Global Linear Instability at the Dawn of its 4th Decade: A List of Challenges (A Practical Guide on how to Contain the Euphoria and Avoid the Oversell)

Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic threedimensional flows, which are inhomogeneous in two (and periodic in one) or all three spatial directions.1 The theory addresses flows developing in complex geometries, in which the parallel or weakly nonparallel basic flow approximation invoked by classic linear stability theory does not hold. As such, global linear theory is called to fill the gap in research into stability and transition in flows over or through complex geometries. Historically, global linear instability has been (and still is) concerned with solution of multi-dimensional eigenvalue problems; the maturing of non-modal linear instability ideas in simple parallel flows during the last decade of last century2–4 has given rise to investigation of transient growth scenarios in an ever increasing variety of complex flows. After a brief exposition of the theory, connections are sought with established approaches for structure identification in flows, such as the proper orthogonal decomposition and topology theory in the laminar regime and the open areas for future research, mainly concerning turbulent and three-dimensional flows, are highlighted. Recent results obtained in our group are reported in both the time-stepping and the matrix-forming approaches to global linear theory. In the first context, progress has been made in implementing a Jacobian-Free Newton Krylov method into a standard finite-volume aerodynamic code, such that global linear instability results may now be obtained in compressible flows of aeronautical interest. In the second context a new stable very high-order finite difference method is implemented for the spatial discretization of the operators describing the spatial BiGlobal EVP, PSE-3D and the TriGlobal EVP; combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers.

Comparison of dynamic effects of high-speed traffic load on ballasted track using a simplified two-dimensional and full three-dimensional model.

The vertical dynamic actions transmitted by railway vehicles to the ballasted track infrastructure is evaluated taking into account models with different degree of detail. In particular, we have studied this matter from a two-dimensional (2D) finite element model to a fully coupled three-dimensional (3D) multi-body finite element model. The vehicle and track are coupled via a non-linear Hertz contact mechanism. The method of Lagrange multipliers is used for the contact constraint enforcement between wheel and rail. Distributed elevation irregularities are generated based on power spectral density (PSD) distributions which are taken into account for the interaction. The numerical simulations are performed in the time domain, using a direct integration method for solving the transient problem due to the contact nonlinearities. The results obtained include contact forces, forces transmitted to the infrastructure (sleeper) by railpads and envelopes of relevant results for several track irregularities and speed ranges. The main contribution of this work is to identify and discuss coincidences and differences between discrete 2D models and continuum 3D models, as wheel as assessing the validity of evaluating the dynamic loading on the track with simplified 2D models

Four Decades of Studying Global Linear Instability: Progress and Challenges

Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic three-dimensional flows, which are inhomogeneous in two(and periodic in one)or all three spatial directions.After a brief exposition of the theory,some recent advances are reported. First, results are presented on the implementation of a Jacobian-free Newton–Krylov time-stepping method into a standard finite-volume aerodynamic code to obtain global linear instability results in flows of industrial interest. Second, connections are sought between established and more-modern approaches for structure identification in flows, such as proper orthogonal decomposition and Koopman modes analysis (dynamic mode decomposition), and the possibility to connect solutions of the eigenvalue problem obtained by matrix formation or time-stepping with those delivered by dynamic mode decomposition, residual algorithm, and proper orthogonal decomposition analysis is highlighted in the laminar regime; turbulent and three-dimensional flows are identified as open areas for future research. Finally, a new stable very-high-order finite-difference method is implemented for the spatial discretization of the operators describing the spatial biglobal eigenvalue problem, parabolized stability equation three-dimensional analysis, and the triglobal eigenvalue problem; it is shown that, combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers

Maximum Likelihood Estimation of Modal Parameters in Structures Using the Expectation Maximization Algorithm

This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

Order 10 4 speedup in global linear instability analysis using matrix formation

A unified solution framework is presented for one-, two- or three-dimensional complex non-symmetric eigenvalue problems, respectively governing linear modal instability of incompressible fluid flows in rectangular domains having two, one or no homogeneous spatial directions. The solution algorithm is based on subspace iteration in which the spatial discretization matrix is formed, stored and inverted serially. Results delivered by spectral collocation based on the Chebyshev-Gauss-Lobatto (CGL) points and a suite of high-order finite-difference methods comprising the previously employed for this type of work Dispersion-Relation-Preserving (DRP) and Padé finite-difference schemes, as well as the Summationby- parts (SBP) and the new high-order finite-difference scheme of order q (FD-q) have been compared from the point of view of accuracy and efficiency in standard validation cases of temporal local and BiGlobal linear instability. The FD-q method has been found to significantly outperform all other finite difference schemes in solving classic linear local, BiGlobal, and TriGlobal eigenvalue problems, as regards both memory and CPU time requirements. Results shown in the present study disprove the paradigm that spectral methods are superior to finite difference methods in terms of computational cost, at equal accuracy, FD-q spatial discretization delivering a speedup of ð (10 4). Consequently, accurate solutions of the three-dimensional (TriGlobal) eigenvalue problems may be solved on typical desktop computers with modest computational effort.

Computational Methods for Identification of Vibrating Structures

System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.

