rotor. Radial directed volume forces are applied on the circular path of the VAWT rotor airfoil and constitute an energy conversion in the flow. The power coefficient for the ideal as well as the real energy conversion is defined....... obtainable power coefficient for a fixed pitch VAWT is constrained by the fundamental cyclic variation of inflow angle and relative velocity leading to a loading that deviates considerably from the uniform loading.......The actuator cylinder (AC) flow model is defined as the ideal VAWT rotor. Radial directed volume forces are applied on the circular path of the VAWT rotor airfoil and constitute an energy conversion in the flow. The power coefficient for the ideal as well as the real energy conversion is defined....... The describing equations for the two-dimensional AC model are presented and a solution method splitting the final solution in a linear and non-linear part is briefly described. A family of loadforms approaching the uniform loading is used to study the ideal energy conversion indicating that the maximum power...
Operational modal analysis on a VAWT in a large wind tunnel using stereo vision technique
International Nuclear Information System (INIS)
Najafi, Nadia; Paulsen, Uwe Schmidt
2017-01-01
This paper is about development and use of a research based stereo vision system for vibration and operational modal analysis on a parked, 1-kW, 3-bladed vertical axis wind turbine (VAWT), tested in a wind tunnel at high wind. Vibrations were explored experimentally by tracking small deflections of the markers on the structure with two cameras, and also numerically, to study structural vibrations in an overall objective to investigate challenges and to prove the capability of using stereo vision. Two high speed cameras provided displacement measurements at no wind speed interference. The displacement time series were obtained using a robust image processing algorithm and analyzed with data-driven stochastic subspace identification (DD-SSI) method. In addition of exploring structural behaviour, the VAWT testing gave us the possibility to study aerodynamic effects at Reynolds number of approximately 2 × 10"5. VAWT dynamics were simulated using HAWC2. The stereo vision results and HAWC2 simulations agree within 4% except for mode 3 and 4. The high aerodynamic damping of one of the blades, in flatwise motion, would explain the gap between those two modes from simulation and stereo vision. A set of conventional sensors, such as accelerometers and strain gauges, are also measuring rotor vibration during the experiment. The spectral analysis of the output signals of the conventional sensors agrees the stereo vision results within 4% except for mode 4 which is due to the inaccuracy of spectral analysis in picking very closely spaced modes. Finally, the uncertainty of the 3D displacement measurement was evaluated by applying a generalized method based on the law of error propagation, for a linear camera model of the stereo vision system. - Highlights: • The stereo vision technique is used to track deflections on a VAWT in the wind tunnel. • OMA is applied on displacement time series to study the dynamic behaviour of the VAWT. • Stereo vision results enabled us to
Desirable airfoil features for smaller-capacity straight-bladed VAWT
Energy Technology Data Exchange (ETDEWEB)
Islam, Mazharul; Ting, D.S.-K.; Fartaj, Amir
2007-05-15
In the small scale wind turbine market, the simple straight-bladed Darrieus type vertical axis wind turbine (SB-VAWT) is very attractive for its simple blade design. A detailed aerodynamic performance analysis was conducted on a smaller capacity fixed-pitch SB-VAWT. Brief analyses of the main aerodynamic challenges of this type of wind turbine were first discussed and subsequently the authors conducted further literature survey and computational analysis to shortlist aerodynamic characteristics of a desirable airfoil for a self-starting and better performing SB-VAWT. The required geometric features of the desirable airfoil to achieve the short listed characteristics were also discussed. It has been found out that conventionally used NACA symmetric airfoils are not suitable for smaller capacity SB-VAWT. Rather, it is advantageous to utilize a high-lift and low-drag asymmetric thick airfoil suitable for low speed operation typically encountered by SB-VAWT. (author)
On the way to reliable aeroelastic load simulation on VAWT's
DEFF Research Database (Denmark)
Larsen, Torben J.; Aagaard Madsen, Helge
2013-01-01
In this paper a method for an implementation of a 2D actuator cylinder flow model of an Vertical Axis Wind Turbine (VAWT) is presented. The model is implemented in a full aeroelastic code including consideration of structural dynamics, dynamic inflow, tower shadow and dynamic stall, which is needed...... for a full load analysis relating to eg. certification of a VAWT turbine. Further on, principal load cases according to the IEC61400-1 are simulated for a fictitious 5MW VAWT turbine in it’s simplest 2 bladed Darrieus configuration. The IEC61400-1 load cases, originally developed for Horizontal Axis Wind...... Turbines (HAWT’s), are discussed regarding the application to VAWT’s. Further on a small section regarding aerodynamic flow in curved motion is included....
A retrospective of VAWT technology.
Energy Technology Data Exchange (ETDEWEB)
Ashwill, Thomas D.; Sutherland, Herbert J. (HJS Consulting, Albuquerque, NM); Berg, Dale E.
2012-01-01
The study of Vertical-Axis Wind Turbine (VAWT) technology at Sandia National Laboratories started in the 1970's and concluded in the 1990's. These studies concentrated on the Darrieus configurations because of their high inherent efficiency, but other configurations (e.g., the Savonius turbine) were also examined. The Sandia VAWT program culminated with the design of the 34-m 'Test Bed' Darrieus VAWT. This turbine was designed and built to test various VAWT design concepts and to provide the necessary databases to validate analytical design codes and algorithms. Using the Test Bed as their starting point, FloWind Corp. developed a commercial VAWT product line with composite blades and an extended height-to-diameter ratio. The purpose of this paper is to discuss the design process and results of the Sandia 34-m VAWT Test Bed program and the FloWind prototype development program with an eye toward future offshore designs. This paper is our retrospective of the design, analysis, testing and commercial process. Special emphasis is given to those lessons learned that will aid in the development of an off-shore VAWT.
Ferreira, C.J.S.; Bijl, H.; Bussel, van G.J.W.; Kuik, van G.A.M.
2007-01-01
The implementation of wind energy conversion systems in the built environment renewed the interest and the research on Vertical Axis Wind Turbines (VAWT), which in this application present several advantages over Horizontal Axis Wind Turbines (HAWT). The VAWT has an inherent unsteady aerodynamic
A stochastic aerodynamic model for stationary blades in unsteady 3D wind fields
International Nuclear Information System (INIS)
Fluck, Manuel; Crawford, Curran
2016-01-01
Dynamic loads play an important roll in the design of wind turbines, but establishing the life-time aerodynamic loads (e.g. extreme and fatigue loads) is a computationally expensive task. Conventional (deterministic) methods to analyze long term loads, which rely on the repeated analysis of multiple different wind samples, are usually too expensive to be included in optimization routines. We present a new stochastic approach, which solves the aerodynamic system equations (Lagrangian vortex model) in the stochastic space, and thus arrive directly at a stochastic description of the coupled loads along a turbine blade. This new approach removes the requirement of analyzing multiple different realizations. Instead, long term loads can be extracted from a single stochastic solution, a procedure that is obviously significantly faster. Despite the reduced analysis time, results obtained from the stochastic approach match deterministic result well for a simple test-case (a stationary blade). In future work, the stochastic method will be extended to rotating blades, thus opening up new avenues to include long term loads into turbine optimization. (paper)
DEFF Research Database (Denmark)
van der Horst, Sander; van de Wiel, Jelmer E.; Ferreira, Carlos Simao
2016-01-01
Blades on a Vertical Axis Wind Turbine (VAWT) experience curved streamlines, caused by the rotation of the turbine. This phenomenon is known as flow curvature and has effects on the aerodynamic loading of the blades. Several authors have proposed methods to account for flow curvature, resulting...
Kadlec, E. G.
1979-01-01
The developing Darrieus VAWT technology whose ultimate objective is economically feasible, industry-produced, commercially marketed wind energy systems is reviewed. First-level aerodynamic, structural, and system analyses capabilities which support and evaluate the system designs are discussed. The characteristics of current technology designs are presented and their cost effectiveness is assessed. Potential improvements identified are also presented along with their cost benefits.
Recent Darrieus vertical axis wind turbine aerodynamical experiments at Sandia National Laboratories
Klimas, P. C.
1981-01-01
Experiments contributing to the understanding of the aerodynamics of airfoils operating in the vertical axis wind turbine (VAWT) environment are described. These experiments are ultimately intended to reduce VAWT cost of energy and increase system reliability. They include chordwise pressure surveys, circumferential blade acceleration surveys, effects of blade camber, pitch and offset, blade blowing, and use of sections designed specifically for VAWT application.
Variable Pitch Approach for Performance Improving of Straight-Bladed VAWT at Rated Tip Speed Ratio
Directory of Open Access Journals (Sweden)
Zhenzhou Zhao
2018-06-01
Full Text Available This paper presents a new variable pitch (VP approach to increase the peak power coefficient of the straight-bladed vertical-axis wind turbine (VAWT, by widening the azimuthal angle band of the blade with the highest aerodynamic torque, instead of increasing the highest torque. The new VP-approach provides a curve of pitch angle designed for the blade operating at the rated tip speed ratio (TSR corresponding to the peak power coefficient of the fixed pitch (FP-VAWT. The effects of the new approach are exploited by using the double multiple stream tubes (DMST model and Prandtl’s mathematics to evaluate the blade tip loss. The research describes the effects from six aspects, including the lift, drag, angle of attack (AoA, resultant velocity, torque, and power output, through a comparison between VP-VAWTs and FP-VAWTs working at four TSRs: 4, 4.5, 5, and 5.5. Compared with the FP-blade, the VP-blade has a wider azimuthal zone with the maximum AoA, lift, drag, and torque in the upwind half-cycle, and yields the two new larger maximum values in the downwind half-cycle. The power distribution in the swept area of the turbine changes from an arched shape of the FP-VAWT into the rectangular shape of the VP-VAWT. The new VP-approach markedly widens the highest-performance zone of the blade in a revolution, and ultimately achieves an 18.9% growth of the peak power coefficient of the VAWT at the optimum TSR. Besides achieving this growth, the new pitching method will enhance the performance at TSRs that are higher than current optimal values, and an increase of torque is also generated.
Numerical study on aerodynamic damping of floating vertical axis wind turbines
DEFF Research Database (Denmark)
Cheng, Zhengshun; Aagaard Madsen, Helge; Gao, Zhen
2016-01-01
Harvesting offshore wind energy resources using floating vertical axis wind turbines (VAWTs) has attracted an increasing interest in recent years. Due to its potential impact on fatigue damage, the aerodynamic damping should be considered in the preliminary design of a floating VAWT based...... on the frequency domain method. However, currently the study on aerodynamic damping of floating VAWTs is very limited. Due to the essential difference in aerodynamic load characteristics, the aerodynamic damping of a floating VAWT could be different from that of a floating horizontal axis wind turbine (HAWT...... to four were considered. The aerodynamic damping under steady and turbulent wind conditions were estimated using fully coupled aero-hydro-servo-elastic time domain simulations. It is found that the aerodynamic damping ratio of the considered floating VAWTs ranges from 1.8% to 5.3%. Moreover...
International Nuclear Information System (INIS)
Ferreira, C J Simao; Bijl, H; Bussel, G van; Kuik, G van
2007-01-01
The implementation of wind energy conversion systems in the built environment renewed the interest and the research on Vertical Axis Wind Turbines (VAWT), which in this application present several advantages over Horizontal Axis Wind Turbines (HAWT). The VAWT has an inherent unsteady aerodynamic behavior due to the variation of angle of attack with the angle of rotation, perceived velocity and consequentially Reynolds number. The phenomenon of dynamic stall is then an intrinsic effect of the operation of a Vertical Axis Wind Turbine at low tip speed ratios, having a significant impact in both loads and power. The complexity of the unsteady aerodynamics of the VAWT makes it extremely attractive to be analyzed using Computational Fluid Dynamics (CFD) models, where an approximation of the continuity and momentum equations of the Navier-Stokes equations set is solved. The complexity of the problem and the need for new design approaches for VAWT for the built environment has driven the authors of this work to focus the research of CFD modeling of VAWT on: .comparing the results between commonly used turbulence models: URANS (Spalart-Allmaras and k-ε) and large eddy models (Large Eddy Simulation and Detached Eddy Simulation) .verifying the sensitivity of the model to its grid refinement (space and time), .evaluating the suitability of using Particle Image Velocimetry (PIV) experimental data for model validation. The 2D model created represents the middle section of a single bladed VAWT with infinite aspect ratio. The model simulates the experimental work of flow field measurement using Particle Image Velocimetry by Simao Ferreira et al for a single bladed VAWT. The results show the suitability of the PIV data for the validation of the model, the need for accurate simulation of the large eddies and the sensitivity of the model to grid refinement
Inverse airfoil design method for low-speed straight-bladed Darrieus-type VAWT applications
Energy Technology Data Exchange (ETDEWEB)
Saeed, F. [King Fahd Univ. of Petroleum and Minerals, Dhahran (Saudi Arabia); Paraschivoiu, I.; Trifu, O. [Ecole Polytechnique, Montreal, PQ (Canada); Hess, M.; Gabrys, C. [Mariah Power Inc., Reno, NV (United States)
2008-07-01
Inverse airfoil design of a low-speed straight-bladed Darrieus-type vertical axis wind turbine (VAWT) can help improve aerodynamic performance and power output by eliminating undesirable flow field characteristics at very low Reynolds number. This study used an interactive inverse airfoil design method (PROFOIL) that allows specification of velocity and boundary-layer characteristics over different segments of the airfoil subject to constraints on the geometry (closure) and the flow field (far field boundary). Additional constraints were also considered to address pitching moment coefficient, thickness and the power output for a given tip-speed ratio. Performance analyses of the airfoil and the VAWT were carried out using state-of-the-art analyses codes XFOIL and CARDAAV, respectively. XFOIL is a panel method with a coupled boundary-layer scheme and is used to obtain the aerodynamic characteristics of resulting airfoil shapes. The final airfoil geometry is obtained through a multi-dimensional Newton iteration. The study showed that the strength of the method lies in the inverse design methodology whereas its weaknesses is in reliably predicting aerodynamic characteristics of airfoils at low Reynolds numbers and high angles of attack. A 10-15 per cent increase in the relative performance of the VAWT was achieved with this method. Although the results of the study showed that the method has great application potential for VAWTs in general, there is much room for improvement in flow analysis capabilities for low Re flows in reliably predicting post-stall aerodynamic characteristics. In the absence of such analysis capabilities, the authors suggested that the results should be viewed qualitatively and not quantitatively. 36 refs., 1 tab., 4 figs.
Overview of Vertical Axis Wind Turbine (VAWT)
Sullivan, W. N.
1979-01-01
A survey is presented of the practices which were applied for designing VAWT blades. An attempt is made to discuss strengths and weaknesses of the existing procedures. Discussion is provided on planned or suggested future work in developing improved design tools.
Numerical study on aerodynamic damping of floating vertical axis wind turbines
Cheng, Zhengshun; Aagaard Madsen, Helge; Gao, Zhen; Moan, Torgeir
2016-09-01
Harvesting offshore wind energy resources using floating vertical axis wind turbines (VAWTs) has attracted an increasing interest in recent years. Due to its potential impact on fatigue damage, the aerodynamic damping should be considered in the preliminary design of a floating VAWT based on the frequency domain method. However, currently the study on aerodynamic damping of floating VAWTs is very limited. Due to the essential difference in aerodynamic load characteristics, the aerodynamic damping of a floating VAWT could be different from that of a floating horizontal axis wind turbine (HAWT). In this study, the aerodynamic damping of floating VAWTs was studied in a fully coupled manner, and its influential factors and its effects on the motions, especially the pitch motion, were demonstrated. Three straight-bladed floating VAWTs with identical solidity and with a blade number varying from two to four were considered. The aerodynamic damping under steady and turbulent wind conditions were estimated using fully coupled aero-hydro-servo-elastic time domain simulations. It is found that the aerodynamic damping ratio of the considered floating VAWTs ranges from 1.8% to 5.3%. Moreover, the aerodynamic damping is almost independent of the rotor azimuth angle, and is to some extent sensitive to the blade number.
Aerodynamics and Motion Performance of the H-Type Floating Vertical Axis Wind Turbine
Directory of Open Access Journals (Sweden)
Ying Guo
2018-02-01
Full Text Available Aerodynamics and motion performance of the floating vertical wind turbine (VAWT were studied in this paper, where the wind turbine was H-type and the floating foundation was truss spar type. Based on the double-multiple-stream-tube theory, the formulae were deduced to calculate the aerodynamic loads acting on the wind turbine considering the motions of the floating foundation. The surge-heave-pitch nonlinear coupling equations of the H-type floating VAWT were established. Aerodynamics and motion performance of a 5 MW H-type floating VAWT was studied, and the effect of the floating foundation motions on the aerodynamic loads was analyzed. It is shown that the motions of the floating foundation on the aerodynamics cannot be ignored. The motion of the H-type floating VAWT was also compared with that of the Φ-type floating VAWT: they have the same floating foundation, rated output power, mooring system and total displacement. The results show that the H-type floating VAWT has better motion performance, and the mean values of surge, heave and pitch of the H-type floating VAWT are much smaller comparing with the Φ-type floating VAWT.
Aerodynamic modeling of floating vertical axis wind turbines using the actuator cylinder flow method
DEFF Research Database (Denmark)
Cheng, Zhengshun; Aagaard Madsen, Helge; Gao, Zhen
2016-01-01
Recently the interest in developing vertical axis wind turbines (VAWTs) for offshore application has been increasing. Among the aerodynamic models of VAWTs, double multi-streamtube (DMST) and actuator cylinder (AC) models are two favorable methods for fully coupled modeling and dynamic analysis...
Aerodynamic Optimization of Vertical Axis Wind Turbine with Trailing Edge Flap
DEFF Research Database (Denmark)
Ertem, Sercan; Ferreira, Carlos Simao; Gaunaa, Mac
2016-01-01
Vertical Axis Wind Turbines (VAWT) are competitive concepts for very large scale (10-20 MW)floating ofshore applications. Rotor circulation control (loading control) opens a wide design space to enhance the aerodynamic and operational features of VAWT. The modied linear derivation of the Actuator...
International Nuclear Information System (INIS)
Luhur, M.R.
2014-01-01
This contribution provides the development of a stochastic lift and drag model for an airfoil FX 79-W-151A under unsteady wind inflow based on wind tunnel measurements. Here we present the integration of the stochastic model into a well-known standard BEM (Blade Element Momentum) model to obtain the corresponding aerodynamic forces on a rotating blade element. The stochastic model is integrated as an alternative to static tabulated data used by classical BEM. The results show that in comparison to classical BEM, the BEM with stochastic approach additionally reflects the local force dynamics and therefore provides more information on aerodynamic forces that can be used by wind turbine simulation codes. (author)
Directory of Open Access Journals (Sweden)
Muhammad Ramzan Luhur
2014-01-01
Full Text Available This contribution provides the development of a stochastic lift and drag model for an airfoil FX 79-W-151A under unsteady wind inflow based on wind tunnel measurements. Here we present the integration of the stochastic model into a well-known standard BEM (Blade Element Momentum model to obtain the corresponding aerodynamic forces on a rotating blade element. The stochastic model is integrated as an alternative to static tabulated data used by classical BEM. The results show that in comparison to classical BEM, the BEM with stochastic approach additionally reflects the local force dynamics and therefore provides more information on aerodynamic forces that can be used by wind turbine simulation codes
Mazarbhuiya, Hussain Mahamed Sahed Mostafa; Biswas, Agnimitra; Sharma, Kaushal Kumar
2018-04-01
Wind energy is an essential and carbon free form of renewable energy resources. Energy can be easily extracted from wind with the use of Horizontal axis and Vertical axis wind turbine(VAWT). The performance of turbine depends on airfoil shape. The present work emphasizes the aerodynamics of different asymmetrical airfoils used in VAWT rotors. This investigation is conducted for the selection of efficient asymmetrical bladed H-Darrieus VAWT rotor. Five numbers of thick and cambered asymmetrical airfoil is considered for this investigation. A free stream velocity of 6.0 m/s is considered to simulate 2D CFD analysis using k-ɛ turbulence model. The power coefficient (Cp) of all H-Darrieus VAWT rotor increase with increase in TSR value to a certain limit and after it starts decrease with further increase of TSR. In the present investigation the Cp and TSR of NACA 63415 (RT-30%) are found to be higher among all considered asymmetrical airfoils. Moreover, Ct values of NACA 63415 (RT-30%) are also high corresponding to all TSR values. This is due to the long duration of attachment of flow with blade surroundings. Hence, NACA 63415 (RT- 30%) airfoil may be considered as an efficient airfoil among S818, GOE 561, GU25-5(11)8, and KENNEDY AND MARSDEN (kenmar) asymmetrical airfoils.
Numerical simulation of VAWT on the effects of rotation cylinder
Xing, Shuda; Cao, Yang; Ren, Fuji
2017-06-01
Based on Finite Element Analysis Method, studying on Vertical Axis Wind Turbine (VAWT) which is added rotating cylinder in front of its air foils, especially focusing on the analysis of NACA6 series air foils about variation of lift to drag ratio. Choosing the most suitable blades with rotary cylinder added on leading edge. Analysis indicates that the front rotating cylinders on the VAWT is benefit to lift rise and drag fall. The most suitable air foil whose design lift coefficient is 0.8, the blades relative thickness is 20%, and the optimistic tip speed ratio is about 7.
Reliability of numerical wind tunnels for VAWT simulation
International Nuclear Information System (INIS)
Castelli, M. Raciti; Masi, M.; Battisti, L.; Benini, E.; Brighenti, A.; Dossena, V.; Persico, G.
2016-01-01
Computational Fluid Dynamics (CFD) based on the Unsteady Reynolds Averaged Navier Stokes (URANS) equations have long been widely used to study vertical axis wind turbines (VAWTs). Following a comprehensive experimental survey on the wakes downwind of a troposkien-shaped rotor, a campaign of bi-dimensional simulations is presented here, with the aim of assessing its reliability in reproducing the main features of the flow, also identifying areas needing additional research. Starting from both a well consolidated turbulence model (k-ω SST) and an unstructured grid typology, the main simulation settings are here manipulated in a convenient form to tackle rotating grids reproducing a VAWT operating in an open jet wind tunnel. The dependence of the numerical predictions from the selected grid spacing is investigated, thus establishing the less refined grid size that is still capable of capturing some relevant flow features such as integral quantities (rotor torque) and local ones (wake velocities). (paper)
Reliability of numerical wind tunnels for VAWT simulation
Raciti Castelli, M.; Masi, M.; Battisti, L.; Benini, E.; Brighenti, A.; Dossena, V.; Persico, G.
2016-09-01
Computational Fluid Dynamics (CFD) based on the Unsteady Reynolds Averaged Navier Stokes (URANS) equations have long been widely used to study vertical axis wind turbines (VAWTs). Following a comprehensive experimental survey on the wakes downwind of a troposkien-shaped rotor, a campaign of bi-dimensional simulations is presented here, with the aim of assessing its reliability in reproducing the main features of the flow, also identifying areas needing additional research. Starting from both a well consolidated turbulence model (k-ω SST) and an unstructured grid typology, the main simulation settings are here manipulated in a convenient form to tackle rotating grids reproducing a VAWT operating in an open jet wind tunnel. The dependence of the numerical predictions from the selected grid spacing is investigated, thus establishing the less refined grid size that is still capable of capturing some relevant flow features such as integral quantities (rotor torque) and local ones (wake velocities).
Analysis of Different Blade Architectures on small VAWT Performance
Battisti, L.; Brighenti, A.; Benini, E.; Raciti Castelli, M.
2016-09-01
The present paper aims at describing and comparing different small Vertical Axis Wind Turbine (VAWT) architectures, in terms of performance and loads. These characteristics can be highlighted by resorting to the Blade Element-Momentum (BE-M) model, commonly adopted for rotor pre-design and controller assessment. After validating the model with experimental data, the paper focuses on the analysis of VAWT loads depending on some relevant rotor features: blade number (2 and 3), airfoil camber line (comparing symmetrical and asymmetrical profiles) and blade inclination (straight versus helical blade). The effect of such characteristics on both power and thrusts (in the streamwise direction and in the crosswise one) as a function of both the blades azimuthal position and their Tip Speed Ratio (TSR) are presented and widely discussed.
DEFF Research Database (Denmark)
Hansen, Martin Otto Laver
Aerodynamics of Wind Turbines is the established essential text for the fundamental solutions to efficient wind turbine design. Now in its third edition, it has been substantially updated with respect to structural dynamics and control. The new control chapter now includes details on how to design...... Turbines (VAWT). Topics covered include increasing mass flow through the turbine, performance at low and high wind speeds, assessment of the extreme conditions under which the turbine will perform and the theory for calculating the lifetime of the turbine. The classical Blade Element Momentum method...... is also covered, as are eigenmodes and the dynamic behaviour of a turbine. The book describes the effects of the dynamics and how this can be modelled in an aeroelastic code, which is widely used in the design and verification of modern wind turbines. Furthermore, it examines how to calculate...
A 34-meter VAWT (Vertical Axis Wind Turbine) point design
Ashwill, T. D.; Berg, D. E.; Dodd, H. M.; Rumsey, M. A.; Sutherland, H. J.; Veers, P. S.
The Wind Energy Division at Sandia National Laboratories recently completed a point design based on the 34-m Vertical Axis Wind Turbine (VAWT) Test Bed. The 34-m Test Bed research machine incorporates several innovations that improve Darrieus technology, including increased energy production, over previous machines. The point design differs minimally from the Test Bed; but by removing research-related items, its estimated cost is substantially reduced. The point design is a first step towards a Test-Bed-based commercial machine that would be competitive with conventional sources of power in the mid-1990s.
Measurements of the Aerodynamic Normal Forces on a 12-kW Straight-Bladed Vertical Axis Wind Turbine
Directory of Open Access Journals (Sweden)
Eduard Dyachuk
2015-08-01
Full Text Available The knowledge of unsteady forces is necessary when designing vertical axis wind turbines (VAWTs. Measurement data for turbines operating at an open site are still very limited. The data obtained from wind tunnels or towing tanks can be used, but have limited applicability when designing large-scale VAWTs. This study presents experimental data on the normal forces of a 12-kW straight-bladed VAWT operated at an open site north of Uppsala, Sweden. The normal forces are measured with four single-axis load cells. The data are obtained for a wide range of tip speed ratios: from 1.7 to 4.6. The behavior of the normal forces is analyzed. The presented data can be used in validations of aerodynamic models and the mechanical design for VAWTs.
Rezaeiha, Abdolrahim; Montazeri, Hamid; Blocken, Bert
2018-01-01
Vertical axis wind turbines (VAWTs) have received growing interest for off-shore application and in the urban environments mainly due to their omni-directional capability, scalability, robustness, low noise and costs. However, their aerodynamic performance is still not comparable with their
Effect of the shaft on the aerodynamic performance of urban vertical axis wind turbines
Rezaeiha, A.; Kalkman, I.; Montazeri, H.; Blocken, B.J.E.
2017-01-01
The central shaft is an inseparable part of a vertical axis wind turbine (VAWT). For small turbines such as those typically used in urban environments, the shaft could operate in the subcritical regime, resulting in large drag and considerable aerodynamic power loss. The current study aims to (i)
Directory of Open Access Journals (Sweden)
Pierre Tchakoua
2016-10-01
Full Text Available The complex and unsteady aerodynamics of vertical axis wind turbines (VAWTs pose significant challenges for simulation tools. Recently, significant research efforts have focused on the development of new methods for analysing and optimising the aerodynamic performance of VAWTs. This paper presents an electric circuit model for Darrieus-type vertical axis wind turbine (DT-VAWT rotors. The novel Tchakoua model is based on the mechanical description given by the Paraschivoiu double-multiple streamtube model using a mechanical‑electrical analogy. Model simulations were conducted using MATLAB for a three-bladed rotor architecture, characterized by a NACA0012 profile, an average Reynolds number of 40,000 for the blade and a tip speed ratio of 5. The results obtained show strong agreement with findings from both aerodynamic and computational fluid dynamics (CFD models in the literature.
Numerical Simulations of a VAWT in the Wake of a Moving Car
Directory of Open Access Journals (Sweden)
Wenlong Tian
2017-04-01
Full Text Available Wind energy generated from the wake of moving cars has a large energy potential that has not yet been utilized. In this study, a vertical axis wind turbine (VAWT was used to recover energy from the wakes of moving cars. The turbine was designed to be planted by the side of the car lane and driven by the wake produced by the car. Transient computational fluid dynamics (CFD simulations were performed to evaluate the performance of the VAWT. The influence of two main factors on the performance of the VAWT, the velocity of the car and the gap between the car and the rotor, were studied. The simulations confirmed the feasibility of this plan, and in the tested cases, the VAWT was able to generate a maximum energy output of 100.49 J from the wake of a car. The results also showed that the performance of the VAWT decreased with the velocity of the car, and the increased gap between the car and the VAWT.
Effect of moment of inertia to H type vertical axis wind turbine aerodynamic performance
International Nuclear Information System (INIS)
Yang, C X; Li, S T
2013-01-01
The main aerodynamic performances (out power out power coefficient torque torque coefficient and so on) of H type Vertical Axis wind Turbine (H-VAWT) which is rotating machinery will be impacted by moment of inertia. This article will use NACA0018 airfoil profile to analyze that moment of inertia through impact performance of H type VAWT by utilizing program of Matlab and theory of Double-Multiple Streamtube. The results showed that the max out power coefficient was barely impacted when moment of inertia is changed in a small area,but the lesser moment of inertia's VAWT needs a stronger wind velocity to obtain the max out power. The lesser moment of inertia's VAWT has a big out power coefficient, torque coefficient and out power before it gets to the point of max out power coefficient. Out power coefficient, torque and torque coefficient will obviously change with wind velocity increased for VAWT of the lesser moment of inertia
Benchmarking (Code2Code) of the 1Hs 3-Bladed Onshore VAWT
DEFF Research Database (Denmark)
Galinos, Christos; Schmidt Paulsen, Uwe
This study is part of the Inflow project. In this report the Nenuphar’s onshore 3-bladed Vertical Axis Wind Turbine (VAWT) prototype (1HS) is modelled in HAWC2 aeroelastic code. In the first part the model properties are summarized. Then the analysis is focused on the rotor performance and various...
Panther, Chad C.
Vertical Axis Wind Turbines (VAWTs) have experienced a renewed interest in development for urban, remote, and offshore applications. Past research has shown that VAWTs cannot compete with Horizontals Axis Wind Turbines (HAWTs) in terms of energy capture efficiency. VAWT performance is plagued by dynamic stall (DS) effects at low tip-speed ratios (lambda), where each blade pitches beyond static stall multiple times per revolution. Furthermore, for lambdaoperate outside of stall during over 70% of rotation. However, VAWTs offer many advantages such as omnidirectional operation, ground proximity of generator, lower sound emission, and non-cantilevered blades with longer life. Thus, mitigating dynamic stall and improving VAWT blade aerodynamics for competitive power efficiency has been a popular research topic in recent years and the directive of this study. Past research at WVU focused on the addition of circulation control (CC) technology to improve VAWT aerodynamics and expand the operational envelope. A novel blade design was generated from the augmentation of a NACA0018 airfoil to include CC capabilities. Static wind tunnel data was collected for a range of steady jet momentum coefficients (0.01≤ Cmu≤0.10) for analytical vortex model performance projections. Control strategies were developed to optimize CC jet conditions throughout rotation, resulting in improved power output for 2≤lambda≤5. However, the pumping power required to produce steady CC jets reduced net power gains of the augmented turbine by approximately 15%. The goal of this work was to investigate pulsed CC jet actuation to match steady jet performance with reduced mass flow requirements. To date, no experimental studies have been completed to analyze pulsed CC performance on a pitching airfoil. The research described herein details the first study on the impact of steady and pulsed jet CC on pitching VAWT blade aerodynamics. Both numerical and experimental studies were implemented, varying
Wilson, R. E.
