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At least 91 records · Page 5

Structure Identification Within a Transitioning Swept-Wing Boundary Layer

Extensive measurements are made in a transitioning swept-wing boundary layer using hot-film, hot-wire and cross-wire anemometry. The crossflow-dominated flow contains stationary vortices that breakdown near mid-chord. The most amplified vortex wavelength is forced by the use of artificial roughness elements near the leading edge. Two-component velocity and spanwise surface shear-stress correlation measurements are made at two constant chord locations, before and after transition. Streamwise surface shear stresses are also measured through the entire transition region. Correlation techniques are used to identify stationary structures in the laminar regime and coherent structures in the turbulent regime. Basic techniques include observation of the spatial correlations and the spatially distributed auto-spectra. The primary and secondary instability mechanisms are identified in the spectra in all measured fields. The primary mechanism is seen to grow, cause transition and produce large-scale turbulence. The secondary mechanism grows through the entire transition region and produces the small-scale turbulence. Advanced techniques use Linear Stochastic Estimation (LSE) and Proper Orthogonal Decomposition (POD) to identify the spatio-temporal evolutions of structures in the boundary layer. LSE is used to estimate the instantaneous velocity fields using temporal data from just two spatial locations and the spatial correlations. Reference locations are selected using maximum RMS values to provide the best available estimates. POD is used to objectively determine modes characteristic of the measured flow based on energy. The stationary vortices are identified in the first laminar modes of each velocity component and shear component. Experimental evidence suggests that neighboring vortices interact and produce large coherent structures with spanwise periodicity at double the stationary vortex wavelength. An objective transition region detection method is developed using streamwise spatial POD solutions which isolate the growth of the primary and secondary instability mechanisms in the first and second modes, respectively. Temporal evolutions of dominant POD modes in all measured fields are calculated. These scalar POD coefficients contain the integrated characteristics of the entire field, greatly reducing the amount of data to characterize the instantaneous field. These modes may then be used to train future flow control algorithms based on neural networks.

Chapman, Keith↗

Jet Mixing Enhancement by Feedback Control

The objective of this work has been to produce methodologies for high speed jet noise reduction based on natural mechanisms and enhanced feedback control to affect frequencies and structures in a prescribed manner. In this effort the two-point hot wire measurements obtained in the Langley jet facility by Ukeiley were used in conjuction with linear stochastic estimation (LSE) to implement the LSE component of the complementary technique. This method combines the Proper Orthogonal Decomposition (POD) and LSE to provide an experimental low dimensional time dependent description of the flow field. From such a description it should be possible to identify short time high strain rate events in the jet which contribute to the noise. The main task completed for this effort is summarized: LSE experiments were performed at the downstream locations where the two point hot wire measurements have been obtained by Ukeiley. These experiments involved sampling simultaneously hot wire signals from a relatively course spatial grid in gamma and theta. From this simultaneous data, coupled with the two-point measurements of Ukeiley via the LSE components of the complementary technique, an experimental low dimensional description of the jet at 4, 5, 6, 7 and 8 diameters downstream was obtained for Mach numbers of 0.3 and 0.6. We first present an overview of the theory involved. We finish up with a statement of the work performed and finally provide charts from a 1999 APS talk which summarizes the results.

Glauser, Mark↗

Low Dimensional Tools for Flow-Structure Interaction Problems: Application to Micro Air Vehicles

A low dimensional tool for flow-structure interaction problems based on Proper Orthogonal Decomposition (POD) and modified Linear Stochastic Estimation (mLSE) has been proposed and was applied to a Micro Air Vehicle (MAV) wing. The method utilizes the dynamic strain measurements from the wing to estimate the POD expansion coefficients from which an estimation of the velocity in the wake can be obtained. For this experiment the MAV wing was set at five different angles of attack, from 0 deg to 20 deg. The tunnel velocities varied from 44 to 58 ft/sec with corresponding Reynolds numbers of 46,000 to 70,000. A stereo Particle Image Velocimetry (PIV) system was used to measure the wake of the MAV wing simultaneously with the signals from the twelve dynamic strain gauges mounted on the wing. With 20 out of 2400 POD modes, a reasonable estimation of the flow flow was observed. By increasing the number of POD modes, a better estimation of the flow field will occur. Utilizing the simultaneously sampled strain gauges and flow field measurements in conjunction with mLSE, an estimation of the flow field with lower energy modes is reasonable. With these results, the methodology for estimating the wake flow field from just dynamic strain gauges is validated.