Estudio y desarrollo de sensores de fibra óptica para detección de vibraciones en ductos ascendentes submarinos

En esta tesis doctoral se describe el trabajo de investigación enfocado al estudio y desarrollo de sensores de fibra óptica para la detección de presión, flujo y vibraciones en ductos ascendentes submarinos utilizados en la extracción y transporte de hidrocarburos, con el objetivo de aplicarlos en los campos de explotación de aguas profundas en el Golfo de México pertenecientes a la Industria Petrolera Mexicana. El trabajo se ha enfocado al estudio y desarrollo de sensores ópticos cuasi distribuidos y distribuidos. En especial se ha profundizado en el uso y aplicación de las redes de Bragg (FBG) y de reflectómetros ópticos en el dominio del tiempo sensible a la fase (φ-OTDR). Los sensores de fibra óptica son especialmente interesantes para estas aplicaciones por sus ventajosas características como su inmunidad a interferencias electromagnéticas, capacidad de multiplexado, fiabilidad para trabajar en ambientes hostiles, altas temperaturas, altas presiones, ambientes salino-corrosivos, etc. Además, la fibra óptica no solo es un medio sensor sino que puede usarse como medio de transmisión. Se ha realizado un estudio del estado del arte y las ventajas que presentan los sensores ópticos puntuales, cuasi-distribuidos y distribuidos con respecto a los sensores convencionales. Se han estudiado y descrito los interrogadores de redes de Bragg y se ha desarrollado un método de calibración útil para los interrogadores existentes en el mercado, consiguiendo incertidumbres en la medida de la longitud de onda menores de ± 88 nm e incertidumbres relativas (la mas interesante en el campo de los sensores) menores de ±3 pm. Centrándose en la aplicación de las redes de Bragg en la industria del petróleo, se ha realizado un estudio en detalle del comportamiento que presentan las FBGs en un amplio rango de temperaturas de -40 ºC a 500 oC. Como resultado de este estudio se han evaluado las diferencias en los coeficientes de temperatura en diversos tramos de mas mismas, así como para diferentes recubrimientos protectores. En especial se ha encontrado y evaluado las diferencias de los diferentes recubrimientos en el intervalo de temperaturas entre -40 ºC y 60 ºC. En el caso del intervalo de altas temperaturas, entre 100 ºC y 500 ºC, se ha medido y comprobado el cambio uniforme del coeficiente de temperatura en 1pm/ºC por cada 100 ºC de aumento de temperatura, en redes independientemente del fabricante de las mismas. Se ha aplicado las FBG a la medición de manera no intrusiva de la presión interna en una tubería y a la medición del caudal de un fluido en una tubería, por la medida de diferencia de presión entre dos puntos de la misma. Además se ha realizado un estudio de detección de vibraciones en tuberías con fluidos. Finalmente, se ha implementado un sistema de detección distribuida de vibraciones aplicable a la detección de intrusos en las proximidades de los ductos, mediante un φ-OTDR. En este sistema se ha estudiado el efecto negativo de la inestabilidad de modulación que limita la detección de vibraciones distribuidas, su sensibilidad y su alcance. ABSTRACT This thesis describes the research work focused for the study and development of on optical fiber sensors for detecting pressure, flow and vibration in subsea pipes used in the extraction and transportation of hydrocarbons, in order to apply them in deepwater fields in the Gulf of Mexico belonging to the Mexican oil industry. The work has focused on the study and development of optical sensors distributed and quasi distributed. Especially was done on the use and application of fiber Bragg grating (FBG) and optical reflectometers time domain phase sensitive (φ-OTDR). The optical fiber sensors especially are interesting for these applications for their advantageous characteristics such as immunity to electromagnetic interference, multiplexing capability, reliability to work in harsh environments, high temperatures, high pressures, corrosive saline environments, etc. Furthermore, the optical fiber is not only a sensor means it can be used as transmission medium. We have performed a study of the state of the art and the advantages offered by optical sensors point, quasi-distributed and distributed over conventional sensors. Have studied and described interrogators Bragg grating and has developed a calibration method for interrogators useful for the existing interrogators in the market, resulting uncertainty in the measurement of the wavelength of less than ± 0.17 nm and uncertainties (the more interesting in the field of sensors) less than ± 3 pm. Focusing on the application of the Bragg gratings in the oil industry, has been studied in detail the behavior of the FBGs in a wide range of temperatures from -40 °C to 500 oC. As a result of this study we have evaluated the difference in temperature coefficients over various sections of the same, as well as different protective coatings. In particular evaluated and found the differences coatings in the range of temperatures between -40 º C and 60 º C. For the high temperature range between 20 ° C and 500 ° C, has been measured and verified the uniform change of the temperature coefficient at 1pm / ° C for each 100 ° C increase in temperature, in networks regardless of manufacturer thereof. FBG is applied to the non-intrusive measurement of internal pressure in a pipeline and measuring flow of a fluid in a pipe, by measuring the pressure difference between two points thereof. Therefore, has also made a study of detecting vibrations in pipes with fluids. Finally, we have implemented a distributed sensing system vibration applied to intrusion detection in the vicinity of the pipelines, by φ-OTDR. In this system we have studied the negative effect of modulation instability limits the distributed vibration detection, sensitivity and scope.

