Modeling of Turbulent Natural Gas and Biogas Flames of the Delft Jet-in-Hot-Coflow Burner: Effects of Coflow Temperature, Fuel Temperature and Fuel Composition on the Flame Lift-Off Height

The structure of a turbulent non-premixed flame of a biogas fuel in a hot and diluted coflow mimicking moderate and intense low dilution (MILD) combustion is studied numerically. Biogas fuel is obtained by dilution of Dutch natural gas (DNG) with CO2. The results of biogas combustion are compared with those of DNG combustion in the Delft Jet-in-Hot-Coflow (DJHC) burner. New experimental measurements of lift-off height and of velocity and temperature statistics have been made to provide a database for evaluating the capability of numerical methods in predicting the flame structure. Compared to the lift-off height of the DNG flame, addition of 30 % carbon dioxide to the fuel increases the lift-off height by less than 15 %. Numerical simulations are conducted by solving the RANS equations using Reynolds stress model (RSM) as turbulence model in combination with EDC (Eddy Dissipation Concept) and transported probability density function (PDF) as turbulence-chemistry interaction models. The DRM19 reduced mechanism is used as chemical kinetics with the EDC model. A tabulated chemistry model based on the Flamelet Generated Manifold (FGM) is adopted in the PDF method. The table describes a non-adiabatic three stream mixing problem between fuel, coflow and ambient air based on igniting counterflow diffusion flamelets. The results show that the EDC/DRM19 and PDF/FGM models predict the experimentally observed decreasing trend of lift-off height with increase of the coflow temperature. Although more detailed chemistry is used with EDC, the temperature fluctuations at the coflow inlet (approximately 100K) cannot be included resulting in a significant overprediction of the flame temperature. Only the PDF modeling results with temperature fluctuations predict the correct mean temperature profiles of the biogas case and compare well with the experimental temperature distributions.

Numerical Simulation Of Ultrasonic Wave Propagation In Elastically Anisotropic Media

The ultrasonic non-destructive testing of components may encounter considerable difficulties to interpret some inspections results mainly in anisotropic crystalline structures. A numerical method for the simulation of elastic wave propagation in homogeneous elastically anisotropic media, based on the general finite element approach, is used to help this interpretation. The successful modeling of elastic field associated with NDE is based on the generation of a realistic pulsed ultrasonic wave, which is launched from a piezoelectric transducer into the material under inspection. The values of elastic constants are great interest information that provide the application of equations analytical models, until small and medium complexity problems through programs of numerical analysis as finite elements and/or boundary elements. The aim of this work is the comparison between the results of numerical solution of an ultrasonic wave, which is obtained from transient excitation pulse that can be specified by either force or displacement variation across the aperture of the transducer, and the results obtained from a experiment that was realized in an aluminum block in the IEN Ultrasonic Laboratory. The wave propagation can be simulated using all the characteristics of the material used in the experiment evaluation associated to boundary conditions and from these results, the comparison can be made.

Design and modeling of optical fibers for spatial division multiplexing using the orbital angular momentum of light

Les besoins toujours croissants en terme de transfert de données numériques poussent au développement de nouvelles technologies pour accroître la capacité des réseaux, notamment en ce qui concerne les réseaux de fibre optique. Parmi ces nouvelles technologies, le multiplexage spatial permet de multiplier la capacité des liens optiques actuels. Nous nous intéressons particulièrement à une forme de multiplexage spatial utilisant le moment cinétique orbital de la lumière comme base orthogonale pour séparer un certain nombre de canaux. Nous présentons d’abord les notions d’électromagnétisme et de physique nécessaires à la compréhension des développements ultérieurs. Les équations de Maxwell sont dérivées afin d’expliquer les modes scalaires et vectoriels de la fibre optique. Nous présentons également d’autres propriétés modales, soit la coupure des modes, et les indices de groupe et de dispersion. La notion de moment cinétique orbital est ensuite introduite, avec plus particulièrement ses applications dans le domaine des télécommunications. Dans une seconde partie, nous proposons la carte modale comme un outil pour aider au design des fibres optiques à quelques modes. Nous développons la solution vectorielle des équations de coupure des modes pour les fibres en anneau, puis nous généralisons ces équations pour tous les profils de fibres à trois couches. Enfin, nous donnons quelques exemples d’application de la carte modale. Dans la troisième partie, nous présentons des designs de fibres pour la transmission des modes avec un moment cinétique orbital. Les outils développés dans la seconde partie sont utilisés pour effectuer ces designs. Un premier design de fibre, caractérisé par un centre creux, est étudié et démontré. Puis un second design, une famille de fibres avec un profil en anneau, est étudié. Des mesures d’indice effectif et d’indice de groupe sont effectuées sur ces fibres. Les outils et les fibres développés auront permis une meilleure compréhension de la transmission dans la fibre optique des modes ayant un moment cinétique orbital. Nous espérons que ces avancements aideront à développer prochainement des systèmes de communications performants utilisant le multiplexage spatial.

