The pressure fluctuations under a high Reynolds Number, rough-wall, turbulent, boundary layer have been studied in the Virginia Tech Stability Wind Tunnel. Rough surfaces of varying element height (1-mm, 3-mm), shape (hemispheres, cylinders) and spacing (5.5-mm, 10.4-mm, 16.5-mm) were investigated in order to ascertain how the turbulent pressure fluctuations change with changes in roughness geometry. Rough surfaces which contain two types of elements are investigated and relationships between the combination surface and the individual surfaces have been uncovered. Measurements of the wall pressure fluctuations were made using pinhole microphones and hotwire measurements were made to obtain the velocity and turbulence field. Among the principal findings is the development of two scaling laws for the low frequency pressure fluctuations. Both of these are based on the idea that the defect between the edge velocity and some local boundary layer velocity sustains the pressure fluctuations in the outer regions of the flow. The first scaling uses the broadband convection velocity as the local velocity of the large scale pressure fluctuations. The second scaling uses the mean boundary layer velocity. Both these scalings appear more robust than the previously proposed scalings for the low frequency region and are able to scale the pressure spectra of all the data to within 3.5-dB. In addition, it was proven that the high frequency shear friction velocity scaling of Meyers et al. (2015) is universal to rough surfaces of different element shape and density. Physical insights into the shear friction velocity, on which this scaling is based, have been revealed. This includes an empirical formula which estimates the element pressure drag coefficient from the roughness density and the Reynolds number. The slopes in the mid-frequency region were found to vary with element density and microphone location such that a useful scaling could not be determined for this region. The possibility of an overlap region is explored and the expectation of a -1 slope is disproved. It is hypothesised that an evanescent decay of the mid-frequency pressure fluctuations occurs between their actual location and the wall where they are measured. A method for accounting for this decay is presented in order to scale the pressure fluctuations in this region. Lastly, a piecewise interpolation function for the pressure spectrum of rough wall turbulent boundary layers was proposed. This analytical function is based on the low frequency scaling on mean velocity and the high frequency scaling of Meyers et al. (2015) The mid-frequency is estimated by a spline interpolation between these two regions. / Ph. D. / Most flows of practical interest are turbulent in nature, typically occurring next to a rigid surface such as a submarine hull or aircraft wing. This boundary layer flow is of engineering importance because its pressure fluctuations are the source of unwanted structural vibrations and undesired acoustic noise. From a purely scientific perspective, it is useful to study the turbulent pressure fluctuations in order to learn more about the workings of the region of the flow closest to the surface. Turbulent flow over smooth walls has been researched extensively. However, one cannot ignore the fact that surfaces of practical interest are not smooth. Thus, it is important to account for the effect of roughness on the turbulent boundary layer. It has been found that there are significantly greater pressure fluctuations over rough walls when compared to smooth walls. Consequently the extent of vibrations and noise which occur in rough walls is larger than that experienced in smooth walls. The present study seeks to shed light on the nature of the rough-wall turbulent boundary layer through wind tunnel experiments. The nature of the velocity, pressure fluctuations, and turbulence within the boundary layer are examined as well as the existence of universal relationships which are applicable to all rough-wall turbulent boundary layers. A method for predicting the pressure fluctuations (to within 4-dB) over a specific rough wall is also proposed.