Schmit, Ryan F.↗

Estimation for bilinear stochastic systems

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.

Willsky, A. S.↗

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integrate them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Stochastic modelling of intermittent fluctuations in the scrape-off layer: Correlations, distributions, level crossings, and moment estimation

A stochastic model is presented for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas. The fluctuations in the plasma density are modeled by a super-position of uncorrelated pulses with fixed shape and duration, describing radial motion of blob-like structures. In the case of an exponential pulse shape and exponentially distributed pulse amplitudes, predictions are given for the lowest order moments, probability density function, auto-correlation function, level crossings, and average times for periods spent above and below a given threshold level. Also, the mean squared errors on estimators of sample mean and variance for realizations of the process by finite time series are obtained. These results are discussed in the context of single-point measurements of fluctuations in the scrape-off layer, broad density profiles, and implications for plasma–wall interactions due to the transient transport events in fusion grade plasmas. The results may also have wide applications for modelling fluctuations in other magnetized plasmas such as basic laboratory experiments and ionospheric irregularities.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

97 MATHEMATICS AND COMPUTING↗

Stochastic goal-oriented error estimation with memory

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Stochastic Framework for Estimating Load Profiles at EV Fast Charging Stations

This paper formulates a methodology for estimating the average daily load profiles of EV fast charging stations over a planning horizon of five to ten years. The developed methodology uses historic vehicle registration data, state-level EV adoption targets, seasonal driving patterns, local demographics, competition, and traffic volume information to predict average station usage. Through Monte Carlo simulations, an average daily load profile is obtained for each month in the planning horizon, and prediction uncertainty is quantified. The proposed framework will facilitate the accurate estimation of energy and demand costs incurred by the charging station over the planning period, thereby informing return-on-investment calculations.

Biswas, Shuchismita↗

Digital program for solving the linear stochastic optimal control and estimation problem

A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.

Geyser, L. C.↗

A state estimation approach based on stochastic expansions

This paper presents a new approach for state estimation problems. It is based on the representation of random variables using stochastic functions. Its main idea is to expand the state variables in terms of the noise variables of the system, and then estimate the unnoisy value of the state variables by taking the mean value of the stochastic expansion. Moreover, it was shown that in some situations, the proposed approach may be adapted to the determination of the probability distribution of the state noise. For the determination of the coefficients of the expansions, we present three approaches: moment matching (MM), collocation (COL) and variational (VAR). In the numerical analysis section, three examples are analyzed including a discrete linear system, the Influenza in a boarding school and the state estimation problem in the Hodgkin–Huxley’s model. In all these examples, the proposed approach was able to estimate the values of the state variables with precision, i.e., with very low RMS values.

97 MATHEMATICS AND COMPUTING↗

Estimation of characteristics and stochastic control of an aircraft flying in atmospheric turbulence

An adaptive control technique to improve the flying qualities of an aircraft in turbulence was investigated. The approach taken was to obtain maximum likelihood estimates of the unknown coefficients of the aircraft system and then, using these estimates along with the separation principle, to define the stochastic optimal control. The maximum likelihood estimation technique that accounted for the effects of turbulence provided good estimates of the unknown coefficients and of the turbulence. The assessment of the stochastic optimal control based on the maximum likelihood estimates showed that the desired effects were attained for the regulator problem of minimizing pitch angle and the tracking problem of requiring normal acceleration to follow the pilot input.

Iliff, K. W.↗