Stochastic Modeling of Reversible Biochemical Reaction-Diffusion Systems and High-Resolution Shock-Capturing Methods for Fluid Interfaces

Thesis (Ph.D.)--University of Washington, 2016-08

Finite Element Modeling of Spiral Frequency Steerable Acoustic Transducers (FSATs) for guided waves based Structural Health Monitoring of plate-like structures

Structural Health Monitoring (SHM) is an emerging area of research associated to improvement of maintainability and the safety of aerospace, civil and mechanical infrastructures by means of monitoring and damage detection. Guided wave structural testing method is an approach for health monitoring of plate-like structures using smart material piezoelectric transducers. Among many kinds of transducers, the ones that have beam steering feature can perform more accurate surface interrogation. A frequency steerable acoustic transducer (FSATs) is capable of beam steering by varying the input frequency and consequently can detect and localize damage in structures. Guided wave inspection is typically performed through phased arrays which feature a large number of piezoelectric transducers, complexity and limitations. To overcome the weight penalty, the complex circuity and maintenance concern associated with wiring a large number of transducers, new FSATs are proposed that present inherent directional capabilities when generating and sensing elastic waves. The first generation of Spiral FSAT has two main limitations. First, waves are excited or sensed in one direction and in the opposite one (180 ̊ ambiguity) and second, just a relatively rude approximation of the desired directivity has been attained. Second generation of Spiral FSAT is proposed to overcome the first generation limitations. The importance of simulation tools becomes higher when a new idea is proposed and starts to be developed. The shaped transducer concept, especially the second generation of spiral FSAT is a novel idea in guided waves based of Structural Health Monitoring systems, hence finding a simulation tool is a necessity to develop various design aspects of this innovative transducer. In this work, the numerical simulation of the 1st and 2nd generations of Spiral FSAT has been conducted to prove the directional capability of excited guided waves through a plate-like structure.

Flexible modeling and estimation for high-dimensional graphs

Thesis (Ph.D.)--University of Washington, 2016-08

Multiphase flow in porous media: meta-modeling techniques for sensitivity analysis and risk assessment

One of the biggest challenges that contaminant hydrogeology is facing, is how to adequately address the uncertainty associated with model predictions. Uncertainty arise from multiple sources, such as: interpretative error, calibration accuracy, parameter sensitivity and variability. This critical issue needs to be properly addressed in order to support environmental decision-making processes. In this study, we perform Global Sensitivity Analysis (GSA) on a contaminant transport model for the assessment of hydrocarbon concentration in groundwater. We provide a quantification of the environmental impact and, given the incomplete knowledge of hydrogeological parameters, we evaluate which are the most influential, requiring greater accuracy in the calibration process. Parameters are treated as random variables and a variance-based GSA is performed in a optimized numerical Monte Carlo framework. The Sobol indices are adopted as sensitivity measures and they are computed by employing meta-models to characterize the migration process, while reducing the computational cost of the analysis. The proposed methodology allows us to: extend the number of Monte Carlo iterations, identify the influence of uncertain parameters and lead to considerable saving computational time obtaining an acceptable accuracy.