Up to 70 percent of rough mill manufacturing expenses stem from raw material (lumber) cost. Rough mill costs can be reduced by optimizing the lumber grade or grades that are purchased. This solution is known as the least-cost lumber grade-mix solution. The least-cost lumber grade-mix solutions has been a topic of great interest to both the secondary hardwood industry and to academia since even small changes in raw material cost can contribute to substantial reduction in rough mill expenses. A statistical model was developed for finding the least-cost lumber grade-mix which uses the rough mill simulator, ROMI-RIP 2.0, and the statistical package, SAS 8.2. The SAS 8.2-based least-cost lumber grade-mix model was validated by comparing SAS 8.2-based least-cost grade-mix solutions to OPTIGRAMI 2.0, a least-cost lumber grade-mix solver that relies on linear modeling. The SAS 8.2-based least-cost lumber grade-mix solver found lower cost solutions in 9 of 10 cutting bills that were tested. The SAS 8.2-based least-cost lumber grade-mix solver was packaged with ROMI 3.0, an updated version of ROMI-RIP, and provided to industry free of charge by the USDA Forest Service. The USDA Forest Service also purchased a SAS server license to allow least-cost lumber grade-mix solver users free access to SAS 8.2. However, industry users were reluctant to use the USDA Forest Service SAS server since it requires the user to enter individual cost and yield data to a government computer. This solution also required the user to have internet access and limited access to one user at any time. Thus, the goal of this research was to incorporate the least-cost lumber grade-mix solver into ROMI using the free, open source statistical package R 2.7.2. An R 2.7.2-based least-cost lumber grade-mix solver was developed and validated by comparing the R 2.7.2-based least-cost lumber grade-mix solutions to the updated SAS 9.2-based least-cost lumber grade-mix solutions. No differences were found in the least-cost lumber grade-mix solutions from either solver. Thus, a new least-cost lumber grade-mix solver using the R 2.7.2 open source statistical package was created. R 2.7.2 is installed on each personal computer on which the USDA Forest Service's ROMI rough mill simulation software is installed and, thus, no external computing resources are needed when solving the least-cost lumber grade-mix problem. / Master of Science

No / This paper presents an integration procedure for the Reynolds-averaged Navier-Stokes equations for the determination of the distribution of the streamwise velocity using the vertical component. This procedure is dedicated to the outer region and central part of channels. The proposed model is applicable to both rough and smooth flow regimes, provided the velocity at the inner-outer boundary has been properly defined. To generate a simplified expansion, a number of hypotheses are proposed, focusing in particular on the analytical modeling of the vertical component by adopting a negligible viscosity. The proposed hypotheses are validated by the experimental data existing in the literature. The proposed simplified expansion is studied through a sensitivity analysis and proved consistent in regards to model experimental data. The proposed model seems capable of demonstrating different kinds of flows, including dip phenomenon flow patterns.

Yes / The Prandtl second kind of secondary current occurs in any narrow channel flow causing velocity dip in the flow velocity distribution by introducing the anisotropic turbulence into the flow. Here, a study was conducted to explain the occurrence of the secondary current in the outer region of flow velocity distribution using a universal expression. Started from the basic Navier-Stokes equation, the velocity profile derivation was accomplished in a universal way for both smooth and rough open channel flows. However, the outcome of the derived theoretical equation shows that the smooth and rough bed flows give different boundary conditions due to the different formation of log law for smooth and rough bed cases in the inner region of velocity distribution. Detailed comparison with a wide range of different measurement results from literatures (from smooth, rough and field measured data) evidences the capability of the proposed law to represent flow under all bed roughness conditions.

We introduce a financial model for limit order book with two main features: First, the limit orders and market orders for the given asset both appear and interact with each other. Second, the high frequency trading (HFT, for short) activities are allowed and described by the scaling limit of nearly-unstable multi-dimensional Hawkes processes with power law decay. The model eventually becomes a stochastic partial differential equation (SPDE, for short) with the diffusion coefficient determined by a Volterra integral equation governed by a Hawkes process, whose Hurst exponent is less than 1/2, which makes the volatility path of the stochastic PDE rougher than that driven by a Brownian motion. We have further established the well-posedness of such a system so that a foundation is laid down for further studies in this direction.