1981-01-01
Aerodynamic developments for vertical axis and horizontal axis wind turbines are given that relate to the performance and aerodynamic loading of these machines. Included are: (1) a fixed wake aerodynamic model of the Darrieus vertical axis wind turbine; (2) experimental results that suggest the existence of a laminar flow Darrieus vertical axis turbine; (3) a simple aerodynamic model for the turbulent windmill/vortex ring state of horizontal axis rotors; and (4) a yawing moment of a rigid hub horizontal axis wind turbine that is related to blade coning.
Operational modal analysis on a VAWT in a large wind tunnel using stereo vision technique
DEFF Research Database (Denmark)
Najafi, Nadia; Schmidt Paulsen, Uwe
2017-01-01
This paper is about development and use of a research based stereo vision system for vibration and operational modal analysis on a parked, 1-kW, 3-bladed vertical axis wind turbine (VAWT), tested in a wind tunnel at high wind. Vibrations were explored experimentally by tracking small deflections...... of the markers on the structure with two cameras, and also numerically, to study structural vibrations in an overall objective to investigate challenges and to prove the capability of using stereo vision. Two high speed cameras provided displacement measurements at no wind speed interference. The displacement...
Performance characteristics of a Vertical Axis Wind Turbine (VAWT) under transient conditions
Colley, Gareth; Mishra, Rakesh
2011-01-01
The present work investigates the performance characteristics of a novel Vertical Axis Wind Turbine (VAWT) for use in the urban environment. Here the performance of the wind turbine has been analyzed experimentally using a full scale prototype measuring 2.0m diameter and 1.0m in height. The turbine was located at the exit of a 0.6m x 0.6m wind tunnel section and was subjected to a jet flow. The performance output from the turbine has been obtained using a torque transducer unit which provides...
Kao, Jui-Hsiang; Tseng, Po-Yuan
2018-01-01
The objective of this paper is to describe the application of CFD (Computational fluid dynamics) technology in the matching of turbine blades and generator to increase the efficiency of a vertical axis wind turbine (VAWT). A VAWT is treated as the study case here. The SST (Shear-Stress Transport) k-ω turbulence model with SIMPLE algorithm method in transient state is applied to solve the T (torque)-N (r/min) curves of the turbine blades at different wind speed. The T-N curves of the generator at different CV (constant voltage) model are measured. Thus, the T-N curves of the turbine blades at different wind speed can be matched by the T-N curves of the generator at different CV model to find the optimal CV model. As the optimal CV mode is selected, the characteristics of the operating points, such as tip speed ratio, revolutions per minute, blade torque, and efficiency, can be identified. The results show that, if the two systems are matched well, the final output power at a high wind speed of 9-10 m/s will be increased by 15%.
Sutherland, Herbert J.
1988-08-01
Sandia National Laboratories has erected a research oriented, 34- meter diameter, Darrieus vertical axis wind turbine near Bushland, Texas. This machine, designated the Sandia 34-m VAWT Test Bed, is equipped with a large array of strain gauges that have been placed at critical positions about the blades. This manuscript details a series of four-point bend experiments that were conducted to validate the output of the blade strain gauge circuits. The output of a particular gauge circuit is validated by comparing its output to equivalent gauge circuits (in this stress state) and to theoretical predictions. With only a few exceptions, the difference between measured and predicted strain values for a gauge circuit was found to be of the order of the estimated repeatability for the measurement system.
1990-01-01
The dynamic response of Sandia National Laboratories' 34-m Darrieus rotor wind turbine at Bushland, Texas, is presented. The formulation used a double-multiple streamtube aerodynamic model with a turbulent airflow and included the effects of linear aeroelastic forces. The structural analysis used established procedures with the program MSC/NASTRAN. The effects of aeroelastic forces on the damping of natural modes agree well with previous results at operating rotor speeds, but show some discrepancies at very high rotor speeds. A number of alternative expressions for the spectrum of turbulent wind were investigated. The model loading represented by each does not differ significantly; a more significant difference is caused by imposing a full lateral coherence of the turbulent flow. Spectra of the predicted stresses at various locations show that without aeroelastic forces, very severe resonance is likely to occur at certain natural frequencies. Inclusion of aeroelastic effects greatly attenuates this stochastic response, especially in modes involving in-plane blade bending.
PREFACE: Aerodynamic sound Aerodynamic sound
Akishita, Sadao
2010-02-01
The modern theory of aerodynamic sound originates from Lighthill's two papers in 1952 and 1954, as is well known. I have heard that Lighthill was motivated in writing the papers by the jet-noise emitted by the newly commercialized jet-engined airplanes at that time. The technology of aerodynamic sound is destined for environmental problems. Therefore the theory should always be applied to newly emerged public nuisances. This issue of Fluid Dynamics Research (FDR) reflects problems of environmental sound in present Japanese technology. The Japanese community studying aerodynamic sound has held an annual symposium since 29 years ago when the late Professor S Kotake and Professor S Kaji of Teikyo University organized the symposium. Most of the Japanese authors in this issue are members of the annual symposium. I should note the contribution of the two professors cited above in establishing the Japanese community of aerodynamic sound research. It is my pleasure to present the publication in this issue of ten papers discussed at the annual symposium. I would like to express many thanks to the Editorial Board of FDR for giving us the chance to contribute these papers. We have a review paper by T Suzuki on the study of jet noise, which continues to be important nowadays, and is expected to reform the theoretical model of generating mechanisms. Professor M S Howe and R S McGowan contribute an analytical paper, a valuable study in today's fluid dynamics research. They apply hydrodynamics to solve the compressible flow generated in the vocal cords of the human body. Experimental study continues to be the main methodology in aerodynamic sound, and it is expected to explore new horizons. H Fujita's study on the Aeolian tone provides a new viewpoint on major, longstanding sound problems. The paper by M Nishimura and T Goto on textile fabrics describes new technology for the effective reduction of bluff-body noise. The paper by T Sueki et al also reports new technology for the
Scorer, R S
1958-01-01
Natural Aerodynamics focuses on the mathematics of any problem in air motion.This book discusses the general form of the law of fluid motion, relationship between pressure and wind, production of vortex filaments, and conduction of vorticity by viscosity. The flow at moderate Reynolds numbers, turbulence in a stably stratified fluid, natural exploitation of atmospheric thermals, and plumes in turbulent crosswinds are also elaborated. This text likewise considers the waves produced by thermals, transformation of thin layer clouds, method of small perturbations, and dangers of extra-polation.Thi
Comparison of aerodynamic models for Vertical Axis Wind Turbines
DEFF Research Database (Denmark)
Ferreira, C. Simão; Aagaard Madsen, Helge; Barone, M.
2014-01-01
Multi-megawatt Vertical Axis Wind Turbines (VAWTs) are experiencing an increased interest for floating offshore applications. However, VAWT development is hindered by the lack of fast, accurate and validated simulation models. This work compares six different numerical models for VAWTS: a multiple...
Numerical Analysis of the Influence of Tip Devices on the Power Coefficient of a VAWT
Federico Amato; Gabriele Bedon; Marco Raciti Castelli; Ernesto Benini
2013-01-01
The aerodynamic performances of vertical axis wind turbines are highly affected by tip vortexes. In the present work, different tip devices are considered and simulated against a baseline rotor configuration, with the aim of identifying the best tip architecture. Three different configurations are tested: winglets, an elliptic termination and an aerodynamic bulkhead. A comparative analysis on the most promising architectures is conducted, focusing also on blade torque evo...
Aerodynamic performance of a small vertical axis wind turbine using an overset grid method
Bangga, Galih; Solichin, Mochammad; Daman, Aida; Sa'adiyah, Devy; Dessoky, Amgad; Lutz, Thorsten
2017-08-01
The present paper aims to asses the aerodynamic performance of a small vertical axis wind turbine operating at a small wind speed of 5 m/s for 6 different tip speed ratios (λ=2-7). The turbine consists of two blades constructed using the NACA 0015 airfoil. The study is carried out using computational fluid dynamics (CFD) methods employing an overset grid approach. The (URANS) SST k - ω is used as the turbulence model. For the preliminary study, simulations of the NACA 0015 under static conditions for a broad range of angle of attack and a rotating two-bladed VAWT are carried out. The results are compared with available measurement data and a good agreement is obtained. The simulations demonstrate that the maximum power coefficient attained is 0.45 for λ=4. The aerodynamic loads hysteresis are presented showing that the dynamic stall effect decreases with λ.
Directory of Open Access Journals (Sweden)
Yanzhao Yang
2018-06-01
Full Text Available The blade pitch angle has a significant influence on the aerodynamic characteristics of horizontal axis wind turbines. However, few research results have revealed its impact on the straight-bladed vertical axis wind turbine (Sb-VAWT. In this paper, wind tunnel experiments and CFD simulations were performed at the Sb-VAWT to investigate the effect of different blade pitch angles on the pressure distribution on the blade surface, the torque coefficient, and the power coefficient. In this study, the airfoil type was NACA0021 with two blades. The Sb-VAWT had a rotor radius of 1.0 m with a spanwise length of 1.2 m. The simulations were based on the k-ω Shear Stress Transport (SST turbulence model and the wind tunnel experiments were carried out using a high-speed multiport pressure device. As a result, it was found that the maximum pressure difference on the blade surface was obtained at the blade pitch angle of β = 6° in the upstream region. However, the maximum pressure coefficient was shown at the blade pitch angle of β = 8° in the downstream region. The torque coefficient acting on a single blade reached its maximum value at the blade pitch angle of β = 6°. As the tip speed ratio increased, the power coefficient became higher and reached the optimum level. Subsequently, further increase of the tip speed ratio only led to a quick reversion of the power coefficient. In addition, the results from CFD simulations had also a good agreement with the results from the wind tunnel experiments. As a result, the blade pitch angle did not have a significant influence on the aerodynamic characteristics of the Sb-VAWT.
3D wake dynamics of the VAWT : Experimental and numerical investigation
Ferreira, C.; Hofemann, C.; Dixon, K.; Van Kuik, G.A.M.; Van Bussel, G.J.W.
2010-01-01
The Vertical Axis Wind Turbine, in its 2D form, is characterized by a complex unsteady aerodynamic flow, including dynamic stall and blade vortex interaction. Adding to this complexity, the 3D flow causes spanwise effects and the presence of trailing vorticity and tip vortices. The objective of the
Enveloping Aerodynamic Decelerator
Nock, Kerry T. (Inventor); Aaron, Kim M. (Inventor); McRonald, Angus D. (Inventor); Gates, Kristin L. (Inventor)
2018-01-01
An inflatable aerodynamic deceleration method and system is provided for use with an atmospheric entry payload. The inflatable aerodynamic decelerator includes an inflatable envelope and an inflatant, wherein the inflatant is configured to fill the inflatable envelope to an inflated state such that the inflatable envelope surrounds the atmospheric entry payload, causing aerodynamic forces to decelerate the atmospheric entry payload.
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Sparse grid-based polynomial chaos expansion for aerodynamics of an airfoil with uncertainties
Directory of Open Access Journals (Sweden)
Xiaojing WU
2018-05-01
Full Text Available The uncertainties can generate fluctuations with aerodynamic characteristics. Uncertainty Quantification (UQ is applied to compute its impact on the aerodynamic characteristics. In addition, the contribution of each uncertainty to aerodynamic characteristics should be computed by uncertainty sensitivity analysis. Non-Intrusive Polynomial Chaos (NIPC has been successfully applied to uncertainty quantification and uncertainty sensitivity analysis. However, the non-intrusive polynomial chaos method becomes inefficient as the number of random variables adopted to describe uncertainties increases. This deficiency becomes significant in stochastic aerodynamic analysis considering the geometric uncertainty because the description of geometric uncertainty generally needs many parameters. To solve the deficiency, a Sparse Grid-based Polynomial Chaos (SGPC expansion is used to do uncertainty quantification and sensitivity analysis for stochastic aerodynamic analysis considering geometric and operational uncertainties. It is proved that the method is more efficient than non-intrusive polynomial chaos and Monte Carlo Simulation (MSC method for the stochastic aerodynamic analysis. By uncertainty quantification, it can be learnt that the flow characteristics of shock wave and boundary layer separation are sensitive to the geometric uncertainty in transonic region. The uncertainty sensitivity analysis reveals the individual and coupled effects among the uncertainty parameters. Keywords: Non-intrusive polynomial chaos, Sparse grid, Stochastic aerodynamic analysis, Uncertainty sensitivity analysis, Uncertainty quantification
Effect of number of blades on aerodynamic forces on a straight-bladed Vertical Axis Wind Turbine
International Nuclear Information System (INIS)
Li, Qing'an; Maeda, Takao; Kamada, Yasunari; Murata, Junsuke; Furukawa, Kazuma; Yamamoto, Masayuki
2015-01-01
Small wind turbine performance and safety standard for straight-bladed Vertical Axis Wind Turbine (VAWT) have not been developed in the world because of the lack of fundament experimental data. This paper focuses on the evaluation of aerodynamic forces depending on several numbers of blades in wind tunnel experiment. In the present study, the test airfoil of blade is symmetry airfoil of NACA 0021 and the number of blades is from two to five. Pressure acting on the surface of rotor blade is measured during rotation by multiport pressure devices and transmitted to a stationary system through wireless LAN. And then, the aerodynamic forces (tangential force, normal force et al.) are discussed as a function of azimuth angle, achieving a quantitative analysis of the effect of numbers of blades. Finally, the loads are compared with the experimental data of six-component balance. As a result, it is clarified that the power coefficient decreases with the increase of numbers of blades. Furthermore, the power which is absorbed from wind by wind turbine mainly depends on upstream region of azimuth angle of θ = 0°∼180°. In this way, these results are very important for developing the simple design equations and applications for straight-bladed VAWT. - Highlights: • Aerodynamic forces are measured by not only torque meter but also six-component balance. • The pressure distribution on the surface of rotor blade is directly measured by multiport pressure devices. • The power coefficient decreases with the increase of numbers of blades. • The fluctuation amplitudes from six-component balance show larger value than the results of pressure distribution.
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
International Nuclear Information System (INIS)
Bianchini, Alessandro; Balduzzi, Francesco; Bachant, Peter; Ferrara, Giovanni; Ferrari, Lorenzo
2017-01-01
Highlights: • 2D CFD simulations compared to experimental tow-tank data on the RVAT test model. • The use of CFD with open-field-like boundaries is suggested. • A reliable estimation of the turbine performance and the wake structure is obtained. • The transitional turbulence model is recommended for low TSRs and/or small rotors. • The wake analysis identified the main vortical structures generated by the blades. - Abstract: Thanks to the continuous improvement of calculation resources, computational fluid dynamics (CFD) is expected to provide in the next few years a cost-effective and accurate tool to improve the understanding of the unsteady aerodynamics of Darrieus wind turbines. This rotor type is in fact increasingly welcome by the wind energy community, especially in case of small size applications and/or non-conventional installation sites. In the present study, unique tow tank experimental data on the performance curve and the near-wake structure of a Darrieus rotor were used as a benchmark to validate the effectiveness of different CFD approaches. In particular, a dedicated analysis is provided to assess the suitability, the effectiveness and the future prospects of simplified two-dimensional (2D) simulations. The correct definition of the computational domain, the selection of the turbulence models and the correction of simulated data for the parasitic torque components are discussed in this study. Results clearly show that, (only) if properly set, two-dimensional CFD simulations are able to provide - with a reasonable computational cost - an accurate estimation of the turbine performance and also quite reliably describe the attended flow-field around the rotor and its wake.
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Hemsch, Michael J. (Editor); Nielsen, Jack N. (Editor)
1986-01-01
The present conference on tactical missile aerodynamics discusses autopilot-related aerodynamic design considerations, flow visualization methods' role in the study of high angle-of-attack aerodynamics, low aspect ratio wing behavior at high angle-of-attack, supersonic airbreathing propulsion system inlet design, missile bodies with noncircular cross section and bank-to-turn maneuvering capabilities, 'waverider' supersonic cruise missile concepts and design methods, asymmetric vortex sheding phenomena from bodies-of-revolution, and swept shock wave/boundary layer interaction phenomena. Also discussed are the assessment of aerodynamic drag in tactical missiles, the analysis of supersonic missile aerodynamic heating, the 'equivalent angle-of-attack' concept for engineering analysis, the vortex cloud model for body vortex shedding and tracking, paneling methods with vorticity effects and corrections for nonlinear compressibility, the application of supersonic full potential method to missile bodies, Euler space marching methods for missiles, three-dimensional missile boundary layers, and an analysis of exhaust plumes and their interaction with missile airframes.
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Katz, Joseph
2006-01-01
Race car performance depends on elements such as the engine, tires, suspension, road, aerodynamics, and of course the driver. In recent years, however, vehicle aerodynamics gained increased attention, mainly due to the utilization of the negative lift (downforce) principle, yielding several important performance improvements. This review briefly explains the significance of the aerodynamic downforce and how it improves race car performance. After this short introduction various methods to generate downforce such as inverted wings, diffusers, and vortex generators are discussed. Due to the complex geometry of these vehicles, the aerodynamic interaction between the various body components is significant, resulting in vortex flows and lifting surface shapes unlike traditional airplane wings. Typical design tools such as wind tunnel testing, computational fluid dynamics, and track testing, and their relevance to race car development, are discussed as well. In spite of the tremendous progress of these design tools (due to better instrumentation, communication, and computational power), the fluid dynamic phenomenon is still highly nonlinear, and predicting the effect of a particular modification is not always trouble free. Several examples covering a wide range of vehicle shapes (e.g., from stock cars to open-wheel race cars) are presented to demonstrate this nonlinear nature of the flow field.
Aerodynamically shaped vortex generators
DEFF Research Database (Denmark)
Hansen, Martin Otto Laver; Velte, Clara Marika; Øye, Stig
2016-01-01
An aerodynamically shaped vortex generator has been proposed, manufactured and tested in a wind tunnel. The effect on the overall performance when applied on a thick airfoil is an increased lift to drag ratio compared with standard vortex generators. Copyright © 2015 John Wiley & Sons, Ltd....
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
DEFF Research Database (Denmark)
Hansen, Martin Otto Laver
Aerodynamics of Wind Turbines is the established essential text for the fundamental solutions to efficient wind turbine design. Now in its second edition, it has been entirely updated and substantially extended to reflect advances in technology, research into rotor aerodynamics and the structural...... response of the wind turbine structure. Topics covered include increasing mass flow through the turbine, performance at low and high wind speeds, assessment of the extreme conditions under which the turbine will perform and the theory for calculating the lifetime of the turbine. The classical Blade Element...... Momentum method is also covered, as are eigenmodes and the dynamic behavior of a turbine. The new material includes a description of the effects of the dynamics and how this can be modeled in an aeroelastic code, which is widely used in the design and verification of modern wind turbines. Further...
Computational electromagnetic-aerodynamics
Shang, Joseph J S
2016-01-01
Presents numerical algorithms, procedures, and techniques required to solve engineering problems relating to the interactions between electromagnetic fields, fluid flow, and interdisciplinary technology for aerodynamics, electromagnetics, chemical-physics kinetics, and plasmadynamics This book addresses modeling and simulation science and technology for studying ionized gas phenomena in engineering applications. Computational Electromagnetic-Aerodynamics is organized into ten chapters. Chapter one to three introduce the fundamental concepts of plasmadynamics, chemical-physics of ionization, classical magnetohydrodynamics, and their extensions to plasma-based flow control actuators, high-speed flows of interplanetary re-entry, and ion thrusters in space exploration. Chapter four to six explain numerical algorithms and procedures for solving Maxwell’s equation in the time domain for computational electromagnetics, plasma wave propagation, and the time-dependent c mpressible Navier-Stokes equation for aerodyn...
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Aerodynamic Interactions between Pairs of Vertical-Axis Wind Turbines
Brownstein, Ian; Dabiri, John
2017-11-01
Increased power production has been observed in downstream vertical-axis wind turbines (VAWTs) when positioned offset from the wake of upstream turbines. This effect was found to exist in both laboratory and field environments with pairs of co- and counter-rotating turbines. It is hypothesized that the observed power production enhancement is due to flow acceleration adjacent to the upstream turbine caused by bluff body blockage, which increases the incident freestream velocity on appropriately positioned downstream turbines. This type of flow acceleration has been observed in computational and laboratory studies of VAWTs and will be further investigated here using 3D-PTV measurements around pairs of laboratory-scale VAWTs. These measurements will be used to understand the mechanisms behind the performance enhancement effect and seek to determine optimal separation distances and angles between turbines based on turbine design parameters. These results will lead to recommendations for optimizing the power production of VAWT wind farms which utilize this effect.
ISOLATED AERODYNAMIC SURFACE CALCULUS
Directory of Open Access Journals (Sweden)
ENUŞ Marilena
2014-07-01
Full Text Available The paper proposes to present a few steps for calculating the dynamics of flight. From an organizational perspective, the paper is structured in three parts. The first part provides essential information that needs to be taken into account when designing an aircraft wing. The second part presents the basic steps in the wing design procedure and finally, the third part contains the diagrams in which one can find the aerodynamic coefficient of a specifying wing.
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
aerodynamics and heat transfer
Directory of Open Access Journals (Sweden)
J. N. Rajadas
1998-01-01
Full Text Available A multidisciplinary optimization procedure, with the integration of aerodynamic and heat transfer criteria, has been developed for the design of gas turbine blades. Two different optimization formulations have been used. In the first formulation, the maximum temperature in the blade section is chosen as the objective function to be minimized. An upper bound constraint is imposed on the blade average temperature and a lower bound constraint is imposed on the blade tangential force coefficient. In the second formulation, the blade average and maximum temperatures are chosen as objective functions. In both formulations, bounds are imposed on the velocity gradients at several points along the surface of the airfoil to eliminate leading edge velocity spikes which deteriorate aerodynamic performance. Shape optimization is performed using the blade external and coolant path geometric parameters as design variables. Aerodynamic analysis is performed using a panel code. Heat transfer analysis is performed using the finite element method. A gradient based procedure in conjunction with an approximate analysis technique is used for optimization. The results obtained using both optimization techniques are compared with a reference geometry. Both techniques yield significant improvements with the multiobjective formulation resulting in slightly superior design.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
TAD- THEORETICAL AERODYNAMICS PROGRAM
Barrowman, J.
1994-01-01
This theoretical aerodynamics program, TAD, was developed to predict the aerodynamic characteristics of vehicles with sounding rocket configurations. These slender, axisymmetric finned vehicle configurations have a wide range of aeronautical applications from rockets to high speed armament. Over a given range of Mach numbers, TAD will compute the normal force coefficient derivative, the center-of-pressure, the roll forcing moment coefficient derivative, the roll damping moment coefficient derivative, and the pitch damping moment coefficient derivative of a sounding rocket configured vehicle. The vehicle may consist of a sharp pointed nose of cone or tangent ogive shape, up to nine other body divisions of conical shoulder, conical boattail, or circular cylinder shape, and fins of trapezoid planform shape with constant cross section and either three or four fins per fin set. The characteristics computed by TAD have been shown to be accurate to within ten percent of experimental data in the supersonic region. The TAD program calculates the characteristics of separate portions of the vehicle, calculates the interference between separate portions of the vehicle, and then combines the results to form a total vehicle solution. Also, TAD can be used to calculate the characteristics of the body or fins separately as an aid in the design process. Input to the TAD program consists of simple descriptions of the body and fin geometries and the Mach range of interest. Output includes the aerodynamic characteristics of the total vehicle, or user-selected portions, at specified points over the mach range. The TAD program is written in FORTRAN IV for batch execution and has been implemented on an IBM 360 computer with a central memory requirement of approximately 123K of 8 bit bytes. The TAD program was originally developed in 1967 and last updated in 1972.
Hansen, Martin O L
2015-01-01
Aerodynamics of Wind Turbines is the established essential text for the fundamental solutions to efficient wind turbine design. Now in its third edition, it has been substantially updated with respect to structural dynamics and control. The new control chapter now includes details on how to design a classical pitch and torque regulator to control rotational speed and power, while the section on structural dynamics has been extended with a simplified mechanical system explaining the phenomena of forward and backward whirling modes. Readers will also benefit from a new chapter on Vertical Axis W
Numerical aerodynamic simulation (NAS)
International Nuclear Information System (INIS)
Peterson, V.L.; Ballhaus, W.F. Jr.; Bailey, F.R.
1984-01-01
The Numerical Aerodynamic Simulation (NAS) Program is designed to provide a leading-edge computational capability to the aerospace community. It was recognized early in the program that, in addition to more advanced computers, the entire computational process ranging from problem formulation to publication of results needed to be improved to realize the full impact of computational aerodynamics. Therefore, the NAS Program has been structured to focus on the development of a complete system that can be upgraded periodically with minimum impact on the user and on the inventory of applications software. The implementation phase of the program is now under way. It is based upon nearly 8 yr of study and should culminate in an initial operational capability before 1986. The objective of this paper is fivefold: 1) to discuss the factors motivating the NAS program, 2) to provide a history of the activity, 3) to describe each of the elements of the processing-system network, 4) to outline the proposed allocation of time to users of the facility, and 5) to describe some of the candidate problems being considered for the first benchmark codes
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Bifurcation Analysis with Aerodynamic-Structure Uncertainties by the Nonintrusive PCE Method
Directory of Open Access Journals (Sweden)
Linpeng Wang
2017-01-01
Full Text Available An aeroelastic model for airfoil with a third-order stiffness in both pitch and plunge degree of freedom (DOF and the modified Leishman–Beddoes (LB model were built and validated. The nonintrusive polynomial chaos expansion (PCE based on tensor product is applied to quantify the uncertainty of aerodynamic and structure parameters on the aerodynamic force and aeroelastic behavior. The uncertain limit cycle oscillation (LCO and bifurcation are simulated in the time domain with the stochastic PCE method. Bifurcation diagrams with uncertainties were quantified. The Monte Carlo simulation (MCS is also applied for comparison. From the current work, it can be concluded that the nonintrusive polynomial chaos expansion can give an acceptable accuracy and have a much higher calculation efficiency than MCS. For aerodynamic model, uncertainties of aerodynamic parameters affect the aerodynamic force significantly at the stage from separation to stall at upstroke and at the stage from stall to reattach at return. For aeroelastic model, both uncertainties of aerodynamic parameters and structure parameters impact bifurcation position. Structure uncertainty of parameters is more sensitive for bifurcation. When the nonlinear stall flutter and bifurcation are concerned, more attention should be paid to the separation process of aerodynamics and parameters about pitch DOF in structure.
Klimas, P. C.
1982-05-01
A summary of the progress of modeling the aerodynamic effects on the blades of a Darrieus wind turbine is presented. Interference is discussed in terms of blade/blade wake interaction and improvements in single and multiple stream tube models, of vortex simulations of blades and their wakes, and a hybrid momentum/vortex code to combine fast computation time with interference-describing capabilities. An empirical model has been developed for treating the properties of dynamic stall such as airfoil geometry, Reynolds number, reduced frequency, angle-of-attack, and Mach number. Pitching circulation has been subjected to simulation as potential flow about a two-dimensional flat plate, along with applications of the concepts of virtual camber and virtual incidence, with a cambered airfoil operating in a rectilinear flowfield. Finally, a need to develop a loading model suitable for nonsymmetrical blade sections is indicated, as well as blade behavior in a dynamic, curvilinear regime.
Wind Turbines Wake Aerodynamics
DEFF Research Database (Denmark)
Vermeer, L.; Sørensen, Jens Nørkær; Crespo, A.
2003-01-01
The aerodynamics of horizontal axis wind turbine wakes is studied. The contents is directed towards the physics of power extraction by wind turbines and reviews both the near and the far wake region. For the near wake, the survey is restricted to uniform, steady and parallel flow conditions......, thereby excluding wind shear, wind speed and rotor setting changes and yawed conditions. The emphasis is put on measurements in controlled conditions.For the far wake, the survey focusses on both single turbines and wind farm effects, and the experimental and numerical work are reviewed; the main interest...... is to study how the far wake decays downstream, in order to estimate the effect produced in downstream turbines.The article is further restricted to horizontal axis wind turbines and excludes all other types of turbines....
Introduction to transonic aerodynamics
Vos, Roelof
2015-01-01
Written to teach students the nature of transonic flow and its mathematical foundation, this book offers a much-needed introduction to transonic aerodynamics. The authors present a quantitative and qualitative assessment of subsonic, supersonic, and transonic flow around bodies in two and three dimensions. The book reviews the governing equations and explores their applications and limitations as employed in modeling and computational fluid dynamics. Some concepts, such as shock and expansion theory, are examined from a numerical perspective. Others, including shock-boundary-layer interaction, are discussed from a qualitative point of view. The book includes 60 examples and more than 200 practice problems. The authors also offer analytical methods such as Method of Characteristics (MOC) that allow readers to practice with the subject matter. The result is a wealth of insight into transonic flow phenomena and their impact on aircraft design, including compressibility effects, shock and expansion waves, sho...
DEFF Research Database (Denmark)
Kleissl, Kenneth
to a categorization of the different control technics together with an identification of two key mechanisms for reduction of the design drag force. During this project extensive experimental work examining the aerodynamics of the currently used cable surface modifications together with new innovative proposals have...... been conducted. The two current prevailing systems consisting of helically filleted cables and cables with a pattern-indented surface were directly compared under the same conditions and both applications were found with attractive properties. The pattern-indented surface maintained a low supercritical...... of reducing the intensity of the axial flow and disrupting the near wake flow structures. Similar studies during wet conditions with artificial simulation of light rain in the wind tunnel showed that the plain cable suffered from severe rain-wind induced vibrations. But despite the presence of both upper...
Reciprocity relations in aerodynamics
Heaslet, Max A; Spreiter, John R
1953-01-01
Reverse flow theorems in aerodynamics are shown to be based on the same general concepts involved in many reciprocity theorems in the physical sciences. Reciprocal theorems for both steady and unsteady motion are found as a logical consequence of this approach. No restrictions on wing plan form or flight Mach number are made beyond those required in linearized compressible-flow analysis. A number of examples are listed, including general integral theorems for lifting, rolling, and pitching wings and for wings in nonuniform downwash fields. Correspondence is also established between the buildup of circulation with time of a wing starting impulsively from rest and the buildup of lift of the same wing moving in the reverse direction into a sharp-edged gust.