Improved boundary elements in torsion problems

Since the epoch-making "memoir" of Saint-Venant in 1855 the torsion of prismatic and cilindrical bars has reduced to a mathematical problem: the calculation of an analytical function satisfying prescribed boundary values. For over one century, till the first applications of the F.E.M. to the problem, the only possibility of study in irregularly shaped domains was the beatiful, but limitated, theory of complex function analysis, several functional approaches and the finite difference method. Nevertheless in 1963 Jaswon published an interestingpaper which was nearly lost between the splendid F. E.M. boom. The method was extended by Rizzo to more complicated problems and definitively incorporated to the scientific community background through several lecture-notes of Cruse recently published, but widely circulated during past years. The work of several researches has shown the tremendous possibilities of the method which is today a recognized alternative to the well established F .E. procedure. In fact, the first comprehensive attempt to cover the method, has been recently published in textbook form. This paper is a contribution to the implementation of a difficulty which arises if the isoparametric elements concept is applicated to plane potential problems with sharp corners in the boundary domain. In previous works, these problems was avoided using two principal approximations: equating the fluxes round the corner or establishing a binode element (in fact, truncating the corner). The first approximation distortes heavily the solution in thecorner neighbourhood, and a great amount of element is neccesary to reduce its influence. The second is better suited but the price payed is increasing the size of the system of equations to be solved. In this paper an alternative formulation, consistent with the shape function chosen in the isoparametric representation, is presented. For ease of comprehension the formulation has been limited to the linear element. Nevertheless its extension to more refined elements is straight forward. Also a direct procedure for the assembling of the equations is presented in an attempt to reduce the in-core computer requirements.

Wireless communication enhancement methods for mobile robots in radiation environments

En entornos hostiles tales como aquellas instalaciones científicas donde la radiación ionizante es el principal peligro, el hecho de reducir las intervenciones humanas mediante el incremento de las operaciones robotizadas está siendo cada vez más de especial interés. CERN, la Organización Europea para la Investigación Nuclear, tiene alrededor de unos 50 km de superficie subterránea donde robots móviles controlador de forma remota podrían ayudar en su funcionamiento, por ejemplo, a la hora de llevar a cabo inspecciones remotas sobre radiación en los diferentes áreas destinados al efecto. No solo es preciso considerar que los robots deben ser capaces de recorrer largas distancias y operar durante largos periodos de tiempo, sino que deben saber desenvolverse en los correspondientes túneles subterráneos, tener en cuenta la presencia de campos electromagnéticos, radiación ionizante, etc. y finalmente, el hecho de que los robots no deben interrumpir el funcionamiento de los aceleradores. El hecho de disponer de un sistema de comunicaciones inalámbrico fiable y robusto es esencial para la correcta ejecución de las misiones que los robots deben afrontar y por supuesto, para evitar tales situaciones en las que es necesario la recuperación manual de los robots al agotarse su energía o al perder el enlace de comunicaciones. El objetivo de esta Tesis es proveer de las directrices y los medios necesarios para reducir el riesgo de fallo en la misión y maximizar las capacidades de los robots móviles inalámbricos los cuales disponen de almacenamiento finito de energía al trabajar en entornos peligrosos donde no se dispone de línea de vista directa. Para ello se proponen y muestran diferentes estrategias y métodos de comunicación inalámbrica. Teniendo esto en cuenta, se presentan a continuación los objetivos de investigación a seguir a lo largo de la Tesis: predecir la cobertura de comunicaciones antes y durante las misiones robotizadas; optimizar la capacidad de red inalámbrica de los robots móviles con respecto a su posición; y mejorar el rango operacional de esta clase de robots. Por su parte, las contribuciones a la Tesis se citan más abajo. El primer conjunto de contribuciones son métodos novedosos para predecir el consumo de energía y la autonomía en la comunicación antes y después de disponer de los robots en el entorno seleccionado. Esto es importante para proporcionar conciencia de la situación del robot y evitar fallos en la misión. El consumo de energía se predice usando una estrategia propuesta la cual usa modelos de consumo provenientes de diferentes componentes en un robot. La predicción para la cobertura de comunicaciones se desarrolla usando un nuevo filtro de RSS (Radio Signal Strength) y técnicas de estimación con la ayuda de Filtros de Kalman. El segundo conjunto de contribuciones son métodos para optimizar el rango de comunicaciones usando novedosas técnicas basadas en muestreo espacial que son robustas frente a ruidos de campos de detección y radio y que proporcionan redundancia. Se emplean métodos de diferencia central finitos para determinar los gradientes 2D RSS y se usa la movilidad del robot para optimizar el rango de comunicaciones y la capacidad de red. Este método también se valida con un caso de estudio centrado en la teleoperación háptica de robots móviles inalámbricos. La tercera contribución es un algoritmo robusto y estocástico descentralizado para la optimización de la posición al considerar múltiples robots autónomos usados principalmente para extender el rango de comunicaciones desde la estación de control al robot que está desarrollando la tarea. Todos los métodos y algoritmos propuestos se verifican y validan usando simulaciones y experimentos de campo con variedad de robots móviles disponibles en CERN. En resumen, esta Tesis ofrece métodos novedosos y demuestra su uso para: predecir RSS; optimizar la posición del robot; extender el rango de las comunicaciones inalámbricas; y mejorar las capacidades de red de los robots móviles inalámbricos para su uso en aplicaciones dentro de entornos peligrosos, que como ya se mencionó anteriormente, se destacan las instalaciones científicas con emisión de radiación ionizante. En otros términos, se ha desarrollado un conjunto de herramientas para mejorar, facilitar y hacer más seguras las misiones de los robots en entornos hostiles. Esta Tesis demuestra tanto en teoría como en práctica que los robots móviles pueden mejorar la calidad de las comunicaciones inalámbricas mediante la profundización en el estudio de su movilidad para optimizar dinámicamente sus posiciones y mantener conectividad incluso cuando no existe línea de vista. Los métodos desarrollados en la Tesis son especialmente adecuados para su fácil integración en robots móviles y pueden ser aplicados directamente en la capa de aplicación de la red inalámbrica. ABSTRACT In hostile environments such as in scientific facilities where ionising radiation is a dominant hazard, reducing human interventions by increasing robotic operations are desirable. CERN, the European Organization for Nuclear Research, has around 50 km of underground scientific facilities, where wireless mobile robots could help in the operation of the accelerator complex, e.g. in conducting remote inspections and radiation surveys in different areas. The main challenges to be considered here are not only that the robots should be able to go over long distances and operate for relatively long periods, but also the underground tunnel environment, the possible presence of electromagnetic fields, radiation effects, and the fact that the robots shall in no way interrupt the operation of the accelerators. Having a reliable and robust wireless communication system is essential for successful execution of such robotic missions and to avoid situations of manual recovery of the robots in the event that the robot runs out of energy or when the robot loses its communication link. The goal of this thesis is to provide means to reduce risk of mission failure and maximise mission capabilities of wireless mobile robots with finite energy storage capacity working in a radiation environment with non-line-of-sight (NLOS) communications by employing enhanced wireless communication methods. Towards this goal, the following research objectives are addressed in this thesis: predict the communication range before and during robotic missions; optimise and enhance wireless communication qualities of mobile robots by using robot mobility and employing multi-robot network. This thesis provides introductory information on the infrastructures where mobile robots will need to operate, the tasks to be carried out by mobile robots and the problems encountered in these environments. The reporting of research work carried out to improve wireless communication comprises an introduction to the relevant radio signal propagation theory and technology followed by explanation of the research in the following stages: An analysis of the wireless communication requirements for mobile robot for different tasks in a selection of CERN facilities; predictions of energy and communication autonomies (in terms of distance and time) to reduce risk of energy and communication related failures during missions; autonomous navigation of a mobile robot to find zone(s) of maximum radio signal strength to improve communication coverage area; and autonomous navigation of one or more mobile robots acting as mobile wireless relay (repeater) points in order to provide a tethered wireless connection to a teleoperated mobile robot carrying out inspection or radiation monitoring activities in a challenging radio environment. The specific contributions of this thesis are outlined below. The first sets of contributions are novel methods for predicting the energy autonomy and communication range(s) before and after deployment of the mobile robots in the intended environments. This is important in order to provide situational awareness and avoid mission failures. The energy consumption is predicted by using power consumption models of different components in a mobile robot. This energy prediction model will pave the way for choosing energy-efficient wireless communication strategies. The communication range prediction is performed using radio signal propagation models and applies radio signal strength (RSS) filtering and estimation techniques with the help of Kalman filters and Gaussian process models. The second set of contributions are methods to optimise the wireless communication qualities by using novel spatial sampling based techniques that are robust to sensing and radio field noises and provide redundancy features. Central finite difference (CFD) methods are employed to determine the 2-D RSS gradients and use robot mobility to optimise the communication quality and the network throughput. This method is also validated with a case study application involving superior haptic teleoperation of wireless mobile robots where an operator from a remote location can smoothly navigate a mobile robot in an environment with low-wireless signals. The third contribution is a robust stochastic position optimisation algorithm for multiple autonomous relay robots which are used for wireless tethering of radio signals and thereby to enhance the wireless communication qualities. All the proposed methods and algorithms are verified and validated using simulations and field experiments with a variety of mobile robots available at CERN. In summary, this thesis offers novel methods and demonstrates their use to predict energy autonomy and wireless communication range, optimise robots position to improve communication quality and enhance communication range and wireless network qualities of mobile robots for use in applications in hostile environmental characteristics such as scientific facilities emitting ionising radiations. In simpler terms, a set of tools are developed in this thesis for improving, easing and making safer robotic missions in hostile environments. This thesis validates both in theory and experiments that mobile robots can improve wireless communication quality by exploiting robots mobility to dynamically optimise their positions and maintain connectivity even when the (radio signal) environment possess non-line-of-sight characteristics. The methods developed in this thesis are well-suited for easier integration in mobile robots and can be applied directly at the application layer of the wireless network. The results of the proposed methods have outperformed other comparable state-of-the-art methods.

