A novel interferometric technique to estimate thermal diffusivity of `optically transparent solid' using `Isothermal surface velocimetry'

One-dimensional transient heat flow is interpreted as a procession of `macro-scale translatory motion of indexed isothermal surfaces'. A new analytical model is proposed by introducing velocity of isothermal surface in Fourier heat diffusion equation. The velocity dependent function is extracted by revisiting `the concept of thermal layer of heat conduction in solid' and `exact solution' to estimate thermal diffusivity. The experimental approach involves establishment of 1 D unsteady heat flow inside the sample through Step-temperature excitation. A novel self-reference interferometer is utilized to separate a `unique isothermal surface' in time-varying temperature field. The translatory motion of the said isothermal surface is recorded using digital camera to estimate its velocity. From the knowledge of thermo-optic coefficient, temperature of the said isothermal surface is predicted. The performance of proposed method is evaluated for Quartz sample and compared with literature.

Joint Channel Estimation and Data Detection in MIMO-OFDM Systems: A Sparse Bayesian Learning Approach

The impulse response of wireless channels between the N-t transmit and N-r receive antennas of a MIMO-OFDM system are group approximately sparse (ga-sparse), i.e., NtNt the channels have a small number of significant paths relative to the channel delay spread and the time-lags of the significant paths between transmit and receive antenna pairs coincide. Often, wireless channels are also group approximately cluster-sparse (gac-sparse), i.e., every ga-sparse channel consists of clusters, where a few clusters have all strong components while most clusters have all weak components. In this paper, we cast the problem of estimating the ga-sparse and gac-sparse block-fading and time-varying channels in the sparse Bayesian learning (SBL) framework and propose a bouquet of novel algorithms for pilot-based channel estimation, and joint channel estimation and data detection, in MIMO-OFDM systems. The proposed algorithms are capable of estimating the sparse wireless channels even when the measurement matrix is only partially known. Further, we employ a first-order autoregressive modeling of the temporal variation of the ga-sparse and gac-sparse channels and propose a recursive Kalman filtering and smoothing (KFS) technique for joint channel estimation, tracking, and data detection. We also propose novel, parallel-implementation based, low-complexity techniques for estimating gac-sparse channels. Monte Carlo simulations illustrate the benefit of exploiting the gac-sparse structure in the wireless channel in terms of the mean square error (MSE) and coded bit error rate (BER) performance.

Fuel-optimal G-MPSP Guidance for Powered Descent Phase of Soft Lunar Landing

A fuel optimal nonlinear sub-optimal guidance scheme is presented in this paper for soft landing of a lunar craft during the powered descent phase. The recently developed Generalized Model Predictive Static Programming (G-MPSP) is used to compute the required magnitude and angle of the thrust vector. Both terminal position and velocity vector are imposed as hard constraints, which ensures high position accuracy and facilitates initiation of vertical descent at the end of the powered descent phase. A key feature of the G-MPSP algorithm is that it converts the nonlinear dynamic programming problem into a low-dimensional static optimization problem (of the same dimension as the output vector). The control history update is done in closed form after computing a time-varying weighting matrix through a backward integration process. This feature makes the algorithm computationally efficient, which makes it suitable for on-board applications. The effectiveness of the proposed guidance algorithm is demonstrated through promising simulation results.

Campaigning in Heterogeneous Social Networks: Optimal Control of SI Information Epidemics

We study the optimal control problem of maximizing the spread of an information epidemic on a social network. Information propagation is modeled as a susceptible-infected (SI) process, and the campaign budget is fixed. Direct recruitment and word-of-mouth incentives are the two strategies to accelerate information spreading (controls). We allow for multiple controls depending on the degree of the nodes/individuals. The solution optimally allocates the scarce resource over the campaign duration and the degree class groups. We study the impact of the degree distribution of the network on the controls and present results for Erdos-Renyi and scale-free networks. Results show that more resource is allocated to high-degree nodes in the case of scale-free networks, but medium-degree nodes in the case of Erdos-Renyi networks. We study the effects of various model parameters on the optimal strategy and quantify the improvement offered by the optimal strategy over the static and bang-bang control strategies. The effect of the time-varying spreading rate on the controls is explored as the interest level of the population in the subject of the campaign may change over time. We show the existence of a solution to the formulated optimal control problem, which has nonlinear isoperimetric constraints, using novel techniques that is general and can be used in other similar optimal control problems. This work may be of interest to political, social awareness, or crowdfunding campaigners and product marketing managers, and with some modifications may be used for mitigating biological epidemics.

