A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Freshwater Resource Supply Modeling for Developed and Undeveloped Watersheds

Globally, the current state of freshwater resource management is insufficient and impeding the chance at a sustainable future. Human interference within the natural hydrologic cycle is becoming dangerously irreversible and the need to redefine resource managerial approaches is imminent. This research involves the development of a coupled natural-human freshwater resource supply model using a System Dynamics approach. The model was applied to two case studies, Somalia, Africa and the Phoenix Active Management Area in Arizona, USA. It is suggested that System Dynamic modeling would be an invaluable tool for achieving sustainable freshwater resource management in individual watersheds. Through a series of thought experiments, a thorough understanding of the systems’ dynamic behaviors is obtainable for freshwater resource managers and policy-makers to examine various courses of action for alleviating freshwater supply concerns. This thesis reviews the model, its development and an analysis of several thought experiments applied to the case studies.

Modeling the impact of large-scale solid mass transfers on the gravity field

The focus of this thesis is to explore and quantify the response of large-scale solid mass transfer events on satellite-based gravity observations. The gravity signature of large-scale solid mass transfers has not been deeply explored yet; mainly due to the lack of significant events during dedicated satellite gravity missions‘ lifespans. In light of the next generation of gravity missions, the feasibility of employing satellite gravity observations to detect submarine and surface mass transfers is of importance for geoscience (improves the understanding of geodynamic processes) and for geodesy (improves the understanding of the dynamic gravity field). The aim of this thesis is twofold and focuses on assessing the feasibility of using satellite gravity observations for detecting large-scale solid mass transfers and on modeling the impact on the gravity field caused by these events. A methodology that employs 3D forward modeling simulations and 2D wavelet multiresolution analysis is suggested to estimate the impact of solid mass transfers on satellite gravity observations. The gravity signature of various submarine and subaerial events that occurred in the past was estimated. Case studies were conducted to assess the sensitivity and resolvability required in order to observe gravity differences caused by solid mass transfers. Simulation studies were also employed in order to assess the expected contribution of the Next Generation of Gravity Missions for this application.

Estimating Dynamic Treatment Effects from Project STAR (Working Paper 36)

This paper considers the analysis of data from randomized trials which offer a sequence of interventions and suffer from a variety of problems in implementation. In experiments that provide treatment in multiple periods (T>1), subjects have up to 2^{T}-1 counterfactual outcomes to be estimated to determine the full sequence of causal effects from the study. Traditional program evaluation and non-experimental estimators are unable to recover parameters of interest to policy makers in this setting, particularly if there is non-ignorable attrition. We examine these issues in the context of Tennessee's highly influential randomized class size study, Project STAR. We demonstrate how a researcher can estimate the full sequence of dynamic treatment effects using a sequential difference in difference strategy that accounts for attrition due to observables using inverse probability weighting M-estimators. These estimates allow us to recover the structural parameters of the small class effects in the underlying education production function and construct dynamic average treatment effects. We present a complete and different picture of the effectiveness of reduced class size and find that accounting for both attrition due to observables and selection due to unobservable is crucial and necessary with data from Project STAR

Identification of Microturbine Model for Long-term Dynamic Analysis of Distribution Networks

As one of the most successfully commercialized distributed energy resources, the long-term effects of microturbines (MTs) on the distribution network has not been fully investigated due to the complex thermo-fluid-mechanical energy conversion processes. This is further complicated by the fact that the parameter and internal data of MTs are not always available to the electric utility, due to different ownerships and confidentiality concerns. To address this issue, a general modeling approach for MTs is proposed in this paper, which allows for the long-term simulation of the distribution network with multiple MTs. First, the feasibility of deriving a simplified MT model for long-term dynamic analysis of the distribution network is discussed, based on the physical understanding of dynamic processes that occurred within MTs. Then a three-stage identification method is developed in order to obtain a piecewise MT model and predict electro-mechanical system behaviors with saturation. Next, assisted with the electric power flow calculation tool, a fast simulation methodology is proposed to evaluate the long-term impact of multiple MTs on the distribution network. Finally, the model is verified by using Capstone C30 microturbine experiments, and further applied to the dynamic simulation of a modified IEEE 37-node test feeder with promising results.

Data-Driven Dynamic Prediction of Interrelated Heat and Electric Outputs of Microturbines

Microturbines are among the most successfully commercialized distributed energy resources, especially when they are used for combined heat and power generation. However, the interrelated thermal and electrical system dynamic behaviors have not been fully investigated. This is technically challenging due to the complex thermo-fluid-mechanical energy conversion processes which introduce multiple time-scale dynamics and strong nonlinearity into the analysis. To tackle this problem, this paper proposes a simplified model which can predict the coupled thermal and electric output dynamics of microturbines. Considering the time-scale difference of various dynamic processes occuring within microturbines, the electromechanical subsystem is treated as a fast quasi-linear process while the thermo-mechanical subsystem is treated as a slow process with high nonlinearity. A three-stage subspace identification method is utilized to capture the dominant dynamics and predict the electric power output. For the thermo-mechanical process, a radial basis function model trained by the particle swarm optimization method is employed to handle the strong nonlinear characteristics. Experimental tests on a Capstone C30 microturbine show that the proposed modeling method can well capture the system dynamics and produce a good prediction of the coupled thermal and electric outputs in various operating modes.

Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão

The present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. Then, it was verified the existence of relationship of long-term equilibrium between the Brazilian and American imported shrimp and if, confirmed the relationship, whether or not there is a causal link between these assets, considering that the two countries had presented trade relations over the years. It is presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Companhia de Entrepostos e Armazéns Gerais de São Paulo (CEAGESP) and on the official website of American import, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of one step forward of horizon 12, proved to be statistically more robust. It was found that there is weak evidence of long-term equilibrium between the Brazilian and American shrimp, where equivalently, was not found a causal link between them. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. There is no relationship of long-term stability between the Brazilian and American shrimp prices, but it is known that Brazil imports USA production inputs, which somehow shows some dependence productive. To the market agents, the risk of interferences of the external prices cointegrated to Brazilian is practically inexistent. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread

A simple but efficient voice activity detection algorithm through Hilbert transform and dynamic threshold for speech pathologies

A simple but efficient voice activity detector based on the Hilbert transform and a dynamic threshold is presented to be used on the pre-processing of audio signals -- The algorithm to define the dynamic threshold is a modification of a convex combination found in literature -- This scheme allows the detection of prosodic and silence segments on a speech in presence of non-ideal conditions like a spectral overlapped noise -- The present work shows preliminary results over a database built with some political speech -- The tests were performed adding artificial noise to natural noises over the audio signals, and some algorithms are compared -- Results will be extrapolated to the field of adaptive filtering on monophonic signals and the analysis of speech pathologies on futures works

Structural Time Series Modeling: an Application to Environmental Variables

A structural time series model is one which is set up in terms of components which have a direct interpretation. In this paper, the discussion focuses on the dynamic modeling procedure based on the state space approach (associated to the Kalman filter), in the context of surface water quality monitoring, in order to analyze and evaluate the temporal evolution of the environmental variables, and thus identify trends or possible changes in water quality (change point detection). The approach is applied to environmental time series: time series of surface water quality variables in a river basin. The statistical modeling procedure is applied to monthly values of physico- chemical variables measured in a network of 8 water monitoring sites over a 15-year period (1999-2014) in the River Ave hydrological basin located in the Northwest region of Portugal.

Dynamic-Data Driven Real-Time Identification for Electric Power Systems

Power system engineers face a double challenge: to operate electric power systems within narrow stability and security margins, and to maintain high reliability. There is an acute need to better understand the dynamic nature of power systems in order to be prepared for critical situations as they arise. Innovative measurement tools, such as phasor measurement units, can capture not only the slow variation of the voltages and currents but also the underlying oscillations in a power system. Such dynamic data accessibility provides us a strong motivation and a useful tool to explore dynamic-data driven applications in power systems. To fulfill this goal, this dissertation focuses on the following three areas: Developing accurate dynamic load models and updating variable parameters based on the measurement data, applying advanced nonlinear filtering concepts and technologies to real-time identification of power system models, and addressing computational issues by implementing the balanced truncation method. By obtaining more realistic system models, together with timely updated parameters and stochastic influence consideration, we can have an accurate portrait of the ongoing phenomena in an electrical power system. Hence we can further improve state estimation, stability analysis and real-time operation.

Combustion Instability and Active Control: Alternative Fuels, Augmentors, and Modeling Heat Release

Experimental and analytical studies were conducted to explore thermo-acoustic coupling during the onset of combustion instability in various air-breathing combustor configurations. These include a laboratory-scale 200-kW dump combustor and a 100-kW augmentor featuring a v-gutter flame holder. They were used to simulate main combustion chambers and afterburners in aero engines, respectively. The three primary themes of this work includes: 1) modeling heat release fluctuations for stability analysis, 2) conducting active combustion control with alternative fuels, and 3) demonstrating practical active control for augmentor instability suppression. The phenomenon of combustion instabilities remains an unsolved problem in propulsion engines, mainly because of the difficulty in predicting the fluctuating component of heat release without extensive testing. A hybrid model was developed to describe both the temporal and spatial variations in dynamic heat release, using a separation of variables approach that requires only a limited amount of experimental data. The use of sinusoidal basis functions further reduced the amount of data required. When the mean heat release behavior is known, the only experimental data needed for detailed stability analysis is one instantaneous picture of heat release at the peak pressure phase. This model was successfully tested in the dump combustor experiments, reproducing the correct sign of the overall Rayleigh index as well as the remarkably accurate spatial distribution pattern of fluctuating heat release. Active combustion control was explored for fuel-flexible combustor operation using twelve different jet fuels including bio-synthetic and Fischer-Tropsch types. Analysis done using an actuated spray combustion model revealed that the combustion response times of these fuels were similar. Combined with experimental spray characterizations, this suggested that controller performance should remain effective with various alternative fuels. Active control experiments validated this analysis while demonstrating 50-70\% reduction in the peak spectral amplitude. A new model augmentor was built and tested for combustion dynamics using schlieren and chemiluminescence techniques. Novel active control techniques including pulsed air injection were implemented and the results were compared with the pulsed fuel injection approach. The pulsed injection of secondary air worked just as effectively for suppressing the augmentor instability, setting up the possibility of more efficient actuation strategy.

