Dissertations / Theses on the topic 'Quadrature method of moment'
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Ali, Shaukat. "Direct quadrature conditional moment closure for turbulent non-premixed combustion." Thesis, Queen Mary, University of London, 2014. http://qmro.qmul.ac.uk/xmlui/handle/123456789/7868.
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The accurate description of the turbulence chemistry interactions that can determine chemical conversion rates and flame stability in turbulent combustion modelling is a challenging research area. This thesis presents the development and implementation of a model for the treatment of fluctuations around the conditional mean (i.e., the auto-ignition and extinction phenomenon) of realistic turbulence-chemistry interactions in computational fluid dynamics (CFD) software. The wider objective is to apply the model to advanced combustion modelling and extend the present analysis to larger hydrocarbon fuels and particularly focus on the ability of the model to capture the effects of particulate formation such as soot. A comprehensive approach for modelling of turbulent combustion is developed in this work. A direct quadrature conditional moment closure (DQCMC) method for the treatment of realistic turbulence-chemistry interactions in computational fluid dynamics (CFD) software is described. The method which is based on the direct quadrature method of moments (DQMOM) coupled with the Conditional Moment Closure (CMC) equations is in simplified form and easily implementable in existing CMC formulation for CFD code. The observed fluctuations of scalar dissipation around the conditional mean values are captured by the treatment of a set of mixing environments, each with its pre-defined weight. In the DQCMC method the resulting equations are similar to that of the first-order CMC, and the “diffusion in the mixture fraction space” term is strictly positive and no correction factors are used. Results have been presented for two mixing environments, where the resulting matrices of the DQCMC can be inverted analytically. Initially the DQCMC is tested for a simple hydrogen flame using a multi species chemical scheme containing nine species. The effects of the fluctuations around the conditional means are captured qualitatively and the predicted results are in very good agreement with observed trends from direct numerical simulations (DNS). To extend the analysis further and validate the model for larger hydrocarbon fuel, the simulations have been performed for n-heptane flame using detailed multi species chemical scheme containing 67 species. The hydrocarbon fuel showed improved results in comparison to the simple hydrogen flame. It suggests that higher hydrocarbons are more sensitive to local scalar dissipation rate and the fluctuations around the conditional means than the hydrogen. Finally, the DQCMC is coupled with a semi-empirical soot model to study the effects of particulate formation such as soot. The modelling results show to predict qualitatively the trends from DNS and are in very good agreement with available experimental data from a shock tube concerning ignition delays time. Furthermore, the findings suggest that the DQCMC approach is a promising framework for soot modelling.
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Pollack, Martin [Verfasser]. "Quadrature based moment methods for sprays and turbulent premixed combustion / Martin Pollack." München : Verlag Dr. Hut, 2021. http://d-nb.info/1232847070/34.
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Hubrich, Simeon [Verfasser]. "The hierarchical finite cell method for nonlinear problems: moment fitting quadratures, basis function removel, and remeshing / Simeon Hubrich." Hamburg : Universitätsbibliothek der Technischen Universität Hamburg-Harburg, 2021. http://d-nb.info/1236991451/34.
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Friedrich, Markus [Verfasser]. "Modellierung und numerische Simulation der Diesel-Direkteinspritzung auf Basis einer Eulerschen Beschreibung des Kraftstoffsprays unter Verwendung der Direct Quadrature Method of Moments / Markus Friedrich." München : Verlag Dr. Hut, 2012. http://d-nb.info/102582119X/34.
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Chen, Heli. "The quadrature discretization method and its applications." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/tape15/PQDD_0002/NQ34540.pdf.
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Su, Haozhe. "Advancing the quadrature method in option pricing." Thesis, University of Nottingham, 2018. http://eprints.nottingham.ac.uk/53505/.