The use of non-reflecting boundary conditions in soil dynamics

In this paper some aspects of the use of non-reflecting boundaries in dynamic problems, analyzed in time domain, are considered. Current trends for treating the above mentioned problems are summarized with a particular emphasis on the use of numerical techniques, such as Boundary Element Method (BEM) or mixed and hybrid formulations, Finite Element Method (FEM) plus BEM. As an alternative to these methods, an easy time domain boundary condition, obtained from the well known consistent transmitting boundary developed by Waas for frequency domain analysis, can be applied to represent the reactions of the unbounded soil on the interest zone. The behaviour of this proposed boundary condition is studied when waves of different frequency to the one used for its obtention are acting on the physical edge of the model. As an application example,an analysis is made of the soil-structure interaction of a rigid strip foundation on a horizontal non-linear elastic layer on bed rock. The results obtained suggest the need of time domain solutions for this type of problem

Modal analysis of buildings : quantification of uncertainties and model updating

Una estructura vibra con la suma de sus infinitos modos de vibración, definidos por sus parámetros modales (frecuencias naturales, formas modales y coeficientes de amortiguamiento). Estos parámetros se pueden identificar a través del Análisis Modal Operacional (OMA). Así, un equipo de investigación de la Universidad Politécnica de Madrid ha identificado las propiedades modales de un edificio de hormigón armado en Madrid con el método Identificación de los sub-espacios estocásticos (SSI). Para completar el estudio dinámico de este edificio, se ha desarrollado un modelo de elementos finitos (FE) de este edificio de 19 plantas. Este modelo se ha calibrado a partir de su comportamiento dinámico obtenido experimentalmente a través del OMA. Los objetivos de esta tesis son; (i) identificar la estructura con varios métodos de SSI y el uso de diferentes ventanas de tiempo de tal manera que se cuantifican incertidumbres de los parámetros modales debidos al proceso de estimación, (ii) desarrollar FEM de este edificio y calibrar este modelo a partir de su comportamiento dinámico, y (iii) valorar la bondad del modelo. Los parámetros modales utilizados en esta calibración han sido; espesor de las losas, densidades de los materiales, módulos de elasticidad, dimensiones de las columnas y las condiciones de contorno de la cimentación. Se ha visto que el modelo actualizado representa el comportamiento dinámico de la estructura con una buena precisión. Por lo tanto, este modelo puede utilizarse dentro de un sistema de monitorización estructural (SHM) y para la detección de daños. En el futuro, podrá estudiar la influencia de los agentes medioambientales, tales como la temperatura o el viento, en los parámetros modales. A structure vibrates according to the sum of its vibration modes, defined by their modal parameters (natural frequencies, damping ratios and modal shapes). These parameters can be identified through Operational Modal Analysis (OMA). Thus, a research team of the Technical University of Madrid has identified the modal properties of a reinforced-concrete-frame building in Madrid using the Stochastic Subspace Identification (SSI) method and a time domain technique for the OMA. To complete the dynamic study of this building, a finite element model (FE) of this 19-floor building has been developed throughout this thesis. This model has been updated from its dynamic behavior identified by the OMA. The objectives of this thesis are to; (i) identify the structure with several SSI methods and using different time blocks in such a way that uncertainties due to the modal parameter estimation are quantified, (ii) develop a FEM of this building and tune this model from its dynamic behavior, and (iii) Assess the quality of the model, the modal parameters used in this updating process have been; thickness of slabs, material densities, modulus of elasticity, column dimensions and foundation boundary conditions. It has been shown that the final updated model represents the structure with a very good accuracy. Thus, this model might be used within a structural health monitoring framework (SHM). The study of the influence of changing environmental factors (such as temperature or wind) on the model parameters might be considered as a future work.

Selected topics in the Hydrodynamics of floating offshore wind turbines: heave damping and second order surge motions