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Aerodynamic characteristics of an oscillating airfoil. [For Vertical Axis Wind Turbine
Energy Technology Data Exchange (ETDEWEB)
Wickens, R H
1986-03-01
Results are reported from wind tunnel tests to study the effects of dynamic aerodynamics on the efficiency of a NACA 0018 airfoil used on a Darreius vertical axis wind turbine (VAWT). The topic is of interest because of uncontrolled pitching which occurs during operation and which produces stall, turbulence and separation effects that reduce efficiency. Present stream-tube theory and axial momentum models are not applicable in the unstable regimes. The wind tunnel tests were conducted with a 45 m/sec flow with an Re of 1.5 million. The situation mimicked typical wind turbine operational conditions. The airfoil was mounted on a hydraulic actuator to allow it to rotate about its quarter-chord location and to control the extent and frequency of oscillations. Data were also gathered on the performance in a steady flow for comparative purposes. Summary data are provided on the static and total pressures over a complete cycle of oscillation, and related to the angles of attack, time of onset of stall, and the lift and drag coefficients. The limitations of the study with regard to the absence of consideration of the flow acceleration experienced by an advancing blade are noted. 13 references.
Fundamentals of modern unsteady aerodynamics
Gülçat, Ülgen
2010-01-01
This introduction to the principles of unsteady aerodynamics covers all the core concepts, provides readers with a review of the fundamental physics, terminology and basic equations, and covers hot new topics such as the use of flapping wings for propulsion.
Naval Aerodynamics Test Facility (NATF)
Federal Laboratory Consortium — The NATF specializes in Aerodynamics testing of scaled and fullsized Naval models, research into flow physics found on US Navy planes and ships, aerosol testing and...
Hypersonic Inflatable Aerodynamic Decelerator (HIAD)
National Aeronautics and Space Administration — Develop an entry and descent technology to enhance and enable robotic and scientific missions to destinations with atmospheres.The Hypersonic Inflatable Aerodynamic...
Introduction to wind turbine aerodynamics
Schaffarczyk, Alois Peter
2014-01-01
Wind-Turbine Aerodynamics is a self-contained textbook which shows how to come from the basics of fluid mechanics to modern wind turbine blade design. It presents a fundamentals of fluid dynamics and inflow conditions, and gives a extensive introduction into theories describing the aerodynamics of wind turbines. After introducing experiments the book applies the knowledge to explore the impact on blade design.The book is an introduction for professionals and students of very varying levels.
Dynamic soaring: aerodynamics for albatrosses
International Nuclear Information System (INIS)
Denny, Mark
2009-01-01
Albatrosses have evolved to soar and glide efficiently. By maximizing their lift-to-drag ratio L/D, albatrosses can gain energy from the wind and can travel long distances with little effort. We simplify the difficult aerodynamic equations of motion by assuming that albatrosses maintain a constant L/D. Analytic solutions to the simplified equations provide an instructive and appealing example of fixed-wing aerodynamics suitable for undergraduate demonstration
Aerodynamical calculation of turbomachinery bladings
International Nuclear Information System (INIS)
Fruehauf, H.H.
1978-01-01
Various flow models are presented in comparison to one another, these flow models being obtained from the basic equations of turbomachinery aerodynamics by means of a series of simplifying assumptions on the spatial distribution of the flow quantities. The simplifying assumptions are analysed precisely. With their knowledge it is possible to construct more accurate simplified flow models, which are necessary for the efficient aerodynamical development of highperformance turbomachinery bladings by means of numerical methods. (orig.) 891 HP [de
Effects of aerodynamic particle interaction in turbulent non-dilute particle-laden flow
DEFF Research Database (Denmark)
Salewski, Mirko; Fuchs, Laszlo
2008-01-01
Aerodynamic four-way coupling models are necessary to handle two-phase flows with a dispersed phase in regimes in which the particles are neither dilute enough to neglect particle interaction nor dense enough to bring the mixture to equilibrium. We include an aerodynamic particle interaction model...... levels in the flow then decrease. The impact of the stochastic particle description on the four-way coupling model is shown to be relatively small. If particles are also allowed to break up according to a wave breakup model, the particles become polydisperse. An ad hoc model for handling polydisperse...
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Aerodynamic Drag Scoping Work.
Energy Technology Data Exchange (ETDEWEB)
Voskuilen, Tyler [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Erickson, Lindsay Crowl [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Knaus, Robert C. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2018-02-01
This memo summarizes the aerodynamic drag scoping work done for Goodyear in early FY18. The work is to evaluate the feasibility of using Sierra/Low-Mach (Fuego) for drag predictions of rolling tires, particularly focused on the effects of tire features such as lettering, sidewall geometry, rim geometry, and interaction with the vehicle body. The work is broken into two parts. Part 1 consisted of investigation of a canonical validation problem (turbulent flow over a cylinder) using existing tools with different meshes and turbulence models. Part 2 involved calculating drag differences over plate geometries with simple features (ridges and grooves) defined by Goodyear of approximately the size of interest for a tire. The results of part 1 show the level of noise to be expected in a drag calculation and highlight the sensitivity of absolute predictions to model parameters such as mesh size and turbulence model. There is 20-30% noise in the experimental measurements on the canonical cylinder problem, and a similar level of variation between different meshes and turbulence models. Part 2 shows that there is a notable difference in the predicted drag on the sample plate geometries, however, the computational cost of extending the LES model to a full tire would be significant. This cost could be reduced by implementation of more sophisticated wall and turbulence models (e.g. detached eddy simulations - DES) and by focusing the mesh refinement on feature subsets with the goal of comparing configurations rather than absolute predictivity for the whole tire.
Directory of Open Access Journals (Sweden)
Dvořák Rudolf
2016-01-01
Full Text Available Unlike airplanes birds must have either flapping or oscillating wings (the hummingbird. Only such wings can produce both lift and thrust – two sine qua non attributes of flying.The bird wings have several possibilities how to obtain the same functions as airplane wings. All are realized by the system of flight feathers. Birds have also the capabilities of adjusting the shape of the wing according to what the immediate flight situation demands, as well as of responding almost immediately to conditions the flow environment dictates, such as wind gusts, object avoidance, target tracking, etc. In bird aerodynamics also the tail plays an important role. To fly, wings impart downward momentum to the surrounding air and obtain lift by reaction. How this is achieved under various flight situations (cruise flight, hovering, landing, etc., and what the role is of the wing-generated vortices in producing lift and thrust is discussed.The issue of studying bird flight experimentally from in vivo or in vitro experiments is also briefly discussed.
Energy Technology Data Exchange (ETDEWEB)
Johnson, D.A. [Waterloo Univ., ON (Canada). Dept. of Mechanical Engineering, Wind Energy Group
2010-07-01
The need for clean, renewable electricity in remote communities of Canada and the world was discussed in this presentation. The University of Waterloo Wind Energy Laboratory (WEL) performs research in a large scale indoor environment on wind turbines, blade aerodynamics, and aeroacoustics. A key area of research involves developing turbines for remote off-grid communities where climatic conditions are challenging. This presentation outlined research that is underway on wind energy and off-grid renewable energy systems. Many communities in Canada and remote communities in the rest of the world are not connected to the grid and are dependent on other means to supply electrical energy to their community. Remote communities in northern Canada have no road access and diesel is the dominant source of electrical energy for these communities. All of the community supply of diesel comes from brief winter road access or by air. The presentation discussed existing diesel systems and the solution of developing local renewable energy sources such as wind, hydro, biomass, geothermal, and solar power. Research goals, wind energy activities, experimental equipment, and the results were also presented. Research projects have been developed in wind energy; hydrogen generation/storage/utilization; power electronics/microgrid; and community engagement. figs.
Aerodynamics of badminton shuttlecocks
Verma, Aekaansh; Desai, Ajinkya; Mittal, Sanjay
2013-08-01
A computational study is carried out to understand the aerodynamics of shuttlecocks used in the sport of badminton. The speed of the shuttlecock considered is in the range of 25-50 m/s. The relative contribution of various parts of the shuttlecock to the overall drag is studied. It is found that the feathers, and the net in the case of a synthetic shuttlecock, contribute the maximum. The gaps, in the lower section of the skirt, play a major role in entraining the surrounding fluid and causing a difference between the pressure inside and outside the skirt. This pressure difference leads to drag. This is confirmed via computations for a shuttlecock with no gaps. The synthetic shuttle experiences more drag than the feather model. Unlike the synthetic model, the feather shuttlecock is associated with a swirling flow towards the end of the skirt. The effect of the twist angle of the feathers on the drag as well as the flow has also been studied.
Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations
Energy Technology Data Exchange (ETDEWEB)
Sandhu, Rimple [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada); Poirel, Dominique [Department of Mechanical and Aerospace Engineering, Royal Military College of Canada, Kingston, Ontario (Canada); Pettit, Chris [Department of Aerospace Engineering, United States Naval Academy, Annapolis, MD (United States); Khalil, Mohammad [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada); Sarkar, Abhijit, E-mail: abhijit.sarkar@carleton.ca [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada)
2016-07-01
A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Aerodynamic drag on intermodal railcars
Kinghorn, Philip; Maynes, Daniel
2014-11-01
The aerodynamic drag associated with transport of commodities by rail is becoming increasingly important as the cost of diesel fuel increases. This study aims to increase the efficiency of intermodal cargo trains by reducing the aerodynamic drag on the load carrying cars. For intermodal railcars a significant amount of aerodynamic drag is a result of the large distance between loads that often occurs and the resulting pressure drag resulting from the separated flow. In the present study aerodynamic drag data have been obtained through wind tunnel testing on 1/29 scale models to understand the savings that may be realized by judicious modification to the size of the intermodal containers. The experiments were performed in the BYU low speed wind tunnel and the test track utilizes two leading locomotives followed by a set of five articulated well cars with double stacked containers. The drag on a representative mid-train car is measured using an isolated load cell balance and the wind tunnel speed is varied from 20 to 100 mph. We characterize the effect that the gap distance between the containers and the container size has on the aerodynamic drag of this representative rail car and investigate methods to reduce the gap distance.
Discrete vortex method simulations of aerodynamic admittance in bridge aerodynamics
DEFF Research Database (Denmark)
Rasmussen, Johannes Tophøj; Hejlesen, Mads Mølholm; Larsen, Allan
, and to determine aerodynamic forces and the corresponding ﬂutter limit. A simulation of the three-dimensional bridge responseto turbulent wind is carried out by quasi steady theory by modelling the bridge girder as a line like structure [2], applying the aerodynamic load coefﬁcients found from the current version......The meshless and remeshed Discrete Vortex Method (DVM) has been widely used in academia and by the industry to model two-dimensional ﬂow around bluff bodies. The implementation “DVMFLOW” [1] is used by the bridge design company COWI to determine and visualise the ﬂow ﬁeld around bridge sections...
Fundamentals of modern unsteady aerodynamics
Gülçat, Ülgen
2016-01-01
In this book, the author introduces the concept of unsteady aerodynamics and its underlying principles. He provides the readers with a comprehensive review of the fundamental physics of free and forced unsteadiness, the terminology and basic equations of aerodynamics ranging from incompressible flow to hypersonics. The book also covers modern topics related to the developments made in recent years, especially in relation to wing flapping for propulsion. The book is written for graduate and senior year undergraduate students in aerodynamics and also serves as a reference for experienced researchers. Each chapter includes ample examples, questions, problems and relevant references. The treatment of these modern topics has been completely revised end expanded for the new edition. It now includes new numerical examples, a section on the ground effect, and state-space representation.
Aerodynamics Research Revolutionizes Truck Design
2008-01-01
During the 1970s and 1980s, researchers at Dryden Flight Research Center conducted numerous tests to refine the shape of trucks to reduce aerodynamic drag and improved efficiency. During the 1980s and 1990s, a team based at Langley Research Center explored controlling drag and the flow of air around a moving body. Aeroserve Technologies Ltd., of Ottawa, Canada, with its subsidiary, Airtab LLC, in Loveland, Colorado, applied the research from Dryden and Langley to the development of the Airtab vortex generator. Airtabs create two counter-rotating vortices to reduce wind resistance and aerodynamic drag of trucks, trailers, recreational vehicles, and many other vehicles.
The aerodynamics of wind turbines
DEFF Research Database (Denmark)
Sørensen, Jens Nørkær; Mikkelsen, Robert Flemming; Troldborg, Niels
2013-01-01
In the paper we present state-of-the-art of research in wind turbine aerodynamics. We start be giving a brief historical review and a survey over aerodynamic research in wind energy. Next, we focus on some recent research results obtained by our wind energy group at Department of Mechanical...... Engineering at DTU. In particular, we show some new results on the classical problem of the ideal rotor and present a series of new results from an on-going research project dealing with the modelling and simulation of turbulent flow structures in the wake behind wind turbines....
Schepers, J.G.
2012-01-01
The subject of aerodynamics is of major importance for the successful deployment of wind energy. As a matter of fact there are two aerodynamic areas in the wind energy technology: Rotor aerodynamics and wind farm aerodynamics. The first subject considers the flow around the rotor and the second
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
Ground effect aerodynamics of racing cars
Zhang, Xin; Toet, Willem; Zerihan, Jonathan
2006-01-01
We review the progress made during the last thirty years on ground effect aerodynamics associated with race cars, in particular open wheel race cars. Ground effect aerodynamics of race cars is concerned with generating downforce, principally via low pressure on the surfaces nearest to the ground. The “ground effected” parts of an open wheeled car's aerodynamics are the most aerodynamically efficient and contribute less drag than that associated with, for example, an upper rear wing. Whilst dr...
Aerodynamic Aspects of Wind Energy Conversion
DEFF Research Database (Denmark)
Sørensen, Jens Nørkær
2011-01-01
This article reviews the most important aerodynamic research topics in the field of wind energy. Wind turbine aerodynamics concerns the modeling and prediction of aerodynamic forces, such as performance predictions of wind farms, and the design of specific parts of wind turbines, such as rotor...
Wind Turbine Aerodynamics from an Aerospace Perspective
van Garrel, Arne; ten Pas, Sebastiaan; Venner, Cornelis H.; van Muijden, Jaap
2018-01-01
The current challenges in wind turbine aerodynamics simulations share a number of similarities with the challenges that the aerospace industry has faced in the past. Some of the current challenges in the aerospace aerodynamics community are also relevant for today’s wind turbine aerodynamics
POEMS in Newton's Aerodynamic Frustum
Sampedro, Jaime Cruz; Tetlalmatzi-Montiel, Margarita
2010-01-01
The golden mean is often naively seen as a sign of optimal beauty but rarely does it arise as the solution of a true optimization problem. In this article we present such a problem, demonstrating a close relationship between the golden mean and a special case of Newton's aerodynamical problem for the frustum of a cone. Then, we exhibit a parallel…
The aerodynamics of sailing apparel
Jansen, A.J.; Van Deursen, B.; Howe, C.
2012-01-01
The paper presents the effect of changes in sailing apparel on aerodynamic drag, starting from the assumption that drag reduction of sailing apparel will increase the speed of an Olympic class sailing boat (in this case the Laser, a single-handed Olympic dinghy), mainly on upwind courses. Due to the
Aerodynamics and Control of Quadrotors
Bangura, Moses
Quadrotors are aerial vehicles with a four motor-rotor assembly for generating lift and controllability. Their light weight, ease of design and simple dynamics have increased their use in aerial robotics research. There are many quadrotors that are commercially available or under development. Commercial off-the-shelf quadrotors usually lack the ability to be reprogrammed and are unsuitable for use as research platforms. The open-source code developed in this thesis differs from other open-source systems by focusing on the key performance road blocks in implementing high performance experimental quadrotor platforms for research: motor-rotor control for thrust regulation, velocity and attitude estimation, and control for position regulation and trajectory tracking. In all three of these fundamental subsystems, code sub modules for implementation on commonly available hardware are provided. In addition, the thesis provides guidance on scoping and commissioning open-source hardware components to build a custom quadrotor. A key contribution of the thesis is then a design methodology for the development of experimental quadrotor platforms from open-source or commercial off-the-shelf software and hardware components that have active community support. Quadrotors built following the methodology allows the user access to the operation of the subsystems and, in particular, the user can tune the gains of the observers and controllers in order to push the overall system to its performance limits. This enables the quadrotor framework to be used for a variety of applications such as heavy lifting and high performance aggressive manoeuvres by both the hobby and academic communities. To address the question of thrust control, momentum and blade element theories are used to develop aerodynamic models for rotor blades specific to quadrotors. With the aerodynamic models, a novel thrust estimation and control scheme that improves on existing RPM (revolutions per minute) control of
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Rezaeiha, A.; Kalkman, I.; Blocken, B.J.E.
2017-01-01
There is a growing interest in wind energy harvesting in the built environment. Vertical axis wind turbines (VAWT) seem to represent an ideal candidate for this purpose due to their omni-directional operation. However, as a result of a comparatively small amount of research on VAWTs during the last
Uncertainty Quantification in Numerical Aerodynamics
Litvinenko, Alexander; Matthies, Hermann G.; Liu, Dishi; Schillings, Claudia; Schulz, Volker
2017-01-01
In numerical section we compares five methods, including quasi-Monte Carlo quadrature, polynomial chaos with coefficients determined by sparse quadrature and gradient-enhanced version of Kriging, radial basis functions and point collocation polynomial chaos, in their efficiency in estimating statistics of aerodynamic performance upon random perturbation to the airfoil geometry [D.Liu et al '17]. For modeling we used the TAU code, developed in DLR, Germany.
Aerodynamic instability: A case history
Eisenmann, R. C.
1985-01-01
The identification, diagnosis, and final correction of complex machinery malfunctions typically require the correlation of many parameters such as mechanical construction, process influence, maintenance history, and vibration response characteristics. The progression is reviewed of field testing, diagnosis, and final correction of a specific machinery instability problem. The case history presented addresses a unique low frequency instability problem on a high pressure barrel compressor. The malfunction was eventually diagnosed as a fluidic mechanism that manifested as an aerodynamic disturbance to the rotor assembly.
Review of design optimization methods for turbomachinery aerodynamics
Li, Zhihui; Zheng, Xinqian
2017-08-01
In today's competitive environment, new turbomachinery designs need to be not only more efficient, quieter, and ;greener; but also need to be developed at on much shorter time scales and at lower costs. A number of advanced optimization strategies have been developed to achieve these requirements. This paper reviews recent progress in turbomachinery design optimization to solve real-world aerodynamic problems, especially for compressors and turbines. This review covers the following topics that are important for optimizing turbomachinery designs. (1) optimization methods, (2) stochastic optimization combined with blade parameterization methods and the design of experiment methods, (3) gradient-based optimization methods for compressors and turbines and (4) data mining techniques for Pareto Fronts. We also present our own insights regarding the current research trends and the future optimization of turbomachinery designs.
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Unsteady Aerodynamics of Deformable Thin Airfoils
Walker, William Paul
2009-01-01
Unsteady aerodynamic theories are essential in the analysis of bird and insect flight. The study of these types of locomotion is vital in the development of flapping wing aircraft. This paper uses potential flow aerodynamics to extend the unsteady aerodynamic theory of Theodorsen and Garrick (which is restricted to rigid airfoil motion) to deformable thin airfoils. Frequency-domain lift, pitching moment and thrust expressions are derived for an airfoil undergoing harmonic oscillations and def...
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Laser assisted aerodynamic isotope separation
International Nuclear Information System (INIS)
Berg, H. van den
1985-01-01
It is shown that the efficiency of conventional aerodynamic isotope seperation can be improved by two orders of magnitude with the aid of a relatively weak cw infrared laser which is used to induce isotopically selective condensation. Overall isotope enrichment factors in excess of 2 are obtained as compared to about 1.02 in the conventional seperation. Sulphur isotopes in SF 6 as well as Silicon isotopes in SiF 4 and Bromine isotopes in CF 3 Br are seperated on a laboratory scale. Infrared vibrational predissociation by itself and in combination with isotopically selective condensation are also shown to be effective new ways of isotope separation. (orig.) [de
Elemental study of aerodynamic profile
International Nuclear Information System (INIS)
Montanero, J. M.
2001-01-01
In teaching fluid Mechanics, it would be convenient to provide the students with simple theoretical tools which allow them to deal with real and of technological interest situations. For instance, the apparently simple fluid motion around wing sections of arbitrary shape can not be overcome by using the mathematical methods available for students. In this article we present a simple theoretical procedure to analyze this problem. In the proposed method the role played by the analytical and numerical calculations are greatly reduced in order to emphasize the purely aerodynamic concepts. (Author) 3 refs. 001ES0100130
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
A stochastic model for the simulation of wind turbine blades in static stall
DEFF Research Database (Denmark)
Bertagnolio, Franck; Rasmussen, Flemming; Sørensen, Niels N.
2010-01-01
The aim of this work is to improve aeroelastic simulation codes by accounting for the unsteady aerodynamic forces that a blade experiences in static stall. A model based on a spectral representation of the aerodynamic lift force is defined. The drag and pitching moment are derived using...... a conditional simulation technique for stochastic processes. The input data for the model can be collected either from measurements or from numerical results from a Computational Fluid Dynamics code for airfoil sections at constant angles of attack. An analysis of such data is provided, which helps to determine...
Uncertainty Quantification in Numerical Aerodynamics
Litvinenko, Alexander
2017-05-16
We consider uncertainty quantification problem in aerodynamic simulations. We identify input uncertainties, classify them, suggest an appropriate statistical model and, finally, estimate propagation of these uncertainties into the solution (pressure, velocity and density fields as well as the lift and drag coefficients). The deterministic problem under consideration is a compressible transonic Reynolds-averaged Navier-Strokes flow around an airfoil with random/uncertain data. Input uncertainties include: uncertain angle of attack, the Mach number, random perturbations in the airfoil geometry, mesh, shock location, turbulence model and parameters of this turbulence model. This problem requires efficient numerical/statistical methods since it is computationally expensive, especially for the uncertainties caused by random geometry variations which involve a large number of variables. In numerical section we compares five methods, including quasi-Monte Carlo quadrature, polynomial chaos with coefficients determined by sparse quadrature and gradient-enhanced version of Kriging, radial basis functions and point collocation polynomial chaos, in their efficiency in estimating statistics of aerodynamic performance upon random perturbation to the airfoil geometry [D.Liu et al \\'17]. For modeling we used the TAU code, developed in DLR, Germany.
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Future Computer Requirements for Computational Aerodynamics
1978-01-01
Recent advances in computational aerodynamics are discussed as well as motivations for and potential benefits of a National Aerodynamic Simulation Facility having the capability to solve fluid dynamic equations at speeds two to three orders of magnitude faster than presently possible with general computers. Two contracted efforts to define processor architectures for such a facility are summarized.
Aerodynamic design on high-speed trains
Ding, San-San; Li, Qiang; Tian, Ai-Qin; Du, Jian; Liu, Jia-Li
2016-04-01
Compared with the traditional train, the operational speed of the high-speed train has largely improved, and the dynamic environment of the train has changed from one of mechanical domination to one of aerodynamic domination. The aerodynamic problem has become the key technological challenge of high-speed trains and significantly affects the economy, environment, safety, and comfort. In this paper, the relationships among the aerodynamic design principle, aerodynamic performance indexes, and design variables are first studied, and the research methods of train aerodynamics are proposed, including numerical simulation, a reduced-scale test, and a full-scale test. Technological schemes of train aerodynamics involve the optimization design of the streamlined head and the smooth design of the body surface. Optimization design of the streamlined head includes conception design, project design, numerical simulation, and a reduced-scale test. Smooth design of the body surface is mainly used for the key parts, such as electric-current collecting system, wheel truck compartment, and windshield. The aerodynamic design method established in this paper has been successfully applied to various high-speed trains (CRH380A, CRH380AM, CRH6, CRH2G, and the Standard electric multiple unit (EMU)) that have met expected design objectives. The research results can provide an effective guideline for the aerodynamic design of high-speed trains.
Aerodynamical study of a photovoltaic solar tracker
Gutiérrez Castillo, José Leonardo
2016-01-01
Investigate the aerodynamic features of ground-mounted solar trackers under atmospheric boundary layer flows. Study and identify the aerodynamical interactions of solar trackers when they are displayed as an array. State of the art. Literature review about CFD applied to solar panels. Analytic approach of the problem. Application of CFD analysis. Validation of the results. Discussion of the results. Improvements proposal.
Distributed Aerodynamic Sensing and Processing Toolbox
Brenner, Martin; Jutte, Christine; Mangalam, Arun
2011-01-01
A Distributed Aerodynamic Sensing and Processing (DASP) toolbox was designed and fabricated for flight test applications with an Aerostructures Test Wing (ATW) mounted under the fuselage of an F-15B on the Flight Test Fixture (FTF). DASP monitors and processes the aerodynamics with the structural dynamics using nonintrusive, surface-mounted, hot-film sensing. This aerodynamic measurement tool benefits programs devoted to static/dynamic load alleviation, body freedom flutter suppression, buffet control, improvement of aerodynamic efficiency through cruise control, supersonic wave drag reduction through shock control, etc. This DASP toolbox measures local and global unsteady aerodynamic load distribution with distributed sensing. It determines correlation between aerodynamic observables (aero forces) and structural dynamics, and allows control authority increase through aeroelastic shaping and active flow control. It offers improvements in flutter suppression and, in particular, body freedom flutter suppression, as well as aerodynamic performance of wings for increased range/endurance of manned/ unmanned flight vehicles. Other improvements include inlet performance with closed-loop active flow control, and development and validation of advanced analytical and computational tools for unsteady aerodynamics.
Review paper on wind turbine aerodynamics
DEFF Research Database (Denmark)
Hansen, Martin Otto Laver; Aagaard Madsen, Helge
2011-01-01
The paper describes the development and description of the aerodynamic models used to estimate the aerodynamic loads on wind turbine constructions. This includes a status of the capabilities of computation fluid dynamics and the need for reliable airfoil data for the simpler engineering models...
Aerodynamics of wind turbines emerging topics
Amano, R S
2014-01-01
Focusing on Aerodynamics of Wind Turbines with topics ranging from Fundamental to Application of horizontal axis wind turbines, this book presents advanced topics including: Basic Theory for Wind turbine Blade Aerodynamics, Computational Methods, and Special Structural Reinforcement Technique for Wind Turbine Blades.
Aerodynamic optimization of supersonic compressor cascade using differential evolution on GPU
Energy Technology Data Exchange (ETDEWEB)
Aissa, Mohamed Hasanine; Verstraete, Tom [Von Karman Institute for Fluid Dynamics (VKI) 1640 Sint-Genesius-Rode (Belgium); Vuik, Cornelis [Delft University of Technology 2628 CD Delft (Netherlands)
2016-06-08
Differential Evolution (DE) is a powerful stochastic optimization method. Compared to gradient-based algorithms, DE is able to avoid local minima but requires at the same time more function evaluations. In turbomachinery applications, function evaluations are performed with time-consuming CFD simulation, which results in a long, non affordable, design cycle. Modern High Performance Computing systems, especially Graphic Processing Units (GPUs), are able to alleviate this inconvenience by accelerating the design evaluation itself. In this work we present a validated CFD Solver running on GPUs, able to accelerate the design evaluation and thus the entire design process. An achieved speedup of 20x to 30x enabled the DE algorithm to run on a high-end computer instead of a costly large cluster. The GPU-enhanced DE was used to optimize the aerodynamics of a supersonic compressor cascade, achieving an aerodynamic loss minimization of 20%.
Comparison of aerodynamic models for Vertical Axis Wind Turbines
International Nuclear Information System (INIS)
Ferreira, C Simão; Madsen, H Aagaard; Barone, M; Roscher, B; Deglaire, P; Arduin, I
2014-01-01
Multi-megawatt Vertical Axis Wind Turbines (VAWTs) are experiencing an increased interest for floating offshore applications. However, VAWT development is hindered by the lack of fast, accurate and validated simulation models. This work compares six different numerical models for VAWTS: a multiple streamtube model, a double-multiple streamtube model, the actuator cylinder model, a 2D potential flow panel model, a 3D unsteady lifting line model, and a 2D conformal mapping unsteady vortex model. The comparison covers rotor configurations with two NACA0015 blades, for several tip speed ratios, rotor solidity and fixed pitch angle, included heavily loaded rotors, in inviscid flow. The results show that the streamtube models are inaccurate, and that correct predictions of rotor power and rotor thrust are an effect of error cancellation which only occurs at specific configurations. The other four models, which explicitly model the wake as a system of vorticity, show mostly differences due to the instantaneous or time averaged formulation of the loading and flow, for which further research is needed
Comparison of aerodynamic models for Vertical Axis Wind Turbines
Simão Ferreira, C.; Aagaard Madsen, H.; Barone, M.; Roscher, B.; Deglaire, P.; Arduin, I.
2014-06-01
Multi-megawatt Vertical Axis Wind Turbines (VAWTs) are experiencing an increased interest for floating offshore applications. However, VAWT development is hindered by the lack of fast, accurate and validated simulation models. This work compares six different numerical models for VAWTS: a multiple streamtube model, a double-multiple streamtube model, the actuator cylinder model, a 2D potential flow panel model, a 3D unsteady lifting line model, and a 2D conformal mapping unsteady vortex model. The comparison covers rotor configurations with two NACA0015 blades, for several tip speed ratios, rotor solidity and fixed pitch angle, included heavily loaded rotors, in inviscid flow. The results show that the streamtube models are inaccurate, and that correct predictions of rotor power and rotor thrust are an effect of error cancellation which only occurs at specific configurations. The other four models, which explicitly model the wake as a system of vorticity, show mostly differences due to the instantaneous or time averaged formulation of the loading and flow, for which further research is needed.
The Aerodynamics of Frisbee Flight
Directory of Open Access Journals (Sweden)
Kathleen Baumback
2010-01-01
Full Text Available This project will describe the physics of a common Frisbee in flight. The aerodynamic forces acting on the Frisbee are lift and drag, with lift being explained by Bernoulli‘s equation and drag by the Prandtl relationship. Using V. R. Morrison‘s model for the 2-dimensional trajectory of a Frisbee, equations for the x- and y- components of the Frisbee‘s motion were written in Microsoft Excel and the path of the Frisbee was illustrated. Variables such as angle of attack, area, and attack velocity were altered to see their effect on the Frisbee‘s path and to speculate on ways to achieve maximum distance and height.
System for determining aerodynamic imbalance
Churchill, Gary B. (Inventor); Cheung, Benny K. (Inventor)
1994-01-01
A system is provided for determining tracking error in a propeller or rotor driven aircraft by determining differences in the aerodynamic loading on the propeller or rotor blades of the aircraft. The system includes a microphone disposed relative to the blades during the rotation thereof so as to receive separate pressure pulses produced by each of the blades during the passage thereof by the microphone. A low pass filter filters the output signal produced by the microphone, the low pass filter having an upper cut-off frequency set below the frequency at which the blades pass by the microphone. A sensor produces an output signal after each complete revolution of the blades, and a recording display device displays the outputs of the low pass filter and sensor so as to enable evaluation of the relative magnitudes of the pressure pulses produced by passage of the blades by the microphone during each complete revolution of the blades.