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This thesis advances the research on the quadrature (QUAD) method. We aim to make it more computationally efficient, apply it to different underlying processes and even develop a new breed of QUAD method. QUAD is efficient in many ways except when it comes to options with early exercise opportunities such as Bermudan or American options. We develop a series of acceleration techniques for the QUAD method to improve its implementation. After that, we show how to apply the accelerated QUAD method to pricing American options under lognormal jump diffusion and stochastic volatility jump diffusion processes. QUAD is more efficient in dealing with jump processes compared with other numerical techniques such as the finite difference method and the Monte Carlo method, as long as the transition probability density of those processes are known. When the transition probability density is not known in closed-form, this thesis explores a new approach by combining the finite difference method with QUAD (FD-QUAD) - since density can be calculated numerically using the finite difference methods. Overall, this thesis greatly improves and advances the quadrature method in option pricing.
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Wunsch, Dirk. "Theoretical and numerical study of collision and coalescence - Statistical modeling approaches in gas-droplet turbulent flows." Thesis, Toulouse, INPT, 2009. http://www.theses.fr/2009INPT031H/document.
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Ce travail consiste en une étude des phénomènes de coalescence dans un nuage de gouttes, par la simulation numérique directe d'un écoulement turbulent gazeux, couplée avec une approche de suivi Lagrangien pour la phase dispersée. La première étape consiste à développer et valider une méthode de détection des collisions pour une phase polydispersée. Elle est ensuite implémentée dans un code couplé de simulation directe et de suivi Lagrangien existant. Des simulations sont menées pour une turbulence homogène isotrope de la phase continue et pour des phases dispersées en équilibre avec le fluide. L'influence de l'inertie des gouttes et de la turbulence sur le taux de coalescence des gouttes est discutée dans un régime de coalescence permanente. Un aperçu est donné de la prise en compte d'autres régimes de collision et de coalescence entre gouttes. Ces simulations sont la base de développement et de validation des approches utilisées dans les calculs à l'échelle industrielle. En particulier, les résultats des simulations sont comparés avec les prédictions d'une approche Lagrangienne de type Monte-Carlo et de l'approche Eulerienne 'Direct Quadrature Method of Moments' (DQMOM). Différents types de fermeture des termes de coalescence sont validés. Les uns sont basés sur l'hypothèse de chaos-moléculaire, les autres sont capables de prendre en compte des corrélations de vitesses des gouttes avant la collision. Il est montré que cette derniere approche prédit beaucoup mieux le taux de coalescence par comparaison avec les résultats des simulations déterministesCoalescence in a droplet cloud is studied in this work by means of direct numerical simulation of the turbulent gas flow, which is coupled with a Lagrangian tracking of the disperse phase. In a first step, a collision detection algorithm is developed and validated, which can account for a polydisperse phase. This algorithm is then implemented into an existing code for direct numerical simulations coupled with a Lagrangian tracking scheme. Second, simulations are performed for the configuration of homogeneous isotropic turbulence of the fluid phase and a disperse phase in local equilibrium with the fluid. The influence of both droplet inertia and turbulence intensity on the coalescence rate of droplets is discussed in a pure permanent coalescence regime. First results are given, if other droplet collision outcomes than permanent coalescence (i.e. stretching and reflexive separation) are considered. These results show a strong dependence on the droplet inertia via the relative velocity of the colliding droplets at the moment of collision. The performed simulations serve also as reference data base for the development and validation of statistical modeling approaches, which can be used for simulations of industrial problems. In particular, the simulation results are compared to predictions from a Lagrangian Monte-Carlo type approach and the Eulerian 'Direct Quadrature Method of Moments' (DQMOM) approach. Different closures are validated for the coalescence terms in these approaches, which are based either on the assumption of molecular-chaos, or based on a formulation, which allows to account for the correlation of droplet velocities before collision by the fluid turbulence. It is shown that the latter predicts much better the coalescence rates in comparison with results obtained by the performed deterministic simulations
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Akman, Makbule. "Differential Quadrature Method For Time-dependent Diffusion Equation." Master's thesis, METU, 2003. http://etd.lib.metu.edu.tr/upload/1224559/index.pdf.
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This thesis presents the Differential Quadrature Method (DQM) for solving time-dependent or heat conduction problem. DQM discretizes the space derivatives giving a system of ordinary differential equations with respect to time and the fourth order Runge Kutta Method (RKM) is employed for solving this system. Stabilities of the ordinary differential equations system and RKM are considered and step sizes are arranged accordingly.
