The statistics of the second order response of an FPSO in spreading seas

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.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.

Aeroacoustic source measurement methods for characterizing the sound generated by ducted flow devices with higher-order modes.

The International Organization for Standardization (ISO) method 5136 is widely used in industry and academia to determine the sound power radiated into a duct by fans and other flow devices. The method involves placing the device at the center of a long cylindrical duct with anechoic terminations at each end to eliminate reflections. A single off-axis microphone is used on the inlet and outlet sides that can theoretically capture the plane-wave mode amplitudes but this does not provide enough information to fully account for higher-order modes. In this study, the "two-port" source model is formulated to include higher-order modes and applied for the first three modes. This requires six independent surface pressure measurements on each side or "port." The resulting experimental set-up is much shorter than the ISO rig and does not require anechoic terminations. An array of six external loudspeaker sources is used to characterize the passive part of the two-port model and the set-up provides a framework to account for transmission of higher-order modes through a fan. The relative importance of the higher-order modes has been considered and their effect on inaccuracies when using the ISO method to find source sound power has been analyzed.

Correlations between the performance characteristics of a liquid crystal laser and the macroscopic material properties.

In order to understand how the performance of a liquid-crystal laser depends on the physical properties of the low molar mass nematic host, we have studied the energy threshold and slope efficiency of ten optically pumped liquid-crystal lasers based on different hosts. Specifically, this leads to a variation in the birefringence, the orientational order parameter, and the order parameter of the transition dipole moment of the dye. It is found that low threshold energies and high slope efficiencies correlate with high order parameters and large birefringences. To a first approximation this can be understood by considering analytical expressions for the threshold and slope efficiency, which are derived from the space-independent rate equations for a two-level system, in terms of the macroscopic liquid crystal properties.

Optimal H2 order-one reduction by solving eigenproblems for polynomial equations

A method is given for solving an optimal H2 approximation problem for SISO linear time-invariant stable systems. The method, based on constructive algebra, guarantees that the global optimum is found; it does not involve any gradient-based search, and hence avoids the usual problems of local minima. We examine mostly the case when the model order is reduced by one, and when the original system has distinct poles. This case exhibits special structure which allows us to provide a complete solution. The problem is converted into linear algebra by exhibiting a finite-dimensional basis for a certain space, and can then be solved by eigenvalue calculations, following the methods developed by Stetter and Moeller. The use of Buchberger's algorithm is avoided by writing the first-order optimality conditions in a special form, from which a Groebner basis is immediately available. Compared with our previous work the method presented here has much smaller time and memory requirements, and can therefore be applied to systems of significantly higher McMillan degree. In addition, some hypotheses which were required in the previous work have been removed. Some examples are included.

On the use of a decimative spectral estimation method based on eigenanalysis and SVD for formant and bandwidth tracking of speech signals

In this paper, a Decimative Spectral estimation method based on Eigenanalysis and SVD (Singular Value Decomposition) is presented and applied to speech signals in order to estimate Formant/Bandwidth values. The underlying model decomposes a signal into complex damped sinusoids. The algorithm is applied not only on speech samples but on a small amount of the autocorrelation coefficients of a speech frame as well, for finer estimation. Correct estimation of Formant/Bandwidth values depend on the model order thus, the requested number of poles. Overall, experimentation results indicate that the proposed methodology successfully estimates formant trajectories and their respective bandwidths.

Metal Retention Experiments for the Design of Soil-Mix Technology Permeable Reactive Barriers

Soil-mix technology is effective for the construction of permeable reactive barriers (PRBs) for in situ groundwater treatment. The objective of this study was to perform initial experiments for the design of soil-mix technology PRBs according to (i) sorption isotherm, (ii) reaction kinetics and (iii) mass balance of the contaminants. The four tested reactive systems were: (i) a granular zeolite (clinoptilolite-GZ), (ii) a granular organoclay (GO), (iii) a 1:1-mixture GZ and model sandy clayey soil and (iv) a 1:1:1-mixture of GZ, GO and model soil. The laboratory experiments consisted of batch tests (volume 900mL and sorbent mass 18g) with a multimetal solution of Pb, Cu, Zn, Cd and Ni. For the adsorption experiment, the initial concentrations ranged from 0.01 to 0.5mM (2.5 to 30mg/L). The maximum metal retention was measured in a batch test (300mg/L for each metal, volume 900mL, sorbent mass 90-4.5g). The reactive material efficiency order was found to be GZ>GZ-soil mix>GZ-soil-GO mix>GO. Langmuir isotherms modelled the adsorption, even in presence of a mixed cations solution. Adsorption was energetically favourable and spontaneous in all cases. Metals were removed according to the second order reaction kinetics; GZ and the 1:1-mix were very similar. The maximum retention capacity was 0.1-0.2mmol/g for Pb in the presence of clinoptilolite; for Cu, Zn, Cd and Ni, it was below 0.05mmol/g for the four reactive systems. Mixing granular zeolite, organoclay and model soil increased the chemisorption. Providing that GZ is reactive enough for the specific conditions, GZ can be mixed to obtain the required sorption. Granular clinoptilolite addition to soil is recommended for PRBs for metal contaminated groundwater. The laboratory experiments consisted of batch tests with a multimetal solution of Pb, Cu, Zn, Cd and Ni. The four reactive materials chosen were granular zeolite, clinoptilolite and model sandy clayey soil, granular organoclay and a mix of clinoptilolite, model soil and organoclay. The reactive material efficiency order was found to be granular clinoptilolite>clinoptilolite-soil mix>clinoptilolite-soil-organoclay mix>granular organoclay. © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

