39 resultados para Probability density function

em Cambridge University Engineering Department Publications Database


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The vibro-acoustic response of built-up structures, consisting of stiff components with low modal density and flexible components with high modal density, is sensitive to small imperfections in the flexible components. In this paper, the uncertainty of the response is considered by modeling the low modal density master system as deterministic and the high modal density subsystems in a nonparametric stochastic way, i.e., carrying a diffuse wave field, and by subsequently computing the response probability density function. The master system's mean squared response amplitude follows a singular noncentral complex Wishart distribution conditional on the subsystem energies. For a single degree of freedom, this is equivalent to a chi-square or an exponential distribution, depending on the loading conditions. The subsystem energies follow approximately a chi-square distribution when their relative variance is smaller than unity. The results are validated by application to plate structures, and good agreement with Monte Carlo simulations is found. © 2012 Acoustical Society of America.

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An expression for the probability density function of the second order response of a general FPSO in spreading seas is derived by using the Kac-Siegert approach. Various approximations of the second order force transfer functions are investigated for a ship-shaped FPSO. It is found that, when expressed in non-dimensional form, the probability density function of the response is not particularly sensitive to wave spreading, although the mean squared response and the resulting dimensional extreme values can be sensitive. The analysis is then applied to a Sevan FPSO, which is a large cylindrical buoy-like structure. The second order force transfer functions are derived by using an efficient semi-analytical hydrodynamic approach, and these are then employed to yield the extreme response. However, a significant effect of wave spreading on the statistics for a Sevan FPSO is found even in non-dimensional form. It implies that the exact statistics of a general ship-shaped FPSO may be sensitive to the wave direction, which needs to be verified in future work. It is also pointed out that the Newman's approximation regarding the frequency dependency of force transfer function is acceptable even for the spreading seas. An improvement on the results may be attained when considering the angular dependency exactly. Copyright © 2009 by ASME.

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3D Direct Numerical Simulations (DNS) of autoignition in turbulent non-premixed flows between fuel and hotter air have been carried out using both 1-step and complex chemistry consisting of a 22 species n-heptane mechanism to investigate spontaneous ignition timing and location. The simple chemistry results showed that the previous findings from 2D DNS that ignition occurred at the most reactive mixture fraction (ξMR) and at small values of the conditional scalar dissipation rate (N|ξMR) are valid also for 3D turbulent mixing fields. Performing the same simulation many times with different realizations of the initial velocity field resulted in a very narrow statistical distribution of ignition delay time, consistent with a previous conjecture that the first appearance of ignition is correlated with the low-N content of the conditional probability density function of N. The simulations with complex chemistry for conditions outside the Negative Temperature Coefficient (NTC) regime show behaviour similar to the single-step chemistry simulations. However, in the NTC regime, the most reactive mixture fraction is very rich and ignition seems to occur at high values of scalar dissipation. Copyright © 2006 by ASME.

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Modeling of the joint probability density function of the mixture fraction and progress variable with a given covariance value is studied. This modeling is validated using experimental and direct numerical simulation (DNS) data. A very good agreement with experimental data of turbulent stratified flames and DNS data of a lifted hydrogen jet flame is obtained. The effect of using this joint pdf modeling to calculate the mean reaction rate with a flamelet closure in Reynolds averaged Navier-Stokes (RANS) calculation of stratified flames is studied. The covariance effect is observed to be large within the flame brush. The results obtained from RANS calculations using this modeling for stratified jet- and rod-stabilized V-flames are discussed and compared to the measurements as a posteriori validation for the joint probability density function model with the flamelet closure. The agreement between the computed and measured values of flame and turbulence quantities is found to be good. © 2012 Copyright Taylor and Francis Group, LLC.

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This paper is concerned with the probability density function of the energy of a random dynamical system subjected to harmonic excitation. It is shown that if the natural frequencies and mode shapes of the system conform to the Gaussian Orthogonal Ensemble, then under common types of loading the distribution of the energy of the response is approximately lognormal, providing the modal overlap factor is high (typically greater than two). In contrast, it is shown that the response of a system with Poisson natural frequencies is not approximately lognormal. Numerical simulations are conducted on a plate system to validate the theoretical findings and good agreement is obtained. Simulations are also conducted on a system made from two plates connected with rotational springs to demonstrate that the theoretical findings can be extended to a built-up system. The work provides a theoretical justification of the commonly used empirical practice of assuming that the energy response of a random system is lognormal.

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An increasin g interest in biofuel applications in modern engines requires a better understanding of biodiesel combustion behaviour. Many numerical studies have been carried out on unsteady combustion of biodiesel in situations similar to diesel engines, but very few studies have been done on the steady combustion of biodiesel in situations similar to a gas turbine combustor environment. The study of biodiesel spray combustion in gas turbine applications is of special interest due to the possible use of biodiesel in the power generation and aviation industries. In modelling spray combustion, an accurate representation of the physical properties of the fuel is a first important step, since spray formation is largely influenced by fuel properties such as viscosity, density, surface tension and vapour pressure. In the present work, a calculated biodiesel properties database based on the measured composition of Fatty Acid Methyl Esters (FAME) has been implemented in a multi-dimensional Computational Fluid Dynamics (CFD) spray simulation code. Simulations of non-reacting and reacting atmospheric-pressure sprays of both diesel and biodiesel have been carried out using a spray burner configuration for which experimental data is available. A pre-defined droplet size probability density function (pdf) has been implemented together with droplet dynamics based on phase Doppler anemometry (PDA) measurements in the near-nozzle region. The gas phase boundary condition for the reacting spray cases is similar to that of the experiment which employs a plain air-blast atomiser and a straight-vane axial swirler for flame stabilisation. A reaction mechanism for heptane has been used to represent the chemistry for both diesel and biodiesel. Simulated flame heights, spray characteristics and gas phase velocities have been found to compare well with the experimental results. In the reacting spray cases, biodiesel shows a smaller mean droplet size compared to that of diesel at a constant fuel mass flow rate. A lack of sensitivity towards different fuel properties has been observed based on the non-reacting spray simulations, which indicates a need for improved models of secondary breakup. By comparing the results of the non-reacting and reacting spray simulations, an improvement in the complexity of the physical modelling is achieved which is necessary in the understanding of the complex physical processes involved in spray combustion simulation. Copyright © 2012 SAE International.

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This study focuses on the modelling of turbulent lifted jet flames using flamelets and a presumed Probability Density Function (PDF) approach with interest in both flame lift-off height and flame brush structure. First, flamelet models used to capture contributions from premixed and non-premixed modes of the partially premixed combustion in the lifted jet flame are assessed using a Direct Numerical Simulation (DNS) data for a turbulent lifted hydrogen jet flame. The joint PDFs of mixture fraction Z and progress variable c, including their statistical correlation, are obtained using a copula method, which is also validated using the DNS data. The statistically independent PDFs are found to be generally inadequate to represent the joint PDFs from the DNS data. The effects of Z-c correlation and the contribution from the non-premixed combustion mode on the flame lift-off height are studied systematically by including one effect at a time in the simulations used for a posteriori validation. A simple model including the effects of chemical kinetics and scalar dissipation rate is suggested and used for non-premixed combustion contributions. The results clearly show that both Z-c correlation and non-premixed combustion effects are required in the premixed flamelets approach to get good agreement with the measured flame lift-off heights as a function of jet velocity. The flame brush structure reported in earlier experimental studies is also captured reasonably well for various axial positions. It seems that flame stabilisation is influenced by both premixed and non-premixed combustion modes, and their mutual influences. © 2014 Taylor & Francis.

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Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.