Gray leaf spot, caused by Cercospora zeae-maydis, can be a yield-limiting factor in maize where continuous minimum tillage practices are followed. Commercial corn hybrids were evaluated for response to gray leaf spot for seven years at two Virginia locations (Shenandoah and Wythe Counties) and one year at a third location in Virginia (Montgomery County). Yield losses, when comparing resistant to susceptible classes, were approximately 2,000 kg ha⁻¹ at Wythe County in 1982, 750 kg ha⁻¹ at Shenandoah County in 1984, and 2,150 kg ha⁻¹ at Montgomery County in 1988. The inheritance of reaction to gray leaf spot was studied using a 14 inbred diallel in Montgomery and Wythe Counties, Virginia in 1987 and 1988 planted in randomized complete block designs. Resistance was found to be highly heritable and controlled by additive gene action. Inbreds producing high yielding, resistant, and agronomically superior hybrids were identified (B68, NC250, Pa875, Va14, Va17, and Va85); and several hybrids between these lines had high levels of resistance, high yield, and good general agronomic characters (B68 x KB1250, KB1250 x Pa875, and NC250 x Pa875). Currently available inbreds could be used to produce hybrids with higher levels of resistance than hybrids currently available to growers, and these could serve as a basis for gray leaf spot breeding programs. Lesion size measurements were not correlated with disease scores. Late-season photosynthesis rates were associated positively with resistance. The hybrids of some inbreds were found to produce high levels of pigment (believed to be anthocyanins) around the gray leaf spot lesions. These did not limit the size of the individual lesion later in the season. Some pigment(s)-producing genotypes were found to be resistant when the pigment character was expressed. This type of resistance must prevent or inhibit infection of the leaf but not later colonization, once established. Maize dwarf mosaic virus (MDMV) also limits maize production in some areas where johnsongrass (Sorghum halepense L.) is a problem. Resistance to MDMV was found to be mainly additive and highly heritable. However, a strong specific combining ability component was found, indicating that the background of the material receiving resistance genes may have a strong effect on the expression of resistance. Inbreds capable of producing high-yielding, resistant, and agronomically acceptable hybrids are available (B68, NC250, A632, Pa875, Va17, and Va85); and several hybrids between these lines have high levels of resistance, high yield, and good general agronomic characters (B68 x KB1250, KB1250 x Pa875, and NC250 x Pa875). / Ph. D.

The velocity fields of high Reynolds number, turbulent, wall boundary layers in non-equilibrium pressure gradients are experimentally investigated. Experiments in two wall configurations were performed; one with a hydrodynamically smooth test wall composed of flat aluminum panels, and the other with a rough surface consisting of 2 mm tall, staggered, circular cylindrical elements. A representative set of pressure gradient distributions were generated on the research wall by a systematically rotated NACA 0012 airfoil placed in a wind tunnel section to determine the functional dependence of the boundary layer formation on pressure gradient. Particle image velocimetry (PIV) was the primary measurement technique used to determine time-resolved features of the velocity flow field. newline{}newline{} It is shown that regardless of wall condition and Reynolds number, the non-equilibrium turbulent boundary layers exhibit increasingly non-local behavior with streamwise development. This is apparent as a lag to the pressure gradient distribution observed in the streamwise developing integrated boundary layer parameters. These ``history effects" are also prevalent in mean velocity profiles which are exhibited as a cross-over of the favorable and adverse pressure gradient profiles in the logarithmic layer. Similar cross-over points are observed in the Reynolds shear and normal stresses, particularly at the streamwise station downstream of the pressure gradient switch. The primary effect of the rough wall is to increase the magnitude of flow scales, and, while they exhibit the same qualitative history effects as the smooth wall, the rough wall flows show an earlier relaxation to equilibrium. Despite inherent uncertainties of indirect skin friction methods for the rough wall, the effective sandgrain roughness parameter k_s does not show a functional dependency to pressure gradient history. An evaluation of the wall-similarity hypothesis solely based on boundary layer thickness to roughness parameter ratios delta/k_s is insufficient and additional parameters such as pressure gradient histories, local roughness Reynolds numbers, and bias uncertainties due to instrument spatial resolution must be considered. / Doctor of Philosophy / In the interface between a surface and a moving fluid is the boundary layer where high shear and viscous stresses cause the bulk velocity to decrease to zero. When turbulent, this region of fluid is characterized by random, chaotic, and fluctuating motions of varying sizes. Parameters such as pressure gradients and geometric irregularities of the surface, referred to as roughness, can increase fluctuating pressures and velocities within the boundary layer and cause unwanted noise, vibration, and increased drag. Although many studies have evaluated boundary layers with either roughness or pressure gradient independently, most surfaces in practical application are susceptible to the compounding influences of both of these parameters. Thus, it is necessary to expand the current knowledge database to include complex flow fields necessary to improve data driven modeling and vehicle design.newline{}newline{} This study focuses on experimental observations of the turbulent velocity field developing in both a rough and smooth wall boundary layer that is induced to a family of bi-directional pressure gradients generated by the pressure field of a rotating airfoil inside in a wind tunnel. Through statistical observations of the velocity field it was found that the varying pressure gradients caused the flow to develop non-local dependencies such that the response of the downstream boundary layer was dependent on the upstream flow history. The principal effect of roughness was to increase the magnitude of turbulent scales, but to show the same qualitative response to the pressure gradient history as seen in a smooth wall flow. However, direct comparison of rough and smooth wall turbulence statistics by means of the ``wall-similarity hypothesis" requires careful consideration of multiple parameters including these flow histories, scales prescribed by roughness parameters, and bias errors from experiment under-resolution of the velocity field.