La Energía eléctrica producida mediante tecnología eólica flotante es uno de los recursos más prometedores para reducir la dependencia de energía proveniente de combustibles fósiles. Esta tecnología es de especial interés en países como España, donde la plataforma continental es estrecha y existen pocas áreas para el desarrollo de estructuras fijas. Entre los diferentes conceptos flotantes, esta tesis se ha ocupado de la tipología semisumergible. Estas plataformas pueden experimentar movimientos resonantes en largada y arfada. En largada, dado que el periodo de resonancia es largo estos puede ser inducidos por efectos de segundo orden de deriva lenta que pueden tener una influencia muy significativa en las cargas en los fondeos. En arfada las fuerzas de primer orden pueden inducir grandes movimientos y por tanto la correcta determinación del amortiguamiento es esencial para la analizar la operatividad de la plataforma. Esta tesis ha investigado estos dos efectos, para ello se ha usado como caso base el diseño de una plataforma desarrollada en el proyecto Europeo Hiprwind. La plataforma se compone de 3 columnas cilíndricas unidas mediante montantes estructurales horizontales y diagonales, Los cilindros proporcionan flotabilidad y momentos adrizante. A la base de cada columna se le ha añadido un gran “Heave Plate” o placa de cierre. El diseño es similar a otros diseños previos (Windfloat). Se ha fabricado un modelo a escala de una de las columnas para el estudio detallado del amortiguamiento mediante oscilaciones forzadas. Las dimensiones del modelo (1m diámetro en la placa de cierre) lo hacen, de los conocidos por el candidato, el mayor para el que se han publicado datos. El diseño del cilindro se ha realizado de tal manera que permite la fijación de placas de cierre planas o con refuerzo, ambos modelos se han fabricado y analizado. El modelo con refuerzos es una reproducción exacta del diseño a escala real incluyendo detalles distintivos del mismo, siendo el más importante la placa vertical perimetral. Los ensayos de oscilaciones forzadas se han realizado para un rango de frecuencias, tanto para el disco plano como el reforzado. Se han medido las fuerzas durante los ensayos y se han calculado los coeficientes de amortiguamiento y de masa añadida. Estos coeficientes son necesarios para el cálculo del fondeo mediante simulaciones en el dominio del tiempo. Los coeficientes calculados se han comparado con la literatura existente, con cálculos potenciales y por ultimo con cálculos CFD. Para disponer de información relevante para el diseño estructural de la plataforma se han medido y analizado experimentalmente las presiones en la parte superior e inferior de cada placa de cierre. Para la correcta estimación numérica de las fuerzas de deriva lenta en la plataforma se ha realizado una campaña experimental que incluye ensayos con modelo cautivo de la plataforma completa en olas bicromaticas. Pese a que estos experimentos no reproducen un escenario de oleaje realista, los mismos permiten una verificación del modelo numérico mediante la comparación de fuerzas medidas en el modelo físico y el numérico. Como resultados de esta tesis podemos enumerar las siguientes conclusiones. 1. El amortiguamiento y la masa añadida muestran una pequeña dependencia con la frecuencia pero una gran dependencia con la amplitud del movimiento. siendo coherente con investigaciones existentes. 2. Las medidas con la placa de cierre reforzada con cierre vertical en el borde, muestra un amortiguamiento significativamente menor comparada con la placa plana. Esto implica que para ensayos de canal es necesario incluir estos detalles en el modelo. 3. La masa añadida no muestra grandes variaciones comparando placa plana y placa con refuerzos. 4. Un coeficiente de amortiguamiento del 6% del crítico se puede considerar conservador para el cálculo en el dominio de la frecuencia. Este amortiguamiento es equivalente a un coeficiente de “drag” de 4 en elementos de Morison cuadráticos en las placas de cierre usadas en simulaciones en el dominio del tiempo. 5. Se han encontrado discrepancias en algunos valores de masa añadida y amortiguamiento de la placa plana al comparar con datos publicados. Se han propuesto algunas explicaciones basadas en las diferencias en la relación de espesores, en la distancia a la superficie libre y también relacionadas con efectos de escala. 6. La presión en la placa con refuerzos son similares a las de la placa plana, excepto en la zona del borde donde la placa con refuerzo vertical induce una gran diferencias de presiones entre la cara superior e inferior. 7. La máxima diferencia de presión escala coherentemente con la fuerza equivalente a la aceleración de la masa añadida distribuida sobre la placa. 8. Las masas añadidas calculadas con el código potencial (WADAM) no son suficientemente precisas, Este software no contempla el modelado de placas de pequeño espesor con dipolos, la poca precisión de los resultados aumenta la importancia de este tipo de elementos al realizar simulaciones con códigos potenciales para este tipo de plataformas que incluyen elementos de poco espesor. 9. Respecto al código CFD (Ansys CFX) la precisión de los cálculos es razonable para la placa plana, esta precisión disminuye para la placa con refuerzo vertical en el borde, como era de esperar dado la mayor complejidad del flujo. 10. Respecto al segundo orden, los resultados, en general, muestran que, aunque la tendencia en las fuerzas de segundo orden se captura bien con los códigos numéricos, se observan algunas reducciones en comparación con los datos experimentales. Las diferencias entre simulaciones y datos experimentales son mayores al usar la aproximación de Newman, que usa únicamente resultados de primer orden para el cálculo de las fuerzas de deriva media. 