Simulations of oil spread on a water surface

Numerical simulation of an oil slick spreading on still and wavy surfaces is described in this paper. The so-called sigma transformation is used to transform the time-varying physical domain into a fixed calculation domain for the water wave motions and, at the same time, the continuity equation is changed into an advection equation of wave elevation. This evolution equation is discretized by the forward time and central space scheme, and the momentum equations by the projection method. A damping zone is set up in front of the outlet boundary coupled with a Sommerfeld-Orlanski condition at that boundary to minimize the wave reflection. The equations for the oil slick are depth-averaged and coupled with the water motions when solving numerically. As examples, sinusoidal and solitary water waves, the oil spread on a smooth plane and on still and wavy water surfaces are calculated to examine the accuracy of simulating water waves by Navier-Stokes equations, the effect of damping zone on wave reflection and the precise structures of oil spread on waves.

Robust multiplexed model predictive control

This paper extends the recently developed multiplexed model predictive control (MMPC) concept to ensure satisfaction of hard constraints despite the action of persistent, unknown but bounded disturbances. MMPC uses asynchronous control moves on each input channel instead of synchronised moves on all channels. It offers reduced computation, by dividing the online optimisation into a smaller problem for each channel, and potential performance improvements, as the response to a disturbance is quicker, albeit via only one channel. Robustness to disturbances is introduced using the constraint tightening approach, tailored to suit the asynchronous updates of MMPC and the resulting time-varying optimisations. Numerical results are presented, involving a simple mechanical example and an aircraft control example, showing the potential computational and performance benefits of the new robust MMPC.

Effects of high-frequency vibration on critical marangoni number

The influence of vibration on thermocapillary convection and critical Marangoni number in liquid bridge of half floating zone was discussed for the low frequency range 0.4-1.5 Hz and the intermediate frequency range 2.5-15 Hz in our previous papers. This paper extends the study to high frequency range 15-100Hz. This ground based experiment was completed on the deck of an electromagnetic vibration machine. The results of our experiment shows when the frequency of the applied acceleration is high enough, the amplitude of the time varying part of the temperature response is disappear and the shape of the free surface of the liquid bridge exhibits no fluctuations due to inertia. The critical Marangoni number which is defined to describe the transitions from a peroidical convection in response to vibration to an oscillatory convection due to internal instability is nearly the same as the critical Marangoni number for oscillatory flow in the absence of vibration.

Autorregresive conditional volatility, skewness and kurtosis

This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the non-central t distribution proposed by Harvey and Siddique (1999). Moreover, this approach accounts for time-varying skewness and kurtosis while the approach by Harvey and Siddique (1999) only accounts for nonnormal skewness. We apply this method to daily returns of a variety of stock indices and exchange rates. Our results indicate a significant presence of conditional skewness and kurtosis. It is also found that specifications allowing for time-varying skewness and kurtosis outperform specifications with constant third and fourth moments.

Random response of nonlinear continuous systems

This thesis presents a technique for obtaining the stochastic response of a nonlinear continuous system. First, the general method of nonstationary continuous equivalent linearization is developed. This technique allows replacement of the original nonlinear system with a time-varying linear continuous system. Next, a numerical implementation is described which allows solution of complex problems on a digital computer. In this procedure, the linear replacement system is discretized by the finite element method. Application of this method to systems satisfying the one-dimensional wave equation with two different types of constitutive nonlinearities is described. Results are discussed for nonlinear stress-strain laws of both hardening and softening types.

On erasure coding for distributed storage and streaming communications

The work presented in this thesis revolves around erasure correction coding, as applied to distributed data storage and real-time streaming communications.

First, we examine the problem of allocating a given storage budget over a set of nodes for maximum reliability. The objective is to find an allocation of the budget that maximizes the probability of successful recovery by a data collector accessing a random subset of the nodes. This optimization problem is challenging in general because of its combinatorial nature, despite its simple formulation. We study several variations of the problem, assuming different allocation models and access models, and determine the optimal allocation and the optimal symmetric allocation (in which all nonempty nodes store the same amount of data) for a variety of cases. Although the optimal allocation can have nonintuitive structure and can be difficult to find in general, our results suggest that, as a simple heuristic, reliable storage can be achieved by spreading the budget maximally over all nodes when the budget is large, and spreading it minimally over a few nodes when it is small. Coding would therefore be beneficial in the former case, while uncoded replication would suffice in the latter case.