Rarefaction Effects in Hypersonic Aerodynamics
Riabov, Vladimir V.
2011-05-01
The Direct Simulation Monte-Carlo (DSMC) technique is used for numerical analysis of rarefied-gas hypersonic flows near a blunt plate, wedge, two side-by-side plates, disk, torus, and rotating cylinder. The role of various similarity parameters (Knudsen and Mach numbers, geometrical and temperature factors, specific heat ratios, and others) in aerodynamics of the probes is studied. Important kinetic effects that are specific for the transition flow regime have been found: non-monotonic lift and drag of plates, strong repulsive force between side-by-side plates and cylinders, dependence of drag on torus radii ratio, and the reverse Magnus effect on the lift of a rotating cylinder. The numerical results are in a good agreement with experimental data, which were obtained in a vacuum chamber at low and moderate Knudsen numbers from 0.01 to 10.
Comparison of advanced aerodynamic models
Energy Technology Data Exchange (ETDEWEB)
McWilliam, M.; Cline, S.; Lawton, S.; Crawford, C. [Victoria Univ., BC (Canada). Inst. for Integrated Energy Systems; Victoria Univ., BC (Canada). Sustainable Systems Design Laboratory
2010-07-01
This PowerPoint presentation discussed the development of aerodynamic tools for designing sweep and out-of-plane curvatures for wind turbine blades. Potential flow and vortex methods are used to simulate individual vortex elements at the blade and in the wake, and are appropriate modelling tools are both out-of-plane and sweep curvatures. Centrifugal pumping, hub loss, and turbulent wake models are used to correct the blade element momentum (BEM) theory, where a blade's wake is modelled as a momentum balance between the far upstream and downstream. Wake shape can be numerically solved using the vortex theory. Wake vorticity is then integrated to characterize rotor conditions. Potential flow and vortex methods are used to account for the influence of the rotor and to model the wake structure. Details of experimental studies and validation test cases using the modelling methods were provided. tabs., figs.
Study of the Unsteady Aerodynamics associated with a Cycloidally Rotating Blade
Agarwal, Nishant
Cycloidal Rotors have been studied for over 100 years, with a focus on applications for vertical axis wind turbines (VAWTs) for energy production and vertical-take-off-and-landing (VTOL) vehicles. Although, numerous experimental and analytical studies have demonstrated their potential competency compared to conventional horizontal-axis rotors, it is not until recently that the focus of these studies has shifted towards understanding the fundamental science behind how these complex systems function. The present study extends the existing fundamental knowledge about cycloidal rotors by particularly focusing on the unsteady aerodynamic phenomena associated with a single-fixed NACA 0012 blade cycloidal rotor as the system translates across an advance ratio (mu = Uinfinity/oR ) of 1. This phenomena was studied both experimentally, making use of particle image velocimetry (PIV) measurements on the system, and computationally, making use of both simple analytical tools and two-dimensional Unsteady Reynolds-Averaged Navier Stokes computational fluid dynamics (URANS-CFD) simulations. It is important to study the transition of the system through mu = 1 in order to better understand the incapability of VAWTs to self-start, and also the progression of VTOL vehicles into forward flight. When the advance ratio is less than one the blade cuts through its own wake. As it approaches one the local airspeed of the flow over the airfoil approaches zero during the retreating portion of the cycle. Finally, as the advance ratio increases beyond one the airfoil will experience reversed flow relative to its direction of rotation. The analysis of the PIV results show that the flow just downstream of the rotor is similar for cases at the same advance ratios, and that the wake structures do not depend upon the Reynolds number, within the range investigated. The phase-history velocity contour plots of the wake structure show a distinct cycloidal pattern for the advance ratio of mu = 1.25, a
Aerodynamic Interactions During Laser Cutting
Fieret, J.; Terry, M. J.; Ward, B. A.
1986-11-01
Most laser cutting systems utilise a gas jet to remove molten or vaporised material from the kerf. The speed, economy and quality of the cut can be strongly dependent on the aerodynamic conditions created by the nozzle, workpiece proximity and kerf shape. Adverse conditions can be established that may lead to an unwelcome lack of reproducibility of cut quality. Relatively low gas nozzle pressures can result in supersonic flow in the jet with its associated shock fronts. When the nozzle is placed at conventional distances (1-2mm) above the workpiece, the force exerted by the gas on the workpiece and the cut products (the cutting pressure) can be significantly less than the nozzle pressure. Higher cutting pressures can be achieved by increasing the height of the nozzle above the workpiece, to a more damage resistant zone, provided that the shock structure of the jet is taken into account. Conventional conical nozzles with circular exits can be operated with conditions that will result in cutting pressures up to 3 Bar (g) in the more distant zone. At higher pressures in circular tipped nozzles the cutting pressure in this zone decays to inadequate levels. Investigations of a large number of non-circular nozzle tip shapes have resulted in the selection of a few specific shapes that can provide cutting pressures in excess of 6 Bar(g) at distances of 4 to 7mm from the nozzle tip. Since there is a strong correlation between cutting pressure and the speed and quality of laser cutting, the paper describes the aerodynamic requirements for achieving the above effects and reports the cutting results arising from the different nozzle designs and conditions. The results of the work of other investigators, who report anomalous laser cutting results, will be examined and reviewed in the light of the above work.
Aerodynamic Noise Generated by Shinkansen Cars
KITAGAWA, T.; NAGAKURA, K.
2000-03-01
The noise value (A -weighted sound pressure level, SLOW) generated by Shinkansen trains, now running at 220-300 km/h, should be less than 75 dB(A) at the trackside. Shinkansen noise, such as rolling noise, concrete support structure noise, and aerodynamic noise are generated by various parts of Shinkansen trains. Among these aerodynamic noise is important because it is the major contribution to the noise generated by the coaches running at high speed. In order to reduce the aerodynamic noise, a number of improvements to coaches have been made. As a result, the aerodynamic noise has been reduced, but it still remains significant. In addition, some aerodynamic noise generated from the lower parts of cars remains. In order to investigate the contributions of these noises, a method of analyzing Shinkansen noise has been developed and applied to the measured data of Shinkansen noise at speeds between 120 and 315 km/h. As a result, the following conclusions have been drawn: (1) Aerodynamic noise generated from the upper parts of cars was reduced considerably by smoothing car surfaces. (2) Aerodynamic noise generated from the lower parts of cars has a major influence upon the wayside noise.
NASA Iced Aerodynamics and Controls Current Research
Addy, Gene
2009-01-01
This slide presentation reviews the state of current research in the area of aerodynamics and aircraft control with ice conditions by the Aviation Safety Program, part of the Integrated Resilient Aircraft Controls Project (IRAC). Included in the presentation is a overview of the modeling efforts. The objective of the modeling is to develop experimental and computational methods to model and predict aircraft response during adverse flight conditions, including icing. The Aircraft icing modeling efforts includes the Ice-Contaminated Aerodynamics Modeling, which examines the effects of ice contamination on aircraft aerodynamics, and CFD modeling of ice-contaminated aircraft aerodynamics, and Advanced Ice Accretion Process Modeling which examines the physics of ice accretion, and works on computational modeling of ice accretions. The IRAC testbed, a Generic Transport Model (GTM) and its use in the investigation of the effects of icing on its aerodynamics is also reviewed. This has led to a more thorough understanding and models, both theoretical and empirical of icing physics and ice accretion for airframes, advanced 3D ice accretion prediction codes, CFD methods for iced aerodynamics and better understanding of aircraft iced aerodynamics and its effects on control surface effectiveness.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
Aerodynamic analysis of Pegasus - Computations vs reality
Mendenhall, Michael R.; Lesieutre, Daniel J.; Whittaker, C. H.; Curry, Robert E.; Moulton, Bryan
1993-01-01
Pegasus, a three-stage, air-launched, winged space booster was developed to provide fast and efficient commercial launch services for small satellites. The aerodynamic design and analysis of Pegasus was conducted without benefit of wind tunnel tests using only computational aerodynamic and fluid dynamic methods. Flight test data from the first two operational flights of Pegasus are now available, and they provide an opportunity to validate the accuracy of the predicted pre-flight aerodynamic characteristics. Comparisons of measured and predicted flight characteristics are presented and discussed. Results show that the computational methods provide reasonable aerodynamic design information with acceptable margins. Post-flight analyses illustrate certain areas in which improvements are desired.
Switchable and Tunable Aerodynamic Drag on Cylinders
Guttag, Mark; Lopéz Jiménez, Francisco; Upadhyaya, Priyank; Kumar, Shanmugam; Reis, Pedro
We report results on the performance of Smart Morphable Surfaces (Smporhs) that can be mounted onto cylindrical structures to actively reduce their aerodynamic drag. Our system comprises of an elastomeric thin shell with a series of carefully designed subsurface cavities that, once depressurized, lead to a dramatic deformation of the surface topography, on demand. Our design is inspired by the morphology of the giant cactus (Carnegiea gigantea) which possesses an array of axial grooves, thought to help reduce aerodynamic drag, thereby enhancing the structural robustness of the plant under wind loading. We perform systematic wind tunnel tests on cylinders covered with our Smorphs and characterize their aerodynamic performance. The switchable and tunable nature of our system offers substantial advantages for aerodynamic performance when compared to static topographies, due to their operation over a wider range of flow conditions.
Experimental study of canard UAV aerodynamics
Directory of Open Access Journals (Sweden)
Panayotov Hristian
2017-01-01
Full Text Available The present paper presents the aerodynamic characteristics of a canard fixed-wing unmanned aircraft TERES-02. A wind tunnel experiment is conducted using a specially designed model of the aircraft. The model is produced through the methods of rapid prototyping using a FDM 3D printer. Aerodynamic corrections are made and thorough analysis and discussion of the results is carried out. The obtained results can be used to determine the accuracy of numerical methods for analysis of aircraft performance.
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Aerodynamic Analysis of Morphing Blades
Harris, Caleb; Macphee, David; Carlisle, Madeline
2016-11-01
Interest in morphing blades has grown with applications for wind turbines and other aerodynamic blades. This passive control method has advantages over active control methods such as lower manufacturing and upkeep costs. This study has investigated the lift and drag forces on individual blades with experimental and computational analysis. The goal has been to show that these blades delay stall and provide larger lift-to-drag ratios at various angles of attack. Rigid and flexible airfoils were cast from polyurethane and silicone respectively, then lift and drag forces were collected from a load cell during 2-D testing in a wind tunnel. Experimental data was used to validate computational models in OpenFOAM. A finite volume fluid-structure-interaction solver was used to model the flexible blade in fluid flow. Preliminary results indicate delay in stall and larger lift-to-drag ratios by maintaining more optimal angles of attack when flexing. Funding from NSF REU site Grant EEC 1358991 is greatly appreciated.
Unsteady Aerodynamic Force Sensing from Measured Strain
Pak, Chan-Gi
2016-01-01
A simple approach for computing unsteady aerodynamic forces from simulated measured strain data is proposed in this study. First, the deflection and slope of the structure are computed from the unsteady strain using the two-step approach. Velocities and accelerations of the structure are computed using the autoregressive moving average model, on-line parameter estimator, low-pass filter, and a least-squares curve fitting method together with analytical derivatives with respect to time. Finally, aerodynamic forces over the wing are computed using modal aerodynamic influence coefficient matrices, a rational function approximation, and a time-marching algorithm. A cantilevered rectangular wing built and tested at the NASA Langley Research Center (Hampton, Virginia, USA) in 1959 is used to validate the simple approach. Unsteady aerodynamic forces as well as wing deflections, velocities, accelerations, and strains are computed using the CFL3D computational fluid dynamics (CFD) code and an MSC/NASTRAN code (MSC Software Corporation, Newport Beach, California, USA), and these CFL3D-based results are assumed as measured quantities. Based on the measured strains, wing deflections, velocities, accelerations, and aerodynamic forces are computed using the proposed approach. These computed deflections, velocities, accelerations, and unsteady aerodynamic forces are compared with the CFL3D/NASTRAN-based results. In general, computed aerodynamic forces based on the lifting surface theory in subsonic speeds are in good agreement with the target aerodynamic forces generated using CFL3D code with the Euler equation. Excellent aeroelastic responses are obtained even with unsteady strain data under the signal to noise ratio of -9.8dB. The deflections, velocities, and accelerations at each sensor location are independent of structural and aerodynamic models. Therefore, the distributed strain data together with the current proposed approaches can be used as distributed deflection
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
Modeling Powered Aerodynamics for the Orion Launch Abort Vehicle Aerodynamic Database
Chan, David T.; Walker, Eric L.; Robinson, Philip E.; Wilson, Thomas M.
2011-01-01
Modeling the aerodynamics of the Orion Launch Abort Vehicle (LAV) has presented many technical challenges to the developers of the Orion aerodynamic database. During a launch abort event, the aerodynamic environment around the LAV is very complex as multiple solid rocket plumes interact with each other and the vehicle. It is further complicated by vehicle separation events such as between the LAV and the launch vehicle stack or between the launch abort tower and the crew module. The aerodynamic database for the LAV was developed mainly from wind tunnel tests involving powered jet simulations of the rocket exhaust plumes, supported by computational fluid dynamic simulations. However, limitations in both methods have made it difficult to properly capture the aerodynamics of the LAV in experimental and numerical simulations. These limitations have also influenced decisions regarding the modeling and structure of the aerodynamic database for the LAV and led to compromises and creative solutions. Two database modeling approaches are presented in this paper (incremental aerodynamics and total aerodynamics), with examples showing strengths and weaknesses of each approach. In addition, the unique problems presented to the database developers by the large data space required for modeling a launch abort event illustrate the complexities of working with multi-dimensional data.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Take-off aerodynamics in ski jumping.
Virmavirta, M; Kivekäs, J; Komi, P V
2001-04-01
The effect of aerodynamic forces on the force-time characteristics of the simulated ski jumping take-off was examined in a wind tunnel. Vertical and horizontal ground reaction forces were recorded with a force plate installed under the wind tunnel floor. The jumpers performed take-offs in non-wind conditions and in various wind conditions (21-33 m s(-1)). EMGs of the important take-off muscles were recorded from one jumper. The dramatic decrease in take-off time found in all jumpers can be considered as the result of the influence of aerodynamic lift. The loss in impulse due to the shorter force production time with the same take-off force is compensated with the increase in lift force, resulting in a higher vertical velocity (V(v)) than is expected from the conventional calculation of V(v) from the force impulse. The wind conditions emphasized the explosiveness of the ski jumping take-off. The aerodynamic lift and drag forces which characterize the aerodynamic quality of the initial take-off position (static in-run position) varied widely even between the examined elite ski jumpers. According to the computer simulation these differences can decisively affect jumping distance. The proper utilization of the prevailing aerodynamic forces before and during take-off is a very important prerequisite for achieving a good flight position.
Bat flight: aerodynamics, kinematics and flight morphology.
Hedenström, Anders; Johansson, L Christoffer
2015-03-01
Bats evolved the ability of powered flight more than 50 million years ago. The modern bat is an efficient flyer and recent research on bat flight has revealed many intriguing facts. By using particle image velocimetry to visualize wake vortices, both the magnitude and time-history of aerodynamic forces can be estimated. At most speeds the downstroke generates both lift and thrust, whereas the function of the upstroke changes with forward flight speed. At hovering and slow speed bats use a leading edge vortex to enhance the lift beyond that allowed by steady aerodynamics and an inverted wing during the upstroke to further aid weight support. The bat wing and its skeleton exhibit many features and control mechanisms that are presumed to improve flight performance. Whereas bats appear aerodynamically less efficient than birds when it comes to cruising flight, they have the edge over birds when it comes to manoeuvring. There is a direct relationship between kinematics and the aerodynamic performance, but there is still a lack of knowledge about how (and if) the bat controls the movements and shape (planform and camber) of the wing. Considering the relatively few bat species whose aerodynamic tracks have been characterized, there is scope for new discoveries and a need to study species representing more extreme positions in the bat morphospace. © 2015. Published by The Company of Biologists Ltd.
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Aerodynamics of magnetic levitation (MAGLEV) trains
Schetz, Joseph A.; Marchman, James F., III
1996-01-01
High-speed (500 kph) trains using magnetic forces for levitation, propulsion and control offer many advantages for the nation and a good opportunity for the aerospace community to apply 'high tech' methods to the domestic sector. One area of many that will need advanced research is the aerodynamics of such MAGLEV (Magnetic Levitation) vehicles. There are important issues with regard to wind tunnel testing and the application of CFD to these devices. This talk will deal with the aerodynamic design of MAGLEV vehicles with emphasis on wind tunnel testing. The moving track facility designed and constructed in the 6 ft. Stability Wind Tunnel at Virginia Tech will be described. Test results for a variety of MAGLEV vehicle configurations will be presented. The last topic to be discussed is a Multi-disciplinary Design approach that is being applied to MAGLEV vehicle configuration design including aerodynamics, structures, manufacturability and life-cycle cost.
Summary analysis of the Gemini entry aerodynamics
Whitnah, A. M.; Howes, D. B.
1972-01-01
The aerodynamic data that were derived in 1967 from the analysis of flight-generated data for the Gemini entry module are presented. These data represent the aerodynamic characteristics exhibited by the vehicle during the entry portion of Gemini 2, 3, 5, 8, 10, 11, and 12 missions. For the Gemini, 5, 8, 10, 11, and 12 missions, the flight-generated lift-to-drag ratios and corresponding angles of attack are compared with the wind tunnel data. These comparisons show that the flight generated lift-to-drag ratios are consistently lower than were anticipated from the tunnel data. Numerous data uncertainties are cited that provide an insight into the problems that are related to an analysis of flight data developed from instrumentation systems, the primary functions of which are other than the evaluation of flight aerodynamic performance.
Photogrammetry of a Hypersonic Inflatable Aerodynamic Decelerator
Kushner, Laura Kathryn; Littell, Justin D.; Cassell, Alan M.
2013-01-01
In 2012, two large-scale models of a Hypersonic Inflatable Aerodynamic decelerator were tested in the National Full-Scale Aerodynamic Complex at NASA Ames Research Center. One of the objectives of this test was to measure model deflections under aerodynamic loading that approximated expected flight conditions. The measurements were acquired using stereo photogrammetry. Four pairs of stereo cameras were mounted inside the NFAC test section, each imaging a particular section of the HIAD. The views were then stitched together post-test to create a surface deformation profile. The data from the photogram- metry system will largely be used for comparisons to and refinement of Fluid Structure Interaction models. This paper describes how a commercial photogrammetry system was adapted to make the measurements and presents some preliminary results.
Noise aspects at aerodynamic blade optimisation projects
International Nuclear Information System (INIS)
Schepers, J.G.
1997-06-01
The Netherlands Energy Research Foundation (ECN) has often been involved in industrial projects, in which blade geometries are created automatic by means of numerical optimisation. Usually, these projects aim at the determination of the aerodynamic optimal wind turbine blade, i.e. the goal is to design a blade which is optimal with regard to energy yield. In other cases, blades have been designed which are optimal with regard to cost of generated energy. However, it is obvious that the wind turbine blade designs which result from these optimisations, are not necessarily optimal with regard to noise emission. In this paper an example is shown of an aerodynamic blade optimisation, using the ECN-program PVOPT. PVOPT calculates the optimal wind turbine blade geometry such that the maximum energy yield is obtained. Using the aerodynamic optimal blade design as a basis, the possibilities of noise reduction are investigated. 11 figs., 8 refs
Physics of badminton shuttlecocks. Part 1 : aerodynamics
Cohen, Caroline; Darbois Texier, Baptiste; Quéré, David; Clanet, Christophe
2011-11-01
We study experimentally shuttlecocks dynamics. In this part we show that shuttlecock trajectory is highly different from classical parabola. When one takes into account the aerodynamic drag, the flight of the shuttlecock quickly curves downwards and almost reaches a vertical asymptote. We solve the equation of motion with gravity and drag at high Reynolds number and find an analytical expression of the reach. At high velocity, this reach does not depend on velocity anymore. Even if you develop your muscles you will not manage to launch the shuttlecock very far because of the ``aerodynamic wall.'' As a consequence you can predict the length of the field. We then discuss the extend of the aerodynamic wall to other projectiles like sports balls and its importance.
Analysis of VAWT Efficiency of NACA00 Series Airfoil%NACA00系列翼型的VAWT效能影响因素分析
Institute of Scientific and Technical Information of China (English)
曹阳; 时玉娟; 吴国庆; 李巧梅
2017-01-01
采用滑移网格技术对不同参数下的小型垂直轴叶轮瞬态流场进行了数值计算,着重研究了不同安装角、翼型、叶片弦长、叶片数对叶轮功率的影响,得出不同转速下使叶轮获得最大功率的最佳翼型、叶片安装角、弦长和叶片数,并通过吹风实验验证了最佳叶片数和最佳弦长时的垂直轴风力机具有较优的气动性能.%Numerical simulation on unsteady rotated flow of vertical axis wind turbine with different parameters is done based on moving meshes,and it's mainly studied that power of vertical axis wind turbine is affected by different installation angles,airfoils,chord lengths,number of blades.It is proved that when the blade installation Angle,the chord length,the number of blade,and airfoil are best,vertical axis wind turbine can obtain maximum power.At last,the optimal number of blades and chord lengths are testified in the further blowing experiments,and now the optimal aerodynamic performance of vertical axis wind turbine is gotten.
Particle Methods in Bluff Body Aerodynamics
DEFF Research Database (Denmark)
Rasmussen, Johannes Tophøj
. The implementation is two-dimensional and sequential. The implementation is validated against the analytic solution to the Perlman test case and by free-space simulations of the onset flow around fixed and rotating circular cylinders and bluff body flows around bridge sections. Finally a three-dimensional vortex...... is important. This dissertation focuses on the use of vortex particle methods and computational efficiency. The work is divided into three parts. A novel method for the simulation of the aerodynamic admittance in bluff body aerodynamics is presented. The method involves a model for describing oncoming...... section during the construction phase and the swimming motion of the medusa Aurelia aurita....
Aerodynamic window for a laser fusion device
International Nuclear Information System (INIS)
Masuda, Wataru
1983-01-01
Since the window of a laser system absorbs a part of the laser energy, the output power is determined by the characteristics of the window. The use of an aerodynamic window has been studied. The required characteristics are to keep the large pressure difference. An equation of motion of a vortex was presented and analyzed. The operation power of the system was studied. A multi-stage aerodynamic window was proposed to reduce the power. When the jet flow of 0.3 of the Mach number is used, the operation power will be several Megawatt, and the length of an optical path will be about 100 m. (Kato, T.)
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Research status and trend of wind turbine aerodynamic noise?
Institute of Scientific and Technical Information of China (English)
Xiaodong LI; Baohong BAI; Yingbo XU; Min JIANG
2016-01-01
The main components of the wind turbine aerodynamic noise are introduced. A detailed review is given on the theoretical prediction, experimental measurement, and numerical simulation methods of wind turbine noise, with speci?c attention to appli-cations. Furthermore, suppression techniques of wind turbine aerodynamic noise are discussed. The perspective of future research on the wind turbine aerodynamic noise is presented.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Perry, Boyd, III
2017-01-01
This paper identifies the unsteady aerodynamic forces and moments for a typical section contained in the NACA Report No. 496, "General Theory of Aerodynamic Instability and the Mechanism of Flutter," by Theodore Theodorsen. These quantities are named Theodorsen's aerodynamic forces (TAFs). The TAFs are compared to the generalized aerodynamic forces (GAFs) for a very high aspect ratio wing (AR = 20) at zero Mach number computed by the doublet lattice method. Agreement between TAFs and GAFs is very-good-to-excellent. The paper also reveals that simple proportionality relationships that are known to exist between the real parts of some GAFs and the imaginary parts of others also hold for the real and imaginary parts of the corresponding TAFs.
IEA joint action. Aerodynamics of wind turbines
Energy Technology Data Exchange (ETDEWEB)
Maribo Pedersen, B. [ed.
1997-12-31
In the period 1992-1997 the IEA Annex XIV `Field Rotor Aerodynamics` was carried out. Within its framework 5 institutes from 4 different countries participated in performing detailed aerodynamic measurements on full-scale wind turbines. The Annex was successfully completed and resulted in a unique database of aerodynamic measurements. The database is stored on an ECN disc (available through ftp) and on a CD-ROM. It is expected that this base will be used extensively in the development and validation of new aerodynamic models. Nevertheless at the end of IEA Annex XIV, it was recommended to perform a new IEA Annex due to the following reasons: In Annex XIV several data exchange rounds appeared to be necessary before a satisfactory result was achieved. This is due to the huge amount of data which had to be supplied, by which a thorough inspection of all data is very difficult and very time consuming; Most experimental facilities are still operational and new, very useful, measurements are expected in the near future; The definition of angle of attack and dynamic pressure in the rotating environment is less straightforward than in the wind tunnel. The conclusion from Annex XIV was that the uncertainty which results from these different definitions is still too large and more investigation in this field is required. (EG)
Aerodynamic analysis of an isolated vehicle wheel
Leśniewicz, P.; Kulak, M.; Karczewski, M.
2014-08-01
Increasing fuel prices force the manufacturers to look into all aspects of car aerodynamics including wheels, tyres and rims in order to minimize their drag. By diminishing the aerodynamic drag of vehicle the fuel consumption will decrease, while driving safety and comfort will improve. In order to properly illustrate the impact of a rotating wheel aerodynamics on the car body, precise analysis of an isolated wheel should be performed beforehand. In order to represent wheel rotation in contact with the ground, presented CFD simulations included Moving Wall boundary as well as Multiple Reference Frame should be performed. Sliding mesh approach is favoured but too costly at the moment. Global and local flow quantities obtained during simulations were compared to an experiment in order to assess the validity of the numerical model. Results of investigation illustrates dependency between type of simulation and coefficients (drag and lift). MRF approach proved to be a better solution giving result closer to experiment. Investigation of the model with contact area between the wheel and the ground helps to illustrate the impact of rotating wheel aerodynamics on the car body.
Aerodynamic analysis of an isolated vehicle wheel
International Nuclear Information System (INIS)
Leśniewicz, P; Kulak, M; Karczewski, M
2014-01-01
Increasing fuel prices force the manufacturers to look into all aspects of car aerodynamics including wheels, tyres and rims in order to minimize their drag. By diminishing the aerodynamic drag of vehicle the fuel consumption will decrease, while driving safety and comfort will improve. In order to properly illustrate the impact of a rotating wheel aerodynamics on the car body, precise analysis of an isolated wheel should be performed beforehand. In order to represent wheel rotation in contact with the ground, presented CFD simulations included Moving Wall boundary as well as Multiple Reference Frame should be performed. Sliding mesh approach is favoured but too costly at the moment. Global and local flow quantities obtained during simulations were compared to an experiment in order to assess the validity of the numerical model. Results of investigation illustrates dependency between type of simulation and coefficients (drag and lift). MRF approach proved to be a better solution giving result closer to experiment. Investigation of the model with contact area between the wheel and the ground helps to illustrate the impact of rotating wheel aerodynamics on the car body.
Aerodynamics and flow characterisation of multistage rockets
Srinivas, G.; Prakash, M. V. S.
2017-05-01
The main objective of this paper is to conduct a systematic flow analysis on single, double and multistage rockets using ANSYS software. Today non-air breathing propulsion is increasing dramatically for the enhancement of space exploration. The rocket propulsion is playing vital role in carrying the payload to the destination. Day to day rocket aerodynamic performance and flow characterization analysis has becoming challenging task to the researchers. Taking this task as motivation a systematic literature is conducted to achieve better aerodynamic and flow characterization on various rocket models. The analyses on rocket models are very little especially in numerical side and experimental area. Each rocket stage analysis conducted for different Mach numbers and having different flow varying angle of attacks for finding the critical efficiency performance parameters like pressure, density and velocity. After successful completion of the analysis the research reveals that flow around the rocket body for Mach number 4 and 5 best suitable for designed payload. Another major objective of this paper is to bring best aerodynamics flow characterizations in both aero and mechanical features. This paper also brings feature prospectus of rocket stage technology in the field of aerodynamic design.
Recent Experiments at the Gottingen Aerodynamic Institute
Ackeret, J
1925-01-01
This report presents the results of various experiments carried out at the Gottingen Aerodynamic Institute. These include: experiments with Joukowski wing profiles; experiments on an airplane model with a built-in motor and functioning propeller; and the rotating cylinder (Magnus Effect).
Effect of pitch angle on power performance and aerodynamics of a vertical axis wind turbine
Rezaeiha, A.; Kalkman, I.; Blocken, B.J.E.
2017-01-01
Due to growing interest in wind energy harvesting offshore as well as in the urban environment, vertical axis wind turbines (VAWTs) have recently received renewed interest. Their omni-directional capability makes them a very interesting option for use with the frequently varying wind directions
In vivo recording of aerodynamic force with an aerodynamic force platform: from drones to birds.
Lentink, David; Haselsteiner, Andreas F; Ingersoll, Rivers
2015-03-06
Flapping wings enable flying animals and biomimetic robots to generate elevated aerodynamic forces. Measurements that demonstrate this capability are based on experiments with tethered robots and animals, and indirect force calculations based on measured kinematics or airflow during free flight. Remarkably, there exists no method to measure these forces directly during free flight. Such in vivo recordings in freely behaving animals are essential to better understand the precise aerodynamic function of their flapping wings, in particular during the downstroke versus upstroke. Here, we demonstrate a new aerodynamic force platform (AFP) for non-intrusive aerodynamic force measurement in freely flying animals and robots. The platform encloses the animal or object that generates fluid force with a physical control surface, which mechanically integrates the net aerodynamic force that is transferred to the earth. Using a straightforward analytical solution of the Navier-Stokes equation, we verified that the method is accurate. We subsequently validated the method with a quadcopter that is suspended in the AFP and generates unsteady thrust profiles. These independent measurements confirm that the AFP is indeed accurate. We demonstrate the effectiveness of the AFP by studying aerodynamic weight support of a freely flying bird in vivo. These measurements confirm earlier findings based on kinematics and flow measurements, which suggest that the avian downstroke, not the upstroke, is primarily responsible for body weight support during take-off and landing.
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Research on aerodynamic means of isotope enrichment
International Nuclear Information System (INIS)
Cattolica, R.J.; Gallagher, R.J.; Talbot, L.; Willis, D.R.; Hurlbut, F.C.; Fiszdon, W.; Anderson, J.B.
