Triggering in a thermoacoustic system with stochastic noise

This paper explores the mechanism of triggering in a simple thermoacoustic system, the Rijke tube. It is demonstrated that additive stochastic perturbations can cause triggering before the linear stability limit of a thermoacoustic system. When triggering from low noise amplitudes, the system is seen to evolve to self-sustained oscillations via an unstable periodic solution of the governing equations. Practical stability is introduced as a measure of the stability of a linearly stable state when finite perturbations are present. The concept of a stochastic stability map is used to demonstrate the change in practical stability limits for a system with a subcritical bifurcation, once stochastic terms are included. The practical stability limits are found to be strongly dependent on the strength of noise.

The analysis of stochastic EMC problems using the concept of diffuse field reciprocity

There has been much progress in recent years in the analysis of complex random vibro-acoustic systems, and general analysis methods have been developed which are based on the properties of diffuse wave fields. It is shown in the present paper that such methods can also be applied to high frequency EMC problems, avoiding the need for costly full wave solutions to Maxwell's equations in complex cavities. The theory behind the approach is outlined and then applied to the relatively simple case of a wiring system which is subject to reverberant electromagnetic wave excitation. © 2011 IEEE.

Optimal control with stochastic PDE constraints and uncertain controls

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element method to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby forgoing the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented. © 2011 Elsevier B.V.

Construction of nonparametric Bayesian models from parametric Bayes equations

We consider the general problem of constructing nonparametric Bayesian models on infinite-dimensional random objects, such as functions, infinite graphs or infinite permutations. The problem has generated much interest in machine learning, where it is treated heuristically, but has not been studied in full generality in non-parametric Bayesian statistics, which tends to focus on models over probability distributions. Our approach applies a standard tool of stochastic process theory, the construction of stochastic processes from their finite-dimensional marginal distributions. The main contribution of the paper is a generalization of the classic Kolmogorov extension theorem to conditional probabilities. This extension allows a rigorous construction of nonparametric Bayesian models from systems of finite-dimensional, parametric Bayes equations. Using this approach, we show (i) how existence of a conjugate posterior for the nonparametric model can be guaranteed by choosing conjugate finite-dimensional models in the construction, (ii) how the mapping to the posterior parameters of the nonparametric model can be explicitly determined, and (iii) that the construction of conjugate models in essence requires the finite-dimensional models to be in the exponential family. As an application of our constructive framework, we derive a model on infinite permutations, the nonparametric Bayesian analogue of a model recently proposed for the analysis of rank data.

The stochastic implicit Euler method - A stable coupling scheme for Monte Carlo burnup calculations

Existing Monte Carlo burnup codes use various schemes to solve the coupled criticality and burnup equations. Previous studies have shown that the coupling schemes of the existing Monte Carlo burnup codes can be numerically unstable. Here we develop the Stochastic Implicit Euler method - a stable and efficient new coupling scheme. The implicit solution is obtained by the stochastic approximation at each time step. Our test calculations demonstrate that the Stochastic Implicit Euler method can provide an accurate solution to problems where the methods in the existing Monte Carlo burnup codes fail. © 2013 Elsevier Ltd. All rights reserved.

Modelling soot formation in a DISI engine

In this work, the formation of soot in a Direct Injection Spark Ignition (DISI) engine is simulated using the Stochastic Reactor Model (SRM) engine code. Volume change, convective heat transfer, turbulent mixing, direct injection and flame propagation are accounted for. In order to simulate flame propagation, the cylinder is divided into an unburned, entrained and burned zone, with the rate of entrainment being governed by empirical equations but combustion modelled with chemical kinetics. The model contains a detailed chemical mechanism as well as a highly detailed soot formation model, however computation times are relatively short. The soot model provides information on the morphology and chemical composition of soot aggregates along with bulk quantities, including soot mass, number density, volume fraction and surface area. The model is first calibrated by simulating experimental data from a Gasoline Direct Injection (GDI) Spark Ignition (SI) engine. The model is then used to simulate experimental data from the literature, where the numbers, sizes and derived mass particulate emissions from a 1.83 L, 4-cylinder, 4 valve production DISI engine were examined. Experimental results from different injection and spark timings are compared with the model and the qualitative trends in aggregate size distribution and emissions match the exhaust gas measurements well. © 2010 The Combustion Institute. Published by Elsevier Inc. All rights reserved.