The procedure is applied to several time dependent diffusion problems and the solutions are presented in terms of graphics comparing with the exact solutions. This method exhibits high accuracy and efficiency comparing to the other numerical methods.
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Collowald, Mathieu. "Problèmes multivariés liés aux moments : applications de la reconstruction de formes linéaires sur l'anneau des polynômes." Thesis, Nice, 2015. http://www.theses.fr/2015NICE4139/document.
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Cette thèse porte sur la reconstruction de formes linéaires sur l'anneau des polynômes dans le cas multivarié et ses applications. Nous proposons des outils théoriques et algorithmiques permettant de résoudre des problèmes liés aux moments : la reconstruction de polytopes convexes à partir de leurs moments et la recherche de cubatures. L'algorithme numérique proposé pour reconstruire des polytopes utilise des méthodes numériques utilisées précédemment pour le cas des polygones, ainsi que les identités de Brion reliant moments directionnels et sommets projetés. Un polyèdre à 57 sommets - la coupe d'un diamant - est ainsi reconstruit. Pour la recherche de cubatures, nous adaptons la méthode de Prony univariée en une méthode multivariée à l'aide des opérateurs de Hankel. Un problème de complétion de matrices est aussi résolu grâce au théorème d'extension plate de Curto-Fialkow. Nous expliquons ainsi la recherche de cubatures à l'aide des matrices de moments, connue dans la littérature. La symétrie, qui est ici un élément naturel, réduit la complexité algorithmique. Nous prouvons qu'une diagonalisation par blocs des matrices concernées est alors possible. De ces blocs et à l'aide de la matrice de multiplicités d'un groupe fini, des conditions nécessaires à l'existence de cubatures sont obtenues. Pour une mesure, un degré et un nombre de nœuds donnés, notre algorithme certifie tout d'abord l'existence de cubatures et ensuite calcule ses poids et nœuds. De nouvelles cubatures ont ainsi été trouvées : soit en complétant celles connues pour une mesure et un degré donnés, soit en ajoutant des cubatures de degrés supérieurs pour une mesure donnéeThis thesis deals with the reconstruction of linear forms on the polynomial ring and its applications. We propose theoretical and algorithmic tools to solve multivariate moment problems: the reconstruction of convex polytopes from their moments (shape-from-moments) and the search for cubatures. The numerical algorithm we propose to reconstruct polytopes uses numerical methods previously known in the case of polygons, and also Brion's identities that relate directional moments and projected vertices. A polyhedron with 57 vertices – a diamond cut – is thus reconstructed. Concerning the search for cubatures, we adapt the univariate Prony's method into a multivariate method thanks to Hankel operators. A matrix completion problem is then solved with a basis-free version of Curto-Fialkow's flat extension theorem. We explain thus the moment matrix approach to cubatures, known in the litterature. Symmetry is here a natural ingredient and reduces the algorithmic complexity. We show that a block diagonalisation of the involved matrices is possible. Those blocs and the matrix of multiplicities of a finite group provide necessary conditions on the existence of cubatures. Given a measure, a degree and a number of nodes, our algorithm first certify the existence of cubatures and then compute the weights and nodes. New cubatures have been found: either by completing the ones known for a given measure and degree, or by adding cubatures with a higher degree for a given measure
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Tekin, Íbrahim. "Moment method solution for junction problems /." The Ohio State University, 1997. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487948807586872.
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RIBACK, CARLOS RENATO. "AN AMPLIFIER LINEARIZATION METHOD BASED ON A QUADRATURE BALANCED STRUCTURE." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2001. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=1804@1.
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MARINHA DO BRASILO presente trabalho apresenta uma estrutura balanceada em quadratura para linearização de amplificadores de potência em RF e microondas. Várias técnicas de linearização têm sido utilizadas para reduzir a intermodulação. Alguns exemplos, tais como Feedback, Pre-distorsion e Feedforward, podem ser mencionados. A característica ímpar de nosso arranjo é que ele não precisa de ajustes, enquanto que os outros métodos precisam. A desvantagem de nosso arranjo é que ele reduz apenas os produtos de intermodulação de terceira ordem. Um trabalho prático foi conduzido, mostrando que nosso arranjo é capaz de reduzir o conteúdo de intermodulação de terceira ordem em até 17 dB.