The main motivation behind writing this thesis was to construct numerical methods to approximate solutions to differential equations driven by rough paths, where the solution is considered in the rough path-sense. Rough paths of inhomogeneous degree of smoothness as driving noise are considered. We also aimed to find applications of these numerical methods to stochastic differential equations. After sketching the core ideas of the Rough Paths Theory in Chapter 1, the versions of the core theorems corresponding to the inhomogeneous degree of smoothness case are stated and proved in Chapter 2 along with some auxiliary claims on the continuity of the solution in a certain sense, including an RDE-version of Gronwall's lemma. In Chapter 3, numerical schemes for approximating solutions to differential equations driven by rough paths of inhomogeneous degree of smoothness are constructed. We start with setting up some principles of approximations. Then a general class of local approximations is introduced. This class is used to construct global approximations by pasting together the local ones. A general sufficient condition on the local approximations implying global convergence is given and proved. The next step is to construct particular local approximations in finite dimensions based on solutions to ordinary differential equations derived locally and satisfying the sufficient condition for global convergence. These local approximations require strong conditions on the one-form defining the rough differential equation. Finally, we show that when the local ODE-based schemes are applied in combination with rough polynomial approximations, the conditions on the one-form can be weakened. In Chapter 4, the results of Gyurko & Lyons (2010) on path-wise approximation of solutions to stochastic differential equations are recalled and extended to the truncated signature level of the solution. Furthermore, some practical considerations related to the implementation of high order schemes are described. The effectiveness of the derived schemes is demonstrated on numerical examples. In Chapter 5, the background theory of the Kusuoka-Lyons-Victoir (KLV) family of weak approximations is recalled and linked to the results of Chapter 4. We highlight how the different versions of the KLV family are related. Finally, a numerical evaluation of the autonomous ODE-based versions of the family is carried out, focusing on SDEs in dimensions up to 4, using cubature formulas of different degrees and several high order numerical ODE solvers. We demonstrate the effectiveness and the occasional non-effectiveness of the numerical approximations in cases when the KLV family is used in its original version and also when used in combination with partial sampling methods (Monte-Carlo, TBBA) and Romberg extrapolation.