Second, we study how distributed storage allocations affect the recovery delay in a mobile setting. Specifically, two recovery delay optimization problems are considered for a network of mobile storage nodes: the maximization of the probability of successful recovery by a given deadline, and the minimization of the expected recovery delay. We show that the first problem is closely related to the earlier allocation problem, and solve the second problem completely for the case of symmetric allocations. It turns out that the optimal allocations for the two problems can be quite different. In a simulation study, we evaluated the performance of a simple data dissemination and storage protocol for mobile delay-tolerant networks, and observed that the choice of allocation can have a significant impact on the recovery delay under a variety of scenarios.

Third, we consider a real-time streaming system where messages created at regular time intervals at a source are encoded for transmission to a receiver over a packet erasure link; the receiver must subsequently decode each message within a given delay from its creation time. For erasure models containing a limited number of erasures per coding window, per sliding window, and containing erasure bursts whose maximum length is sufficiently short or long, we show that a time-invariant intrasession code asymptotically achieves the maximum message size among all codes that allow decoding under all admissible erasure patterns. For the bursty erasure model, we also show that diagonally interleaved codes derived from specific systematic block codes are asymptotically optimal over all codes in certain cases. We also study an i.i.d. erasure model in which each transmitted packet is erased independently with the same probability; the objective is to maximize the decoding probability for a given message size. We derive an upper bound on the decoding probability for any time-invariant code, and show that the gap between this bound and the performance of a family of time-invariant intrasession codes is small when the message size and packet erasure probability are small. In a simulation study, these codes performed well against a family of random time-invariant convolutional codes under a number of scenarios.

Finally, we consider the joint problems of routing and caching for named data networking. We propose a backpressure-based policy that employs virtual interest packets to make routing and caching decisions. In a packet-level simulation, the proposed policy outperformed a basic protocol that combines shortest-path routing with least-recently-used (LRU) cache replacement.

On the Role of Delays in Biological Systems : Analysis and Design

This work quantifies the nature of delays in genetic regulatory networks and their effect on system dynamics. It is known that a time lag can emerge from a sequence of biochemical reactions. Applying this modeling framework to the protein production processes, delay distributions are derived in a stochastic (probability density function) and deterministic setting (impulse function), whilst being shown to be equivalent under different assumptions. The dependence of the distribution properties on rate constants, gene length, and time-varying temperatures is investigated. Overall, the distribution of the delay in the context of protein production processes is shown to be highly dependent on the size of the genes and mRNA strands as well as the reaction rates. Results suggest longer genes have delay distributions with a smaller relative variance, and hence, less uncertainty in the completion times, however, they lead to larger delays. On the other hand large uncertainties may actually play a positive role, as broader distributions can lead to larger stability regions when this formalization of the protein production delays is incorporated into a feedback system.

Furthermore, evidence suggests that delays may play a role as an explicit design into existing controlling mechanisms. Accordingly, the reccurring dual-feedback motif is also investigated with delays incorporated into the feedback channels. The dual-delayed feedback is shown to have stabilizing effects through a control theoretic approach. Lastly, a distributed delay based controller design method is proposed as a potential design tool. In a preliminary study, the dual-delayed feedback system re-emerges as an effective controller design.

Dynamic Stall on Vertical Axis Wind Turbines

In this study the dynamics of flow over the blades of vertical axis wind turbines was investigated using a simplified periodic motion to uncover the fundamental flow physics and provide insight into the design of more efficient turbines. Time-resolved, two-dimensional velocity measurements were made with particle image velocimetry on a wing undergoing pitching and surging motion to mimic the flow on a turbine blade in a non-rotating frame. Dynamic stall prior to maximum angle of attack and a leading edge vortex development were identified in the phase-averaged flow field and captured by a simple model with five modes, including the first two harmonics of the pitch/surge frequency identified using the dynamic mode decomposition. Analysis of these modes identified vortical structures corresponding to both frequencies that led the separation and reattachment processes, while their phase relationship determined the evolution of the flow.