1978-03-01
The results of a research program directed toward the understanding of the fundamental gas dynamics involved in aerodynamic isotope enrichment are summarized. The specific aerodynamic isotope enrichment method which was examined in this research is based on a velocity slip phenomenon which occurs in the rarefied hypersonic expansion of a heavy molecular weight gas and a light carrier gas in a nozzle or free jet. This particular aerodynamic method was chosen for study because it contains the fundamental molecular physics of other more complex techniques within the context of a one-dimensional flow without boundary effects. From both an experimental and theoretical modeling perspective this provides an excellent basis for testing the experimental and numerical tools with which to investigate more complex aerodynamic isotope enrichment processes. This report consists of three separate parts. Part I contains a theoretical analysis of the velocity slip effect in free jet expansions of binary and ternary gas mixtures. The analysis, based on a source flow model and using moment equations is derived from the Boltzmann equation using the hypersonic approximation. Part II contains the experimental measurements of velocity slip. The numerical simulation of the slip process was carried out by using a Monte-Carlo numerical technique. In addition, comparisons between the theoretical analysis of Part I and the experiments are presented. Part III describes impact pressure measurements of free jet expansions from slot shaped two dimensional nozzles. At least two methods of aerodynamic isotope enrichment (opposed jet and velocity slip) would depend on the use of this type of two dimensional expansion. Flow surveys of single free jet and the interferene of crossed free jets are presented
Wind turbines. Unsteady aerodynamics and inflow noise
Energy Technology Data Exchange (ETDEWEB)
Riget Broe, B.
2009-12-15
Aerodynamical noise from wind turbines due to atmospheric turbulence has the highest emphasis in semi-empirical models. However it is an open question whether inflow noise has a high emphasis. This illustrates the need to investigate and improve the semi-empirical model for noise due to atmospheric turbulence. Three different aerodynamical models are investigated in order to estimate the lift fluctuations due to unsteady aerodynamics. Two of these models are investigated to find the unsteady lift distribution or pressure difference as function of chordwise position on the aerofoil. An acoustic model is investigated using a model for the lift distribution as input. The two models for lift distribution are used in the acoustic model. One of the models for lift distribution is for completely anisotropic turbulence and the other for perfectly isotropic turbulence, and so is also the corresponding models for the lift fluctuations derived from the models for lift distribution. The models for lift distribution and lift are compared with pressure data which are obtained by microphones placed flush with the surface of an aerofoil. The pressure data are from two experiments in a wind tunnel, one experiment with a NACA0015 profile and a second with a NACA63415 profile. The turbulence is measured by a triple wired hotwire instrument in the experiment with a NACA0015 profile. Comparison of the aerodynamical models with data shows that the models capture the general characteristics of the measurements, but the data are hampered by background noise from the fan propellers in the wind tunnel. The measurements are in between the completely anisotropic turbulent model and the perfectly isotropic turbulent model. This indicates that the models capture the aerodynamics well. Thus the measurements suggest that the noise due to atmospheric turbulence can be described and modeled by the two models for lift distribution. It was not possible to test the acoustical model by the measurements
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
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.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
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 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.
Barnewitz, Holger; Fritz, Willy; Thiele, Frank
2013-01-01
This volume reports results from the German research initiative MUNA (Management and Minimization of Errors and Uncertainties in Numerical Aerodynamics), which combined development activities of the German Aerospace Center (DLR), German universities and German aircraft industry. The main objective of this five year project was the development of methods and procedures aiming at reducing various types of uncertainties that are typical of numerical flow simulations. The activities were focused on methods for grid manipulation, techniques for increasing the simulation accuracy, sensors for turbulence modelling, methods for handling uncertainties of the geometry and grid deformation as well as stochastic methods for quantifying aleatoric uncertainties.
Guo, Jinghui; Lin, Guiping; Bu, Xueqin; Fu, Shiming; Chao, Yanmeng
2017-07-01
The inflatable aerodynamic decelerator (IAD), which allows heavier and larger payloads and offers flexibility in landing site selection at higher altitudes, possesses potential superiority in next generation space transport system. However, due to the flexibilities of material and structure assembly, IAD inevitably experiences surface deformation during atmospheric entry, which in turn alters the flowfield around the vehicle and leads to the variations of aerodynamics and aerothermodynamics. In the current study, the effect of the static shape deformation on the hypersonic aerodynamics and aerothermodynamics of a stacked tori Hypersonic Inflatable Aerodynamic Decelerator (HIAD) is demonstrated and analyzed in detail by solving compressible Navier-Stokes equations with Menter's shear stress transport (SST) turbulence model. The deformed shape is obtained by structural modeling in the presence of maximum aerodynamic pressure during entry. The numerical results show that the undulating shape deformation makes significant difference to flow structure. In particular, the more curved outboard forebody surface results in local flow separations and reattachments in valleys, which consequently yields remarkable fluctuations of surface conditions with pressure rising in valleys yet dropping on crests while shear stress and heat flux falling in valleys yet rising on crests. Accordingly, compared with the initial (undeformed) shape, the corresponding differences of surface conditions get more striking outboard, with maximum augmentations of 379 pa, 2224 pa, and 19.0 W/cm2, i.e., 9.8%, 305.9%, and 101.6% for the pressure, shear stress and heat flux respectively. Moreover, it is found that, with the increase of angle of attack, the aerodynamic characters and surface heating vary and the aeroheating disparities are evident between the deformed and initial shape. For the deformable HIAD model investigated in this study, the more intense surface conditions and changed flight
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Developing stochastic model of thrust and flight dynamics for small UAVs
Tjhai, Chandra
This thesis presents a stochastic thrust model and aerodynamic model for small propeller driven UAVs whose power plant is a small electric motor. First a model which relates thrust generated by a small propeller driven electric motor as a function of throttle setting and commanded engine RPM is developed. A perturbation of this model is then used to relate the uncertainty in throttle and engine RPM commanded to the error in the predicted thrust. Such a stochastic model is indispensable in the design of state estimation and control systems for UAVs where the performance requirements of the systems are specied in stochastic terms. It is shown that thrust prediction models for small UAVs are not a simple, explicit functions relating throttle input and RPM command to thrust generated. Rather they are non-linear, iterative procedures which depend on a geometric description of the propeller and mathematical model of the motor. A detailed derivation of the iterative procedure is presented and the impact of errors which arise from inaccurate propeller and motor descriptions are discussed. Validation results from a series of wind tunnel tests are presented. The results show a favorable statistical agreement between the thrust uncertainty predicted by the model and the errors measured in the wind tunnel. The uncertainty model of aircraft aerodynamic coefficients developed based on wind tunnel experiment will be discussed at the end of this thesis.
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Transonic and supersonic ground effect aerodynamics
Doig, G.
2014-08-01
A review of recent and historical work in the field of transonic and supersonic ground effect aerodynamics has been conducted, focussing on applied research on wings and aircraft, present and future ground transportation, projectiles, rocket sleds and other related bodies which travel in close ground proximity in the compressible regime. Methods for ground testing are described and evaluated, noting that wind tunnel testing is best performed with a symmetry model in the absence of a moving ground; sled or rail testing is ultimately preferable, though considerably more expensive. Findings are reported on shock-related ground influence on aerodynamic forces and moments in and accelerating through the transonic regime - where force reversals and the early onset of local supersonic flow is prevalent - as well as more predictable behaviours in fully supersonic to hypersonic ground effect flows.
Visualization of numerically simulated aerodynamic flow fields
International Nuclear Information System (INIS)
Hian, Q.L.; Damodaran, M.
1991-01-01
The focus of this paper is to describe the development and the application of an interactive integrated software to visualize numerically simulated aerodynamic flow fields so as to enable the practitioner of computational fluid dynamics to diagnose the numerical simulation and to elucidate essential flow physics from the simulation. The input to the software is the numerical database crunched by a supercomputer and typically consists of flow variables and computational grid geometry. This flow visualization system (FVS), written in C language is targetted at the Personal IRIS Workstations. In order to demonstrate the various visualization modules, the paper also describes the application of this software to visualize two- and three-dimensional flow fields past aerodynamic configurations which have been numerically simulated on the NEC-SXIA Supercomputer. 6 refs
Influence of Icing on Bridge Cable Aerodynamics
DEFF Research Database (Denmark)
Koss, Holger; Frej Henningsen, Jesper; Olsen, Idar
2013-01-01
In recent years the relevance of ice accretion for wind-induced vibration of structural bridge cables has been recognised and became a subject of research in bridge engineering. Full-scale monitoring and observation indicate that light precipitation at moderate low temperatures between zero and -5......°C may lead to large amplitude vibrations of bridge cables under wind action. For the prediction of aerodynamic instability quasi-steady models have been developed estimating the cable response magnitude based on structural properties and aerodynamic force coefficients for drag, lift and torsion...... forces of different bridge cables types. The experiments were conducted in a wind tunnel facility capable amongst others to simulate incloud icing conditions....
Specialized computer architectures for computational aerodynamics
Stevenson, D. K.
1978-01-01
In recent years, computational fluid dynamics has made significant progress in modelling aerodynamic phenomena. Currently, one of the major barriers to future development lies in the compute-intensive nature of the numerical formulations and the relative high cost of performing these computations on commercially available general purpose computers, a cost high with respect to dollar expenditure and/or elapsed time. Today's computing technology will support a program designed to create specialized computing facilities to be dedicated to the important problems of computational aerodynamics. One of the still unresolved questions is the organization of the computing components in such a facility. The characteristics of fluid dynamic problems which will have significant impact on the choice of computer architecture for a specialized facility are reviewed.
Flight Test Maneuvers for Efficient Aerodynamic Modeling
Morelli, Eugene A.
2011-01-01
Novel flight test maneuvers for efficient aerodynamic modeling were developed and demonstrated in flight. Orthogonal optimized multi-sine inputs were applied to aircraft control surfaces to excite aircraft dynamic response in all six degrees of freedom simultaneously while keeping the aircraft close to chosen reference flight conditions. Each maneuver was designed for a specific modeling task that cannot be adequately or efficiently accomplished using conventional flight test maneuvers. All of the new maneuvers were first described and explained, then demonstrated on a subscale jet transport aircraft in flight. Real-time and post-flight modeling results obtained using equation-error parameter estimation in the frequency domain were used to show the effectiveness and efficiency of the new maneuvers, as well as the quality of the aerodynamic models that can be identified from the resultant flight data.
Aerodynamic Modelling and Optimization of Axial Fans
DEFF Research Database (Denmark)
Sørensen, Dan Nørtoft
A numerically efficient mathematical model for the aerodynamics oflow speed axial fans of the arbitrary vortex flow type has been developed.The model is based on a blade-element principle, whereby therotor is divided into a number of annular streamtubes.For each of these streamtubes relations......-Raphson method, andsolutions converged to machine accuracy are found at small computing costs.The model has been validated against published measurementson various fan configurations,comprising two rotor-only fan stages, a counter-rotatingfan unit and a stator-rotor-stator stage.Comparisons of local...... and integrated propertiesshow that the computed results agree well with the measurements.Integrating a rotor-only version of the aerodynamic modelwith an algorithm for numerical designoptimization, enables the finding of an optimum fan rotor.The angular velocity of the rotor, the hub radius and the spanwise...
Computational Aerodynamic Modeling of Small Quadcopter Vehicles
Yoon, Seokkwan; Ventura Diaz, Patricia; Boyd, D. Douglas; Chan, William M.; Theodore, Colin R.
2017-01-01
High-fidelity computational simulations have been performed which focus on rotor-fuselage and rotor-rotor aerodynamic interactions of small quad-rotor vehicle systems. The three-dimensional unsteady Navier-Stokes equations are solved on overset grids using high-order accurate schemes, dual-time stepping, low Mach number preconditioning, and hybrid turbulence modeling. Computational results for isolated rotors are shown to compare well with available experimental data. Computational results in hover reveal the differences between a conventional configuration where the rotors are mounted above the fuselage and an unconventional configuration where the rotors are mounted below the fuselage. Complex flow physics in forward flight is investigated. The goal of this work is to demonstrate that understanding of interactional aerodynamics can be an important factor in design decisions regarding rotor and fuselage placement for next-generation multi-rotor drones.
Computational Aerodynamics and Aeroacoustics for Wind Turbines
DEFF Research Database (Denmark)
Shen, Wen Zhong
and applied to laminar flows. An aero-acoustic formulation for turbulent flows was in [15] developed for Large Eddy Simulation (LES), Unsteady Reynolds Averaged Navier-Stokes Simulation (URANS) and Detached Eddy Simulation (DES). In [16] a collocated grid / finite volume method for aero-acoustic computations...... with Computational Aero-Acoustics (CAA). With the spread of wind turbines near urban areas, there is an increasing need for accurate predictions of aerodynamically generated noise. Indeed, noise has become one of the most important issues for further development of wind power, and the ability of controlling...... and aero-acoustics of wind turbines. The papers are written in the period from 1997 to 2008 and numbered according to the list in page v. The work consists of two parts: an aerodynamic part based on Computational Fluid Dynamics and an aero-acoustic part based on Computational Aero Acoustics for wind...
Aerodynamic Shape Optimization Using Hybridized Differential Evolution
Madavan, Nateri K.
2003-01-01
An aerodynamic shape optimization method that uses an evolutionary algorithm known at Differential Evolution (DE) in conjunction with various hybridization strategies is described. DE is a simple and robust evolutionary strategy that has been proven effective in determining the global optimum for several difficult optimization problems. Various hybridization strategies for DE are explored, including the use of neural networks as well as traditional local search methods. A Navier-Stokes solver is used to evaluate the various intermediate designs and provide inputs to the hybrid DE optimizer. The method is implemented on distributed parallel computers so that new designs can be obtained within reasonable turnaround times. Results are presented for the inverse design of a turbine airfoil from a modern jet engine. (The final paper will include at least one other aerodynamic design application). The capability of the method to search large design spaces and obtain the optimal airfoils in an automatic fashion is demonstrated.
Aerodynamic design of the National Rotor Testbed.
Energy Technology Data Exchange (ETDEWEB)
Kelley, Christopher Lee [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2015-10-01
A new wind turbine blade has been designed for the National Rotor Testbed (NRT) project and for future experiments at the Scaled Wind Farm Technology (SWiFT) facility with a specific focus on scaled wakes. This report shows the aerodynamic design of new blades that can produce a wake that has similitude to utility scale blades despite the difference in size and location in the atmospheric boundary layer. Dimensionless quantities circulation, induction, thrust coefficient, and tip-speed-ratio were kept equal between rotor scales in region 2 of operation. The new NRT design matched the aerodynamic quantities of the most common wind turbine in the United States, the GE 1.5sle turbine with 37c model blades. The NRT blade design is presented along with its performance subject to the winds at SWiFT. The design requirements determined by the SWiFT experimental test campaign are shown to be met.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Compressor performance aerodynamics for the user
Gresh, Theodore
2001-01-01
Compressor Performance is a reference book and CD-ROM for compressor design engineers and compressor maintenance engineers, as well as engineering students. The book covers the full spectrum of information needed for an individual to select, operate, test and maintain axial or centrifugal compressors. It includes basic aerodynamic theory to provide the user with the ""how's"" and ""why's"" of compressor design. Maintenance engineers will especially appreciate the troubleshooting guidelines offered. Includes many example problems and reference data such as gas propert
Uncertainty quantification and race car aerodynamics
Bradford, J; Montomoli, F; D'Ammaro, A
2014-01-01
28.04.15 KB. Ok to add accepted version to spiral, embargo expired Car aerodynamics are subjected to a number of random variables which introduce uncertainty into the downforce performance. These can include, but are not limited to, pitch variations and ride height variations. Studying the effect of the random variations in these parameters is important to predict accurately the car performance during the race. Despite their importance the assessment of these variations is difficult and it...
Variation in aerodynamic coefficients with altitude
Directory of Open Access Journals (Sweden)
Faiza Shahid
Full Text Available Precise aerodynamics performance prediction plays key role for a flying vehicle to get its mission completed within desired accuracy. Aerodynamic coefficients for same Mach number can be different at different altitude due to difference in Reynolds number. Prediction of these aerodynamics coefficients can be made through experiments, analytical solution or Computational Fluid Dynamics (CFD. Advancements in computational power have generated the concept of using CFD as a virtual Wind Tunnel (WT, hence aerodynamic performance prediction in present study is based upon CFD (numerical test rig. Simulations at different altitudes for a range of Mach numbers with zero angle of attack are performed to predict axial force coefficient behavior with altitude (Reynolds number. Similar simulations for a fixed Mach number â3â and a range of angle of attacks are also carried out to envisage the variation in normal force and pitching moment coefficients with altitude (Reynolds number. Results clearly depict that the axial force coefficient is a function of altitude (Reynolds number and increase as altitude increases, especially for subsonic region. Variation in axial force coefficient with altitude (Reynolds number slightly increases for larger values of angle of attacks. Normal force and pitching moment coefficients do not depend on altitude (Reynolds number at smaller values of angle of attacks but show slight decrease as altitude increases. Present study suggests that variation of normal force and pitching moment coefficients with altitude can be neglected but the variation of axial force coefficient with altitude should be considered for vehicle fly in dense atmosphere. It is recommended to continue this study to more complex configurations for various Mach numbers with side slip and real gas effects. Keywords: Mach number, Reynolds number, Blunt body, Altitude effect, Angle of attacks
Variation in aerodynamic coefficients with altitude
Shahid, Faiza; Hussain, Mukkarum; Baig, Mirza Mehmood; Haq, Ihtram ul
Precise aerodynamics performance prediction plays key role for a flying vehicle to get its mission completed within desired accuracy. Aerodynamic coefficients for same Mach number can be different at different altitude due to difference in Reynolds number. Prediction of these aerodynamics coefficients can be made through experiments, analytical solution or Computational Fluid Dynamics (CFD). Advancements in computational power have generated the concept of using CFD as a virtual Wind Tunnel (WT), hence aerodynamic performance prediction in present study is based upon CFD (numerical test rig). Simulations at different altitudes for a range of Mach numbers with zero angle of attack are performed to predict axial force coefficient behavior with altitude (Reynolds number). Similar simulations for a fixed Mach number '3' and a range of angle of attacks are also carried out to envisage the variation in normal force and pitching moment coefficients with altitude (Reynolds number). Results clearly depict that the axial force coefficient is a function of altitude (Reynolds number) and increase as altitude increases, especially for subsonic region. Variation in axial force coefficient with altitude (Reynolds number) slightly increases for larger values of angle of attacks. Normal force and pitching moment coefficients do not depend on altitude (Reynolds number) at smaller values of angle of attacks but show slight decrease as altitude increases. Present study suggests that variation of normal force and pitching moment coefficients with altitude can be neglected but the variation of axial force coefficient with altitude should be considered for vehicle fly in dense atmosphere. It is recommended to continue this study to more complex configurations for various Mach numbers with side slip and real gas effects.
Active aerodynamic drag reduction on morphable cylinders
Guttag, M.; Reis, P. M.
2017-12-01
We study a mechanism for active aerodynamic drag reduction on morphable grooved cylinders, whose topography can be modified pneumatically. Our design is inspired by the morphology of the Saguaro cactus (Carnegiea gigantea), which possesses an array of axial grooves, thought to help reduce aerodynamic drag, thereby enhancing the structural robustness of the plant under wind loading. Our analog experimental samples comprise a spoked rigid skeleton with axial cavities, covered by a stretched elastomeric film. Decreasing the inner pressure of the sample produces axial grooves, whose depth can be accurately varied, on demand. First, we characterize the relation between groove depth and pneumatic loading through a combination of precision mechanical experiments and finite element simulations. Second, wind tunnel tests are used to measure the aerodynamic drag coefficient (as a function of Reynolds number) of the grooved samples, with different levels of periodicity and groove depths. We focus specifically on the drag crisis and systematically measure the associated minimum drag coefficient and the critical Reynolds number at which it occurs. The results are in agreement with the classic literature of rough cylinders, albeit with an unprecedented level of precision and resolution in varying topography using a single sample. Finally, we leverage the morphable nature of our system to dynamically reduce drag for varying aerodynamic loading conditions. We demonstrate that actively controlling the groove depth yields a drag coefficient that decreases monotonically with Reynolds number and is significantly lower than the fixed sample counterparts. These findings open the possibility for the drag reduction of grooved cylinders to be operated over a wide range of flow conditions.
Optimal Spacecraft Attitude Control Using Aerodynamic Torques
2007-03-01
His design resembles a badminton shuttlecock and “uses passive aerodynamic drag torques to stabilize pitch and yaw” and active magnetic torque...Ravindran’s and Hughes’ ‘arrow-like’ design. Psiaki notes that “this arrow concept has been modified to become a badminton shuttlecock-type design...panels were placed to the rear of the center-of-mass, similar to a badminton shuttlecock, to provide passive stability about the pitch and yaw axes
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Membrane wing aerodynamics for micro air vehicles
Lian, Yongsheng; Shyy, Wei; Viieru, Dragos; Zhang, Baoning
2003-10-01
The aerodynamic performance of a wing deteriorates considerably as the Reynolds number decreases from 10 6 to 10 4. In particular, flow separation can result in substantial change in effective airfoil shape and cause reduced aerodynamic performance. Lately, there has been growing interest in developing suitable techniques for sustained and robust flight of micro air vehicles (MAVs) with a wingspan of 15 cm or smaller, flight speed around 10 m/ s, and a corresponding Reynolds number of 10 4-10 5. This paper reviews the aerodynamics of membrane and corresponding rigid wings under the MAV flight conditions. The membrane wing is observed to yield desirable characteristics in delaying stall as well as adapting to the unsteady flight environment, which is intrinsic to the designated flight speed. Flow structures associated with the low Reynolds number and low aspect ratio wing, such as pressure distribution, separation bubble and tip vortex are reviewed. Structural dynamics in response to the surrounding flow field is presented to highlight the multiple time-scale phenomena. Based on the computational capabilities for treating moving boundary problems, wing shape optimization can be conducted in automated manners. To enhance the lift, the effect of endplates is evaluated. The proper orthogonal decomposition method is also discussed as an economic tool to describe the flow structure around a wing and to facilitate flow and vehicle control.
Asymmetric Uncertainty Expression for High Gradient Aerodynamics
Pinier, Jeremy T
2012-01-01
When the physics of the flow around an aircraft changes very abruptly either in time or space (e.g., flow separation/reattachment, boundary layer transition, unsteadiness, shocks, etc), the measurements that are performed in a simulated environment like a wind tunnel test or a computational simulation will most likely incorrectly predict the exact location of where (or when) the change in physics happens. There are many reasons for this, includ- ing the error introduced by simulating a real system at a smaller scale and at non-ideal conditions, or the error due to turbulence models in a computational simulation. The un- certainty analysis principles that have been developed and are being implemented today do not fully account for uncertainty in the knowledge of the location of abrupt physics changes or sharp gradients, leading to a potentially underestimated uncertainty in those areas. To address this problem, a new asymmetric aerodynamic uncertainty expression containing an extra term to account for a phase-uncertainty, the magnitude of which is emphasized in the high-gradient aerodynamic regions is proposed in this paper. Additionally, based on previous work, a method for dispersing aerodynamic data within asymmetric uncer- tainty bounds in a more realistic way has been developed for use within Monte Carlo-type analyses.
Aerodynamic sampling for landmine trace detection
Settles, Gary S.; Kester, Douglas A.
2001-10-01
Electronic noses and similar sensors show promise for detecting buried landmines through the explosive trace signals they emit. A key step in this detection is the sampler or sniffer, which acquires the airborne trace signal and presents it to the detector. Practicality demands no physical contact with the ground. Further, both airborne particulates and molecular traces must be sampled. Given a complicated minefield terrain and microclimate, this becomes a daunting chore. Our prior research on canine olfactory aerodynamics revealed several ways that evolution has dealt with such problems: 1) proximity of the sniffer to the scent source is important, 2) avoid exhaling back into the scent source, 3) use an aerodynamic collar on the sniffer inlet, 4) use auxiliary airjets to stir up surface particles, and 5) manage the 'impedance mismatch' between sniffer and sensor airflows carefully. Unfortunately, even basic data on aerodynamic sniffer performance as a function of inlet-tube and scent-source diameters, standoff distance, etc., have not been previously obtained. A laboratory-prototype sniffer was thus developed to provide guidance for landmine trace detectors. Initial experiments with this device are the subject of this paper. For example, a spike in the trace signal is observed upon starting the sniffer airflow, apparently due to rapid depletion of the available signal-laden air. Further, shielding the sniffer from disruptive ambient airflows arises as a key issue in sampling efficiency.
Noise aspects at aerodynamic blade optimisation projects
Energy Technology Data Exchange (ETDEWEB)
Schepers, J.G. [Netherlands Energy Research Foundation, Petten (Netherlands)
1997-12-31
This paper shows an example of an aerodynamic blade optimisation, using the program PVOPT. PVOPT calculates the optimal wind turbine blade geometry such that the maximum energy yield is obtained. Using the aerodynamic optimal blade design as a basis, the possibilities of noise reduction are investigated. The aerodynamic optimised geometry from PVOPT is the `real` optimum (up to the latest decimal). The most important conclusion from this study is, that it is worthwhile to investigate the behaviour of the objective function (in the present case the energy yield) around the optimum: If the optimum is flat, there is a possibility to apply modifications to the optimum configuration with only a limited loss in energy yield. It is obvious that the modified configurations emits a different (and possibly lower) noise level. In the BLADOPT program (the successor of PVOPT) it will be possible to quantify the noise level and hence to assess the reduced noise emission more thoroughly. At present the most promising approaches for noise reduction are believed to be a reduction of the rotor speed (if at all possible), and a reduction of the tip angle by means of low lift profiles, or decreased twist at the outboard stations. These modifications were possible without a significant loss in energy yield. (LN)
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
A large-scale computer facility for computational aerodynamics
International Nuclear Information System (INIS)
Bailey, F.R.; Balhaus, W.F.
1985-01-01
The combination of computer system technology and numerical modeling have advanced to the point that computational aerodynamics has emerged as an essential element in aerospace vehicle design methodology. To provide for further advances in modeling of aerodynamic flow fields, NASA has initiated at the Ames Research Center the Numerical Aerodynamic Simulation (NAS) Program. The objective of the Program is to develop a leading-edge, large-scale computer facility, and make it available to NASA, DoD, other Government agencies, industry and universities as a necessary element in ensuring continuing leadership in computational aerodynamics and related disciplines. The Program will establish an initial operational capability in 1986 and systematically enhance that capability by incorporating evolving improvements in state-of-the-art computer system technologies as required to maintain a leadership role. This paper briefly reviews the present and future requirements for computational aerodynamics and discusses the Numerical Aerodynamic Simulation Program objectives, computational goals, and implementation plans
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Influence of Unsteady Aerodynamics on Driving Dynamics of Passenger Cars
Huemer, J.; Stickel, T.; Sagan, E.; Schwarz, M.; Wall, W.A.
2015-01-01
Recent approaches towards numerical investigations with CFD-Methods on unsteady aerodynamic loads of passenger cars identified major differences compared to steady state aerodynamic excitations. Furthermore innovative vehicle concepts like electric-vehicles or hybrid drives further challenge the basic layout of passenger cars. Therefore the relevance of unsteady aerodynamic loads on cross-wind stability of changing basic vehicle architectures should be analysed. In order to assure and improve...
The Aerodynamic Performance of the 24 Inch Houck Configuration
2007-03-01
Winglets “ Winglets are aerodynamic components, placed at the tip of a wing to improve its efficiency during cruise” (6). The purpose of the winglet ... winglets have, by and large, been accepted as effective fuel-saving aerodynamic devices by both small and large aircraft manufacturers. 12 2.6... Winglet Airfoil for Low-Speed Aircraft.” AIAA 19th Applied Aerodynamics Conference, 11-14 June, 2001. AIAA Paper 2001-2406. 22. Mock, R. M. “The
The Aerodynamic Performance of the Houck Configuration Flow Guides
2007-06-01
efficiency factor (e = 1 for elliptical wing). 2.5 Winglets A winglet is best described by Jean Chattot’s quote: “ Winglets are aerodynamic components...spite of all the disadvantages, many aviation manufacturers have accepted winglets as a proven fuel- saving aerodynamic device (4). A study...conducted by Smith and Campbell in 1996 showed the effect of winglets on aerodynamic efficiency of a low-aspect-ratio model with respect to lift-to-drag
Study of Swept Angle Effects on Grid Fins Aerodynamics Performance
Faza, G. A.; Fadillah, H.; Silitonga, F. Y.; Agoes Moelyadi, Mochamad
2018-04-01
Grid fin is an aerodynamic control surface that usually used on missiles and rockets. In the recent several years many researches have conducted to develop a more efficient grid fins. There are many possibilities of geometric combination could be done to improve aerodynamics characteristic of a grid fin. This paper will only discuss about the aerodynamics characteristics of grid fins compared by another grid fins with different swept angle. The methodology that used to compare the aerodynamics is Computational Fluid Dynamics (CFD). The result of this paper might be used for future studies to answer our former question or as a reference for related studies.
Small Vertical Axis Wind Turbines: aerodynamics and starting behavior
Directory of Open Access Journals (Sweden)
Horia DUMITRESCU
2013-12-01
Full Text Available In urban areas the wind is very turbulent and unstable with fast changes in direction andvelocity. In these environments, the use of small vertical axis wind turbines (VAWT becomesincreasingly attractive due to several advantages over horizontal axis wind turbines (HAWT.However, such designs have received much less attention than the more common propeller-typedesigns and the understanding of same aspects of their operation remains, to this day, incomplete.This is particularly true of their starting characteristics. Indeed, same authors heuristically maintainthat they cannot start without external assistance. This paper reviews the cause of the inability of thelow solidity fixed pitch vertical axis wind turbines to self-start, and investigates the way ofovercoming this draw back.
Modeling of aerodynamics in vortex furnace
Energy Technology Data Exchange (ETDEWEB)
Anufriev, I.; Krasinsky, D. [Russian Academy of Sciences, Novosibirsk (Russian Federation). Inst. of Thermophysics; Salomatov, V.; Anikin, Y.; Sharypov, O. [Russian Academy of Sciences, Novosibirsk (Russian Federation). Inst. of Thermophysics; Novosibirsk State Univ. (Russian Federation); Enkhjargal, Kh. [Mongol Univ. of Science and Technology, Ulan Bator (Mongolia)
2013-07-01
At present, the torch burning technology of pulverized-coal fuel in vortex flow is one of the most prospective and environmentally-friendly combustion technologies of low-grade coals. Appropriate organization of aerodynamics may influence stability of temperature and heat flux distributions, increase slag catching, and reduce toxic emissions. Therefore, from scientific point of view it is interesting to investigate aerodynamics in the devices aiming at justification of design and operating parameters for new steam generators with vortex furnace, and upgrade of existing boiler equipment. The present work is devoted to physical and mathematical modeling of interior aerodynamics of vortex furnace of steam generator of thermal power plants. Research was carried out on the air isothermal model which geometry was similar to one section of the experimental- industrial boiler TPE-427 of Novosibirsk TPS-3. Main elements of vortex furnace structure are combustion chamber, diffuser, and cooling chamber. The model is made from organic glass; on the front wall two rectangular nozzles (through which compressed air is injected) are placed symmetrically at 15 to the horizon. The Laser Doppler Velocimeter LAD-05 was used for non-contact measurement of vortex flow characteristics. Two velocity components in the XY-plane (in different cross- sections of the model) were measured in these experiments. Reynolds number was 3.10{sup 5}. Numerical simulation of 3-D turbulent isothermal flow was performed with the use of CFD package FLUENT. Detailed structure of the flow in vortex furnace model has been obtained in predictions. The distributions of main flow characteristics (pressure, velocity and vorticity fields, turbulent kinetic energy) are presented. The obtained results may be used at designing boilers with vortex furnace. Computations were performed using the supercomputer NKS-160.
