A compressible Navier-Stokes code for turbulent flow modeling

An implicit, finite volume code for solving two dimensional, compressible turbulent flows is described. Second order upwind differencing of the inviscid terms of the equations is used to enhance stability and accuracy. A diagonal form of the implicit algorithm is used to improve efficiency. Several zero and two equation turbulence models are incorporated to study their impact on overall flow modeling accuracy. Applications to external and internal flows are discussed

Impact of turbulence modeling on numerical accuracy and efficiency of compressible flow simulations

Discussed is the numerical implementation of turbulence models used in viscous compressible flow simulations and their performance described with respect to numerical accuracy, efficiency and stability. The basic approach utilizes the Reynolds-averaged compressible Navier-Stokes equations in which the Reynolds stresses and heat fluxes are mathematically modeled by suitable turbulence models. The turbulence models investigated include zero-, one-, and two-equation eddy viscosity models. The flow fields investigated include theoretical and supersonic flows about two-dimensional and axisymmetric bodies. Discussions concerning the numerical implementation of models include differencing procedures and boundary conditions used to assume numerical stability and accuracy. Numerical performance is also evaluated by comparing computations with experimental results

A generalized averaging method for linear differential equations with almost periodic coefficients

Generalized averaging method for linear differential equations with almost periodic coefficient

Markov-Switching GARCH Modelling of Value-at-RisK

This paper proposes an asymmetric Markov regime-switching (MS) GARCH model to estimate value-at-risk (VaR) for both long and short positions. This model improves on existing VaR methods by taking into account both regime change and skewness or leverage effects. The performance of our MS model and single-regime models is compared through an innovative backtesting procedure using daily data for UK and US market stock indices. The findings from exceptions and regulatory-based tests indicate the MS-GARCH specifications clearly outperform other models in estimating the VaR for both long and short FTSE positions and also do quite well for S&P positions. We conclude that ignoring skewness and regime changes has the effect of imposing larger than necessary conservative capital requirements

Creep and microstructure evolution in nickel superalloys

This thesis presents work carried out to develop the understanding of microstructural evolution and the corresponding macroscopic creep that occurs in nickel superalloys at gas-turbine operating conditions. In-situ time-of-flight (TOF) neutron diffraction creep experiments were performed in order to measure the change in lattice d-spacing of both [gamma] and [gamma]' in the CMSX-4 single crystal nickel superalloy. The loading responses of both phases are distinct. The d-spacing evolution of [gamma] and [gamma]'shows markedly different behaviour in the primary and tertiary creep regimes, suggesting different deformation mechanisms. The lattice strain evolution is interpreted in light of current dislocation theories. It is generally assumed that at gas-turbine operating temperatures, [gamma]coarsens according - R [is propotional to] 3[root]t, where -R is the mean radius and t is time. Heat-treatments were performed on samples of multimodal Ni115 to investigate this assumption. Electron microscopy was used to analyze the samples post heat-treatment, and the frequency distribution of radii was calculated. It is shown that a transient period can exist for thousands of hours, and the above coarsening rate is not valid. An existing LSW-based model is further developed to model the coarsening kinetics of a superalloy in real time and real radii for the first time, and model predictions are compared to experiment. The creep properties of different [gamma] distributions in the Ni115 nickel superalloy produced by heat-treatment were examined. At the stresses and temperatures employed it is shown that particle bypass cannot occur by cutting or bowing and so presumably occurs by a climb-glide motion. The Dyson creep model is a microstructure based climb-glide bypass model for unimodal distributions. It is developed further to account for bimodal distributions and the predictions compared to experiment. The fine [gamma], when present, controls dislocation motion, seen in both experiment and model predictions

Cloud properties as deduced from satellite observation

The three major accomplishments of this project are presented. The first was the simultaneous observations from both satellite and in situ aircraft of the effects of ship exhaust on cloud microphysics and the consequent changes in cloud reflectivity. Second, the satellite observations collected during the FIRE marine stratocumulus intensive field operation (IFO) were analyzed to reveal differences in the reflectivities of uniform and broken clouds. Third, the relationship between liquid water path and cloud reflectivity was examined