Diese Dissertation behandelt Fragen aus der stochastischen Analysis und der Finanzmathematik, die sich unter dem Begriff der Robustheit zusammenfassen lassen. Zunächst betrachten wir finanzmathematische Modelle mit Arbitragemöglichkeiten. Wir identifizieren die Abwesenheit von Arbitragemöglichkeiten der ersten Art (NA1) als minimale Eigenschaft, die in jedem finanzmathematischen Modell gelten muss, und zeigen, dass (NA1) äquivalent zur Existenz eines dominierenden lokalen Martingalmaßes ist. Als Beispiel für Prozesse, die (NA1) erfüllen, studieren wir stetige lokale Martingale, die darauf bedingt werden nie Null zu treffen. Anschließend verwenden wir eine modellfreie Version der (NA1) Eigenschaft, die es erlaubt, qualitative Eigenschaften von “typischen Preistrajektorien” zu beschreiben. Hier konstruieren wir ein pfadweises Itô-Integral. Dies deutet an, dass sich typische Preispfade als rough-path-Integratoren verwenden lassen. Nun entwickeln wir mittels Fourierentwicklungen einen alternativen Zugang zur rough-path-Theorie. Wir zerlegen das Integral in drei Operatoren mit verschiedenen Eigenschaften. So wird offensichtlich, dass Integratoren mit der Regularität der Brownschen Bewegung mit ihrer Lévy-Fläche versehen werden müssen, um ein pfadweise stetiges Integral zu erhalten. Daraufhin bemerken wir, dass die Integration zweier Funktionen gegeneinander äquivalent dazu ist, eine Funktion mit der Ableitung einer anderen (im Allgemeinen eine Distribution) zu multiplizieren. In höheren Dimensionen ist das Multiplikationsproblem jedoch allgemeiner. Wir verwenden Littlewood-Paley-Theorie, um unseren Fourier-Zugang zur rough-path-Theorie auf Funktionen mehrdimensionaler Variablen zu erweitern. Wir konstruieren einen Operator, der für Funktionen mit dem punktweisen Produkt übereinstimmt und in einer geeigneten Topologie stetig ist. Nun lassen sich stochastische partielle Differentialgleichungen lösen, die bisher aufgrund von Nichtlinearitäten nicht zugänglich waren. / This thesis deals with various problems from stochastic analysis and from mathematical finance that can best be summarized under the common theme of robustness. We begin by studying financial market models with arbitrage opportunities. We identify the weak notion of absence of arbitrage opportunities of the first kind (NA1) as the minimal property that every sensible asset price model should satisfy, and we prove that (NA1) is equivalent to the existence of a dominating local martingale. As examples of processes that satisfy (NA1) but do not admit equivalent local martingale measures, we study continuous local martingales conditioned not to hit zero. We continue by working with a model free formulation of the (NA1) property, which permits to describe qualitative properties of “typical asset price trajectories”. We construct a pathwise Itô integral for typical price paths. Our results indicate that typical price paths can be used as integrators in the theory of rough paths. Next, we use a Fourier series expansion to develop an alternative approach to rough path integration. We decompose the integral into three components with different behavior. Then it is easy to see that integrators with the regularity of the Brownian motion must be equipped with their Lévy area to obtain a pathwise continuous integral operator. We now note that integrating two functions against each other is equivalent to multiplying one with the derivative of the other, which will in general only be a distribution. In higher index dimensions however, the multiplication problem is more general. We use Littlewood-Paley theory to extend our Fourier approach from rough path integrals to multiplying functions of a multidimensional index. We construct an operator which agrees with the usual product for smooth functions, and which is continuous in a suitable topology. We apply this to solve stochastic partial differential equations that were previously difficult to access due to nonlinearities.

In this thesis, we present a lattice theoretical approach to the field of approximations. Given a pair consisting of a kernel system and a closure system on an underlying lattice, one receives a lattice of approximations. We describe the theory of these lattices of approximations. Furthermore, we put a special focus on the case of concept lattices. As it turns out, approximation of formal concepts can be interpreted as traces, which are preconcepts in a subcontext. / In der vorliegenden Arbeit beschreiben wir einen verbandstheoretischen Zugang zum Thema Approximieren. Ausgehend von einem Kern- und einem Hüllensystem auf einem vollständigen Verband erhält man einen Approximationsverband. Wir beschreiben die Theorie dieser Approximationsverbände. Des Weiteren liegt dabei ein Hauptaugenmerk auf dem Fall zugrundeliegender Begriffsverbände. Wie sich nämlich herausstellt, lassen sich Approximationen formaler Begriffe als Spuren auffassen, welche diese in einem vorgegebenen Teilkontext hinterlassen.