Aerodynamic drag of modern soccer balls.
Asai, Takeshi; Seo, Kazuya
2013-12-01
Soccer balls such as the Adidas Roteiro that have been used in soccer tournaments thus far had 32 pentagonal and hexagonal panels. Recently, the Adidas Teamgeist II and Adidas Jabulani, respectively having 14 and 8 panels, have been used at tournaments; the aerodynamic characteristics of these balls have not yet been verified. Now, the Adidas Tango 12, having 32 panels, has been developed for use at tournaments; therefore, it is necessary to understand its aerodynamic characteristics. Through a wind tunnel test and ball trajectory simulations, this study shows that the aerodynamic resistance of the new 32-panel soccer ball is larger in the high-speed region and lower in the middle-speed region than that of the previous 14- and 8-panel balls. The critical Reynolds number of the Roteiro, Teamgeist II, Jabulani, and Tango 12 was ~2.2 × 10(5) (drag coefficient, C d ≈ 0.12), ~2.8 × 10(5) (C d ≈ 0.13), ~3.3 × 10(5) (C d ≈ 0.13), and ~2.4 × 10(5) (C d ≈ 0.15), respectively. The flight trajectory simulation suggested that the Tango 12, one of the newest soccer balls, has less air resistance in the medium-speed region than the Jabulani and can thus easily acquire large initial velocity in this region. It is considered that the critical Reynolds number of a soccer ball, as considered within the scope of this experiment, depends on the extended total distance of the panel bonds rather than the small designs on the panel surfaces.
Wind Turbines: Unsteady Aerodynamics and Inflow Noise
DEFF Research Database (Denmark)
Broe, Brian Riget
in order to estimate the lift fluctuations due to unsteady aerodynamics (Sears, W. R.: 1941, Some aspects of non-stationary airfoil theory and its practical application; Goldstein, M. E. and Atassi, H. M.: 1976, A complete second-order theory for the unsteady flow about an airfoil due to a periodic gust...... (Sears, W. R.: 1941; and Graham, J. M. R.: 1970). An acoustic model is investigated using a model for the lift distribution as input (Amiet, R. K.: 1975, Acoustic radiation from an airfoil in a turbulent stream). The two models for lift distribution are used in the acoustic model. One of the models...
Modelling of Aerodynamic Drag in Alpine Skiing
Elfmark, Ola
2017-01-01
Most of the breaking force in the speed disciplines in alpine skiing is caused by the aerodynamic drag, and a better knowledge of the drag force is therefore desirable to gain time in races. In this study a complete database of how the drag area (CDA) changes, with respect to the different body segments, was made and used to explain a complete body motion in alpine skiing. Three experiments were performed in the wind tunnel at NTNU, Trondheim. The database from a full body measurement on an a...
Aerodynamic Benchmarking of the Deepwind Design
DEFF Research Database (Denmark)
Bedona, Gabriele; Schmidt Paulsen, Uwe; Aagaard Madsen, Helge
2015-01-01
The aerodynamic benchmarking for the DeepWind rotor is conducted comparing different rotor geometries and solutions and keeping the comparison as fair as possible. The objective for the benchmarking is to find the most suitable configuration in order to maximize the power production and minimize...... the blade solicitation and the cost of energy. Different parameters are considered for the benchmarking study. The DeepWind blade is characterized by a shape similar to the Troposkien geometry but asymmetric between the top and bottom parts: this shape is considered as a fixed parameter in the benchmarking...
Aerodynamics/ACEE: Aircraft energy efficiency
1981-01-01
An overview is presented of a 10 year program managed by NASA which seeks to make possible the most efficient use of energy for aircraft propulsion and lift as well as provide a technology that can be used by U.S. manufacturers of air transports and engines. Supercritical wings, winglets, vortex drag reduction, high lift, active control, laminar flow control, and aerodynamics by computer are among the topics discussed. Wind tunnel models in flight verification of advanced technology, and the design, construction and testing of various aircraft structures are also described.
Sensor Systems Collect Critical Aerodynamics Data
2010-01-01
With the support of Small Business Innovation Research (SBIR) contracts with Dryden Flight Research Center, Tao of Systems Integration Inc. developed sensors and other components that will ultimately form a first-of-its-kind, closed-loop system for detecting, measuring, and controlling aerodynamic forces and moments in flight. The Hampton, Virginia-based company commercialized three of the four planned components, which provide sensing solutions for customers such as Boeing, General Electric, and BMW and are used for applications such as improving wind turbine operation and optimizing air flow from air conditioning systems. The completed system may one day enable flexible-wing aircraft with flight capabilities like those of birds.
Fitting aerodynamics and propulsion into the puzzle
Johnston, Patrick J.; Whitehead, Allen H., Jr.; Chapman, Gary T.
1987-01-01
The development of an airbreathing single-stage-to-orbit vehicle, in particular the problems of aerodynamics and propulsion integration, is examined. The boundary layer transition on constant pressure surfaces at hypersonic velocities, and the effects of noise on the transition are investigated. The importance of viscosity, real-gas effects, and drag at hypersonic speeds is discussed. A propulsion system with sufficient propulsive lift to enhance the performance of the vehicle is being developed. The difficulties of engine-airframe integration are analyzed.
Generic Wing-Body Aerodynamics Data Base
Holst, Terry L.; Olsen, Thomas H.; Kwak, Dochan (Technical Monitor)
2001-01-01
The wing-body aerodynamics data base consists of a series of CFD (Computational Fluid Dynamics) simulations about a generic wing body configuration consisting of a ogive-circular-cylinder fuselage and a simple symmetric wing mid-mounted on the fuselage. Solutions have been obtained for Nonlinear Potential (P), Euler (E) and Navier-Stokes (N) solvers over a range of subsonic and transonic Mach numbers and angles of attack. In addition, each solution has been computed on a series of grids, coarse, medium and fine to permit an assessment of grid refinement errors.
Variable volume combustor with aerodynamic support struts
Ostebee, Heath Michael; Johnson, Thomas Edward; Stewart, Jason Thurman; Keener, Christopher Paul
2017-03-07
The present application provides a combustor for use with a gas turbine engine. The combustor may include a number of micro-mixer fuel nozzles and a fuel injection system for providing a flow of fuel to the micro-mixer fuel nozzles. The fuel injection system may include a number of support struts supporting the fuel nozzles and providing the flow of fuel therethrough. The support struts may include an aerodynamic contoured shape so as to distribute evenly a flow of air to the micro-mixer fuel nozzles.
Aerodynamics profile not in stationary flow
Directory of Open Access Journals (Sweden)
А.А. Загорулько
2006-02-01
Full Text Available Consider the question about influence of unsteady flight on the size of drag and lift coefficients of theaerodynamic profile. Distinctive features of this investigation are obtaining data about aerodynamic drag chancing in process unsteady on high angle at attack and oscillation profile in subsonic and transonic flight. Given analysis of oscillation profile show, that dynamic loops accompany change of lift and dray force. The researches show that it is necessary to clarity the mathematic model of the airplane flight dynamics by introducing numbers, with take into account unsteady effects.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Halyo, Nesim
1987-01-01
A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.
Aerodynamic models for a Darrieus wind turbine
Fraunie, P.; Beguier, C.; Paraschivoiu, I.; Delclaux, F.
1982-11-01
Various models proposed for the aerodynamics of Darrieus wind turbines are reviewed. The magnitude of the L/D ratio for a Darrieus rotor blade is dependent on the profile, the Re, boundary layer characteristics, and the three-dimensional flow effects. The aerodynamic efficiency is theoretically the Betz limit, and the interference of one blade with another is constrained by the drag force integrated over all points on the actuator disk. A single streamtube model can predict the power available in a Darrieus, but the model lacks definition of the flow structure and the cyclic stresses. Techniques for calculating the velocity profiles and the consequent induced velocity at the blades are presented. The multiple streamtube theory has been devised to account for the repartition of the velocity in the rotor interior. The model has been expanded as the double multiple streamtube theory at Sandia Laboratories. Futher work is necessary, however, to include the effects of dynamic decoupling at high rotation speeds and to accurately describe blade behavior.
Aerodynamic analysis of formula student car
Dharmawan, Mohammad Arief; Ubaidillah, Nugraha, Arga Ahmadi; Wijayanta, Agung Tri; Naufal, Brian Aqif
2018-02-01
Formula Society of Automotive Engineering (FSAE) is a contest between ungraduated students to create a high-performance formula student car that completes the regulation. Body and the other aerodynamic devices are significant because it affects the drag coefficient and the down force of the car. The drag coefficient is a measurement of the resistance of an object in a fluid environment, a lower the drag coefficient means it will have a less drag force. Down force is a force that pushes an object to the ground, in the car more down force means more grip. The objective of the research was to study the aerodynamic comparison between the race vehicle when attached to the wings and without it. These studies were done in three dimensional (3D) computational fluid dynamic (CFD) simulation method using the Autodesk Flow Design software. These simulations were done by conducted in 5 different velocities. The results of those simulations are by attaching wings on race vehicle has drag coefficient 0.728 and without wings has drag coefficient 0.56. Wings attachment will decrease the drag coefficient about 23 % and also the contour pressure and velocity were known at these simulations.
Electro-aerodynamic field aided needleless electrospinning.
Yan, Guilong; Niu, Haitao; Zhou, Hua; Wang, Hongxia; Shao, Hao; Zhao, Xueting; Lin, Tong
2018-06-08
Auxiliary fields have been used to enhance the performance of needle electrospinning. However, much less has been reported on how auxiliary fields affect needleless electrospinning. Herein, we report a novel needleless electrospinning technique that consists of an aerodynamic field and a second electric field. The second electric field is generated by setting two grounded inductive electrodes near the spinneret. The two auxiliary fields have to be applied simultaneously to ensure working of the electrospinning process. A synergistic effect was observed between inductive electrode and airflow. The aerodynamic-electric auxiliary field was found to significantly increase fiber production rate (4.5 g h -1 ), by 350% in comparison to the setup without auxiliary field (1.0 g h -1 ), whereas it had little effect on fiber diameter. The auxiliary fields allow running needleless electrospinning at an applied voltage equivalent to that in needle electrospinning (e.g. 10-30 kV). The finite element analyses of electric field and airflow field verify that the inductive electrodes increase electric field strength near the spinneret, and the airflow assists in fiber deposition. This novel needleless electrospinning may be useful for development of high-efficiency, low energy-consumption nanofiber production systems.
Electro-aerodynamic field aided needleless electrospinning
Yan, Guilong; Niu, Haitao; Zhou, Hua; Wang, Hongxia; Shao, Hao; Zhao, Xueting; Lin, Tong
2018-06-01
Auxiliary fields have been used to enhance the performance of needle electrospinning. However, much less has been reported on how auxiliary fields affect needleless electrospinning. Herein, we report a novel needleless electrospinning technique that consists of an aerodynamic field and a second electric field. The second electric field is generated by setting two grounded inductive electrodes near the spinneret. The two auxiliary fields have to be applied simultaneously to ensure working of the electrospinning process. A synergistic effect was observed between inductive electrode and airflow. The aerodynamic-electric auxiliary field was found to significantly increase fiber production rate (4.5 g h‑1), by 350% in comparison to the setup without auxiliary field (1.0 g h‑1), whereas it had little effect on fiber diameter. The auxiliary fields allow running needleless electrospinning at an applied voltage equivalent to that in needle electrospinning (e.g. 10–30 kV). The finite element analyses of electric field and airflow field verify that the inductive electrodes increase electric field strength near the spinneret, and the airflow assists in fiber deposition. This novel needleless electrospinning may be useful for development of high-efficiency, low energy-consumption nanofiber production systems.
Aerodynamic Simulation of the MEXICO Rotor
International Nuclear Information System (INIS)
Herraez, I; Medjroubi, W; Peinke, J; Stoevesandt, B
2014-01-01
CFD (Computational Fluid Dynamics) simulations are a very promising method for predicting the aerodynamic behavior of wind turbines in an inexpensive and accurate way. One of the major drawbacks of this method is the lack of validated models. As a consequence, the reliability of numerical results is often difficult to assess. The MEXICO project aimed at solving this problem by providing the project partners with high quality measurements of a 4.5 meters rotor diameter wind turbine operating under controlled conditions. The large measurement data-set allows the validation of all kind of aerodynamic models. This work summarizes our efforts for validating a CFD model based on the open source software OpenFoam. Both steady- state and time-accurate simulations have been performed with the Spalart-Allmaras turbulence model for several operating conditions. In this paper we will concentrate on axisymmetric inflow for 3 different wind speeds. The numerical results are compared with pressure distributions from several blade sections and PIV-flow data from the near wake region. In general, a reasonable agreement between measurements the and our simulations exists. Some discrepancies, which require further research, are also discussed
[Aerodynamic focusing of particles and heavy molecules
International Nuclear Information System (INIS)
de la Mora, J.F.
1990-01-01
By accelerating a gas containing suspended particles or large molecules through a converging nozzle, the suspended species may be focused and therefore used to write fine lines on a surface. Our objective was to study the limits on how narrow this focal region could be as a function of particle size. We find that, for monodisperse particles with masses m p some 3.6 x 10 5 times larger than the molecular mass m of the carrier gas (diameters above some 100 angstrom), there is no fundamental obstacle to directly write submicron features. However, this conclusion has been verified experimentally only with particles larger than 0.1 μm. Experimental, theoretical and numerical studies on the defocusing role of Brownian motion for very small particles or heavy molecules have shown that high resolution (purely aerodynamic) focusing is impossible with volatile molecules whose masses are typically smaller than 1000 Dalton. For these, the minimal focal diameter after optimization appears to be 5√(m/m p ) times the nozzle diameter d n . But combinations of focused lasers and aerodynamic focusing appear as promising for direct writing with molecular precursors. Theoretical and numerical schemes capable of predicting the evolution of the focusing beam, including Brownian motion effects, have been developed, although further numerical work would be desirable. 11 refs
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
State of the art in wind turbine aerodynamics and aeroelasticity
DEFF Research Database (Denmark)
Hansen, Martin Otto Laver; Sørensen, Jens Nørkær; Voutsinas, S
2006-01-01
A comprehensive review of wind turbine aeroelasticity is given. The aerodynamic part starts with the simple aerodynamic Blade Element Momentum Method and ends with giving a review of the work done applying CFD on wind turbine rotors. In between is explained some methods of intermediate complexity...
Reliability and Applicability of Aerodynamic Measures in Dysphonia Assessment
Yiu, Edwin M.-L.; Yuen, Yuet-Ming; Whitehill, Tara; Winkworth, Alison
2004-01-01
Aerodynamic measures are frequently used to analyse and document pathological voices. Some normative data are available for speakers from the English-speaking population. However, no data are available yet for Chinese speakers despite the fact that they are one of the largest populations in the world. The high variability of aerodynamic measures…
Some Features of Aerodynamics of Cyclonic Chamber with Free Exit
Directory of Open Access Journals (Sweden)
A. N. Orekhov
2007-01-01
Full Text Available The paper cites results of an experimental research in aerodynamics of a cyclonic chamber with a free exit that has a large relative length. Distributions of aerodynamic stream characteristics depending on geometry of working volume of the cyclonic chamber are given in the paper. Calculative dependences are proposed in the paper.
Aerodynamic tailoring of the Learjet Model 60 wing
Chandrasekharan, Reuben M.; Hawke, Veronica M.; Hinson, Michael L.; Kennelly, Robert A., Jr.; Madson, Michael D.
1993-01-01
The wing of the Learjet Model 60 was tailored for improved aerodynamic characteristics using the TRANAIR transonic full-potential computational fluid dynamics (CFD) code. A root leading edge glove and wing tip fairing were shaped to reduce shock strength, improve cruise drag and extend the buffet limit. The aerodynamic design was validated by wind tunnel test and flight test data.
Biomimetic Approach for Accurate, Real-Time Aerodynamic Coefficients, Phase I
National Aeronautics and Space Administration — Aerodynamic and structural reliability and efficiency depends critically on the ability to accurately assess the aerodynamic loads and moments for each lifting...
Evaluation of aerodynamic derivatives from a magnetic balance system
Raghunath, B. S.; Parker, H. M.
1972-01-01
The dynamic testing of a model in the University of Virginia cold magnetic balance wind-tunnel facility is expected to consist of measurements of the balance forces and moments, and the observation of the essentially six degree of freedom motion of the model. The aerodynamic derivatives of the model are to be evaluated from these observations. The basic feasibility of extracting aerodynamic information from the observation of a model which is executing transient, complex, multi-degree of freedom motion is demonstrated. It is considered significant that, though the problem treated here involves only linear aerodynamics, the methods used are capable of handling a very large class of aerodynamic nonlinearities. The basic considerations include the effect of noise in the data on the accuracy of the extracted information. Relationships between noise level and the accuracy of the evaluated aerodynamic derivatives are presented.
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
An LES study of vertical-axis wind turbine wakes aerodynamics
Abkar, Mahdi; Dabiri, John O.
2016-11-01
In this study, large-eddy simulation (LES) combined with a turbine model is used to investigate the structure of the wake behind a vertical-axis wind turbine (VAWT). In the simulations, a recently developed minimum dissipation model is used to parameterize the subgrid-scale stress tensor, while the turbine-induced forces are modeled with an actuator-line technique. The LES framework is first tested in the simulation of the wake behind a model straight-bladed VAWT placed in the water channel, and then used to study the wake structure downwind of a full-scale VAWT sited in the atmospheric boundary layer. In particular, the self-similarity of the wake is examined, and it is found that the wake velocity deficit is well characterized by a two-dimensional elliptical Gaussian distribution. By assuming a self-similar Gaussian distribution of the velocity deficit, and applying mass and momentum conservation, an analytical model is developed and tested to predict the maximum velocity deficit downwind of the turbine.
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
Structural design of the Sandia 34-M Vertical Axis Wind Turbine
Berg, D. E.
Sandia National Laboratories, as the lead DOE laboratory for Vertical Axis Wind Turbine (VAWT) development, is currently designing a 34-meter diameter Darrieus-type VAWT. This turbine will be a research test bed which provides a focus for advancing technology and validating design and fabrication techniques in a size range suitable for utility use. Structural data from this machine will allow structural modeling to be refined and verified for a turbine on which the gravity effects and stochastic wind loading are significant. Performance data from it will allow aerodynamic modeling to be refined and verified. The design effort incorporates Sandia's state-of-the-art analysis tools in the design of a complete machine. The analytic tools used in this design are discussed and the conceptual design procedure is described.
Active aerodynamic stabilisation of long suspension bridges
DEFF Research Database (Denmark)
Nissen, Henrik Ditlev; Sørensen, Paul Haase; Jannerup, Ole Erik
2004-01-01
The paper describes the addition of actively controlled appendages (flaps) attached along the length of the bridge deck to dampen wind-induced oscillations in long suppension bridges. A novel approach using control systems methods for the analysis of dynamic stability is presented. In order to make...... use of control analysis and design techniques, a linear model of the structural and aerodynamic motion around equilibriun is developed. The model is validated through comparison with finite element calculations and wind tunnel experimental data on the Great Belt East Bridge in Denmark. The developed...... active control scheme is local in that the flap control signal at a given longitudinal position along the bridge only depends on local motion measurements. The analysis makes use of the Nyquist stability criteria and an anlysis of the sensitivity function for stability analysis. The analysis shows...
Improving the efficiency of aerodynamic shape optimization
Burgreen, Greg W.; Baysal, Oktay; Eleshaky, Mohamed E.
1994-01-01
The computational efficiency of an aerodynamic shape optimization procedure that is based on discrete sensitivity analysis is increased through the implementation of two improvements. The first improvement involves replacing a grid-point-based approach for surface representation with a Bezier-Bernstein polynomial parameterization of the surface. Explicit analytical expressions for the grid sensitivity terms are developed for both approaches. The second improvement proposes the use of Newton's method in lieu of an alternating direction implicit methodology to calculate the highly converged flow solutions that are required to compute the sensitivity coefficients. The modified design procedure is demonstrated by optimizing the shape of an internal-external nozzle configuration. Practically identical optimization results are obtained that are independent of the method used to represent the surface. A substantial factor of 8 decrease in computational time for the optimization process is achieved by implementing both of the design procedure improvements.
Aerodynamic features of flames in premixed gases
Oppenheim, A. K.
1984-01-01
A variety of experimentally established flame phenomena in premixed gases are interpreted by relating them to basic aerodynamic properties of the flow field. On this basis the essential mechanism of some well known characteristic features of flames stabilized in the wake of a bluff-body or propagating in ducts are revealed. Elementary components of the flame propagation process are shown to be: rotary motion, self-advancement, and expansion. Their consequences are analyzed under a most strict set of idealizations that permit the flow field to be treated as potential in character, while the flame is modelled as a Stefan-like interface capable of exerting a feed-back effect upon the flow field. The results provide an insight into the fundamental fluid-mechanical reasons for the experimentally observed distortions of the flame front, rationalizing in particular its ability to sustain relatively high flow velocities at amazingly low normal burning speeds.
Aerodynamics and vortical structures in hovering fruitflies
Meng, Xue Guang; Sun, Mao
2015-03-01
We measure the wing kinematics and morphological parameters of seven freely hovering fruitflies and numerically compute the flows of the flapping wings. The computed mean lift approximately equals to the measured weight and the mean horizontal force is approximately zero, validating the computational model. Because of the very small relative velocity of the wing, the mean lift coefficient required to support the weight is rather large, around 1.8, and the Reynolds number of the wing is low, around 100. How such a large lift is produced at such a low Reynolds number is explained by combining the wing motion data, the computed vortical structures, and the theory of vorticity dynamics. It has been shown that two unsteady mechanisms are responsible for the high lift. One is referred as to "fast pitching-up rotation": at the start of an up- or downstroke when the wing has very small speed, it fast pitches down to a small angle of attack, and then, when its speed is higher, it fast pitches up to the angle it normally uses. When the wing pitches up while moving forward, large vorticity is produced and sheds at the trailing edge, and vorticity of opposite sign is produced near the leading edge and on the upper surface, resulting in a large time rate of change of the first moment of vorticity (or fluid impulse), hence a large aerodynamic force. The other is the well known "delayed stall" mechanism: in the mid-portion of the up- or downstroke the wing moves at large angle of attack (about 45 deg) and the leading-edge-vortex (LEV) moves with the wing; thus, the vortex ring, formed by the LEV, the tip vortices, and the starting vortex, expands in size continuously, producing a large time rate of change of fluid impulse or a large aerodynamic force.
Dynamic stability of an aerodynamically efficient motorcycle
Sharma, Amrit; Limebeer, David J. N.
2012-08-01
Motorcycles exhibit two potentially dangerous oscillatory modes known as 'wobble' and 'weave'. The former is reminiscent of supermarket castor shimmy, while the latter is a low frequency 'fish-tailing' motion that involves a combination of rolling, yawing, steering and side-slipping motions. These unwanted dynamic features, which can occur when two-wheeled vehicles are operated at speed, have been studied extensively. The aim of this paper is to use mathematical analysis to identify important stability trends in the on-going design of a novel aerodynamically efficient motorcycle known as the ECOSSE Spirit ES1. A mathematical model of the ES1 is developed using a multi-body dynamics software package called VehicleSim [Anon, VehicleSim Lisp Reference Manual Version 1.0, Mechanical Simulation Corporation, 2008. Available at http://www.carsim.com]. This high-fidelity motorcycle model includes realistic tyre-road contact geometry, a comprehensive tyre model, tyre relaxation and a flexible frame. A parameter set representative of a modern high-performance machine and rider is used. Local stability is investigated via the eigenvalues of the linearised models that are associated with equilibrium points of interest. A comprehensive study of the effects of frame flexibilities, acceleration, aerodynamics and tyre variations is presented, and an optimal passive steering compensator is derived. It is shown that the traditional steering damper cannot be used to stabilise the ES1 over its entire operating speed range. A simple passive compensator, involving an inerter is proposed. Flexibility can be introduced deliberately into various chassis components to change the stability characteristics of the vehicle; the implications of this idea are studied.
Aerodynamic properties of turbulent combustion fields
Hsiao, C. C.; Oppenheim, A. K.
1985-01-01
Flow fields involving turbulent flames in premixed gases under a variety of conditions are modeled by the use of a numerical technique based on the random vortex method to solve the Navier-Stokes equations and a flame propagation algorithm to trace the motion of the front and implement the Huygens principle, both due to Chorin. A successive over-relaxation hybrid method is applied to solve the Euler equation for flows in an arbitrarily shaped domain. The method of images, conformal transformation, and the integral-equation technique are also used to treat flows in special cases, according to their particular requirements. Salient features of turbulent flame propagation in premixed gases are interpreted by relating them to the aerodynamic properties of the flow field. Included among them is the well-known cellular structure of flames stabilized by bluff bodies, as well as the formation of the characteristic tulip shape of flames propagating in ducts. In its rudimentary form, the mechanism of propagation of a turbulent flame is shown to consist of: (1) rotary motion of eddies at the flame front, (2) self-advancement of the front at an appropriate normal burning speed, and (3) dynamic effects of expansion due to exothermicity of the combustion reaction. An idealized model is used to illustrate these fundamental mechanisms and to investigate basic aerodynamic features of flames in premixed gases. The case of a confined flame stabilized behind a rearward-facing step is given particular care and attention. Solutions are shown to be in satisfactory agreement with experimental results, especially with respect to global properties such as the average velocity profiles and reattachment length.
Urban Aerodynamic Roughness Length Mapping Using Multitemporal SAR Data
Directory of Open Access Journals (Sweden)
Fengli Zhang
2017-01-01
Full Text Available Aerodynamic roughness is very important to urban meteorological and climate studies. Radar remote sensing is considered to be an effective means for aerodynamic roughness retrieval because radar backscattering is sensitive to the surface roughness and geometric structure of a given target. In this paper, a methodology for aerodynamic roughness length estimation using SAR data in urban areas is introduced. The scale and orientation characteristics of backscattering of various targets in urban areas were firstly extracted and analyzed, which showed great potential of SAR data for urban roughness elements characterization. Then the ground truth aerodynamic roughness was calculated from wind gradient data acquired by the meteorological tower using fitting and iterative method. And then the optimal dimension of the upwind sector for the aerodynamic roughness calculation was determined through a correlation analysis between backscattering extracted from SAR data at various upwind sector areas and the aerodynamic roughness calculated from the meteorological tower data. Finally a quantitative relationship was set up to retrieve the aerodynamic roughness length from SAR data. Experiments based on ALOS PALSAR and COSMO-SkyMed data from 2006 to 2011 prove that the proposed methodology can provide accurate roughness length estimations for the spatial and temporal analysis of urban surface.
Research on nonlinear stochastic dynamical price model
International Nuclear Information System (INIS)
Li Jiaorui; Xu Wei; Xie Wenxian; Ren Zhengzheng
2008-01-01
In consideration of many uncertain factors existing in economic system, nonlinear stochastic dynamical price model which is subjected to Gaussian white noise excitation is proposed based on deterministic model. One-dimensional averaged Ito stochastic differential equation for the model is derived by using the stochastic averaging method, and applied to investigate the stability of the trivial solution and the first-passage failure of the stochastic price model. The stochastic price model and the methods presented in this paper are verified by numerical studies
Stochastic volatility of volatility in continuous time
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Veraart, Almut
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...
Experimental Investigation of Aerodynamic Instability of Iced Bridge Cable Sections
DEFF Research Database (Denmark)
Koss, Holger; Lund, Mia Schou Møller
2013-01-01
The accretion of ice on structural bridge cables changes the aerodynamic conditions of the surface and influences hence the acting wind load process. Full-scale monitoring indicates that light precipitation at moderate low temperatures between zero and -5°C may lead to large amplitude vibrations...... of bridge cables under wind action. This paper describes the experimental simulation of ice accretion on a real bridge cable sheet HDPE tube segment (diameter 160mm) and its effect on the aerodynamic load. Furthermore, aerodynamic instability will be estimated with quasi-steady theory using the determined...
Fourier analysis of the aerodynamic behavior of cup anemometers
International Nuclear Information System (INIS)
Pindado, Santiago; Pérez, Imanol; Aguado, Maite
2013-01-01
The calibration results (the transfer function) of an anemometer equipped with several cup rotors were analyzed and correlated with the aerodynamic forces measured on the isolated cups in a wind tunnel. The correlation was based on a Fourier analysis of the normal-to-the-cup aerodynamic force. Three different cup shapes were studied: typical conical cups, elliptical cups and porous cups (conical-truncated shape). Results indicated a good correlation between the anemometer factor, K, and the ratio between the first two coefficients in the Fourier series decomposition of the normal-to-the-cup aerodynamic force. (paper)
Numerical study of aerodynamic effects on road vehicles lifting surfaces
Cernat, Mihail Victor; Cernat Bobonea, Andreea
2017-01-01
The aerodynamic performance analysis of road vehicles depends on the study of engine intake and cooling flow, internal ventilation, tire cooling, and overall external flow as the motion of air around a moving vehicle affects all of its components in one form or another. Due to the complex geometry of these, the aerodynamic interaction between the various body components is significant, resulting in vortex flow and lifting surface shapes. The present study, however focuses on the effects of external aerodynamics only, and in particular on the flow over the lifting surfaces of a common compact car, designed especially for this study.
An Aerodynamic Investigation of a Forward Swept Wing
1977-12-01
attached flow at higher angles of attack. 59 -. - . -- ~II The use of winglets should-also be considered to determine their effect on the aerodynamic ...INVSTGAIO OF A" ’/7AI/A/A7D1 ¾~nnt ¾ý’i ~~~)a al -A ApprovedYA~I forSIATO OFli Aees;dsrbuinulmtd AFIT/GAE/AA/77D -4 .1 AN AERODYNAMIC INVESTIGATION OF A...this study was to experimentally and analytically determine certain aerodynamic characteristics of a recently proposed high subsonic, forward swept wing
Stochastic Reachability Analysis of Hybrid Systems
Bujorianu, Luminita Manuela
2012-01-01
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then...
Momentum Maps and Stochastic Clebsch Action Principles
Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.
2018-01-01
We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.
Stochastic Analysis : A Series of Lectures
Dozzi, Marco; Flandoli, Franco; Russo, Francesco
2015-01-01
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields o...
Visualization by PIV of dynamic stall on a vertical axis wind turbine
Ferreira, C.J.S.; Kuik, van G.A.M.; Bussel, van G.J.W.; Scarano, F.