11. Es importante remarcar que las tendencias observadas en los resultados con modelo fijo cambiarn cuando el modelo este libre, el impacto que los errores en las estimaciones de fuerzas segundo orden tienen en el sistema de fondeo dependen de las condiciones ambientales que imponen las cargas ultimas en dichas líneas. En cualquier caso los resultados que se han obtenido en esta investigación confirman que es necesaria y deseable una detallada investigación de los métodos usados en la estimación de las fuerzas no lineales en las turbinas flotantes para que pueda servir de guía en futuros diseños de estos sistemas. Finalmente, el candidato espera que esta investigación pueda beneficiar a la industria eólica offshore en mejorar el diseño hidrodinámico del concepto semisumergible. ABSTRACT Electrical power obtained from floating offshore wind turbines is one of the promising resources which can reduce the fossil fuel energy consumption and cover worldwide energy demands. The concept is the most competitive in countries, such as Spain, where the continental shelf is narrow and does not provide space for fixed structures. Among the different floating structures concepts, this thesis has dealt with the semisubmersible one. Platforms of this kind may experience resonant motions both in surge and heave directions. In surge, since the platform natural period is long, such resonance can be excited with second order slow drift forces and may have substantial influence on mooring loads. In heave, first order forces can induce significant motion, whose damping is a crucial factor for the platform downtime. These two topics have been investigated in this thesis. To this aim, a design developed during HiPRWind EU project, has been selected as reference case study. The platform is composed of three cylindrical legs, linked together by a set of structural braces. The cylinders provide buoyancy and restoring forces and moments. Large circular heave plates have been attached to their bases. The design is similar to other documented in literature (e.g. Windfloat), which implies outcomes could have a general value. A large scale model of one of the legs has been built in order to study heave damping through forced oscillations. The final dimensions of the specimen (one meter diameter discs) make it, to the candidate’s knowledge, the largest for which data has been published. The model design allows for the fitting of either a plain solid heave plate or a flapped reinforced one; both have been built. The latter is a model scale reproduction of the prototype heave plate and includes some distinctive features, the most important being the inclusion of a vertical flap on its perimeter. The forced oscillation tests have been conducted for a range of frequencies and amplitudes, with both the solid plain model and the vertical flap one. Forces have been measured, from which added mass and damping coefficients have been obtained. These are necessary to accurately compute time-domain simulations of mooring design. The coefficients have been compared with literature, and potential flow and CFD predictions. In order to provide information for the structural design of the platform, pressure measurements on the top and bottom side of the heave discs have been recorded and pressure differences analyzed. In addition, in order to conduct a detailed investigation on the numerical estimations of the slow-drift forces of the HiPRWind platform, an experimental campaign involving captive (fixed) model tests of a model of the whole platform in bichromatic waves has been carried out. Although not reproducing the more realistic scenario, these tests allowed a preliminary verification of the numerical model based directly on the forces measured on the structure. The following outcomes can be enumerated: 1. Damping and added mass coefficients show, on one hand, a small dependence with frequency and, on the other hand, a large dependence with the motion amplitude, which is coherent with previously published research. 2. Measurements with the prototype plate, equipped with the vertical flap, show that damping drops significantly when comparing this to the plain one. This implies that, for tank tests of the whole floater and turbine, the prototype plate, equipped with the flap, should be incorporated to the model. 3. Added mass values do not suffer large alterations when comparing the plain plate and the one equipped with a vertical flap. 4. A conservative damping coefficient equal to 6% of the critical damping can be considered adequate for the prototype heave plate for frequency domain analysis. A corresponding drag coefficient equal to 4.0 can be used in time domain simulations to define Morison elements. 5. When comparing to published data, some discrepancies in added mass and damping coefficients for the solid plain plate have been found. Explanations have been suggested, focusing mainly on differences in thickness ratio and distance to the free surface, and eventual scale effects. 6. Pressures on the plate equipped with the vertical flap are similar in magnitude to those of the plain plate, even though substantial differences are present close to the edge, where the flap induces a larger pressure difference in the reinforced case. 7. The maximum pressure difference scales coherently with the force equivalent to the acceleration of the added mass, distributed over the disc surface. 8. Added mass coefficient values predicted with the potential solver (WADAM) are not accurate enough. The used solver does not contemplate modeling thin plates with doublets. The relatively low accuracy of the results highlights the importance of these elements when performing potential flow simulations of offshore platforms which include thin plates. 9. For the full CFD solver (Ansys CFX), the accuracy of the computations is found reasonable for the plain plate. Such accuracy diminishes for the disc equipped with a vertical flap, an expected result considering the greater complexity of the flow. 10. In regards to second order effects, in general, the results showed that, although the main trend in the behavior of the second-order forces is well captured by the numerical predictions, some under prediction of the experimental values is visible. The gap between experimental and numerical results is more pronounced when Newman’s approximation is considered, making use exclusively of the mean drift forces calculated in the first-order solution. 11. It should be observed that the trends observed in the fixed model test may change when the body is free to float, and the impact that eventual errors in the estimation of the second-order forces may have on the mooring system depends on the characteristics of the sea conditions that will ultimately impose the maximum loads on the mooring lines. Nevertheless, the preliminary results obtained in this research do confirm that a more detailed investigation of the methods adopted for the estimation of the nonlinear wave forces on the FOWT would be welcome and may provide some further guidance for the design of such systems. As a final remark, the candidate hopes this research can benefit the offshore wind industry in improving the hydrodynamic design of the semi-submersible concept.

