4,534 research outputs found

    Study of flutter related computational procedures for minimum weight structural sizing of advanced aircraft, supplemental data

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    Computational aspects of (1) flutter optimization (minimization of structural mass subject to specified flutter requirements), (2) methods for solving the flutter equation, and (3) efficient methods for computing generalized aerodynamic force coefficients in the repetitive analysis environment of computer-aided structural design are discussed. Specific areas included: a two-dimensional Regula Falsi approach to solving the generalized flutter equation; method of incremented flutter analysis and its applications; the use of velocity potential influence coefficients in a five-matrix product formulation of the generalized aerodynamic force coefficients; options for computational operations required to generate generalized aerodynamic force coefficients; theoretical considerations related to optimization with one or more flutter constraints; and expressions for derivatives of flutter-related quantities with respect to design variables

    A numerical study of the existence and stability of some chaotic attractors by path integration

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    The response of a harmonically excited Duffing oscillator with chaotic response is studied by replacing the excitation by harmonic excitation plus added noise, a harmonic motion with phase perturbations, and a narrow-band filtered noise. The mean frequency and excitation energy for all the models are the same, assuming that these are basic parameters for the response of the oscillator. The resulting probability densities in the state space show that the chaotic attractor is very stable for the different kinds of perturbations. Also, a new conditional path integration method is described, which is shown to be robust and accurate while the CPU time is kept at a minimu

    Physics-based passivity-preserving parameterized model order reduction for PEEC circuit analysis

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    The decrease of integrated circuit feature size and the increase of operating frequencies require 3-D electromagnetic methods, such as the partial element equivalent circuit (PEEC) method, for the analysis and design of high-speed circuits. Very large systems of equations are often produced by 3-D electromagnetic methods, and model order reduction (MOR) methods have proven to be very effective in combating such high complexity. During the circuit synthesis of large-scale digital or analog applications, it is important to predict the response of the circuit under study as a function of design parameters such as geometrical and substrate features. Traditional MOR techniques perform order reduction only with respect to frequency, and therefore the computation of a new electromagnetic model and the corresponding reduced model are needed each time a design parameter is modified, reducing the CPU efficiency. Parameterized model order reduction (PMOR) methods become necessary to reduce large systems of equations with respect to frequency and other design parameters of the circuit, such as geometrical layout or substrate characteristics. We propose a novel PMOR technique applicable to PEEC analysis which is based on a parameterization process of matrices generated by the PEEC method and the projection subspace generated by a passivity-preserving MOR method. The proposed PMOR technique guarantees overall stability and passivity of parameterized reduced order models over a user-defined range of design parameter values. Pertinent numerical examples validate the proposed PMOR approach

    Review of modern numerical methods for a simple vanilla option pricing problem

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    Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model. The increasing complexity of these market assumptions contributes to the popularity of the numerical treatment of option valuation. Therefore, the pricing and hedging of plain vanilla options under the Black–Scholes model usually serve as a bench-mark for the development of new numerical pricing approaches and methods designed for advanced option pricing models. The objective of the paper is to present and compare the methodological concepts for the valuation of simple vanilla options using the relatively modern numerical techniques in this issue which arise from the discontinuous Galerkin method, the wavelet approach and the fuzzy transform technique. A theoretical comparison is accompanied by an empirical study based on the numerical verification of simple vanilla option prices. The resulting numerical schemes represent a particularly effective option pricing tool that enables some features of options that are depend-ent on the discretization of the computational domain as well as the order of the polynomial approximation to be captured better

    Automated visual tracking for studying the ontogeny of zebrafish swimming

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    The zebrafish Danio rerio is a widely used model organism in studies of genetics, developmental biology, and recently, biomechanics. In order to quantify changes in swimming during all stages of development, we have developed a visual tracking system that estimates the posture of fish. Our current approach assumes planar motion of the fish, given image sequences taken from a top view. An accurate geometric fish model is automatically designed and fit to the images at each time frame. Our approach works across a range of fish shapes and sizes and is therefore well suited for studying the ontogeny of fish swimming, while also being robust to common environmental occlusions. Our current analysis focuses on measuring the influence of vertebra development on the swimming capabilities of zebrafish. We examine wild-type zebrafish and mutants with stiff vertebrae (stocksteif) and quantify their body kinematics as a function of their development from larvae to adult (mutants made available by the Hubrecht laboratory, The Netherlands). By tracking the fish, we are able to measure the curvature and net acceleration along the body that result from the fish's body wave. Here, we demonstrate the capabilities of the tracking system for the escape response of wild-type zebrafish and stocksteif mutant zebrafish. The response was filmed with a digital high-speed camera at 1500 frames s–1. Our approach enables biomechanists and ethologists to process much larger datasets than possible at present. Our automated tracking scheme can therefore accelerate insight in the swimming behavior of many species of (developing) fish

    A new code for orbit analysis and Schwarzschild modelling of triaxial stellar systems

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    We review the methods used to study the orbital structure and chaotic properties of various galactic models and to construct self-consistent equilibrium solutions by Schwarzschild's orbit superposition technique. These methods are implemented in a new publicly available software tool, SMILE, which is intended to be a convenient and interactive instrument for studying a variety of 2D and 3D models, including arbitrary potentials represented by a basis-set expansion, a spherical-harmonic expansion with coefficients being smooth functions of radius (splines), or a set of fixed point masses. We also propose two new variants of Schwarzschild modelling, in which the density of each orbit is represented by the coefficients of the basis-set or spline spherical-harmonic expansion, and the orbit weights are assigned in such a way as to reproduce the coefficients of the underlying density model. We explore the accuracy of these general-purpose potential expansions and show that they may be efficiently used to approximate a wide range of analytic density models and serve as smooth representations of discrete particle sets (e.g. snapshots from an N-body simulation), for instance, for the purpose of orbit analysis of the snapshot. For the variants of Schwarzschild modelling, we use two test cases - a triaxial Dehnen model containing a central black hole, and a model re-created from an N-body snapshot obtained by a cold collapse. These tests demonstrate that all modelling approaches are capable of creating equilibrium models.Comment: MNRAS, 24 pages, 18 figures. Software is available at http://td.lpi.ru/~eugvas/smile
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