Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Semi-implicit second order finite volume jet stream computations

Semi-implicit, second order temporal and spatial finite volume computations of the flow in a differentially heated rotating annulus are presented. For the regime considered, three cyclones and anticyclones separated by a relatively fast moving jet of fluid or "jet stream" are predicted. Two second order methods are compared with, first order spatial predictions, and experimental measurements. Velocity vector plots are used to illustrate the predicted flow structure. Computations made using second order central differences are shown to agree best with experimental measurements, and to be stable for integrations over long time periods (> 1000s). No periodic smoothing is required to prevent divergence.

Computations of turbulent lean premixed combustion using conditional moment closure

Conditional Moment Closure (CMC) is a suitable method for predicting scalars such as carbon monoxide with slow chemical time scales in turbulent combustion. Although this method has been successfully applied to non-premixed combustion, its application to lean premixed combustion is rare. In this study the CMC method is used to compute piloted lean premixed combustion in a distributed combustion regime. The conditional scalar dissipation rate of the conditioning scalar, the progress variable, is closed using an algebraic model and turbulence is modelled using the standard k-e{open} model. The conditional mean reaction rate is closed using a first order CMC closure with the GRI-3.0 chemical mechanism to represent the chemical kinetics of methane oxidation. The PDF of the progress variable is obtained using a presumed shape with the Beta function. The computed results are compared with the experimental measurements and earlier computations using the transported PDF approach. The results show reasonable agreement with the experimental measurements and are consistent with the transported PDF computations. When the compounded effects of shear-turbulence and flame are strong, second order closures may be required for the CMC. © 2013 Copyright Taylor and Francis Group, LLC.

Computational study of viscous effects on lobed mixer flow features and performance

This article describes a computational study of viscous effects on lobed mixer flowfields. The computations, which were carried out using a compressible, three-dimensional, unstructured-mesh Navier-Stokes solver, were aimed at assessing the impacts on mixer performance of inlet boundary-layer thickness and boundary-layer separation within the lobe. The geometries analyzed represent a class of lobed mixer configurations used in turbofan engines. Parameters investigated included lobe penetration angles from 22 to 45 deg, stream-to-stream velocity ratios from 0.5 to 1.0, and two inlet boundary-layer displacement thicknesses. The results show quantitatively the increasing influence of viscous effects as lobe penetration angle is increased. It is shown that the simple estimate of shed circulation given by Skebe et al. (Experimental Investigation of Three-Dimensional Forced Mixer Lobe Flow Field, AIAA Paper 88-3785, July, 1988) can be extended even to situations in which the flow is separated, provided an effective mixer exit angle and height are defined. An examination of different loss sources is also carried out to illustrate the relative contributions of mixing loss and of boundary-layer viscous effects in cases of practical interest.

Large eddy simulations for fan-OGV broadband noise prediction

The work in this paper forms part of a project on the use of large eddy simulation (LES) for broadband rotor-stator interaction noise prediction. Here we focus on LES of the flow field near a fan blade trailing edge. The first part of the paper aims to evaluate LES suitability for predicting the near-field velocity field for a blunt NACA-0012 airfoil at moderate Reynolds numbers (2× 10 5 and 4× 10 5). Preliminary computations of turbulent mean and root-mean-square velocities, as well as energy spectra at the trailing edge, are compared with those from a recent experiment.1 The second part of the paper describes preliminary progress on an LES calculation of the fan wakes on a fan rig. 2 The CFD code uses a mixed element unstructured mesh with a median dual control volume. A wall-adapting local eddy-viscosity sub-grid scale model is employed. A very small amount of numerical dissipation is added in the numerical scheme to keep the compressible solver stable. Further results for the fan turbulentmean and RMS velocity, and especially the aeroacoustics field will be presented at a later stage. Copyright © 2008 by Qinling LI, Nigel Peake & Mark Savill.

Damage development in an armor ceramic under quasi-static indentation

The objective of the present study is to assess the capabilities of a recently developed mechanism-based model for inelastic deformation and damage in structural ceramics. In addition to conventional lattice plasticity, the model accounts for microcrack growth and coalescence as well as granular flow following comminution. The assessment is made through a coupled experimental/computational study of the indentation response of a commercial armor ceramic. The experiments include examinations of subsurface damage zones along with measurements of residual surface profiles and residual near-surface stresses. Extensive finite element computations are conducted in parallel. Comparisons between experiment and simulation indicate that the most discriminating metric in the assessment is the spatial extent of subsurface damage following indentation. Residual stresses provide additional validation. In contrast, surface profiles of indents are dictated largely by lattice plasticity and thus provide minimal additional insight into the inelastic deformation resulting from microcracking or granular flow. A satisfactory level of correlation is obtained using property values that are either measured directly or estimated from physically based arguments, without undue reliance on adjustable (nonphysical) parameters. © 2011 The American Ceramic Society.