Acoustic characterization of open cavities with the image source model

El objetivo de esta tesis es investigar las resonancias acústicas de una cavidad abierta tridimensional, de paredes rectas o inclinadas, mediante un método rápido y eficiente en el dominio del tiempo. Este método modela la respuesta temporal en cualquier punto como la convolución de la forma de onda de la fuente con la respuesta impulsiva de la cavidad, la cual se obtiene como una secuencia de impulsos retardados y atenuados procedentes de la fuente real, el primero, y de las fuentes imágenes especulares, los siguientes (Modelo Fuente Imagen, ISM). Además de las componentes directa y reflejadas en las paredes, la respuesta impulsiva también incluye las contribuciones difractadas en los bordes, obtenidas mediante la generación de las componentes difractadas de cada fuente imagen. Las frecuencias de resonancia acústica de la cavidad abierta son extraídas de los picos de la Función de Respuesta en Frecuencia (FRF), obtenida como la transformada de Fourier de la respuesta temporal correspondiente entre una fuente puntual y un punto cualquiera de la cavidad. Las frecuencias de resonancia acústicas estimadas mediante este Método de Fuentes Imagen + difracción en bordes son validadas por comparación con las que proporciona un Modelo de Elementos Finitos (FEM) y con las medidas experimentalmente, con diferencias menores que el 1.6 % y el 2.7 %, respectivamente. A modo de comparación, las frecuencias de resonancia estimadas para la misma cavidad por el método ISM, cuando no se incluye la difracción en los bordes, difieren en un 5.7 % de las obtenidas experimentalmente. ABSTRACT The goal of this thesis is to investigate the acoustic resonances of a three-dimensional open cavity, with parallel and non-parallel walls, by a fast and efficient method in the time domain. This method models the time response in any point as the convolution of the source waveform with the impulse response of the cavity, which, in turn, is obtained as a sequence of attenuated and delayed impulses coming, the first from the real, and the subsequent from the mirror imaged sources (Image Source Model). Besides direct and wall-reflected components, the impulse response includes also edge-diffracted contributions by generating first order diffraction components for each image source. The acoustic resonance frequencies of the open cavity are extracted from the peaks of the Frequency Response Function (FRF), obtained as the Fourier transform of the corresponding time response between a point source and any point in the cavity. The acoustic resonance frequencies estimated by the Image Source Model + edge diffraction are validated by comparison with those provided by a Finite Element Model (FEM) and the ones measured experimentally, differing less than 1.6 % and 2.7 %, respectively. As a comparison, resonance frequencies estimated with the pure Image Source Model differ by 5.7 % from the measured ones.

Computational and Experimental Modelling of Mooring Lines Dynamics for Offshore Floating Wind Turbines

