906 resultados para stochastic geometry


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In this thesis, a computer software for defining the geometry for a centrifugal compressor impeller is designed and implemented. The project is done under the supervision of Laboratory of Fluid Dynamics in Lappeenranta University of Technology. This thesis is similar to the thesis written by Tomi Putus (2009) in which a centrifugal compressor impeller flow channel is researched and commonly used design practices are reviewed. Putus wrote a computer software which can be used to define impeller’s three-dimensional geometry based on the basic geometrical dimensions given by a preliminary design. The software designed in this thesis is almost similar but it uses a different programming language (C++) and a different way to define the shape of the impeller meridional projection.

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In any decision making under uncertainties, the goal is mostly to minimize the expected cost. The minimization of cost under uncertainties is usually done by optimization. For simple models, the optimization can easily be done using deterministic methods.However, many models practically contain some complex and varying parameters that can not easily be taken into account using usual deterministic methods of optimization. Thus, it is very important to look for other methods that can be used to get insight into such models. MCMC method is one of the practical methods that can be used for optimization of stochastic models under uncertainty. This method is based on simulation that provides a general methodology which can be applied in nonlinear and non-Gaussian state models. MCMC method is very important for practical applications because it is a uni ed estimation procedure which simultaneously estimates both parameters and state variables. MCMC computes the distribution of the state variables and parameters of the given data measurements. MCMC method is faster in terms of computing time when compared to other optimization methods. This thesis discusses the use of Markov chain Monte Carlo (MCMC) methods for optimization of Stochastic models under uncertainties .The thesis begins with a short discussion about Bayesian Inference, MCMC and Stochastic optimization methods. Then an example is given of how MCMC can be applied for maximizing production at a minimum cost in a chemical reaction process. It is observed that this method performs better in optimizing the given cost function with a very high certainty.

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View angle and directional effects significantly affect reflectance and vegetation indices, especially when daily images collected by large field-of-view (FOV) sensors like the Moderate Resolution Imaging Spectroradiometer (MODIS) are used. In this study, the PROSAIL radiative transfer model was chosen to evaluate the impact of the geometry of data acquisition on soybean reflectance and two vegetation indices (Normalized Difference Vegetation Index - NDVI and Enhanced Vegetation Index -EVI) by varying biochemical and biophysical parameters of the crop. Input values for PROSAIL simulation were based on the literature and were adjusted by the comparison between simulated and real satellite soybean spectra acquired by the MODIS/Terra and hyperspectral Hyperion/Earth Observing-One (EO-1). Results showed that the influence of the view angle and view direction on reflectance was stronger with decreasing leaf area index (LAI) and chlorophyll concentration. Because of the greater dependence on the near-infrared reflectance, the EVI was much more sensitive to viewing geometry than NDVI presenting larger values in the backscattering direction. The contrary was observed for NDVI in the forward scattering direction. In relation to the LAI, NDVI was much more isotropic for closed soybean canopies than for incomplete canopies and a contrary behavior was verified for EVI.

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The implementation of local geodetic networks for georeferencing of rural properties has become a requirement after publication of the Georeferencing Technical Standard by INCRA. According to this standard, the maximum distance of baselines to GNSS L1 receivers is of 20 km. Besides the length of the baseline, the geometry and the number of geodetic control stations are other factors to be considered in the implementation of geodetic networks. Thus, this research aimed to examine the influence of baseline lengths higher than the regulated limit of 20 km, the geometry and the number of control stations on quality of local geodetic networks for georeferencing, and also to demonstrate the importance of using specific tests to evaluate the solution of ambiguities and on the quality of the adjustment. The results indicated that the increasing number of control stations has improved the quality of the network, the geometry has not influenced on the quality and the baseline length has influenced on the quality; however, lengths higher than 20 km has not interrupted the implementation, with GPS L1 receiver, of the local geodetic network for the purpose of georeferencing. Also, the use of different statistical tests, both for the evaluation of the resolution of ambiguities and for the adjustment, have enabled greater clearness in analyzing the results, which allow that unsuitable observations may be eliminated.

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Quite often, in the construction of a pulp mill involves establishing the size of tanks which will accommodate the material from the various processes in which case estimating the right tank size a priori would be vital. Hence, simulation of the whole production process would be worthwhile. Therefore, there is need to develop mathematical models that would mimic the behavior of the output from the various production units of the pulp mill to work as simulators. Markov chain models, Autoregressive moving average (ARMA) model, Mean reversion models with ensemble interaction together with Markov regime switching models are proposed for that purpose.