The present work introduces a quadrature balanced structure for linearization of RF and microwave amplifiers. Several linearization techniques have been used to reduce intermodulation products. Some examples such as Feedback, Pre-distorsion and Feedforward may be mentioned. The unique feature of our arrangment is that it does not need adjustments, while the other methods do. The drawback of our arrangement is that it only reduces the third-order intermodulation products. A pratical work was carried out, showing that our arrangement is able to reduce the third-order intermodulation content up to 17 dB.
EL presente trabajo presenta una extructura balanceada en cuadratura para linealización de amplificadores de potencia en RF y microondas. Varias técnicas de linealización han sido utilizadas para reducir la intermodulación. Algunos ejemplos como Feedback, Pre-distorsion y Feedforward, pueden ser mencionados. La principal ventaja de nuestro arreglo frente a los otros métodos es que éste no precisa de ajustes. La desventaja de nuestro arreglo es que reduce solamente los produtos de intermodulación de tercer orden. Se condujo un trabajo práctico, mostrando que nuestro arreglo es capaz de reducir el contenido de intermodulación de tercera orden en hasta 17 dB.
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Davidson, David Bruce. "Parallel algorithms for electromagnetic moment method formulations." Thesis, Stellenbosch : Stellenbosch University, 1991. http://hdl.handle.net/10019.1/69369.
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Thesis (PhD) -- Stellenbosch University, 1991.ENGLISH ABSTRACT: This dissertation investigates the moment method solution of electromagnetic radiation and scattering problems using parallel computers. In particular, electromagnetically large problems with arbitrary geometries are considered. Such problems require a large number of unknowns to obtain adequate approximate solutions, and make great computational demands. This dissertation considers in detail the efficient exploitation of the potential offered by parallel computers for solving such problems, and in particular the class of local memory Multiple Instruction, Multiple Data systems. A brief history of parallel computing is presented. Methods for quantifying the efficiency of parallel algorithms are reviewed. The use of pseudo-code for documenting algorithms is discussed and a pseudo-code notation is defined that is used in later chapters. A new parallel conjugate gradient algorithm, suitable for the solution of general systems of linear equations with complex values, is presented. A method is described to handle efficiently the Hermitian transpose of the matrix required by the algorithm. Careful attention is paid to the theoretical analysis of the algorithm's parallel properties (in particular, speed-up and efficiency). Pseudo-code is presented for the algorithms. Timing results for a moment method code, running on a transputer array and using this conjugate gradient solver, are presented and compared to the theoretical predictions. A parallel LU algorithm is described and documented in pseudo-code. A new graphical description of the algorithm is presented that simplifies the identification of the parallelism and the analysis of the algorithm. The use of formal methods for extracting parallelism via the use of invariants is presented and new examples given. The speed-up and efficiency of the algorithm are analyzed theoretically, using new methods that are simpler than those described in the literature. Techniques for optimizing the efficiency of parallel algorithms are introduced, and illustrated with pseudo-code. New parallel forward and backward substitution algorithms using the data distribution required for the parallel LV algorithm are described, and documented with pseudo-code. Results obtained with a Occam 2 moment method code running on a transputer array using these parallel LU solver and substitution algorithms are presented and compared with the theoretical predictions. PARNEC, a new Occam 2 implementation of the thin-wire core of NEC2, is discussed. The basic 'theory of NEC2 is reviewed. Problems with early attempts at combining Occam and FORTRAN are reported. Methodologies for re-coding an old code written in an unstructured language in a. modern structured language are discussed. Methods of parallelizing the matrix generation are discussed. The accuracy of large moment method formulations is investigated, as is the effect of machine precision on the solutions. The use of the biconjugate gradient method to accelerate convergence is briefly considered and rejected. The increased size of problem that can be handled by PARNEC, running on a transputer array, is demonstrated. Conclusions are dra.wn regarding the contributions of this dissertation to the development of efficient parallel electromagnetic moment method algorithms.