Multiphase modeling of melting / solidification with high density variations using XFEM

La modélisation de la cryolite, utilisée dans la fabrication de l’aluminium, implique plusieurs défis, notament la présence de discontinuités dans la solution et l’inclusion de la difference de densité entre les phases solide et liquide. Pour surmonter ces défis, plusieurs éléments novateurs ont été développés dans cette thèse. En premier lieu, le problème du changement de phase, communément appelé problème de Stefan, a été résolu en deux dimensions en utilisant la méthode des éléments finis étendue. Une formulation utilisant un multiplicateur de Lagrange stable spécialement développée et une interpolation enrichie a été utilisée pour imposer la température de fusion à l’interface. La vitesse de l’interface est déterminée par le saut dans le flux de chaleur à travers l’interface et a été calculée en utilisant la solution du multiplicateur de Lagrange. En second lieu, les effets convectifs ont été inclus par la résolution des équations de Stokes dans la phase liquide en utilisant la méthode des éléments finis étendue aussi. Troisièmement, le changement de densité entre les phases solide et liquide, généralement négligé dans la littérature, a été pris en compte par l’ajout d’une condition aux limites de vitesse non nulle à l’interface solide-liquide pour respecter la conservation de la masse dans le système. Des problèmes analytiques et numériques ont été résolus pour valider les divers composants du modèle et le système d’équations couplés. Les solutions aux problèmes numériques ont été comparées aux solutions obtenues avec l’algorithme de déplacement de maillage de Comsol. Ces comparaisons démontrent que le modèle par éléments finis étendue reproduit correctement le problème de changement phase avec densités variables.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Modeling of burden distribution in the blast furnace

The blast furnace is the main ironmaking production unit in the world which converts iron ore with coke and hot blast into liquid iron, hot metal, which is used for steelmaking. The furnace acts as a counter-current reactor charged with layers of raw material of very different gas permeability. The arrangement of these layers, or burden distribution, is the most important factor influencing the gas flow conditions inside the furnace, which dictate the efficiency of the heat transfer and reduction processes. For proper control the furnace operators should know the overall conditions in the furnace and be able to predict how control actions affect the state of the furnace. However, due to high temperatures and pressure, hostile atmosphere and mechanical wear it is very difficult to measure internal variables. Instead, the operators have to rely extensively on measurements obtained at the boundaries of the furnace and make their decisions on the basis of heuristic rules and results from mathematical models. It is particularly difficult to understand the distribution of the burden materials because of the complex behavior of the particulate materials during charging. The aim of this doctoral thesis is to clarify some aspects of burden distribution and to develop tools that can aid the decision-making process in the control of the burden and gas distribution in the blast furnace. A relatively simple mathematical model was created for simulation of the distribution of the burden material with a bell-less top charging system. The model developed is fast and it can therefore be used by the operators to gain understanding of the formation of layers for different charging programs. The results were verified by findings from charging experiments using a small-scale charging rig at the laboratory. A basic gas flow model was developed which utilized the results of the burden distribution model to estimate the gas permeability of the upper part of the blast furnace. This combined formulation for gas and burden distribution made it possible to implement a search for the best combination of charging parameters to achieve a target gas temperature distribution. As this mathematical task is discontinuous and non-differentiable, a genetic algorithm was applied to solve the optimization problem. It was demonstrated that the method was able to evolve optimal charging programs that fulfilled the target conditions. Even though the burden distribution model provides information about the layer structure, it neglects some effects which influence the results, such as mixed layer formation and coke collapse. A more accurate numerical method for studying particle mechanics, the Discrete Element Method (DEM), was used to study some aspects of the charging process more closely. Model charging programs were simulated using DEM and compared with the results from small-scale experiments. The mixed layer was defined and the voidage of mixed layers was estimated. The mixed layer was found to have about 12% less voidage than layers of the individual burden components. Finally, a model for predicting the extent of coke collapse when heavier pellets are charged over a layer of lighter coke particles was formulated based on slope stability theory, and was used to update the coke layer distribution after charging in the mathematical model. In designing this revision, results from DEM simulations and charging experiments for some charging programs were used. The findings from the coke collapse analysis can be used to design charging programs with more stable coke layers.

Case-based reasoning as a tool to improve the usability of numerical models

There may be advantages to be gained by combining Case-Based Reasoning (CBR) techniques with numerical models. In this paper we consider how CBR can be used as a flexible query engine to improve the usability of numerical models. Particularly they can help to solve inverse and mixed problems, and to solve constraint problems. We discuss this idea with reference to the illustrative example of a pneumatic conveyor. We describe a model of the problem of particle degradation in such a conveyor, and the problems faced by design engineers. The solution of these problems requires a system that allows iterative sharing of control between user, CBR system, and numerical model. This multi-initiative interaction is illustrated for the pneumatic conveyor by means of Unified Modeling Language (UML) collaboration and sequence diagrams. We show approaches to the solution of these problems via a CBR tool.

