The Gaussian assumption in second-order estimation problems in digital communications

This paper deals with the goodness of the Gaussian assumption when designing second-order blind estimationmethods in the context of digital communications. The low- andhigh-signal-to-noise ratio (SNR) asymptotic performance of the maximum likelihood estimator—derived assuming Gaussiantransmitted symbols—is compared with the performance of the optimal second-order estimator, which exploits the actualdistribution of the discrete constellation. The asymptotic study concludes that the Gaussian assumption leads to the optimalsecond-order solution if the SNR is very low or if the symbols belong to a multilevel constellation such as quadrature-amplitudemodulation (QAM) or amplitude-phase-shift keying (APSK). On the other hand, the Gaussian assumption can yield importantlosses at high SNR if the transmitted symbols are drawn from a constant modulus constellation such as phase-shift keying (PSK)or continuous-phase modulations (CPM). These conclusions are illustrated for the problem of direction-of-arrival (DOA) estimation of multiple digitally-modulated signals.

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

Second-order negative-curvature methods for box-constrained and general constrained optimization

A Nonlinear Programming algorithm that converges to second-order stationary points is introduced in this paper. The main tool is a second-order negative-curvature method for box-constrained minimization of a certain class of functions that do not possess continuous second derivatives. This method is used to define an Augmented Lagrangian algorithm of PHR (Powell-Hestenes-Rockafellar) type. Convergence proofs under weak constraint qualifications are given. Numerical examples showing that the new method converges to second-order stationary points in situations in which first-order methods fail are exhibited.

Variational second order flow estimation for PIV sequences

[EN] We present in this paper a variational approach to accurately estimate simultaneously the velocity field and its derivatives directly from PIV image sequences. Our method differs from other techniques that have been presented in the literature in the fact that the energy minimization used to estimate the particles motion depends on a second order Taylor development of the flow. In this way, we are not only able to compute the motion vector field, but we also obtain an accurate estimation of their derivatives. Hence, we avoid the use of numerical schemes to compute the derivatives from the estimated flow that usually yield to numerical amplification of the inherent uncertainty on the estimated flow. The performance of our approach is illustrated with the estimation of the motion vector field and the vorticity on both synthetic and real PIV datasets.

Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments

In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second--order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.

InfIuence of wave induced second-order forces in semisubmersible fowt mooring design

The main focus of this paper is on hydrodynamic modelling of a semisubmersible platform (which can support a 1.5MW wind turbine and is composed by three buoyant columns connected by bracings) with especial emphasis on the estimation of the wave drift components and their effects on the design of the mooring system. Indeed, with natural periods of drift around 60 seconds, accurate computation of the low-frequency second-order components is not a straightforward task. As methods usually adopted when dealing with the slow-drifts of deep-water moored systems, such as Newman?s approximation, have their errors increased by the relatively low resonant periods, and as the effects of depth cannot be ignored, the wave diffraction analysis must be based on full Quadratic Transfer Functions (QTF) computations. A discussion on the numerical aspects of performing such computations is presented, making use of the second-order module available with the seakeeping software WAMIT®. Finally, the paper also provides a preliminary verification of the accuracy of the numerical predictions based on the results obtained in a series of model tests with the structure fixed in bichromatic waves.

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.

Adaptation strategies for high order discontinuous Galerkin methods based on Tau-estimation

In this paper three p-adaptation strategies based on the minimization of the truncation error are presented for high order discontinuous Galerkin methods. The truncation error is approximated by means of a ? -estimation procedure and enables the identification of mesh regions that require adaptation. Three adaptation strategies are developed and termed a posteriori, quasi-a priori and quasi-a priori corrected. All strategies require fine solutions, which are obtained by enriching the polynomial order, but while the former needs time converged solutions, the last two rely on non-converged solutions, which lead to faster computations. In addition, the high order method permits the spatial decoupling for the estimated errors and enables anisotropic p-adaptation. These strategies are verified and compared in terms of accuracy and computational cost for the Euler and the compressible Navier?Stokes equations. It is shown that the two quasi- a priori methods achieve a significant reduction in computational cost when compared to a uniform polynomial enrichment. Namely, for a viscous boundary layer flow, we obtain a speedup of 6.6 and 7.6 for the quasi-a priori and quasi-a priori corrected approaches, respectively.

A Posteriori Error Analysis of hp-Version Discontinuous Galerkin Finite Element Methods for Second-Order Quasilinear Elliptic Problems

We develop the a-posteriori error analysis of hp-version interior-penalty discontinuous Galerkin finite element methods for a class of second-order quasilinear elliptic partial differential equations. Computable upper and lower bounds on the error are derived in terms of a natural (mesh-dependent) energy norm. The bounds are explicit in the local mesh size and the local degree of the approximating polynomial. The performance of the proposed estimators within an automatic hp-adaptive refinement procedure is studied through numerical experiments.

Reverse-flow integral methods for second-order supersonic flow theory,

"CM-1033."

Existence results for abstract impulsive second-order neutral functional differential equations

We establish the existence of mild solutions for a class of impulsive second-order partial neutral functional differential equations with infinite delay in a Banach space. (C) 2009 Published by Elsevier Ltd

Approximate controllability of second-order distributed implicit functional systems

In this paper we study the approximate controllability of control systems with states and controls in Hilbert spaces, and described by a second-order semilinear abstract functional differential equation with infinite delay. Initially we establish a characterization for the approximate controllability of a second-order abstract linear system and, in the last section, we compare the approximate controllability of a semilinear abstract functional system with the approximate controllability of the associated linear system. (C) 2008 Elsevier Ltd. All rights reserved.

Difference equations associated with fully nonlinear boundary value problems for second order ordinary differential equations

We study the continuous problem y"=f(x,y,y'), xc[0,1], 0=G((y(0),y(1)),(y'(0), y'(1))), and its discrete approximation (y(k+1)-2y(k)+y(k-1))/h(2) =f(t(k), y(k), v(k)), k = 1,..., n-1, 0 = G((y(0), y(n)), (v(1), v(n))), where f and G = (g(0), g(1)) are continuous and fully nonlinear, h = 1/n, v(k) = (y(k) - y(k-1))/h, for k =1,..., n, and t(k) = kh, for k = 0,...,n. We assume there exist strict lower and strict upper solutions and impose additional conditions on f and G which are known to yield a priori bounds on, and to guarantee the existence of solutions of the continuous problem. We show that the discrete approximation also has solutions which approximate solutions of the continuous problem and converge to the solution of the continuous problem when it is unique, as the grid size goes to 0. Homotopy methods can be used to compute the solution of the discrete approximation. Our results were motivated by those of Gaines.