AFRIKAANSE OPSOMMING: Hierdie proefskrif ondersoek die momentmetode oplossing van elektromagnetiese straling- en strooiingprobleme d.m.v. multiverwerkers. In besonder, elektromagneties groot probleme met arbitrere geometriee word beskou. Sulke probleme vereis 'n groot aantal onbekendes om 'n voldoende benaderde oplossing te kry, en stel groot berekenings vereistes. Hierdie proefskrif beskou in detail die doeltreffende benutting van die potensiaal wat multiverwerkers vir sulke problem hied, in besonder die klas van lokale geheue Veelvoudige Instruksie, Veelvoudige Data stelsels. 'n Kort geskiedenis van multiverwerkers word gegee. Metodes vir die kwantifisering van die effektiwiteit van multiverwerkers word hersien. Die . gebruik van pseudokode vir die dokumentering van algoritmes word bespreek en 'n pseudokode notasie word gedefinieer wat gebruik word in latere hoofstukke. 'n Nuwe parallelle toegevoegde helling-algoritme wat geskik is vir die oplossing van algemene stelsels van lineere vergelykings word aangebied. 'n Metode word beskryf om op 'n doeltreffende wyse die Hermitiese transponent van die matriks, wat deur die algoritme benodig word, te hanteer. Sorgvuldige aandag word aan die teoretiese analise van die paralleleienskappe van die algoritme gegee (in die besonder, versnelling en doeltreffendheid). Pseudokode word aangebied vir die algoritmes. Resultate vir die looptyd van 'n momentmetode program, wat op 'n transputerskikking loop, word gegee en vergelyk met die teoretiese voorspellings. 'n Parallelle L U algoritme word beskryf en gedokumenteer in pseudokode. 'n Nuwe grafiese beskrywing van die algoritme, wat die identifikasie van parallelisme en die analise van die algoritme vergemaklik, word gegee. Die gebruik van formele metodes vir die onttrekking van parallelisme d.m.v. invariante word getoon en nuwe voorbeelde word gegee. Die versnelling en doeltreffendheid van die algoritme word teoreties geanaliseer, d.m.v. nuwe metodes wat eenvoudiger is as die wat in die literatuur beskryf word. Tegnieke vir die optimering van die doeltreffendheid van parallelle algoritmes word ingevoer, en gelllustreer met pseudokode. Nuwe parallelle voor- en truwaarts-substitusie algoritmes wat die data verspreiding van die parallelle LU algoritme gebruik word beskryf, en gedokumenteer met pseudokode. Resultate verkry met 'n Occam 2 momentmetode program wat op 'n transputerskikking loop en die parallelle L U en substit'usie algoritmes gebruik, word gegee en vergelyk met teoretiese voorspellings. PARNEC, 'n nuwe Occam 2 implementering van die dun-draad kern van NEC2, word bespreek. Die basiese teorie van NEC2 word opgesom. Verslag word gedoen oor probleme met vroee pogings orh Occam en FORTRAN te kombineer. Metodes om 'n ou program, geskryf in 'n ongestruktureerde taal, in 'n moderne gestruktureerde taal te herskryf word bespreek. Metodes om die matriksopwekking te paralleliseer word bespreek. Die akkuraatheid van groot momentmetode formulerings word ondersoek, asook die effek van masjienpresisie op die oplossings. Die gebruik van die dubbeltoegevoegde helling-metode om konvergensie te versnel word kortliks beskou en verwerp. Die vergrote probleemgrootte, wat met PARNEC op- 'n transputerskikking uitgevoer kan word, word gedemonstreer. Gevolgtrekkings word gemaak rakende die bydraes van hierdie proefskrif tot die ontwikkeling van doeltreffende parallelle elektromagnetiese momentmetode algoritmes.
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Davis, Clayton Paul. "Understanding and Improving Moment Method Scattering Solutions." Diss., CLICK HERE for online access, 2004. http://contentdm.lib.byu.edu/ETD/image/etd620.pdf.