Detailed analysis of the leading edge vortex found multiple regimes of vortex development coupled to the time-varying flow field on the airfoil. The vortex was shown to grow on the airfoil for four convection times, before shedding and causing dynamic stall in agreement with 'optimal' vortex formation theory. Vortex shedding from the trailing edge was identified from instantaneous velocity fields prior to separation. This shedding was found to be in agreement with classical Strouhal frequency scaling and was removed by phase averaging, which indicates that it is not exactly coupled to the phase of the airfoil motion.

The flow field over an airfoil undergoing solely pitch motion was shown to develop similarly to the pitch/surge motion; however, flow separation took place earlier, corresponding to the earlier formation of the leading edge vortex. A similar reduced-order model to the pitch/surge case was developed, with similar vortical structures leading separation and reattachment; however, the relative phase lead of the separation mode, corresponding to earlier separation, necessitated that a third frequency to be incorporated into the reattachment mode to provide a relative lag in reattachment.

Finally, the results are returned to the rotating frame and the effects of each flow phenomena on the turbine are estimated, suggesting kinematic criteria for the design of improved turbines.

Gas laser discharge noise and its effect on the laser output

A large portion of the noise in the light output of a laser oscillator is associated with the noise in the laser discharge. The effect of the discharge noise on the laser output has been studied. The discharge noise has been explained through an ac equivalent circuit of the laser discharge tube.

The discharge noise corresponds to time-varying spatial fluctuations in the electron density, the inverted population density and the dielectric permittivity of the laser medium from their equilibrium values. These fluctuations cause a shift in the resonant frequencies of the laser cavity. When the fluctuation in the dielectric permittivity of the laser medium is a longitudinally traveling wave (corresponding to the case in which moving striations exist in the positive column of the laser discharge), the laser output is frequency modulated.

The discharge noise has been analyzed by representing the laser discharge by an equivalent circuit. An appropriate ac equivalent circuit of a laser discharge tube has been obtained by considering the frequency spectrum of the current response of the discharge tube to an ac voltage modulation. It consist of a series ρLC circuit, which represents the discharge region, in parallel with a capacitance C', which comes mainly from the stray wiring. The equivalent inductance and capacitance of the discharge region have been calculated from the values of the resonant frequencies measured on discharge currents, gas pressures and lengths of the positive column. The experimental data provide for a set of typical values and dependencies on the discharge parameters for the equivalent inductance and capacitance of a discharge under laser operating conditions. It has been concluded from the experimental data that the equivalent inductance originates mainly from the positive column while the equivalent capacitance is due to the discharge region other than the positive column.

The ac equivalent circuit of the laser discharge has been shown analytically and experimentally to be applicable to analyzing the internal discharge noise. Experimental measurements have been made on the frequency of moving striations in a laser discharge. Its experimental dependence on the discharge current agrees very well with the expected dependence obtained from an analysis of the circuit and the experimental data on the equivalent circuit elements. The agreement confirms the validity of representing a laser discharge tube by its ac equivalent circuit in analyzing the striation phenomenon and other low frequency noises. Data have also been obtained for the variation of the striation frequency with an externally-applied longitudinal magnetic field and the increase in frequency has been attributed to a decrease in the equivalent inductance of the laser discharge.

Solutions for New Terrestrial Broadcasting Systems Offering Simultaneously Stationary and Mobile Services

221 p.

Controle por modo deslizante para sistemas não-lineares com atraso.

Nesta Dissertação são propostos dois esquemas de controle para sistemas não-lineares com atraso. No primeiro, o objetivo é controlar uma classe de sistemas incertos multivariáveis, de grau relativo unitário, com perturbações não-lineares descasadas dependentes do estado, e com atraso incerto e variante no tempo em relação ao estado. No segundo, deseja-se controlar uma classe de sistemas monovariáveis, com parâmetros conhecidos, grau relativo arbitrário, atraso arbitrário conhecido e constante na saída. Admitindo-se que o atraso na entrada pode ser deslocado para a saída, então, o segundo esquema de controle pode ser aplicado a sistemas com atraso na entrada. Os controladores desenvolvidos são baseados no controle por modo deslizante e realimentação de saída, com função de modulação para a amplitude do sinal de controle. Além disso, observadores estimam as variáveis de estado não-medidas. Em ambos os esquemas de controle propostos, garante-se propriedades de estabilidade globais do sistema em malha fechada. Simulações ilustram a eficácia dos controladores desenvolvidos.