Modeling electrocortical activity through improved local approximations of integral neural field equations

Neural field models of firing rate activity typically take the form of integral equations with space-dependent axonal delays. Under natural assumptions on the synaptic connectivity we show how one can derive an equivalent partial differential equation (PDE) model that properly treats the axonal delay terms of the integral formulation. Our analysis avoids the so-called long-wavelength approximation that has previously been used to formulate PDE models for neural activity in two spatial dimensions. Direct numerical simulations of this PDE model show instabilities of the homogeneous steady state that are in full agreement with a Turing instability analysis of the original integral model. We discuss the benefits of such a local model and its usefulness in modeling electrocortical activity. In particular we are able to treat "patchy'" connections, whereby a homogeneous and isotropic system is modulated in a spatially periodic fashion. In this case the emergence of a "lattice-directed" traveling wave predicted by a linear instability analysis is confirmed by the numerical simulation of an appropriate set of coupled PDEs. Article published and (c) American Physical Society 2007

Three dimensional numerical simulation of thermohaline currents of the Persian Gulf

Observational data and a three dimensional numerical model (POM) are used to investigate the Persian Gulf outflow structure and its spreading pathway into the Oman Sea. The model is based on orthogonal curvilinear coordinate system in horizontal and train following coordinate (sigma coordinate) system in vertical. In the simulation, the horizontal diffusivity coefficients are calculated form Smogorinsky diffusivity formula and the eddy vertical diffusivities are obtained from a second turbulence closure model (namely Mellor-Yamada level 2.5 model of turbulence). The modeling area includes the east of the Persian Gulf, the Oman Sea and a part of the north-east of the Indian Ocean. In the model, the horizontal grid spacing was assumed to be about 3.5 km and the number of vertical levels was set to 32. The simulations show that the mean salinity of the PG outflow does not change substantially during the year and is about 39 psu, while its temperature exhibits seasonal variations. These lead to variations in outflow density in a way that is has its maximum density in late winter (March) and its minimum in mid-summer (August). At the entrance to the Oman Sea, the PG outflow turns to the right due to Coriolis Effect and falls down on the continental slope until it gains its equilibrium depth. The highest density of the outflow during March causes it to sink more into the deeper depths in contrast to that of August which the density is the lowest one. Hence, the neutral buoyancy depths of the outflow are about 500 m and 250 m for March and August respectively. Then, the outflow spreads in its equilibrium depths in the Oman Sea in vicinity of western and southern boundaries until it approach the Ras al Hamra Cape where the water depth suddenly begins to increase. Therefore, during March, the outflow that is deeper and wider relative to August, is more affected by the steep slope topography and as a result of vortex stretching mechanism and conservation of potential vorticity it separates from the lateral boundaries and finally forms an anti-cyclonic eddy in the Oman Sea. But during August the outflow moves as before in vicinity of lateral boundaries. In addition, the interaction of the PG outflow with tide in the Strait of Hormuz leads to intermittency in outflow movement into the Oman Sea and it could be the major reason for generations of Peddy (Peddies) in the Oman Sea.

Numerical study of circulation in the Caspian Sea and its effects on the southern coastal currents

In this study, numerical simulation of the Caspian Sea circulation was performed using COHERENS three-dimensional numerical model and field data. The COHERENS three-dimensional model and FVCOM were performed under the effect of the wind driven force, and then the simulation results obtained were compared. Simulation modeling was performed at the Caspian Sea. Its horizontal grid size is approximately equal to 5 Km and 30 sigma levels were considered. The numerical simulation results indicate that the winds' driven-forces and temperature gradient are the most important driving force factors of the Caspian circulation pattern. One of the effects of wind-driven currents was the upwelling phenomenon that was formed in the eastern shores of the Caspian Sea in the summer. The simulation results also indicate that this phenomenon occurred at a depth less than 40 meters, and the vertical velocity in July and August was 10 meters and 7 meters respectively. During the upwelling phenomenon period the temperatures on the east coast compared to the west coast were about 5°C lower. In autumn and winter, the warm waters moved from the south east coast to the north and the cold waters moved from the west coast of the central Caspian toward the south. In the subsurface and deep layers, these movements were much more structured and caused strengthening of the anti-clockwise circulation in the area, especially in the central area of Caspian. The obtained results of the two models COHERENS and FVCOM performed under wind driven-force show a high coordination of the two models, and so the wind current circulation pattern for both models is almost identical.