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Wang, Hanyang. "Moment method analysis of slotted waveguide antennas incorporating finite element method." Thesis, Heriot-Watt University, 1994. http://hdl.handle.net/10399/1350.
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Fantuzzi, Nicholas <1984>. "Generalized Differential Quadrature Finite Element Method applied to Advanced Structural Mechanics." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5932/1/fantuzzi_nicholas_tesi.pdf.
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Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years.
DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method.
However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).
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Fantuzzi, Nicholas <1984>. "Generalized Differential Quadrature Finite Element Method applied to Advanced Structural Mechanics." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2013. http://amsdottorato.unibo.it/5932/.
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Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years.
DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method.
However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).
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Noall, Steve T. "A Wideband Precision Quadrature Phase Shifter." BYU ScholarsArchive, 2011. https://scholarsarchive.byu.edu/etd/2773.
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A new circuit is proposed that uses an RC-CR filter in a feedback configuration to achieve a wideband precision quadrature phase shift with constant amplitude response. Such a circuit can be used to perform image rejection in a low IF receiver using the Hartley method. Simulation results show that the circuit can achieve an average image rejection ratio of 50 dB over a 16 MHz bandwidth. The feedback loop enables the circuit to maintain high accuracy over process and temperature.
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Shin, Changmock. "Entropy Based Moment Selection in Generalized Method of Moments." NCSU, 2005. http://www.lib.ncsu.edu/theses/available/etd-06072005-112026/.
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GMM provides a computationally convenient estimation method and the resulting estimator can be shown to be consistent and asymptotically normal under the fairly moderate regularity conditions. It is widely known that the information content in the population moment condition has impacts on the quality of the asymptotic approximation to finite sample behavior. This dissertation focuses on a moment selection procedure that leads us to choose relevant (asymptotically efficient and non-redundant) moment conditions in the presence of weak identification. The contributions of this dissertation can be characterized as follows: in the framework of linear model, (i) the concept of nearly redundant moment conditions is introduced and the connection between near redundancy and weak identification is explored; (ii) performance of RMSC(c) is evaluated when weak identification is a possibility but the parameter vector to be estimated is not weakly identified by the candidate set of moment conditions; (iii) performance of RMSC(c) is also evaluated when the parameter vector is weakly identified by the candidate set; (iv) a combined strategy of Stock and Yogo's (2002) test for weak identification and RMSC(c) is introduced and evaluated; (v) (i) and (ii) are extended to allow for nonlinear dynamic models. The subsequent simulation results support the analytical findings: when only a part of instruments in the set of possible candidates for instruments are relevant and the others are redundant given all or some of the relevant ones, RMSC(c) chooses all the relevant instruments with high probabilities and improves the quality of the post-selection inferences; when the candidates are in order of their importance, a combined strategy of Stock and Yogo's (2002) pretest and RMSC(c) improves the post-selection inferences, however it tends to select parsimonious models; when all the possible candidates are equally important, it seems that RMSC(c) does not provide any merits. However, in the last case, asymptotic efficiency and non-redundancy can be achieved by basing the estimation and inference on all the possible candidates.
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Borgsmiller, Jeffrey T. "Simplified method for design or moment end-plate connections." Thesis, This resource online, 1995. http://scholar.lib.vt.edu/theses/available/etd-07212009-040533/.
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Saadat, Sajedeh, and Timo Kudljakov. "Deterministic Quadrature Formulae for the Black–Scholes Model." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54612.
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There exist many numerical methods for numerical solutions of the systems of stochastic differential equations. We choose the method of deterministic quadrature formulae proposed by Müller–Gronbach, and Yaroslavtseva in 2016. The idea is to apply a simplified version of the cubature in Wiener space. We explain the method and check how good it works in the simplest case of the classical Black–Scholes model.
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Ragusa, Giuseppe. "Essays on moment conditions models econometrics /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2005. http://wwwlib.umi.com/cr/ucsd/fullcit?p3170252.
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Thomassier, Vincent 1971. "Electromagnetic backscattering from penetrable rough surfaces based on moment method." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/42776.