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Nowadays, the upwind three bladed horizontal axis wind turbine is the leading player on the market. It has been found to be the best industrial compromise in the range of different turbine constructions. The current wind industry innovation is conducted in the development of individual turbine components. The blade constitutes 20-25% of the overall turbine budget. Its optimal operation in particular local economic and wind conditions is worth investigating. The blade geometry, namely the chord, twist and airfoil type distributions along the span, responds to the output measures of the blade performance. Therefore, the optimal wind blade geometry can improve the overall turbine performance. The objectives of the dissertation are focused on the development of a methodology and specific tool for the investigation of possible existing wind blade geometry adjustments. The novelty of the methodology presented in the thesis is the multiobjective perspective on wind blade geometry optimization, particularly taking simultaneously into account the local wind conditions and the issue of aerodynamic noise emissions. The presented optimization objective approach has not been investigated previously for the implementation in wind blade design. The possibilities to use different theories for the analysis and search procedures are investigated and sufficient arguments derived for the usage of proposed theories. The tool is used for the test optimization of a particular wind turbine blade. The sensitivity analysis shows the dependence of the outputs on the provided inputs, as well as its relative and absolute divergences and instabilities. The pros and cons of the proposed technique are seen from the practical implementation, which is documented in the results, analysis and conclusion sections.

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Stochastic approximation methods for stochastic optimization are considered. Reviewed the main methods of stochastic approximation: stochastic quasi-gradient algorithm, Kiefer-Wolfowitz algorithm and adaptive rules for them, simultaneous perturbation stochastic approximation (SPSA) algorithm. Suggested the model and the solution of the retailer's profit optimization problem and considered an application of the SQG-algorithm for the optimization problems with objective functions given in the form of ordinary differential equation.

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Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

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Innovative gas cooled reactors, such as the pebble bed reactor (PBR) and the gas cooled fast reactor (GFR) offer higher efficiency and new application areas for nuclear energy. Numerical methods were applied and developed to analyse the specific features of these reactor types with fully three dimensional calculation models. In the first part of this thesis, discrete element method (DEM) was used for a physically realistic modelling of the packing of fuel pebbles in PBR geometries and methods were developed for utilising the DEM results in subsequent reactor physics and thermal-hydraulics calculations. In the second part, the flow and heat transfer for a single gas cooled fuel rod of a GFR were investigated with computational fluid dynamics (CFD) methods. An in-house DEM implementation was validated and used for packing simulations, in which the effect of several parameters on the resulting average packing density was investigated. The restitution coefficient was found out to have the most significant effect. The results can be utilised in further work to obtain a pebble bed with a specific packing density. The packing structures of selected pebble beds were also analysed in detail and local variations in the packing density were observed, which should be taken into account especially in the reactor core thermal-hydraulic analyses. Two open source DEM codes were used to produce stochastic pebble bed configurations to add realism and improve the accuracy of criticality calculations performed with the Monte Carlo reactor physics code Serpent. Russian ASTRA criticality experiments were calculated. Pebble beds corresponding to the experimental specifications within measurement uncertainties were produced in DEM simulations and successfully exported into the subsequent reactor physics analysis. With the developed approach, two typical issues in Monte Carlo reactor physics calculations of pebble bed geometries were avoided. A novel method was developed and implemented as a MATLAB code to calculate porosities in the cells of a CFD calculation mesh constructed over a pebble bed obtained from DEM simulations. The code was further developed to distribute power and temperature data accurately between discrete based reactor physics and continuum based thermal-hydraulics models to enable coupled reactor core calculations. The developed method was also found useful for analysing sphere packings in general. CFD calculations were performed to investigate the pressure losses and heat transfer in three dimensional air cooled smooth and rib roughened rod geometries, housed inside a hexagonal flow channel representing a sub-channel of a single fuel rod of a GFR. The CFD geometry represented the test section of the L-STAR experimental facility at Karlsruhe Institute of Technology and the calculation results were compared to the corresponding experimental results. Knowledge was gained of the adequacy of various turbulence models and of the modelling requirements and issues related to the specific application. The obtained pressure loss results were in a relatively good agreement with the experimental data. Heat transfer in the smooth rod geometry was somewhat under predicted, which can partly be explained by unaccounted heat losses and uncertainties. In the rib roughened geometry heat transfer was severely under predicted by the used realisable k − epsilon turbulence model. An additional calculation with a v2 − f turbulence model showed significant improvement in the heat transfer results, which is most likely due to the better performance of the model in separated flow problems. Further investigations are suggested before using CFD to make conclusions of the heat transfer performance of rib roughened GFR fuel rod geometries. It is suggested that the viewpoints of numerical modelling are included in the planning of experiments to ease the challenging model construction and simulations and to avoid introducing additional sources of uncertainties. To facilitate the use of advanced calculation approaches, multi-physical aspects in experiments should also be considered and documented in a reasonable detail.

