Scalar and its dissipation in the near field of turbulent lifted jet flame

In this study various scalar dissipation rates and their modelling in the context of partially premixed flame are investigated. A DNS dataset of the near field of a turbulent hydrogen lifted jet flame is processed to analyse the mixture fraction and progress variable dissipation rates and their cross dissipation rate at several axial positions. It is found that the classical model for the passive scalar dissipation rate ε{lunate}̃ZZ gives good agreement with the DNS, while models developed based on premixed flames for the reactive scalar dissipation rate ε{lunate}̃cc only qualitatively capture the correct trend. The cross dissipation rate ε{lunate}̃cZ is mostly negative and can be reasonably approximated at downstream positions once ε{lunate}̃ZZ and ε{lunate}̃cc are known, although the sign cannot be determined. This approach gives better results than one employing a constant ratio of turbulent timescale and the scalar covariance c'Z'̃. The statistics of scalar gradients are further examined and lognormal distributions are shown to be very good approximations for the passive scalar and acceptable for the reactive scalar. The correlation between the two gradients increases downstream as the partially premixed flame in the near field evolves ultimately to a diffusion flame in the far field. A bivariate lognormal distribution is tested and found to be a reasonable approximation for the joint PDF of the two scalar gradients. © 2011 The Combustion Institute.

Effects of flow geometry and Damkohler number on turbulent premixed flame

DNS of planar turbulent flame and turbulent V-flame has been conducted to investigate turbulence-scalar interaction in relatively practical turbulent combustion. Several turbulence quantities are examined for the understandings of fundamental characteristics of flow field in V-flame. Due to the additional turbulence production by the hot-rod, turbulence does not simply decay in V-flame. Turbulence-scalar interaction, scalar alignments with the principal strain rate in other words, is then clarified. The competition of turbulence and dilatation can be found in the conditional PDF of flame normal alignment. The results suggests that the alignment characteristics in high Da flames are applicable to low Da flames in the region of intense heat release.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

Statistics and dynamics of turbulence-flame alignment in premixed combustion

The geometric alignment of turbulent strain-rate structures with premixed flames greatly influences the results of the turbulence-flame interaction. Here, the statistics and dynamics of this alignment are experimentally investigated in turbulent premixed Bunsen flames using high-repetition-rate stereoscopic particle image velocimetry. In all cases, the statistics showed that the most extensive principal strain-rate associated with the turbulence preferentially aligned such that it was more perpendicular than parallel to the flame surface normal direction. The mean turbulence-flame alignment differed between the flames, with the stronger flames (higher laminar flame speed) exhibiting stronger preferential alignment. Furthermore, the preferential alignment was greatest on the reactant side of the mean flame brush. To understand these differences, individual structures of fluid-dynamic strain-rate were tracked through time in a Lagrangian manner (i.e., by following the fluid elements). It was found that the flame surface affected the orientation of the turbulence structures, with the majority of structures rotating as they approached the flame such that their most extensive principal strain-rate was perpendicular to the flame normal. The maximum change in turbulent structure orientation was found to decrease with the strength of the structure, increase with the strength of the flame, and exhibit similar trends when the structure strength and flame strength were represented by a Karlovitz number. The mean change in orientation decreased from the unburnt to burnt side of the flame brush and appears to be influenced by the overall flame shape. © 2011 The Combustion Institute.

Forecasting high-frequency futures returns using online langevin dynamics

Forecasting the returns of assets at high frequency is the key challenge for high-frequency algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price movements that models price and its trend and allows a momentum strategy to be developed. Conditional on jump times, we derive closed-form transition densities for this model. We show how this allows us to extract a trend from high-frequency finance data by using a Rao-Blackwellized variable rate particle filter to filter incoming price data. Our results show that even in the presence of transaction costs our algorithm can achieve a Sharpe ratio above 1 when applied across a portfolio of 75 futures contracts at high frequency. © 2011 IEEE.

Integrated online speaker clustering and adaptation

For many applications, it is necessary to produce speech transcriptions in a causal fashion. To produce high quality transcripts, speaker adaptation is often used. This requires online speaker clustering and incremental adaptation techniques to be developed. This paper presents an integrated approach to online speaker clustering and adaptation which allows efficient clustering of speakers using the same accumulated statistics that are normally used for adaptation. Using a consistent criterion for both clustering and adaptation should yield gains for both stages. The proposed approach is evaluated on a meetings transcription task using audio from multiple distant microphones. Consistent gains over standard clustering and adaptation were obtained. Copyright © 2011 ISCA.

An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.

A priori assessment of algebraic flame surface density models in the context of large eddy simulation for nonunity lewis number flames in the thin reaction zones regime

The performance of algebraic flame surface density (FSD) models has been assessed for flames with nonunity Lewis number (Le) in the thin reaction zones regime, using a direct numerical simulation (DNS) database of freely propagating turbulent premixed flames with Le ranging from 0.34 to 1.2. The focus is on algebraic FSD models based on a power-law approach, and the effects of Lewis number on the fractal dimension D and inner cut-off scale η i have been studied in detail. It has been found that D is strongly affected by Lewis number and increases significantly with decreasing Le. By contrast, η i remains close to the laminar flame thermal thickness for all values of Le considered here. A parameterisation of D is proposed such that the effects of Lewis number are explicitly accounted for. The new parameterisation is used to propose a new algebraic model for FSD. The performance of the new model is assessed with respect to results for the generalised FSD obtained from explicitly LES-filtered DNS data. It has been found that the performance of the most existing models deteriorates with decreasing Lewis number, while the newly proposed model is found to perform as well or better than the most existing algebraic models for FSD. © 2012 Mohit Katragadda et al.