2009-01-01
The aerodynamic behavior of a vertical axis wind turbine (VAWT) is analyzed by means of 2D particle image velocimetry (PIV), focusing on the development of dynamic stall at different tip speed ratios. The VAWT has an unsteady aerodynamic behavior due to the variation with the azimuth angle ¿ of the
A one-time truncate and encode multiresolution stochastic framework
Energy Technology Data Exchange (ETDEWEB)
Abgrall, R.; Congedo, P.M.; Geraci, G., E-mail: gianluca.geraci@inria.fr
2014-01-15
In this work a novel adaptive strategy for stochastic problems, inspired from the classical Harten's framework, is presented. The proposed algorithm allows building, in a very general manner, stochastic numerical schemes starting from a whatever type of deterministic schemes and handling a large class of problems, from unsteady to discontinuous solutions. Its formulations permits to recover the same results concerning the interpolation theory of the classical multiresolution approach, but with an extension to uncertainty quantification problems. The present strategy permits to build numerical scheme with a higher accuracy with respect to other classical uncertainty quantification techniques, but with a strong reduction of the numerical cost and memory requirements. Moreover, the flexibility of the proposed approach allows to employ any kind of probability density function, even discontinuous and time varying, without introducing further complications in the algorithm. The advantages of the present strategy are demonstrated by performing several numerical problems where different forms of uncertainty distributions are taken into account, such as discontinuous and unsteady custom-defined probability density functions. In addition to algebraic and ordinary differential equations, numerical results for the challenging 1D Kraichnan–Orszag are reported in terms of accuracy and convergence. Finally, a two degree-of-freedom aeroelastic model for a subsonic case is presented. Though quite simple, the model allows recovering some physical key aspect, on the fluid/structure interaction, thanks to the quasi-steady aerodynamic approximation employed. The injection of an uncertainty is chosen in order to obtain a complete parameterization of the mass matrix. All the numerical results are compared with respect to classical Monte Carlo solution and with a non-intrusive Polynomial Chaos method.
Verification of Stochastic Process Calculi
DEFF Research Database (Denmark)
Skrypnyuk, Nataliya
algorithms for constructing bisimulation relations, computing (overapproximations of) sets of reachable states and computing the expected time reachability, the last for a linear fragment of IMC. In all the cases we have the complexities of algorithms which are low polynomial in the size of the syntactic....... In support of this claim we have developed analysis methods that belong to a particular type of Static Analysis { Data Flow / Pathway Analysis. These methods have previously been applied to a number of non-stochastic process calculi. In this thesis we are lifting them to the stochastic calculus...... of Interactive Markov Chains (IMC). We have devised the Pathway Analysis of IMC that is not only correct in the sense of overapproximating all possible behaviour scenarios, as is usual for Static Analysis methods, but is also precise. This gives us the possibility to explicitly decide on the trade-o between...
Fourier analysis and stochastic processes
Brémaud, Pierre
2014-01-01
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). A careful review of the prerequisites (integration and probability theory in the appendix, Hilbert spa...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
The dynamics of stochastic processes
DEFF Research Database (Denmark)
Basse-O'Connor, Andreas
In the present thesis the dynamics of stochastic processes is studied with a special attention to the semimartingale property. This is mainly motivated by the fact that semimartingales provide the class of the processes for which it is possible to define a reasonable stochastic calculus due...... to the Bichteler-Dellacherie Theorem. The semimartingale property of Gaussian processes is characterized in terms of their covariance function, spectral measure and spectral representation. In addition, representation and expansion of filtration results are provided as well. Special attention is given to moving...... average processes, and when the driving process is a Lévy or a chaos process the semimartingale property is characterized in the filtration spanned by the driving process and in the natural filtration when the latter is a Brownian motion. To obtain some of the above results an integrability of seminorm...
Modular invariance and stochastic quantization
International Nuclear Information System (INIS)
Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.
1989-01-01
In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed
Stochastic models for atmospheric dispersion
DEFF Research Database (Denmark)
Ditlevsen, Ove Dalager
2003-01-01
Simple stochastic differential equation models have been applied by several researchers to describe the dispersion of tracer particles in the planetary atmospheric boundary layer and to form the basis for computer simulations of particle paths. To obtain the drift coefficient, empirical vertical...... positions close to the boundaries. Different rules have been suggested in the literature with justifications based on simulation studies. Herein the relevant stochastic differential equation model is formulated in a particular way. The formulation is based on the marginal transformation of the position...... velocity distributions that depend on height above the ground both with respect to standard deviation and skewness are substituted into the stationary Fokker/Planck equation. The particle position distribution is taken to be uniform *the well/mixed condition( and also a given dispersion coefficient...
Stochastic Generalized Method of Moments
Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying
2011-01-01
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Stochastic problems in population genetics
Maruyama, Takeo
1977-01-01
These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...
Stochastic Generalized Method of Moments
Yin, Guosheng
2011-08-16
The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.
Limits for Stochastic Reaction Networks
DEFF Research Database (Denmark)
Cappelletti, Daniele
Reaction systems have been introduced in the 70s to model biochemical systems. Nowadays their range of applications has increased and they are fruitfully used in dierent elds. The concept is simple: some chemical species react, the set of chemical reactions form a graph and a rate function...... is associated with each reaction. Such functions describe the speed of the dierent reactions, or their propensities. Two modelling regimes are then available: the evolution of the dierent species concentrations can be deterministically modelled through a system of ODE, while the counts of the dierent species...... at a certain time are stochastically modelled by means of a continuous-time Markov chain. Our work concerns primarily stochastic reaction systems, and their asymptotic properties. In Paper I, we consider a reaction system with intermediate species, i.e. species that are produced and fast degraded along a path...
Aerodynamic and sound intensity measurements in tracheoesophageal voice
Grolman, Wilko; Eerenstein, Simone E. J.; Tan, Frédérique M. L.; Tange, Rinze A.; Schouwenburg, Paul F.
2007-01-01
BACKGROUND: In laryngectomized patients, tracheoesophageal voice generally provides a better voice quality than esophageal voice. Understanding the aerodynamics of voice production in patients with a voice prosthesis is important for optimizing prosthetic designs and successful voice rehabilitation.
Future requirements and roles of computers in aerodynamics
Gregory, T. J.
1978-01-01
While faster computers will be needed to make solution of the Navier-Stokes equations practical and useful, most all of the other aerodynamic solution techniques can benefit from faster computers. There is a wide variety of computational and measurement techniques, the prospect of more powerful computers permits extension and an enhancement across all aerodynamic methods, including wind-tunnel measurement. It is expected that, as in the past, a blend of methods will be used to predict aircraft aerodynamics in the future. These will include methods based on solution of the Navier-Stokes equations and the potential flow equations as well as those based on empirical and measured results. The primary flows of interest in aircraft aerodynamics are identified, the predictive methods currently in use and/or under development are reviewed and two of these methods are analyzed in terms of the computational resources needed to improve their usefulness and practicality.
High-Fidelity Aerodynamic Design with Transition Prediction, Phase II
National Aeronautics and Space Administration — To enhance aerodynamic design capabilities, Desktop Aeronautics proposes to significantly improve upon the integration (performed in Phase 1) of a new sweep/taper...
High-Fidelity Aerodynamic Design with Transition Prediction, Phase I
National Aeronautics and Space Administration — To enhance aerodynamic design capabilities, Desktop Aeronautics proposes to combine a new sweep/taper integrated-boundary-layer (IBL) code that includes transition...
Aerodynamic Efficiency Enhancements for Air Vehicles, Phase I
National Aeronautics and Space Administration — The need for aerodynamics-based efficiency enhancements for air vehicles is presented. Concepts are presented for morphing aircraft, to enable the aircraft to...
Aerodynamic Efficiency Enhancements for Air Vehicles, Phase II
National Aeronautics and Space Administration — The need for aerodynamics-based efficiency enhancements for air vehicles is presented. The results of the Phase I investigation of concepts for morphing aircraft are...
Influence of hinge point on flexible flap aerodynamic performance
International Nuclear Information System (INIS)
Zhao, H Y; Ye, Z; Wu, P; Li, C
2013-01-01
Large scale wind turbines lead to increasing blade lengths and weights, which presents new challenges for blade design. This paper selects NREL S809 airfoil, uses the parameterized technology to realize the flexible trailing edge deformation, researches the static aerodynamic characteristics of wind turbine blade airfoil with flexible deformation, and the dynamic aerodynamic characteristics in the process of continuous deformation, analyses the influence of hinge point position on flexible flap aerodynamic performance, in order to further realize the flexible wind turbine blade design and provides some references for the active control scheme. The results show that compared with the original airfoil, proper trailing edge deformation can improve the lift coefficient, reduce the drag coefficient, and thereby more efficiently realize flow field active control. With hinge point moving forward, total aerodynamic performance of flexible flap improves. Positive swing angle can push the transition point backward, thus postpones the occurrence of the transition phenomenon
Innovative Aerodynamic Modeling for Aeroservoelastic Analysis and Design, Phase I
National Aeronautics and Space Administration — We propose the development of a modern panel code for calculation of steady and unsteady aerodynamic loads needed for dynamic servoelastic (DSE) analysis of flight...
The Aerodynamics of Heavy Vehicles III : Trucks, Buses and Trains
Orellano, Alexander
2016-01-01
This volume contains papers presented at the International conference “The Aerodynamics of Heavy Vehicles III: Trucks, Buses and Trains” held in Potsdam, Germany, September 12-17, 2010 by Engineering Conferences International (ECI). Leading scientists and engineers from industry, universities and research laboratories, including truck and high-speed train manufacturers and operators were brought together to discuss computer simulation and experimental techniques to be applied for the design of more efficient trucks, buses and high-speed trains in the future. This conference was the third in the series after Monterey-Pacific Groove in 2002 and Lake Tahoe in 2007. The presentations address different aspects of train aerodynamics (cross wind effects, underbody flow, tunnel aerodynamics and aeroacoustics, experimental techniques), truck aerodynamics (drag reduction, flow control, experimental and computational techniques) as well as computational fluid dynamics and bluff body, wake and jet flows.
Theoretical and applied aerodynamics and related numerical methods
Chattot, J J
2015-01-01
This book covers classical and modern aerodynamics, theories and related numerical methods, for senior and first-year graduate engineering students, including: -The classical potential (incompressible) flow theories for low speed aerodynamics of thin airfoils and high and low aspect ratio wings. - The linearized theories for compressible subsonic and supersonic aerodynamics. - The nonlinear transonic small disturbance potential flow theory, including supercritical wing sections, the extended transonic area rule with lift effect, transonic lifting line and swept or oblique wings to minimize wave drag. Unsteady flow is also briefly discussed. Numerical simulations based on relaxation mixed-finite difference methods are presented and explained. - Boundary layer theory for all Mach number regimes and viscous/inviscid interaction procedures used in practical aerodynamics calculations. There are also four chapters covering special topics, including wind turbines and propellers, airplane design, flow analogies and h...
Center for Computational Wind Turbine Aerodynamics and Atmospheric Turbulence
DEFF Research Database (Denmark)
Sørensen, Jens Nørkær
2014-01-01
In order to design and operate a wind farm optimally it is necessary to know in detail how the wind behaves and interacts with the turbines in a farm. This not only requires knowledge about meteorology, turbulence and aerodynamics, but it also requires access to powerful computers and efficient s...... software. Center for Computational Wind Turbine Aerodynamics and Atmospheric Turbulence was established in 2010 in order to create a world-leading cross-disciplinary flow center that covers all relevant disciplines within wind farm meteorology and aerodynamics.......In order to design and operate a wind farm optimally it is necessary to know in detail how the wind behaves and interacts with the turbines in a farm. This not only requires knowledge about meteorology, turbulence and aerodynamics, but it also requires access to powerful computers and efficient...
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
Stochastic background of atmospheric cascades
International Nuclear Information System (INIS)
Wilk, G.; Wlodarczyk, Z.
1993-01-01
Fluctuations in the atmospheric cascades developing during the propagation of very high energy cosmic rays through the atmosphere are investigated using stochastic branching model of pure birth process with immigration. In particular, we show that the multiplicity distributions of secondaries emerging from gamma families are much narrower than those resulting from hadronic families. We argue that the strong intermittent like behaviour found recently in atmospheric families results from the fluctuations in the cascades themselves and are insensitive to the details of elementary interactions
Foundations of infinitesimal stochastic analysis
Stroyan, KD
2011-01-01
This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.
Optimal Advertising with Stochastic Demand
George E. Monahan
1983-01-01
A stochastic, sequential model is developed to determine optimal advertising expenditures as a function of product maturity and past advertising. Random demand for the product depends upon an aggregate measure of current and past advertising called "goodwill," and the position of the product in its life cycle measured by sales-to-date. Conditions on the parameters of the model are established that insure that it is optimal to advertise less as the product matures. Additional characteristics o...
Stochastic cooling technology at Fermilab
Energy Technology Data Exchange (ETDEWEB)
Pasquinelli, R.J. E-mail: pasquin@fnal.gov
2004-10-11
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
Pasquinelli, Ralph J.
2004-10-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented.
Stochastic cooling technology at Fermilab
International Nuclear Information System (INIS)
Pasquinelli, R.J.
2004-01-01
The first antiproton cooling systems were installed and commissioned at Fermilab in 1984-1985. In the interim period, there have been several major upgrades, system improvements, and complete reincarnation of cooling systems. This paper will present some of the technology that was pioneered at Fermilab to implement stochastic cooling systems in both the Antiproton Source and Recycler accelerators. Current performance data will also be presented
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2008-05-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein–Langevin equation, which has, in addition, sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bitensor, which describes the fluctuations of quantum-matter fields in curved spacetimes. A new improved criterion for the validity of semiclassical gravity may also be formulated from the viewpoint of this theory. In the first part of this review we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to the correlation functions. The functional approach uses the Feynman–Vernon influence functional and the Schwinger–Keldysh closed-time-path effective action methods. In the second part, we describe three applications of stochastic gravity. First, we consider metric perturbations in a Minkowski spacetime, compute the two-point correlation functions of these perturbations and prove that Minkowski spacetime is a stable solution of semiclassical gravity. Second, we discuss structure formation from the stochastic-gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, using the Einstein–Langevin equation, we discuss the backreaction of Hawking radiation and the behavior of metric fluctuations for both the quasi-equilibrium condition of a black-hole in a box and the fully nonequilibrium condition of an evaporating black hole spacetime. Finally, we briefly discuss the theoretical structure of stochastic gravity in relation to quantum gravity and point out
Stochastic processes and filtering theory
Jazwinski, Andrew H
1970-01-01
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, the theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, the text discusses numerous practical applications as well.Taking the state-space approach to filtering, this text models dynamical systems by finite-dimensional Markov processes, outputs of stochastic difference, and differential equations. Starting with background material on probab
Test-retest reliability for aerodynamic measures of voice.
Awan, Shaheen N; Novaleski, Carolyn K; Yingling, Julie R
2013-11-01
The purpose of this study was to investigate the intrasubject reliability of aerodynamic characteristics of the voice within typical/normal speakers across testing sessions using the Phonatory Aerodynamic System (PAS 6600; KayPENTAX, Montvale, NJ). Participants were 60 healthy young adults (30 males and 30 females) between the ages 18 and 31 years with perceptually typical voice. Participants were tested using the PAS 6600 (Phonatory Aerodynamic System) on two separate days with approximately 1 week between each session at approximately the same time of day. Four PAS protocols were conducted (vital capacity, maximum sustained phonation, comfortable sustained phonation, and voicing efficiency) and measures of expiratory volume, maximum phonation time, mean expiratory airflow (during vowel production) and target airflow (obtained via syllable repetition), peak air pressure, aerodynamic power, aerodynamic resistance, and aerodynamic efficiency were obtained during each testing session. Associated acoustic measures of vocal intensity and frequency were also collected. All phonations were elicited at comfortable pitch and loudness. All aerodynamic and associated variables evaluated in this study showed useable test-retest reliability (ie, intraclass correlation coefficients [ICCs] ≥ 0.60). A high degree of mean test-retest reliability was found across all subjects for aerodynamic and associated acoustic measurements of vital capacity, maximum sustained phonation, glottal resistance, and vocal intensity (all with ICCs > 0.75). Although strong ICCs were observed for measures of glottal power and mean expiratory airflow in males, weaker overall results for these measures (ICC range: 0.60-0.67) were observed in females subjects and sizable coefficients of variation were observed for measures of power, resistance, and efficiency in both men and women. Differences in degree of reliability from measure to measure were revealed in greater detail using methods such as ICCs and
Aerodynamics and Optimal Design of Biplane Wind Turbine Blades
Chiu, Phillip
In order to improve energy capture and reduce the cost of wind energy, in the past few decades wind turbines have grown significantly larger. As their blades get longer, the design of the inboard region (near the blade root) becomes a trade-off between competing structural and aerodynamic requirements. State-of-the-art blades require thick airfoils near the root to efficiently support large loads inboard, but those thick airfoils have inherently poor aerodynamic performance. New designs are required to circumvent this design compromise. One such design is the "biplane blade", in which the thick airfoils in the inboard region are replaced with thinner airfoils in a biplane configuration. This design was shown previously to have significantly increased structural performance over conventional blades. In addition, the biplane airfoils can provide increased lift and aerodynamic efficiency compared to thick monoplane inboard airfoils, indicating a potential for increased power extraction. This work investigates the fundamental aerodynamic aspects, aerodynamic design and performance, and optimal structural design of the biplane blade. First, the two-dimensional aerodynamics of biplanes with relatively thick airfoils are investigated, showing unique phenomena which arise as a result of airfoil thickness. Next, the aerodynamic design of the full biplane blade is considered. Two biplane blades are designed for optimal aerodynamic loading, and their aerodynamic performance quantified. Considering blades with practical chord distributions and including the drag of the mid-blade joint, it is shown that biplane blades have comparable power output to conventional monoplane designs. The results of this analysis also show that the biplane blades can be designed with significantly less chord than conventional designs, a characteristic which enables larger blade designs. The aerodynamic loads on the biplane blades are shown to be increased in gust conditions and decreased under
Aerodynamic vibrations of a maglev vehicle running on flexible guideways under oncoming wind actions
Yau, J. D.
2010-05-01
This paper intends to present a computational framework of aerodynamic analysis for a maglev (magnetically levitated) vehicle traveling over flexible guideways under oncoming wind loads. The guideway unit is simulated as a series of simple beams with identical span and the maglev vehicle as a rigid car body supported by levitation forces. To carry out the interaction dynamics of maglev vehicle/guideway system, this study adopts an onboard PID (proportional-integral-derivative) controller based on Ziegler-Nicholas (Z-N) method to control the levitation forces. Interaction of wind with high-speed train is a complicated situation arising from unsteady airflow around the train. In this study, the oncoming wind loads acting on the running maglev vehicle are generated in temporal/spatial domain using digital simulation techniques that can account for the moving effect of vehicle's speed and the spatial correlation of stochastic airflow velocity field. Considering the motion-dependent nature of levitation forces and the non-conservative characteristics of turbulent airflows, an iterative approach is used to compute the interaction response of the maglev vehicle/guideway coupling system under wind actions. For the purpose of numerical simulation, this paper employs Galerkin's method to convert the governing equations containing a maglev vehicle into a set of differential equations in generalized systems, and then solve the two sets of differential equations using an iterative approach with the Newmark method. From the present investigation, the aerodynamic forces may result in a significant amplification on acceleration amplitude of the running maglev vehicle at higher speeds. For this problem, a PID+LQR (linear quadratic regulator) controller is proposed to reduce the vehicle's acceleration response for the ride comfort of passengers.
DOE Project on Heavy Vehicle Aerodynamic Drag
Energy Technology Data Exchange (ETDEWEB)
McCallen, R; Salari, K; Ortega, J; Castellucci, P; Pointer, D; Browand, F; Ross, J; Storms, B
2007-01-04
Class 8 tractor-trailers consume 11-12% of the total US petroleum use. At highway speeds, 65% of the energy expenditure for a Class 8 truck is in overcoming aerodynamic drag. The project objective is to improve fuel economy of Class 8 tractor-trailers by providing guidance on methods of reducing drag by at least 25%. A 25% reduction in drag would present a 12% improvement in fuel economy at highway speeds, equivalent to about 130 midsize tanker ships per year. Specific goals include: (1) Provide guidance to industry in the reduction of aerodynamic drag of heavy truck vehicles; (2) Develop innovative drag reducing concepts that are operationally and economically sound; and (3) Establish a database of experimental, computational, and conceptual design information, and demonstrate the potential of new drag-reduction devices. The studies described herein provide a demonstration of the applicability of the experience developed in the analysis of the standard configuration of the Generic Conventional Model. The modeling practices and procedures developed in prior efforts have been applied directly to the assessment of new configurations including a variety of geometric modifications and add-on devices. Application to the low-drag 'GTS' configuration of the GCM has confirmed that the error in predicted drag coefficients increases as the relative contribution of the base drag resulting from the vehicle wake to the total drag increases and it is recommended that more advanced turbulence modeling strategies be applied under those circumstances. Application to a commercially-developed boat tail device has confirmed that this restriction does not apply to geometries where the relative contribution of the base drag to the total drag is reduced by modifying the geometry in that region. Application to a modified GCM geometry with an open grille and radiator has confirmed that the underbody flow, while important for underhood cooling, has little impact on the drag
Multiple fields in stochastic inflation
Energy Technology Data Exchange (ETDEWEB)
Assadullahi, Hooshyar [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Firouzjahi, Hassan [School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Noorbala, Mahdiyar [Department of Physics, University of Tehran,P.O. Box 14395-547, Tehran (Iran, Islamic Republic of); School of Astronomy, Institute for Research in Fundamental Sciences (IPM),P.O. Box 19395-5531, Tehran (Iran, Islamic Republic of); Vennin, Vincent; Wands, David [Institute of Cosmology & Gravitation, University of Portsmouth,Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom)
2016-06-24
Stochastic effects in multi-field inflationary scenarios are investigated. A hierarchy of diffusion equations is derived, the solutions of which yield moments of the numbers of inflationary e-folds. Solving the resulting partial differential equations in multi-dimensional field space is more challenging than the single-field case. A few tractable examples are discussed, which show that the number of fields is, in general, a critical parameter. When more than two fields are present for instance, the probability to explore arbitrarily large-field regions of the potential, otherwise inaccessible to single-field dynamics, becomes non-zero. In some configurations, this gives rise to an infinite mean number of e-folds, regardless of the initial conditions. Another difference with respect to single-field scenarios is that multi-field stochastic effects can be large even at sub-Planckian energy. This opens interesting new possibilities for probing quantum effects in inflationary dynamics, since the moments of the numbers of e-folds can be used to calculate the distribution of primordial density perturbations in the stochastic-δN formalism.
Stochastic processes, slaves and supersymmetry
International Nuclear Information System (INIS)
Drummond, I T; Horgan, R R
2012-01-01
We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)
Stochastic cooling in muon colliders
International Nuclear Information System (INIS)
Barletta, W.A.; Sessler, A.M.
1993-09-01
Analysis of muon production techniques for high energy colliders indicates the need for rapid and effective beam cooling in order that one achieve luminosities > 10 30 cm -2 s -1 as required for high energy physics experiments. This paper considers stochastic cooling to increase the phase space density of the muons in the collider. Even at muon energies greater than 100 GeV, the number of muons per bunch must be limited to ∼10 3 for the cooling rate to be less than the muon lifetime. With such a small number of muons per bunch, the final beam emittance implied by the luminosity requirement is well below the thermodynamic limit for beam electronics at practical temperatures. Rapid bunch stacking after the cooling process can raise the number of muons per bunch to a level consistent with both the luminosity goals and with practical temperatures for the stochastic cooling electronics. A major advantage of our stochastic cooling/stacking scheme over scenarios that employ only ionization cooling is that the power on the production target can be reduced below 1 MW
Stochastic analysis of biochemical systems
Anderson, David F
2015-01-01
This book focuses on counting processes and continuous-time Markov chains motivated by examples and applications drawn from chemical networks in systems biology. The book should serve well as a supplement for courses in probability and stochastic processes. While the material is presented in a manner most suitable for students who have studied stochastic processes up to and including martingales in continuous time, much of the necessary background material is summarized in the Appendix. Students and Researchers with a solid understanding of calculus, differential equations, and elementary probability and who are well-motivated by the applications will find this book of interest. David F. Anderson is Associate Professor in the Department of Mathematics at the University of Wisconsin and Thomas G. Kurtz is Emeritus Professor in the Departments of Mathematics and Statistics at that university. Their research is focused on probability and stochastic processes with applications in biology and other ar...
Stochastic inflation and nonlinear gravity
International Nuclear Information System (INIS)
Salopek, D.S.; Bond, J.R.
1991-01-01
We show how nonlinear effects of the metric and scalar fields may be included in stochastic inflation. Our formalism can be applied to non-Gaussian fluctuation models for galaxy formation. Fluctuations with wavelengths larger than the horizon length are governed by a network of Langevin equations for the physical fields. Stochastic noise terms arise from quantum fluctuations that are assumed to become classical at horizon crossing and that then contribute to the background. Using Hamilton-Jacobi methods, we solve the Arnowitt-Deser-Misner constraint equations which allows us to separate the growing modes from the decaying ones in the drift phase following each stochastic impulse. We argue that the most reasonable choice of time hypersurfaces for the Langevin system during inflation is T=ln(Ha), where H and a are the local values of the Hubble parameter and the scale factor, since T is the natural time for evolving the short-wavelength scalar field fluctuations in an inhomogeneous background
Estimation of aircraft aerodynamic derivatives using Extended Kalman Filter
Curvo, M.
2000-01-01
Design of flight control laws, verification of performance predictions, and the implementation of flight simulations are tasks that require a mathematical model of the aircraft dynamics. The dynamical models are characterized by coefficients (aerodynamic derivatives) whose values must be determined from flight tests. This work outlines the use of the Extended Kalman Filter (EKF) in obtaining the aerodynamic derivatives of an aircraft. The EKF shows several advantages over the more traditional...
Self-starting aerodynamics analysis of vertical axis wind turbine
Jianyang Zhu; Hailin Huang; Hao Shen
2015-01-01
Vertical axis wind turbine is a special type of wind-force electric generator which is capable of working in the complicated wind environment. The self-starting aerodynamics is one of the most important considerations for this kind of turbine. This article aims at providing a systematic synthesis on the self-starting aerodynamic characteristics of vertical axis wind turbine based on the numerical analysis approach. First, the physical model of vertical axis wind turbine and its parameter defi...
An explicit multi-time-stepping algorithm for aerodynamic flows
Niemann-Tuitman, B.E.; Veldman, A.E.P.
1997-01-01
An explicit multi-time-stepping algorithm with applications to aerodynamic flows is presented. In the algorithm, in different parts of the computational domain different time steps are taken, and the flow is synchronized at the so-called synchronization levels. The algorithm is validated for aerodynamic turbulent flows. For two-dimensional flows speedups in the order of five with respect to single time stepping are obtained.
Aerodynamic Reconstruction Applied to Parachute Test Vehicle Flight Data Analysis
Cassady, Leonard D.; Ray, Eric S.; Truong, Tuan H.
2013-01-01
The aerodynamics, both static and dynamic, of a test vehicle are critical to determining the performance of the parachute cluster in a drop test and for conducting a successful test. The Capsule Parachute Assembly System (CPAS) project is conducting tests of NASA's Orion Multi-Purpose Crew Vehicle (MPCV) parachutes at the Army Yuma Proving Ground utilizing the Parachute Test Vehicle (PTV). The PTV shape is based on the MPCV, but the height has been reduced in order to fit within the C-17 aircraft for extraction. Therefore, the aerodynamics of the PTV are similar, but not the same as, the MPCV. A small series of wind tunnel tests and computational fluid dynamics cases were run to modify the MPCV aerodynamic database for the PTV, but aerodynamic reconstruction of the flights has proven an effective source for further improvements to the database. The acceleration and rotational rates measured during free flight, before parachute inflation but during deployment, were used to con rm vehicle static aerodynamics. A multibody simulation is utilized to reconstruct the parachute portions of the flight. Aerodynamic or parachute parameters are adjusted in the simulation until the prediction reasonably matches the flight trajectory. Knowledge of the static aerodynamics is critical in the CPAS project because the parachute riser load measurements are scaled based on forebody drag. PTV dynamic damping is critical because the vehicle has no reaction control system to maintain attitude - the vehicle dynamics must be understood and modeled correctly before flight. It will be shown here that aerodynamic reconstruction has successfully contributed to the CPAS project.
Aerodynamic models for high-amplitude, low reynolds flapping airfoils
Morales Tirado, Elisa
2015-01-01
In this thesis a new aerodynamic model of insect-like flapping flight for micro air vehicles has been developed. The New Predicted Aerodynamic Model (NPAM) was based on the model described by Weis-Fogh model in Energetics of Hovering Flight in Hummingbirds and Drosophila. In order to achieved the NPAM some variations were introduced regarding the geometry of the problem under study and also some improvements was done to the theory developed by Weis-Fogh. To have the required ...
Application of CFD technique for HYFLEX aerodynamic design
Yamamoto, Yukimitsu; Watanabe, Shigeya; Ishiguro, Mitsuo; Ogasawara, Ko; 山本 行光; 渡辺 重哉; 石黒 満津夫; 小笠原 宏
1994-01-01
An overview of the application of Computational Fluid Dynamics (CFD) technique for the HYFLEX (Hypersonic Flight Experiment) aerodynamic design by using the numerical simulation codes in the supersonic and hypersonic speed ranges is presented. Roles of CFD required to make up for the short term of development and small amount of the wind tunnel test cases, application in the HYFLEX aerodynamic design and their application methods are described. The procedure of CFD code validation by the expe...
Progress in vehicle aerodynamics and thermal management. Proceedings
Energy Technology Data Exchange (ETDEWEB)
Wiedemann, Jochen (ed.) [Stuttgart Univ. (DE). Inst. fuer Kraftfahrwesen und Verbrennungsmotoren (IVK); Forschungsinstitut fuer Kraftfahrwesen und Fahrzeugmotoren (FKFS), Stuttgart (Germany)
2010-07-01
Vehicle aerodynamics and thermal management are subjects of increasing importance for automotive development especially regarding the necessity to reduce the energy consumption of the vehicle as well as the need to improve ist comfort. This book is intended for engineers, physicists, and mathematicians who work on vehicle aerodynamics. It is also addressed to people in research organizations, at universities and agencies. It may be of interest to technical journalists and to students. (orig.)
The aerodynamic design of an advanced rotor airfoil
Blackwell, J. A., Jr.; Hinson, B. L.
1978-01-01
An advanced rotor airfoil, designed utilizing supercritical airfoil technology and advanced design and analysis methodology is described. The airfoil was designed subject to stringent aerodynamic design criteria for improving the performance over the entire rotor operating regime. The design criteria are discussed. The design was accomplished using a physical plane, viscous, transonic inverse design procedure, and a constrained function minimization technique for optimizing the airfoil leading edge shape. The aerodynamic performance objectives of the airfoil are discussed.
The impact of aerodynamics on fuel consumption in railway applications
Directory of Open Access Journals (Sweden)
Bogdan TARUS
2012-03-01
Full Text Available The main consequence of on air flow surrounding a moving train resides in the aerodynamic drag and a certain pressure distribution on the frontal and lateral surfaces of the vehicle. The actual value of the aerodynamic drag (if pre-determined may lead to a more accurate design of the whole locomotive power transmission. The aerodynamic drag may be estimated by using two specific experiments: the traction method and the free launch method. While the first one uses highly complex equipment, the second is easier to use due to the relative low number of devices required. The present work’s main goal is to illustrate the importance of aerodynamic design of the railway vehicles, as their performances are influenced by the aerodynamic drag. In order to illustrate the influence of the aerodynamic shape of o locomotive body, we have chosen the latest diesel model available on the local market, the Class 621 EGM locomotives, currently in service at the national passenger railway operator, CFR Călători SA.