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Heat transfer effectiveness in nuclear rod bundles is of great importance to nuclear reactor safety and economics. An important design parameter is the Critical Heat Flux (CHF), which limits the transferred heat from the fuel to the coolant. The CHF is determined by flow behaviour, especially the turbulence created inside the fuel rod bundle. Adiabatic experiments can be used to characterize the flow behaviour separately from the heat transfer phenomena in diabatic flow. To enhance the turbulence, mixing vanes are attached to spacer grids, which hold the rods in place. The vanes either make the flow swirl around a single sub-channel or induce cross-mixing between adjacent sub-channels. In adiabatic two-phase conditions an important phenomenon that can be investigated is the effect of the spacer on canceling the lift force, which collects the small bubbles to the rod surfaces leading to decreased CHF in diabatic conditions and thus limits the reactor power. Computational Fluid Dynamics (CFD) can be used to simulate the flow numerically and to test how different spacer configurations affect the flow. Experimental data is needed to validate and verify the used CFD models. Especially the modeling of turbulence is challenging even for single-phase flow inside the complex sub-channel geometry. In two-phase flow other factors such as bubble dynamics further complicate the modeling. To investigate the spacer grid effect on two-phase flow, and to provide further experimental data for CFD validation, a series of experiments was run on an adiabatic sub-channel flow loop using a duct-type spacer grid with different configurations. Utilizing the wire-mesh sensor technology, the facility gives high resolution experimental data in both time and space. The experimental results indicate that the duct-type spacer grid is less effective in canceling the lift force effect than the egg-crate type spacer tested earlier.

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Keyhole welding, meaning that the laser beam forms a vapour cavity inside the steel, is one of the two types of laser welding processes and currently it is used in few industrial applications. Modern high power solid state lasers are becoming more used generally, but not all process fundamentals and phenomena of the process are well known and understanding of these helps to improve quality of final products. This study concentrates on the process fundamentals and the behaviour of the keyhole welding process by the means of real time high speed x-ray videography. One of the problem areas in laser welding has been mixing of the filler wire into the weld; the phenomena are explained and also one possible solution for this problem is presented in this study. The argument of this thesis is that the keyhole laser welding process has three keyhole modes that behave differently. These modes are trap, cylinder and kaleidoscope. Two of these have sub-modes, in which the keyhole behaves similarly but the molten pool changes behaviour and geometry of the resulting weld is different. X-ray videography was used to visualize the actual keyhole side view profile during the welding process. Several methods were applied to analyse and compile high speed x-ray video data to achieve a clearer image of the keyhole side view. Averaging was used to measure the keyhole side view outline, which was used to reconstruct a 3D-model of the actual keyhole. This 3D-model was taken as basis for calculation of the vapour volume inside of the keyhole for each laser parameter combination and joint geometry. Four different joint geometries were tested, partial penetration bead on plate and I-butt joint and full penetration bead on plate and I-butt joint. The comparison was performed with selected pairs and also compared all combinations together.

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Maintenance of thermal homeostasis in rats fed a high-fat diet (HFD) is associated with changes in their thermal balance. The thermodynamic relationship between heat dissipation and energy storage is altered by the ingestion of high-energy diet content. Observation of thermal registers of core temperature behavior, in humans and rodents, permits identification of some characteristics of time series, such as autoreference and stationarity that fit adequately to a stochastic analysis. To identify this change, we used, for the first time, a stochastic autoregressive model, the concepts of which match those associated with physiological systems involved and applied in male HFD rats compared with their appropriate standard food intake age-matched male controls (n=7 per group). By analyzing a recorded temperature time series, we were able to identify when thermal homeostasis would be affected by a new diet. The autoregressive time series model (AR model) was used to predict the occurrence of thermal homeostasis, and this model proved to be very effective in distinguishing such a physiological disorder. Thus, we infer from the results of our study that maximum entropy distribution as a means for stochastic characterization of temperature time series registers may be established as an important and early tool to aid in the diagnosis and prevention of metabolic diseases due to their ability to detect small variations in thermal profile.