Large-scale dynamic hydrofracturing, healing and fracture network characterization

Permeability of a rock is a dynamic property that varies spatially and temporally. Fractures provide the most efficient channels for fluid flow and thus directly contribute to the permeability of the system. Fractures usually form as a result of a combination of tectonic stresses, gravity (i.e. lithostatic pressure) and fluid pressures. High pressure gradients alone can cause fracturing, the process which is termed as hydrofracturing that can determine caprock (seal) stability or reservoir integrity. Fluids also transport mass and heat, and are responsible for the formation of veins by precipitating minerals within open fractures. Veining (healing) thus directly influences the rock’s permeability. Upon deformation these closed factures (veins) can refracture and the cycle starts again. This fracturing-healing-refacturing cycle is a fundamental part in studying the deformation dynamics and permeability evolution of rock systems. This is generally accompanied by fracture network characterization focusing on network topology that determines network connectivity. Fracture characterization allows to acquire quantitative and qualitative data on fractures and forms an important part of reservoir modeling. This thesis highlights the importance of fracture-healing and veins’ mechanical properties on the deformation dynamics. It shows that permeability varies spatially and temporally, and that healed systems (veined rocks) should not be treated as fractured systems (rocks without veins). Field observations also demonstrate the influence of contrasting mechanical properties, in addition to the complexities of vein microstructures that can form in low-porosity and permeability layered sequences. The thesis also presents graph theory as a characterization method to obtain statistical measures on evolving network connectivity. It also proposes what measures a good reservoir should have to exhibit potentially large permeability and robustness against healing. The results presented in the thesis can have applications for hydrocarbon and geothermal reservoir exploration, mining industry, underground waste disposal, CO2 injection or groundwater modeling.

Multi-Scale Dynamic Study of Secondary Impact During Drop Testing of Surface Mount Packages

This dissertation focuses on design challenges caused by secondary impacts to printed wiring assemblies (PWAs) within hand-held electronics due to accidental drop or impact loading. The continuing increase of functionality, miniaturization and affordability has resulted in a decrease in the size and weight of handheld electronic products. As a result, PWAs have become thinner and the clearances between surrounding structures have decreased. The resulting increase in flexibility of the PWAs in combination with the reduced clearances requires new design rules to minimize and survive possible internal collisions impacts between PWAs and surrounding structures. Such collisions are being termed ‘secondary impact’ in this study. The effect of secondary impact on board-level drop reliability of printed wiring boards (PWBs) assembled with MEMS microphone components, is investigated using a combination of testing, response and stress analysis, and damage modeling. The response analysis is conducted using a combination of numerical finite element modeling and simplified analytic models for additional parametric sensitivity studies.

Computational modeling of laser-induced delamination testing of thin films

Thin film adhesion often determines microelectronic device reliability and it is therefore essential to have experimental techniques that accurately and efficiently characterize it. Laser-induced delamination is a novel technique that uses laser-generated stress waves to load thin films at high strain rates and extract the fracture toughness of the film/substrate interface. The effectiveness of the technique in measuring the interface properties of metallic films has been documented in previous studies. The objective of the current effort is to model the effect of residual stresses on the dynamic delamination of thin films. Residual stresses can be high enough to affect the crack advance and the mode mixity of the delimitation event, and must therefore be adequately modeled to make accurate and repeatable predictions of fracture toughness. The equivalent axial force and bending moment generated by the residual stresses are included in a dynamic, nonlinear finite element model of the delaminating film, and the impact of residual stresses on the final extent of the interfacial crack, the relative contribution of shear failure, and the deformed shape of the delaminated film is studied in detail. Another objective of the study is to develop techniques to address issues related to the testing of polymeric films. These type of films adhere well to silicon and the resulting crack advance is often much smaller than for metallic films, making the extraction of the interface fracture toughness more difficult. The use of an inertial layer which enhances the amount of kinetic energy trapped in the film and thus the crack advance is examined. It is determined that the inertial layer does improve the crack advance, although in a relatively limited fashion. The high interface toughness of polymer films often causes the film to fail cohesively when the crack front leaves the weakly bonded region and enters the strong interface. The use of a tapered pre-crack region that provides a more gradual transition to the strong interface is examined. The tapered triangular pre-crack geometry is found to be effective in reducing the stresses induced thereby making it an attractive option. We conclude by studying the impact of modifying the pre-crack geometry to enable the testing of multiple polymer films.