Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references. Also available in electronic version. Access restricted to campus users.

Thesis (M.S.)--Oregon State University, 2008. / Printout. Includes bibliographical references (leaves [51-54]). Also available on the World Wide Web.

Among all stochastic processes with independent increments, essentially only Brownian motion and Poisson process have a chaotic representation property. In the case of a Levy process, several approaches have been proposed in order to construct an orthogonal decomposition of the corresponding L2-space. In this dissertation, we deal with orthogonal (chaotic) decompositions for generalized processes with independent values. We do not suppose stationarity of the process, as a result the Levy measure of the process depends on points of the space. We first construct, in Chapter 3, a unitary isomorphism between a certain symmetric Fock space and the space L2 (D',mu). Here D' is a co-nuclear space of generalized functions (distributions), and mu is a generalized stochastic process with independent values. This isomorphism is constructed by employing the projection spectral theorem for an (uncountable) family of commuting self-adjoint operators. We next derive, in Chapter 4, a counterpart of the Nualart Schoutens decomposition for generalized stochastic process with independent values. Our results here extend those in the papers of Nualart Schoutens and Lytvynov. In Chapter 5, we construct an orthogonal decomposition of the space L2 (D',mu) in terms of orthogonal polynomials on D'. We observe a deep relation between this decomposition and the results of the two previous chapters. Finally, in Chapter 6, we briefly discuss the situation of the generalized stochastic processes of Meixner's type.

Multiphase pipe flow is investigated using proper orthogonal decomposition for tomographic X-ray data, where holdup, cross-sectional phase distributions and phase interface characteristics within the pipe are obtained. Six cases of stratified and mixed flow with water content of 10%, 30% and 80% are investigated to gain insight into effects of velocity and proportion of water on the flow fields. Dispersed and slug flows are separately analyzed to consider the added interface complexity of the flow fields. These regimes are also highly applicable to industry operational flows. Instantaneous and fluctuating phase fractions of the four flow regime are analyzed and reduced order dynamical descriptions are generated. Stratified flow cases display coherent structures that highlight the liquid-liquid interface location while the mixed flow cases show minimal coherence of the eigenmodes. The dispersed flow displays coherent structures for the first few modes near the horizontal center of the pipe, representing the liquid-liquid interface location while the slug flow case shows coherent structures that correspond to the cyclical formation and break up of the slug in the first 5 modes. The low order descriptions of the high water content, stratified flow field indicates that main characteristics can be captured with minimal degrees of freedom. Reconstructions of the dispersed flow and slug flow cases indicate that dominant features are observed in the low order dynamical description utilizing less than 1% of the full order model. POD temporal coefficients a1, a2 and a3 show a high level of interdependence for the slug flow case. The coefficients also describe the phase fraction holdup as a function of time for both dispersed and slug flow. The second coefficient, a2, and the centerline holdup profile show a mean percent difference below 9% between the two curves. The mathematical description obtained from the decomposition will deepen the understanding of multiphase flow characteristics and is applicable to long distance multiphase transport pipelines, fluidized beds, hydroelectric power and nuclear processes to name a few.

Thesis (Ph. D.)--University of Rhode Island, 2006. / Includes bibliographical references (leaves 108-112).

To maximize the effectiveness of the rapidly increasing capacity of installed wind energy resources, new models must be developed that are capable of more nuanced control of each wind turbine so that each device is more responsive to inflow events. Models used to plan wind turbine arrays and control behavior of devices within the farm currently make questionable estimates of the incoming atmospheric flow and update turbine configurations infrequently. As a result, wind turbines often operate at diminished capacities, especially in arrays where wind turbine wakes interact and inflow conditions are far from ideal. New turbine control and wake prediction models must be developed to tune individual devices and make accurate power predictions. To that end, wind tunnel experiments are conducted detailing the turbulent flow in the wake of a wind turbine in a model-scale array. The proper orthogonal decomposition (POD) is applied to characterize the spatial evolution of structures in the wake. Mode bases from distinct downstream locations are reconciled through a secondary decomposition, called double proper orthogonal decomposition (DPOD), indicating that modes of common rank in the wake share an ordered set of sub-modal projections whose organization delineates underlying wake structures and spatial evolution. The doubly truncated basis of sub-modal structures represents a reduction to 0.015% of the total degrees of freedom of the wind turbine wake. Low-order representations of the Reynolds stress tensor are made using only the most dominant DPOD modes, corrected to account for energy excluded from the truncated basis with a tensor of constant coefficients defined to rescale the low-order representation of the stresses to match the original statistics. Data from the wind turbine wake are contrasted against simulation data from a fully-developed channel flow, illuminating a range of anisotropic states of turbulence. Complexity of flow descriptions resulting from truncated POD bases is suppressed in severe basis truncations, exaggerating anisotropy of the modeled flow and, in extreme cases, can lead to the loss of three dimensionality. Constant corrections to the low-order descriptions of the Reynolds stress tensor reduce the root-mean-square error between low-order descriptions of the flow and the full statistics as much as 40% and, in some cases, reintroduce three-dimensionality to severe truncations of POD bases. Low-dimensional models are constructed by coupling the evolution of the dynamic mode coefficients through their respective time derivatives and successfully account for non-linear mode interaction. Deviation between time derivatives of mode coefficients and their least-squares fit is amplified in numerical integration of the system, leading to unstable long-time solutions. Periodic recalibration of the dynamical system is undertaken by limiting the integration time and using a virtual sensor upstream of the wind turbine actuator disk in to read the effective inflow velocity. A series of open-loop transfer functions are designed to inform the low-order dynamical system of the flow incident to the wind turbine rotor. Validation data shows that the model tuned to the inflow reproduces dynamic mode coefficients with little to no error given a sufficiently small interval between instances of recalibration. The reduced-order model makes accurate predictions of the wake when informed of turbulent inflow events. The modeling scheme represents a viable path for continuous time feedback and control that may be used to selectively tune a wind turbine in the effort to maximize power output of large wind farms.