El cálculo de cargas de aerogeneradores flotantes requiere herramientas de simulación en el dominio del tiempo que consideren todos los fenómenos que afectan al sistema, como la aerodinámica, la dinámica estructural, la hidrodinámica, las estrategias de control y la dinámica de las líneas de fondeo. Todos estos efectos están acoplados entre sí y se influyen mutuamente. Las herramientas integradas se utilizan para calcular las cargas extremas y de fatiga que son empleadas para dimensionar estructuralmente los diferentes componentes del aerogenerador. Por esta razón, un cálculo preciso de las cargas influye de manera importante en la optimización de los componentes y en el coste final del aerogenerador flotante. En particular, el sistema de fondeo tiene gran impacto en la dinámica global del sistema. Muchos códigos integrados para la simulación de aerogeneradores flotantes utilizan modelos simplificados que no consideran los efectos dinámicos de las líneas de fondeo. Una simulación precisa de las líneas de fondeo dentro de los modelos integrados puede resultar fundamental para obtener resultados fiables de la dinámica del sistema y de los niveles de cargas en los diferentes componentes. Sin embargo, el impacto que incluir la dinámica de los fondeos tiene en la simulación integrada y en las cargas todavía no ha sido cuantificada rigurosamente. El objetivo principal de esta investigación es el desarrollo de un modelo dinámico para la simulación de líneas de fondeo con precisión, validarlo con medidas en un tanque de ensayos e integrarlo en un código de simulación para aerogeneradores flotantes. Finalmente, esta herramienta, experimentalmente validada, es utilizada para cuantificar el impacto que un modelos dinámicos de líneas de fondeo tienen en la computación de las cargas de fatiga y extremas de aerogeneradores flotantes en comparación con un modelo cuasi-estático. Esta es una información muy útil para los futuros diseñadores a la hora de decidir qué modelo de líneas de fondeo es el adecuado, dependiendo del tipo de plataforma y de los resultados esperados. El código dinámico de líneas de fondeo desarrollado en esta investigación se basa en el método de los Elementos Finitos, utilizando en concreto un modelo ”Lumped Mass” para aumentar su eficiencia de computación. Los experimentos realizados para la validación del código se realizaron en el tanque del École Céntrale de Nantes (ECN), en Francia, y consistieron en sumergir una cadena con uno de sus extremos anclados en el fondo del tanque y excitar el extremo suspendido con movimientos armónicos de diferentes periodos. El código demostró su capacidad para predecir la tensión y los movimientos en diferentes posiciones a lo largo de la longitud de la línea con gran precisión. Los resultados indicaron la importancia de capturar la dinámica de las líneas de fondeo para la predicción de la tensión especialmente en movimientos de alta frecuencia. Finalmente, el código se utilizó en una exhaustiva evaluación del efecto que la dinámica de las líneas de fondeo tiene sobre las cargas extremas y de fatiga de diferentes conceptos de aerogeneradores flotantes. Las cargas se calcularon para tres tipologías de aerogenerador flotante (semisumergible, ”spar-buoy” y ”tension leg platform”) y se compararon con las cargas obtenidas utilizando un modelo cuasi-estático de líneas de fondeo. Se lanzaron y postprocesaron más de 20.000 casos de carga definidos por la norma IEC 61400-3 siguiendo todos los requerimientos que una entidad certificadora requeriría a un diseñador industrial de aerogeneradores flotantes. Los resultados mostraron que el impacto de la dinámica de las líneas de fondeo, tanto en las cargas de fatiga como en las extremas, se incrementa conforme se consideran elementos situados más cerca de la plataforma: las cargas en la pala y en el eje sólo son ligeramente modificadas por la dinámica de las líneas, las cargas en la base de la torre pueden cambiar significativamente dependiendo del tipo de plataforma y, finalmente, la tensión en las líneas de fondeo depende fuertemente de la dinámica de las líneas, tanto en fatiga como en extremas, en todos los conceptos de plataforma que se han evaluado. ABSTRACT The load calculation of floating offshore wind turbine requires time-domain simulation tools taking into account all the phenomena that affect the system such as aerodynamics, structural dynamics, hydrodynamics, control actions and the mooring lines dynamics. These effects present couplings and are mutually influenced. The results provided by integrated simulation tools are used to compute the fatigue and ultimate loads needed for the structural design of the different components of the wind turbine. For this reason, their accuracy has an important influence on the optimization of the components and the final cost of the floating wind turbine. In particular, the mooring system greatly affects the global dynamics of the floater. Many integrated codes for the simulation of floating wind turbines use simplified approaches that do not consider the mooring line dynamics. An accurate simulation of the mooring system within the integrated codes can be fundamental to obtain reliable results of the system dynamics and the loads. The impact of taking into account the mooring line dynamics in the integrated simulation still has not been thoroughly quantified. The main objective of this research consists on the development of an accurate dynamic model for the simulation of mooring lines, validate it against wave tank tests and then integrate it in a simulation code for floating wind turbines. This experimentally validated tool is finally used to quantify the impact that dynamic mooring models have on the computation of fatigue and ultimate loads of floating wind turbines in comparison with quasi-static tools. This information will be very useful for future designers to decide which mooring model is adequate depending on the platform type and the expected results. The dynamic mooring lines code developed in this research is based in the Finite Element Method and is oriented to the achievement of a computationally efficient code, selecting a Lumped Mass approach. The experimental tests performed for the validation of the code were carried out at the `Ecole Centrale de Nantes (ECN) wave tank in France, consisting of a chain submerged into a water basin, anchored at the bottom of the basin, where the suspension point of the chain was excited with harmonic motions of different periods. The code showed its ability to predict the tension and the motions at several positions along the length of the line with high accuracy. The results demonstrated the importance of capturing the evolution of the mooring dynamics for the prediction of the line tension, especially for the high frequency motions. Finally, the code was used for an extensive assessment of the effect of mooring dynamics on the computation of fatigue and ultimate loads for different floating wind turbines. The loads were computed for three platforms topologies (semisubmersible, spar-buoy and tension leg platform) and compared with the loads provided using a quasi-static mooring model. More than 20,000 load cases were launched and postprocessed following the IEC 61400-3 guideline and fulfilling the conditions that a certification entity would require to an offshore wind turbine designer. The results showed that the impact of mooring dynamics in both fatigue and ultimate loads increases as elements located closer to the platform are evaluated; the blade and the shaft loads are only slightly modified by the mooring dynamics in all the platform designs, the tower base loads can be significantly affected depending on the platform concept and the mooring lines tension strongly depends on the lines dynamics both in fatigue and extreme loads in all the platform concepts evaluated.