AESS: Accelerated Exact Stochastic Simulation
Jenkins, David D.; Peterson, Gregory D.
2011-12-01
The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution
Computational aerodynamics and aeroacoustics for wind turbines
Energy Technology Data Exchange (ETDEWEB)
Shen, W.Z.
2009-10-15
The present thesis consists of 19 selected papers dealing with the development and use of CFD methods for studying the aerodynamics and aero-acoustics of wind turbines. The papers are written in the period from 1997 to 2008 and numbered according to the list in page v. The work consists of two parts: an aerodynamic part based on Computational Fluid Dynamics and an aero-acoustic part based on Computational Aero Acoustics for wind turbines. The main objective of the research was to develop new computational tools and techniques for analysing flows about wind turbines. A few papers deal with applications of Blade Element Momentum (BEM) theory to wind turbines. In most cases the incompressible Navier-Stokes equations in primitive variables (velocity-pressure formulation) are employed as the basic governing equations. However, since fluid mechanical problems essentially are governed by vortex dynamics, it is sometimes advantageous to use the concept of vorticity (defined as the curl of velocity). In vorticity form the Navier-Stokes equations may be formulated in different ways, using a vorticity-stream function formulation, a vorticity-velocity formulation or a vorticity-potential-stream function formulation. In [1] - [3] two different vorticity formulations were developed for 2D and 3D wind turbine flows. In [4] and [5] numerical techniques for avoiding pressure oscillations were developed when solving the velocity-pressure coupling system in the in-house EllipSys2D/3D code. In [6] - [8] different actuator disc techniques combined with CFD are presented. This includes actuator disc, actuator line and actuator surface techniques, which were developed to simulate flows past one or more wind turbines. In [9] and [10] a tip loss correction method that improves the conventional models was developed for use in combination with BEM or actuator/Navier-Stokes computations. A simple and efficient technique for determining the angle of attack for flow past a wind turbine rotor
Aerodynamics of Ventilation in Termite Mounds
Bailoor, Shantanu; Yaghoobian, Neda; Turner, Scott; Mittal, Rajat
2017-11-01
Fungus-cultivating termites collectively build massive, complex mounds which are much larger than the size of an individual termite and effectively use natural wind and solar energy, as well as the energy generated by the colony's own metabolic activity to maintain the necessary environmental condition for the colony's survival. We seek to understand the aerodynamics of ventilation and thermoregulation of termite mounds through computational modeling. A simplified model accounting for key mound features, such as soil porosity and internal conduit network, is subjected to external draft conditions. The role of surface flow conditions in the generation of internal flow patterns and the ability of the mound to transport gases and heat from the nursery are examined. The understanding gained from our study could be used to guide sustainable bio-inspired passive HVAC system design, which could help optimize energy utilization in commercial and residential buildings. This research is supported by a seed Grant from the Environment, Energy Sustainability and Health Institute of the Johns Hopkins University.
Unsteady aerodynamic modelling of wind turbines
Energy Technology Data Exchange (ETDEWEB)
Coton, F.N.; Galbraith, R.A. [Univ. og Glasgow, Dept. of Aerospace Engineering, Glasgow (United Kingdom)
1997-08-01
The following current and future work is discussed: Collaborative wind tunnel based PIV project to study wind turbine wake structures in head-on and yawed flow. Prescribed wake model has been embedded in a source panel representation of the wind tunnel walls to allow comparison with experiment; Modelling of tower shadow using high resolution but efficient vortex model in tower shadow domain; Extension of model to yawing flow; Upgrading and tuning of unsteady aerodynamic model for low speed, thick airfoil flows. Glasgow has a considerable collection of low speed dynamic stall data. Currently, the Leishman - Beddoes model is not ideally suited to such flows. For example: Range of stall onset criteria used for dynamic stall prediction including Beddoes. Wide variation of stall onset prediction. Beddoes representation was developed primarily with reference to compressible flows. Analyses of low speed data from Glasgow indicate deficiencies in the current model; Predicted versus measured response during ramp down motion. Modification of the Beddoes representation is required to obtain a fit with the measured data. (EG)
IEA joint action. Aerodynamics of wind turbines
Energy Technology Data Exchange (ETDEWEB)
Maribo Pedersen, B. [ed.
1997-08-01
The advances to be made in aerodynamic prediction requires a deeper understanding of the physical processes occurring at the blades, and in the wake, of a wind turbine. This can only come from a continuing process of experimental observation and theoretical analysis. The present symposium presents the opportunity to do this by exchange of data from experiments and simulations, and by discussion of new or modified wake theories. The symposium will consists of a number of presentations by invited speakers and conclude with a summary of the talks and a round-the-table technical discussion. The talks offer the change to present behaviour from full-scale and laboratory experiments that are not explained by existing prediction codes. In addition, presentations are welcome on new modelling techniques or formulations that could make existing codes more accurate, less computationally intensive and easier to use. This symposium is intended to provide a starting point for the formulation of advanced rotor performance methods, which will improve the accuracy of load and performance prediction codes useful to the wind turbine industry. (au)
Hypersonic Inflatable Aerodynamic Decelerator Ground Test Development
Del Corso, Jospeh A.; Hughes, Stephen; Cheatwood, Neil; Johnson, Keith; Calomino, Anthony
2015-01-01
Hypersonic Inflatable Aerodynamic Decelerator (HIAD) technology readiness levels have been incrementally matured by NASA over the last thirteen years, with most recent support from NASA's Space Technology Mission Directorate (STMD) Game Changing Development Program (GCDP). Recently STMD GCDP has authorized funding and support through fiscal year 2015 (FY15) for continued HIAD ground developments which support a Mars Entry, Descent, and Landing (EDL) study. The Mars study will assess the viability of various EDL architectures to enable a Mars human architecture pathfinder mission planned for mid-2020. At its conclusion in November 2014, NASA's first HIAD ground development effort had demonstrated success with fabricating a 50 W/cm2 modular thermal protection system, a 400 C capable inflatable structure, a 10-meter scale aeroshell manufacturing capability, together with calibrated thermal and structural models. Despite the unquestionable success of the first HIAD ground development effort, it was recognized that additional investment was needed in order to realize the full potential of the HIAD technology capability to enable future flight opportunities. The second HIAD ground development effort will focus on extending performance capability in key technology areas that include thermal protection system, lifting-body structures, inflation systems, flight control, stage transitions, and 15-meter aeroshell scalability. This paper presents an overview of the accomplishments under the baseline HIAD development effort and current plans for a follow-on development effort focused on extending those critical technologies needed to enable a Mars Pathfinder mission.
Aerodynamical noise from wind turbine generators
International Nuclear Information System (INIS)
Jakobsen, J.; Andersen, B.
1993-06-01
Two extensive measurement series of noise from wind turbines have been made during different modifications of their rotors. One series focused on the influence from the tip shape on the noise, while the other series dealt with the influence from the trailing edge. The experimental layout for the two investigations was identical. The total A-weighted noise from the wind turbine was measured in 1/3 octave bands from 50 Hz to 10 kHz in 1-minute periods simultaneously with wind speed measurements. The microphone was mounted on a hard board on the ground about 40 m directly downwind of the wind turbine, and the wind speed meter was placed at the same distance upwind of the wind turbine 10 m above ground. Regression analysis was made between noise and wind speed in each 1/3 octave band to determine the spectrum at 8 m/s. During the measurements care was taken to avoid influence from background noise, and the influence from machinery noise was minimized and corrected for. Thus the results display the aerodynamic rotor noise from the wind turbines. By use of this measurement technique, the uncertainty has been reduced to 1.5 - 2 dB per 1/3 octave band in the relevant frequency range and to about 1 dB on the total A-weighted levels. (au) (10 refs.)
Novel Aerodynamic Design for Formula SAE Vehicles
Sentongo, Samuel; Carter, Austin; Cecil, Christopher; Feier, Ioan
2017-11-01
This paper identifies and evaluates the design characteristics of a novel airfoil that harnesses the Magnus Effect, applying a moving-surface boundary-layer control (MSBC) method to a Formula SAE Vehicle. The MSBC minimizes adverse pressure gradient and delays boundary layer separation through the use of a conveyor belt that interacts with the airfoil boundary layer. The MSBC allows dynamic control of the aerodynamic coefficients by variation of the belt speed, minimizing drag in high speed straights and maximizing downforce during vehicle cornering. A conveyer belt wing measuring approximately 0.9 x 0.9m in planform was designed and built to test the mechanical setup for such a MSBC wing. This study follows the relationship between inputted power and outputted surface velocity, with the goal being to maximize speed output vs. power input. The greatest hindrance to maximizing speed output is friction among belts, rollers, and stationary members. The maximum belt speed achieved during testing was 5.9 m/s with a power input of 48.8 W, which corresponds to 45.8 N of downforce based on 2D CFD results. Ongoing progress on this project is presented. United States Air Force Academy.
The aerodynamic signature of running spiders.
Directory of Open Access Journals (Sweden)
Jérôme Casas
Full Text Available Many predators display two foraging modes, an ambush strategy and a cruising mode. These foraging strategies have been classically studied in energetic, biomechanical and ecological terms, without considering the role of signals produced by predators and perceived by prey. Wolf spiders are a typical example; they hunt in leaf litter either using an ambush strategy or by moving at high speed, taking over unwary prey. Air flow upstream of running spiders is a source of information for escaping prey, such as crickets and cockroaches. However, air displacement by running arthropods has not been previously examined. Here we show, using digital particle image velocimetry, that running spiders are highly conspicuous aerodynamically, due to substantial air displacement detectable up to several centimetres in front of them. This study explains the bimodal distribution of spider's foraging modes in terms of sensory ecology and is consistent with the escape distances and speeds of cricket prey. These findings may be relevant to the large and diverse array of arthropod prey-predator interactions in leaf litter.
Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François
2016-01-01
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested i...
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan
2016-11-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
Stochastic synaptic plasticity with memristor crossbar arrays
Naous, Rawan; Al-Shedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled N.
2016-01-01
Memristive devices have been shown to exhibit slow and stochastic resistive switching behavior under low-voltage, low-current operating conditions. Here we explore such mechanisms to emulate stochastic plasticity in memristor crossbar synapse arrays. Interfaced with integrate-and-fire spiking neurons, the memristive synapse arrays are capable of implementing stochastic forms of spike-timing dependent plasticity which parallel mean-rate models of stochastic learning with binary synapses. We present theory and experiments with spike-based stochastic learning in memristor crossbar arrays, including simplified modeling as well as detailed physical simulation of memristor stochastic resistive switching characteristics due to voltage and current induced filament formation and collapse. © 2016 IEEE.
SATA II - Stochastic Algebraic Topology and Applications
2017-01-30
AFRL-AFOSR-UK-TR-2017-0018 SATA II - Stochastic Algebraic Topology and Applications 150032 Robert Adler TECHNION ISRAEL INSTITUTE OF TECHNOLOGY Final...REPORT TYPE Final 3. DATES COVERED (From - To) 15 Dec 2014 to 14 Dec 2016 4. TITLE AND SUBTITLE SATA II - Stochastic Algebraic Topology and Applications... Topology and Applications Continuation of, and associated with SATA: Stochastic Algebraic Topology and Applications FA8655-11-1-3039, 09/1/2011–08/31/2014
Stochastic deformation of a thermodynamic symplectic structure
Kazinski, P. O.
2008-01-01
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation parameter (the Planck constant). Gauge symmetries of thermodynamics and corresponding stochastic mechanics, which describes fluctuations of a thermodynamic system, are revealed and gauge fields are introduced. A physical interpretation to the gauge transform...
Stochastic temperature and the Nicolai map
International Nuclear Information System (INIS)
Hueffel, H.
1989-01-01
Just as standard temperature can be related to the time coordinate of Euclidean space, a new concept of 'stochastic temperature' may be introduced by associating it to the Parisi-Wu time of stochastic quantization. The perturbative equilibrium limit for a self-interacting scalar field is studied, and a 'thermal' mass shift to one loop is shown. In addition one may interpret the underlying stochastic process as a Nicolai map at nonzero 'temperature'. 22 refs. (Author)
On Lipschitzian quantum stochastic differential inclusions
International Nuclear Information System (INIS)
Ekhaguere, G.O.S.
1990-12-01
Quantum stochastic differential inclusions are introduced and studied within the framework of the Hudson-Parthasarathy formulation of quantum stochastic calculus. Results concerning the existence of solutions of a Lipschitzian quantum stochastic differential inclusion and the relationship between the solutions of such an inclusion and those of its convexification are presented. These generalize the Filippov existence theorem and the Filippov-Wazewski Relaxation Theorem for classical differential inclusions to the present noncommutative setting. (author). 9 refs
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
The Robustness of Stochastic Switching Networks
Loh, Po-Ling; Zhou, Hongchao; Bruck, Jehoshua
2009-01-01
Many natural systems, including chemical and biological systems, can be modeled using stochastic switching circuits. These circuits consist of stochastic switches, called pswitches, which operate with a fixed probability of being open or closed. We study the effect caused by introducing an error of size ∈ to each pswitch in a stochastic circuit. We analyze two constructions – simple series-parallel and general series-parallel circuits – and prove that simple series-parallel circuits are robus...
Sequential neural models with stochastic layers
DEFF Research Database (Denmark)
Fraccaro, Marco; Sønderby, Søren Kaae; Paquet, Ulrich
2016-01-01
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural...... generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over...
Stochastic Linear Quadratic Optimal Control Problems
International Nuclear Information System (INIS)
Chen, S.; Yong, J.
2001-01-01
This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well
Stochastic Model Checking of the Stochastic Quality Calculus
DEFF Research Database (Denmark)
Nielson, Flemming; Nielson, Hanne Riis; Zeng, Kebin
2015-01-01
The Quality Calculus uses quality binders for input to express strategies for continuing the computation even when the desired input has not been received. The Stochastic Quality Calculus adds generally distributed delays for output actions and real-time constraints on the quality binders for input....... This gives rise to Generalised Semi-Markov Decision Processes for which few analytical techniques are available. We restrict delays on output actions to be exponentially distributed while still admitting real-time constraints on the quality binders. This facilitates developing analytical techniques based...
Stochastic quantization of gravity and string fields
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
The stochastic quantization method of Parisi and Wu is generalized so as to make it applicable to Einstein's theory of gravitation. The generalization is based on the existence of a preferred metric in field configuration space, involves Ito's calculus, and introduces a complex stochastic process adapted to Lorentzian spacetime. It implies formally the path integral measure of DeWitt, a causual Feynman propagator, and a consistent stochastic perturbation theory. The lineraized version of the theory is also obtained from the stochastic quantization of the free string field theory of Siegel and Zwiebach. (Author)
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, A.; Lord, R.; Pelsser, A.; Schrager, D.
2009-01-01
We consider the pricing of long-dated insurance contracts under stochastic interest rates and stochastic volatility. In particular, we focus on the valuation of insurance options with long-term equity or foreign exchange exposures. Our modeling framework extends the stochastic volatility model of
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, Almut
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on genera...
Aerodynamic modelling and optimization of axial fans
Energy Technology Data Exchange (ETDEWEB)
Noertoft Soerensen, Dan
1998-01-01
A numerically efficient mathematical model for the aerodynamics of low speed axial fans of the arbitrary vortex flow type has been developed. The model is based on a blade-element principle, whereby the rotor is divided into a number of annular stream tubes. For each of these stream tubes relations for velocity, pressure and radial position are derived from the conservation laws for mass, tangential momentum and energy. The equations are solved using the Newton-Raphson methods, and solutions converged to machine accuracy are found at small computing costs. The model has been validated against published measurements on various fan configurations, comprising two rotor-only fan stages, a counter-rotating fan unit and a stator-rotor stator stage. Comparisons of local and integrated properties show that the computed results agree well with the measurements. Optimizations have been performed to maximize the mean value of fan efficiency in a design interval of flow rates, thus designing a fan which operates well over a range of different flow conditions. The optimization scheme was used to investigate the dependence of maximum efficiency on 1: the number of blades, 2: the width of the design interval and 3: the hub radius. The degree of freedom in the choice of design variable and constraints, combined with the design interval concept, provides a valuable design-tool for axial fans. To further investigate the use of design optimization, a model for the vortex shedding noise from the trailing edge of the blades has been incorporated into the optimization scheme. The noise emission from the blades was minimized in a flow rate design point. Optimizations were performed to investigate the dependence of the noise on 1: the number of blades, 2: a constraint imposed on efficiency and 3: the hub radius. The investigations showed, that a significant reduction of noise could be achieved, at the expense of a small reduction in fan efficiency. (EG) 66 refs.
Aerodynamics support of research instrument development
Miller, L. Scott
1990-09-01
A new velocimetry system is currently being developed at NASA LaRC. The device, known as a Doppler global velocimeter (DGV), can record three velocity components within a plane simultaneously and in near real time. To make measurements the DGV, like many other velocimetry systems, relies on the scattering of light from numerous small particles in a flow field. The particles or seeds are illuminated by a sheet of laser light and viewed by two CCD cameras. The scattered light from the particles will have a frequency which is a function of the source laser light frequency, the viewing angle, and most importantly the seed velocities. By determining the scattered light intensity the velocity can be measured at all points within the light sheet simultaneously. Upon completion of DGV component construction and initial check out a series of tests in the Basic Aerodynamic Research (wind) Tunnel (BART) are scheduled to verify instrument operation and accuracy. If the results are satisfactory, application of the DGV to flight measurements on the F-18 High Alpha Research Vehicle (HARV) are planned. The DGV verification test in the BART facility will utilize a 75 degree swept delta wing model. A major task undertaken this summer included evaluation of previous results for this model. A specific series of tests matching exactly the previous tests and exploring new DGV capabilities were developed and suggested. Another task undertaken was to study DGV system installation possibilities in the F-18 HARV aircraft. In addition, a simple seeding system modification was developed and utilized to make Particle Imaging Velocimetry (PIV) measurements in the BART facility.
Spectral representation in stochastic quantization
International Nuclear Information System (INIS)
Nakazato, Hiromichi.
1988-10-01
A spectral representation of stationary 2-point functions is investigated based on the operator formalism in stochastic quantization. Assuming the existence of asymptotic non-interacting fields, we can diagonalize the total Hamiltonian in terms of asymptotic fields and show that the correlation length along the fictious time is proportional to the physical mass expected in the usual field theory. A relation between renormalization factors in the operator formalism is derived as a byproduct and its validity is checked with the perturbative results calculated in this formalism. (orig.)
Stochastic modeling analysis and simulation
Nelson, Barry L
1995-01-01
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, se
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2012-01-01
This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and
Excited states in stochastic electrodynamics
International Nuclear Information System (INIS)
Franca, H.M.; Marshall, T.W.
1987-12-01
It is shown that the set of Wigner functions associated with the excited states of the harmonic oscillator constitute a complete set of functions over the phase space. An arbitraty distribution can be expanded in terms of these Wigner functions. By studying the time evolution, according to Stochastic Electrodynamics, of the expansion coefficients, becomes feasible to separate explicity the contributionsof the radiative reaction and the vaccuum field to the Einsten. A coefficients for this system. A simple semiclassical explanation of the Weisskopf-Heitler phenomenon in resonance fluorescence is also supplied. (author) [pt
Stochastic mechanics of mixed states
International Nuclear Information System (INIS)
Jaekel, M.T.; Pignon, D.
1984-01-01
Nelson's stochastic interpretation of quantum mechanics is extended from the case of pure states to that of mixed states. It is shown that a pure probabilistic formalism, which applies the Newton-Nelson Law to the initial position and velocity distributions, does not reproduce the time evolution predicted by quantum mechanics. In order to recover the latter, a new notion must be introduced, that of pure quantum states, over which the mixture has to be decomposed, and which then satisfy the Newton-Nelson Law independently. (author)
Mathematical statistics and stochastic processes
Bosq, Denis
2013-01-01
Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today's practitioners.Mathematical Statistics and Stochastic Processes is based on decision theory and asymptotic statistics and contains up-to-date information on the relevant topics of theory of probability, estimation, confidence intervals, non-parametric statistics and rob
Stochastic Gravity: Theory and Applications
Directory of Open Access Journals (Sweden)
Hu Bei Lok
2004-01-01
Full Text Available Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin equation, which has in addition sources due to the noise kernel. The noise kernel is the vacuum expectation value of the (operator-valued stress-energy bi-tensor which describes the fluctuations of quantum matter fields in curved spacetimes. In the first part, we describe the fundamentals of this new theory via two approaches: the axiomatic and the functional. The axiomatic approach is useful to see the structure of the theory from the framework of semiclassical gravity, showing the link from the mean value of the stress-energy tensor to their correlation functions. The functional approach uses the Feynman-Vernon influence functional and the Schwinger-Keldysh closed-time-path effective action methods which are convenient for computations. It also brings out the open systems concepts and the statistical and stochastic contents of the theory such as dissipation, fluctuations, noise, and decoherence. We then focus on the properties of the stress-energy bi-tensor. We obtain a general expression for the noise kernel of a quantum field defined at two distinct points in an arbitrary curved spacetime as products of covariant derivatives of the quantum field's Green function. In the second part, we describe three applications of stochastic gravity theory. First, we consider metric perturbations in a Minkowski spacetime. We offer an analytical solution of the Einstein-Langevin equation and compute the two-point correlation functions for the linearized Einstein tensor and for the metric perturbations. Second, we discuss structure formation from the stochastic gravity viewpoint, which can go beyond the standard treatment by incorporating the full quantum effect of the inflaton fluctuations. Third, we discuss the backreaction
Stochastic resonance for exploration geophysics
Omerbashich, Mensur
2008-01-01
Stochastic resonance (SR) is a phenomenon in which signal to noise (SN) ratio gets improved by noise addition rather than removal as envisaged classically. SR was first claimed in climatology a few decades ago and then in other disciplines as well. The same as it is observed in natural systems, SR is used also for allowable SN enhancements at will. Here I report a proof of principle that SR can be useful in exploration geophysics. For this I perform high frequency GaussVanicek variance spectr...
Application Program Interface for the Orion Aerodynamics Database
Robinson, Philip E.; Thompson, James
2013-01-01
The Application Programming Interface (API) for the Crew Exploration Vehicle (CEV) Aerodynamic Database has been developed to provide the developers of software an easily implemented, fully self-contained method of accessing the CEV Aerodynamic Database for use in their analysis and simulation tools. The API is programmed in C and provides a series of functions to interact with the database, such as initialization, selecting various options, and calculating the aerodynamic data. No special functions (file read/write, table lookup) are required on the host system other than those included with a standard ANSI C installation. It reads one or more files of aero data tables. Previous releases of aerodynamic databases for space vehicles have only included data tables and a document of the algorithm and equations to combine them for the total aerodynamic forces and moments. This process required each software tool to have a unique implementation of the database code. Errors or omissions in the documentation, or errors in the implementation, led to a lengthy and burdensome process of having to debug each instance of the code. Additionally, input file formats differ for each space vehicle simulation tool, requiring the aero database tables to be reformatted to meet the tool s input file structure requirements. Finally, the capabilities for built-in table lookup routines vary for each simulation tool. Implementation of a new database may require an update to and verification of the table lookup routines. This may be required if the number of dimensions of a data table exceeds the capability of the simulation tools built-in lookup routines. A single software solution was created to provide an aerodynamics software model that could be integrated into other simulation and analysis tools. The highly complex Orion aerodynamics model can then be quickly included in a wide variety of tools. The API code is written in ANSI C for ease of portability to a wide variety of systems. The
Unsteady Aerodynamics of Flapping Wing of a Bird
Directory of Open Access Journals (Sweden)
M. Agoes Moelyadi
2013-04-01
Full Text Available The unsteady flow behavior and time-dependent aerodynamic characteristics of the flapping motion of a bird’s wing were investigated using a computational method. During flapping, aerodynamic interactions between bird wing surfaces and surrounding flow may occur, generating local time-dependent flow changes in the flow field and aerodynamic load of birds. To study the effect of flapping speed on unsteady aerodynamic load, two kinds of computational simulations were carried out, namely a quasi-steady and an unsteady simulation. To mimic the movement of the down-stroke and the upstroke of a bird, the flapping path accorded to a sinus function, with the wing attitude changing in dihedral angle and time. The computations of time-dependent viscous flow were based on the solution of the Reynolds Averaged Navier-Stokes equations by applying the k-e turbulence model. In addition, the discretization for the computational domain around the model used multi-block structured grid to provide more accuracy in capturing viscous flow, especially in the vicinity of the wing and body surfaces, to obtain a proper wing-body geometry model. For this research, the seagull bird was chosen, which has high aspect ratio wings with pointed wing-tips and a high camber wing section. The results include mesh movement, velocity contours as well as aerodynamic coefficients of the flapping motion of the bird at various flapping frequencies.
Influence of Different Diffuser Angle on Sedan's Aerodynamic Characteristics
Hu, Xingjun; Zhang, Rui; Ye, Jian; Yan, Xu; Zhao, Zhiming
The aerodynamic characteristics have a great influence on the fuel economics and the steering stability of a high speed vehicle. The underbody rear diffuser is one of important aerodynamic add-on devices. The parameters of the diffuser, including the diffuser angle, the number and the shape of separators, the shape of the end plate and etc, will affect the underbody flow and the wake. Here, just the influence of the diffuser angle was investigated without separator and the end plate. The method of Computational Fluid Dynamics was adopted to study the aerodynamic characteristics of a simplified sedan with a different diffuser angle respectively. The diffuser angle was set to 0°, 3°, 6°, 9.8° and 12° respectively. The diffuser angle of the original model is 9.8°. The conclusions were drawn that when the diffuser angle increases, the underbody flow and especially the wake change greatly and the pressure change correspondingly; as a result, the total aerodynamic drag coefficients of car first decrease and then increases, while the total aerodynamic lift coefficients decrease.
[Role of aerodynamic parameters in voice function assessment].
Guo, Yong-qing; Lin, Sheng-zhi; Xu, Xin-lin; Zhou, Li; Zhuang, Pei-yun; Jiang, Jack J
2012-10-01
To investigate the application and significance of aerodynamic parameters in voice function assessment. The phonatory aerodynamic system (PAS) was used to collect aerodynamic parameters from subjects with normal voice, vocal fold polyp, vocal fold cyst, and vocal fold immobility. Multivariate statistical analysis was used to compare measurements across groups. Phonation threshold flow (PTF), mean flow rate (MFR), maximum phonation time (MPT), and glottal resistance (GR) in one hundred normal subjects were significantly affected by sex (P efficiency (VE) were not (P > 0.05). PTP, PTF, MFR, SGP, and MPT were significantly different between normal voice and voice disorders (P 0.05). Receiver operating characteristic (ROC) analysis found that PTP, PTF, SGP, MFR, MPT, and VE in one hundred thirteen voice dis orders had similar diagnostic utility (P aerodynamic parameters of the three degrees of voice dysfunction due to vocal cord polyps were compared and found to have no significant differences (P > 0.05). PTP, PTF, MFR, SGP and MPT in forty one patients with vocal polyps were significantly different after surgical resection of vocal cord polyps (P aerodynamic parameters can objectively and effectively evaluate the variations of vocal function, and have good auxiliary diagnostic value.
Aerodynamic profiles of women with muscle tension dysphonia/aphonia.
Gillespie, Amanda I; Gartner-Schmidt, Jackie; Rubinstein, Elaine N; Abbott, Katherine Verdolini
2013-04-01
In this study, the authors aimed to (a) determine whether phonatory airflows and estimated subglottal pressures (est-Psub) for women with primary muscle tension dysphonia/aphonia (MTD/A) differ from those for healthy speakers; (b) identify different aerodynamic profile patterns within the MTD/A subject group; and (c) determine whether results suggest new understanding of pathogenesis in MTD/A. Retrospective review of aerodynamic data collected from 90 women at the time of primary MTD/A diagnosis. Aerodynamic profiles were significantly different for women with MTD/A as compared with healthy speakers. Five distinct profiles were identified: (a) normal flow, normal est-Psub; (b) high flow, high est-Psub; (c) low flow, normal est-Psub; (d) normal flow, high est-Psub; and (e) high flow, normal est-Psub. This study is the first to identify distinct subgroups of aerodynamic profiles in women with MTD/A and to quantitatively identify a clinical phenomenon sometimes described in association with it-"breath holding"-that is shown by low airflow with normal est-Psub. Results were consistent with clinical claims that diverse respiratory and laryngeal functions may underlie phonatory patterns associated with MTD/A. One potential mechanism, based in psychobiological theory, is introduced to explain some of the variability in aerodynamic profiles of women with MTD/A.
Influence of unsteady aerodynamics on driving dynamics of passenger cars
Huemer, Jakob; Stickel, Thomas; Sagan, Erich; Schwarz, Martin; Wall, Wolfgang A.
2014-11-01
Recent approaches towards numerical investigations with computational fluid dynamics methods on unsteady aerodynamic loads of passenger cars identified major differences compared with steady-state aerodynamic excitations. Furthermore, innovative vehicle concepts such as electric-vehicles or hybrid drives further challenge the basic layout of passenger cars. Therefore, the relevance of unsteady aerodynamic loads on cross-wind stability of changing basic vehicle architectures should be analysed. In order to assure and improve handling and ride characteristics at high velocity of the actual range of vehicle layouts, the influence of unsteady excitations on the vehicle response was investigated. For this purpose, a simulation of the vehicle dynamics through multi-body simulation was used. The impact of certain unsteady aerodynamic load characteristics on the vehicle response was quantified and key factors were identified. Through a series of driving simulator tests, the identified differences in the vehicle response were evaluated regarding their significance on the subjective driver perception of cross-wind stability. Relevant criteria for the subjective driver assessment of the vehicle response were identified. As a consequence, a design method for the basic layout of passenger cars and chassis towards unsteady aerodynamic excitations was defined.
Sensory optimization by stochastic tuning.
Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees
2013-10-01
Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.
Quantum noise and stochastic reduction
International Nuclear Information System (INIS)
Brody, Dorje C; Hughston, Lane P
2006-01-01
In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic component, while respecting the conservation law. According to the dynamics thus obtained, referred to as the energy-based stochastic Schroedinger equation, an arbitrary initial state collapses spontaneously to one of the energy eigenstates, thus describing the phenomenon of quantum state reduction. In this paper, two such models are investigated: one that achieves state reduction in infinite time and the other in finite time. The properties of the associated energy expectation process and the energy variance process are worked out in detail. By use of a novel application of a nonlinear filtering method, closed-form solutions-algebraic in character and involving no integration-are obtained of both these models. In each case, the solution is expressed in terms of a random variable representing the terminal energy of the system and an independent noise process. With these solutions at hand it is possible to simulate explicitly the dynamics of the quantum states of complicated physical systems