Optimal static and sequential design : a critical review

The aim of this thesis is to review and augment the theory and methods of optimal experimental design. In Chapter I the scene is set by considering the possible aims of an experimenter prior to an experiment, the statistical methods one might use to achieve those aims and how experimental design might aid this procedure. It is indicated that, given a criterion for design, a priori optimal design will only be possible in certain instances and, otherwise, some form of sequential procedure would seem to be indicated. In Chapter 2 an exact experimental design problem is formulated mathematically and is compared with its continuous analogue. Motivation is provided for the solution of this continuous problem, and the remainder of the chapter concerns this problem. A necessary and sufficient condition for optimality of a design measure is given. Problems which might arise in testing this condition are discussed, in particular with respect to possible non-differentiability of the criterion function at the design being tested. Several examples are given of optimal designs which may be found analytically and which illustrate the points discussed earlier in the chapter. In Chapter 3 numerical methods of solution of the continuous optimal design problem are reviewed. A new algorithm is presented with illustrations of how it should be used in practice. It is shown that, for reasonably large sample size, continuously optimal designs may be approximated to well by an exact design. In situations where this is not satisfactory algorithms for improvement of this design are reviewed. Chapter 4 consists of a discussion of sequentially designed experiments, with regard to both the philosophies underlying, and the application of the methods of, statistical inference. In Chapter 5 we criticise constructively previous suggestions for fully sequential design procedures. Alternative suggestions are made along with conjectures as to how these might improve performance. Chapter 6 presents a simulation study, the aim of which is to investigate the conjectures of Chapter 5. The results of this study provide empirical support for these conjectures. In Chapter 7 examples are analysed. These suggest aids to sequential experimentation by means of reduction of the dimension of the design space and the possibility of experimenting semi-sequentially. Further examples are considered which stress the importance of the use of prior information in situations of this type. Finally we consider the design of experiments when semi-sequential experimentation is mandatory because of the necessity of taking batches of observations at the same time. In Chapter 8 we look at some of the assumptions which have been made and indicate what may go wrong where these assumptions no longer hold.

Mesh Adaption for Tracking Vortex Structures in OVERTURNS Simulation of the S-76 Rotor in Hover

The constant need to improve helicopter performance requires the optimization of existing and future rotor designs. A crucial indicator of rotor capability is hover performance, which depends on the near-body flow as well as the structure and strength of the tip vortices formed at the trailing edge of the blades. Computational Fluid Dynamics (CFD) solvers must balance computational expenses with preservation of the flow, and to limit computational expenses the mesh is often coarsened in the outer regions of the computational domain. This can lead to degradation of the vortex structures which compose the rotor wake. The current work conducts three-dimensional simulations using OVERTURNS, a three-dimensional structured grid solver that models the flow field using the Reynolds-Averaged Navier-Stokes equations. The S-76 rotor in hover was chosen as the test case for evaluating the OVERTURNS solver, focusing on methods to better preserve the rotor wake. Using the hover condition, various computational domains, spatial schemes, and boundary conditions were tested. Furthermore, a mesh adaption routine was implemented, allowing for the increased refinement of the mesh in areas of turbulent flow without the need to add points to the mesh. The adapted mesh was employed to conduct a sweep of collective pitch angles, comparing the resolved wake and integrated forces to existing computational and experimental results. The integrated thrust values saw very close agreement across all tested pitch angles, while the power was slightly over predicted, resulting in under prediction of the Figure of Merit. Meanwhile, the tip vortices have been preserved for multiple blade passages, indicating an improvement in vortex preservation when compared with previous work. Finally, further results from a single collective pitch case were presented to provide a more complete picture of the solver results.

Effects of fibrosis morphology on reentrant ventricular tachycardia inducibility and simulation fidelity in patient-derived models

Myocardial fibrosis detected via delayed-enhanced magnetic resonance imaging (MRI) has been shown to be a strong indicator for ventricular tachycardia (VT) inducibility. However, little is known regarding how inducibility is affected by the details of the fibrosis extent, morphology, and border zone configuration. The objective of this article is to systematically study the arrhythmogenic effects of fibrosis geometry and extent, specifically on VT inducibility and maintenance. We present a set of methods for constructing patient-specific computational models of human ventricles using in vivo MRI data for patients suffering from hypertension, hypercholesterolemia, and chronic myocardial infarction. Additional synthesized models with morphologically varied extents of fibrosis and gray zone (GZ) distribution were derived to study the alterations in the arrhythmia induction and reentry patterns. Detailed electrophysiological simulations demonstrated that (1) VT morphology was highly dependent on the extent of fibrosis, which acts as a structural substrate, (2) reentry tended to be anchored to the fibrosis edges and showed transmural conduction of activations through narrow channels formed within fibrosis, and (3) increasing the extent of GZ within fibrosis tended to destabilize the structural reentry sites and aggravate the VT as compared to fibrotic regions of the same size and shape but with lower or no GZ. The approach and findings represent a significant step toward patient-specific cardiac modeling as a reliable tool for VT prediction and management of the patient. Sensitivities to approximation nuances in the modeling of structural pathology by image-based reconstruction techniques are also implicated.

Condensed phase combustion travelling waves with sequential exothermic or endothermic reactions

The one-dimensional propagation of a combustion wave through a premixed solid fuel for two-stage kinetics is studied. We re-examine the analysis of a single reaction travelling-wave and extend it to the case of two-stage reactions. We derive an expression for the travelling wave speed in the limit of large activation energy for both reactions. The analysis shows that when both reactions are exothermic, the wave structure is similar to the single reaction case. However, when the second reaction is endothermic, the wave structure can be significantly different from single reaction case. In particular, as might be expected, a travelling wave does not necessarily exist in this case. We establish conditions in the limiting large activation energy limit for the non-existence, and for monotonicity of the temperature profile in the travelling wave.