On the stabilisation of turbulent lifted flames

This study explores the stabilisation mechanisms of turbulent lifted flames by examining the scalar dissipation rate (SDR) of both passive and reactive scalars and their cross dissipation (CDR) in the stabilisation region. DNS results of a laboratory scale hydrogen turbulent lifted flame has been used for this analysis. Various definitions of the flame leading edge (FLE) has been compared and differences are illustrated. Time and spatial averaged statistic of SDR and CDR were examined. It was found that the averaged SDR for the mixture fraction at FLE was well below the reference quenching value for stoichiometric mixture. The averaged SDR for the progress variable is in the same order of the unstrained premixed laminar flame value. It was observed that the averaged CDR changed from negative to weakly positive at FLE. The change in sign was explained by a change in the relative alignment of the gradients of mixture fraction and progress variable. It was thus evident that the CDR was a good marker for stabilisation region and an important quantity in stabilisation mechanism.

The non-local nature of structure functions

Kolmogorov's two-thirds, ((Δv) 2) ∼ e 2/ 3r 2/ 3, and five-thirds, E ∼ e 2/ 3k -5/ 3, laws are formally equivalent in the limit of vanishing viscosity, v → 0. However, for most Reynolds numbers encountered in laboratory scale experiments, or numerical simulations, it is invariably easier to observe the five-thirds law. By creating artificial fields of isotropic turbulence composed of a random sea of Gaussian eddies whose size and energy distribution can be controlled, we show why this is the case. The energy of eddies of scale, s, is shown to vary as s 2/ 3, in accordance with Kolmogorov's 1941 law, and we vary the range of scales, γ = s max/s min, in any one realisation from γ = 25 to γ = 800. This is equivalent to varying the Reynolds number in an experiment from R λ = 60 to R λ = 600. While there is some evidence of a five-thirds law for g > 50 (R λ > 100), the two-thirds law only starts to become apparent when g approaches 200 (R λ ∼ 240). The reason for this discrepancy is that the second-order structure function is a poor filter, mixing information about energy and enstrophy, and from scales larger and smaller than r. In particular, in the inertial range, ((Δv) 2) takes the form of a mixed power-law, a 1+a 2r 2+a 3r 2/ 3, where a 2r 2 tracks the variation in enstrophy and a 3r 2/ 3 the variation in energy. These findings are shown to be consistent with experimental data where the polution of the r 2/ 3 law by the enstrophy contribution, a 2r 2, is clearly evident. We show that higherorder structure functions (of even order) suffer from a similar deficiency.

Comparison of the coherence properties of superradiance and laser emission in semiconductor structures

The coherence properties of a transient electron-hole state developing during superradiance emission in semiconductor laser structures have been studied experimentally using a Michelson interferometer and Young's classic double-slit configuration. The results demonstrate that, in the lasers studied, the first-order correlation function, which quantifies spatial coherence, approaches unity for superradiant emission and is 0.2-0.5 for laser emission. The supercoherence is due to long-range ordering upon the superradiant phase transition. © 2012 Kvantovaya Elektronika and Turpion Ltd.

Shape signifiers for control of a low-order compressor model

Rotating stall and surge, two instability mechanisms limiting the performance of aeroengines compressors, are studied on the third-order Moore-Greitzer model. The skewness of the compressor characteristic, a single parameter shape signifier, is shown to determine the key qualitative properties of feedback control.

Cabaret finite-difference schemes for the one-dimensional Euler equations

In the present paper we consider second order compact upwind schemes with a space split time derivative (CABARET) applied to one-dimensional compressible gas flows. As opposed to the conventional approach associated with incorporating adjacent space cells we use information from adjacent time layer to improve the solution accuracy. Taking the first order Roe scheme as the basis we develop a few higher (i.e. second within regions of smooth solutions) order accurate difference schemes. One of them (CABARET3) is formulated in a two-time-layer form, which makes it most simple and robust. Supersonic and subsonic shock-tube tests are used to compare the new schemes with several well-known second-order TVD schemes. In particular, it is shown that CABARET3 is notably more accurate than the standard second-order Roe scheme with MUSCL flux splitting.

Efficient parametric uncertainty analysis within the hybrid Finite Element/Statistical Energy Analysis method

This paper is concerned with the development of efficient algorithms for propagating parametric uncertainty within the context of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) approach to the analysis of complex vibro-acoustic systems. This approach models the system as a combination of SEA subsystems and FE components; it is assumed that the FE components have fully deterministic properties, while the SEA subsystems have a high degree of randomness. The method has been recently generalised by allowing the FE components to possess parametric uncertainty, leading to two ensembles of uncertainty: a non-parametric one (SEA subsystems) and a parametric one (FE components). The SEA subsystems ensemble is dealt with analytically, while the effect of the additional FE components ensemble can be dealt with by Monte Carlo Simulations. However, this approach can be computationally intensive when applied to complex engineering systems having many uncertain parameters. Two different strategies are proposed: (i) the combination of the hybrid FE/SEA method with the First Order Reliability Method which allows the probability of the non-parametric ensemble average of a response variable exceeding a barrier to be calculated and (ii) the combination of the hybrid FE/SEA method with Laplace's method which allows the evaluation of the probability of a response variable exceeding a limit value. The proposed approaches are illustrated using two built-up plate systems with uncertain properties and the results are validated against direct integration, Monte Carlo simulations of the FE and of the hybrid FE/SEA models. © 2013 Elsevier Ltd.