The identification of flow characteristics and the reduction of high-dimensional simulation data have capitalized on an orthogonal basis achieved by proper orthogonal decomposition (POD), also known as principal component analysis (PCA) or the Karhunen-Loeve transform (KLT). In the realm of aerospace engineering, an orthogonal basis is versatile for diverse applications, especially associated with reduced-order modeling (ROM) as follows: a low-dimensional turbulence model, an unsteady aerodynamic model for aeroelasticity and flow control, and a steady aerodynamic model for airfoil shape design. Provided that a given data set lacks parts of its data, POD is required to adopt a least-squares formulation, leading to gappy POD, using a gappy norm that is a variant of an L2 norm dealing with only known data. Although gappy POD is originally devised to restore marred images, its application has spread to aerospace engineering for the following reason: various engineering problems can be reformulated in forms of missing data estimation to exploit gappy POD. Similar to POD, gappy POD has a broad range of applications such as optimal flow sensor placement, experimental and numerical flow data assimilation, and impaired particle image velocimetry (PIV) data restoration. Apart from POD and gappy POD, both of which are deterministic formulations, probabilistic principal component analysis (PPCA), a probabilistic generalization of PCA, has been used in the pattern recognition field for speech recognition and in the oceanography area for empirical orthogonal functions in the presence of missing data. In formulation, PPCA presumes a linear latent variable model relating an observed variable with a latent variable that is inferred only from an observed variable through a linear mapping called factor-loading. To evaluate the maximum likelihood estimates (MLEs) of PPCA parameters such as a factor-loading, PPCA can invoke an expectation-maximization (EM) algorithm, yielding an EM algorithm for PPCA (EM-PCA). By virtue of the EM algorithm, the EM-PCA is capable of not only extracting a basis but also restoring missing data through iterations whether the given data are intact or not. Therefore, the EM-PCA can potentially substitute for both POD and gappy POD inasmuch as its accuracy and efficiency are comparable to those of POD and gappy POD. In order to examine the benefits of the EM-PCA for aerospace engineering applications, this thesis attempts to qualitatively and quantitatively scrutinize the EM-PCA alongside both POD and gappy POD using high-dimensional simulation data. In pursuing qualitative investigations, the theoretical relationship between POD and PPCA is transparent such that the factor-loading MLE of PPCA, evaluated by the EM-PCA, pertains to an orthogonal basis obtained by POD. By contrast, the analytical connection between gappy POD and the EM-PCA is nebulous because they distinctively approximate missing data due to their antithetical formulation perspectives: gappy POD solves a least-squares problem whereas the EM-PCA relies on the expectation of the observation probability model. To juxtapose both gappy POD and the EM-PCA, this research proposes a unifying least-squares perspective that embraces the two disparate algorithms within a generalized least-squares framework. As a result, the unifying perspective reveals that both methods address similar least-squares problems; however, their formulations contain dissimilar bases and norms. Furthermore, this research delves into the ramifications of the different bases and norms that will eventually characterize the traits of both methods. To this end, two hybrid algorithms of gappy POD and the EM-PCA are devised and compared to the original algorithms for a qualitative illustration of the different basis and norm effects. After all, a norm reflecting a curve-fitting method is found to more significantly affect estimation error reduction than a basis for two example test data sets: one is absent of data only at a single snapshot and the other misses data across all the snapshots. From a numerical performance aspect, the EM-PCA is computationally less efficient than POD for intact data since it suffers from slow convergence inherited from the EM algorithm. For incomplete data, this thesis quantitatively found that the number of data-missing snapshots predetermines whether the EM-PCA or gappy POD outperforms the other because of the computational cost of a coefficient evaluation, resulting from a norm selection. For instance, gappy POD demands laborious computational effort in proportion to the number of data-missing snapshots as a consequence of the gappy norm. In contrast, the computational cost of the EM-PCA is invariant to the number of data-missing snapshots thanks to the L2 norm. In general, the higher the number of data-missing snapshots, the wider the gap between the computational cost of gappy POD and the EM-PCA. Based on the numerical experiments reported in this thesis, the following criterion is recommended regarding the selection between gappy POD and the EM-PCA for computational efficiency: gappy POD for an incomplete data set containing a few data-missing snapshots and the EM-PCA for an incomplete data set involving multiple data-missing snapshots. Last, the EM-PCA is applied to two aerospace applications in comparison to gappy POD as a proof of concept: one with an emphasis on basis extraction and the other with a focus on missing data reconstruction for a given incomplete data set with scattered missing data. The first application exploits the EM-PCA to efficiently construct reduced-order models of engine deck responses obtained by the numerical propulsion system simulation (NPSS), some of whose results are absent due to failed analyses caused by numerical instability. Model-prediction tests validate that engine performance metrics estimated by the reduced-order NPSS model exhibit considerably good agreement with those directly obtained by NPSS. Similarly, the second application illustrates that the EM-PCA is significantly more cost effective than gappy POD at repairing spurious PIV measurements obtained from acoustically-excited, bluff-body jet flow experiments. The EM-PCA reduces computational cost on factors 8 ~ 19 compared to gappy POD while generating the same restoration results as those evaluated by gappy POD. All in all, through comprehensive theoretical and numerical investigation, this research establishes that the EM-PCA is an efficient alternative to gappy POD for an incomplete data set containing missing data over an entire data set.

Thesis (Ph. D.)--Ohio State University, 2007. / Title from first page of PDF file. Includes bibliographical references (p. 135-144).