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Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.Includes bibliographical references (leaves 91-95).
by Vincent Thomassier.
M.S.
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Challa, Subhash. "Nonlinear state estimation and filtering with applications to target tracking problems." Thesis, Queensland University of Technology, 1998.
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Moradi, Shapour. "Application of differential quadrature method to the analysis of delamination buckling of laminated composites." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape8/PQDD_0008/NQ39323.pdf.
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Zhang, Su Qing. "Electromagnetic field measurement using an optically modulated array technique." Thesis, University of Oxford, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.359455.
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Walters, William Jonathan. "Development of the Adaptive Collision Source Method for Discrete Ordinates Radiation Transport." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/52242.
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A novel collision source method has been developed to solve the Linear Boltzmann Equation (LBE) more efficiently by adaptation of the angular quadrature order. The angular adaptation method is unique in that the flux from each scattering source iteration is obtained, with potentially a different quadrature order used for each. Traditionally, the flux from every iteration is combined, with the same quadrature applied to the combined flux. Since the scattering process tends to distribute the radiation more evenly over angles (i.e., make it more isotropic), the quadrature requirements generally decrease with each iteration. This method allows for an optimal use of processing power, by using a high order quadrature for the first few iterations that need it, before shifting to lower order quadratures for the remaining iterations. This is essentially an extension of the first collision source method, and is referred to as the adaptive collision source (ACS) method. The ACS methodology has been implemented in the 3-D, parallel, multigroup discrete ordinates code TITAN. This code was tested on a variety of test problems including fixed-source and eigenvalue problems. The ACS implementation in TITAN has shown a reduction in computation time by a factor of 1.5-4 on the fixed-source test problems, for the same desired level of accuracy, as compared to the standard TITAN code.Ph. D.
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Lokensgard, Rolf M. "A moment plotting method for characterizing aircraft fatigue data population distributions." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1993. http://handle.dtic.mil/100.2/ADA275500.
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Waldron, Rupert James. "Moment method analysis and characterisation of printed wire microstrip spiral antennas." Thesis, University of Sheffield, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.264748.
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TEIXEIRA, FERNANDO LISBOA. "APPLICATION OF MOMENT METHOD IN THE ANALISYS OF CIRCULARLY SYMMETRIC REFLECTS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1995. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8639@1.
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CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICOTELECOMUNICAÇÕES BRASILEIRAS S/A
Estuda-se o espalhamento de ondas eletromagnéticas por condutores elétricos perfeitos com simetria de revolução. A formulação envolve a solução da Equação Integral para o Campo Elétrico (EFIE), aplicável a superfícies fechadas ou abertas, utilizado-se o Método dos Momentos com funções teste iguais às funções base (alternativa de Galerkin). São empregadas três diferentes classes de funções base: locais (triângulos e retângulos), globais (senos e cossenos) e limitadas em banda (funções sampling-like). Os resultados da análise (determinação da densidade de corrente elétrica induzida por uma onda plana axialmente incidente) de diversos tipos de objetos canônicos (esferas, discos e cone-esferas) ao utilizar-se as duas primeiras classes são comparados com aqueles encontráveis na literatura. Em seguida, analisa-se (determinação da corrente induzida, do campo espalhado e do campo irradiado com uma fonte esférica pontual situada no foco) refletores axialmente simétricos (parabolóides e hiperbolóides) com diâmetro entre 10 e 20 (lambda) empregando-se as três classes. É feita uma comparação entre os resultados variando-se o número de funções base por comprimento de onda para cada classe e os resultados obtidos ao empregar-se a Ótica Física (PO).
The problem of electromagnetic scattering from perfectly conducting circularly symmetric bodies is considered. The mathematical formulation herein employed uses the Electrical Field Integral Equation (EFIE), which is applicable to either open or closed surfaces. The solution is effected by the Method of Moments. Test functions are chosen to be equal to basis functions (Galerkin´s alternative). Three different classes of basis functions are studied: local (pulses and triagles), global (sines and cossines) and band-limited ones (sampling-like functions). Results from the analysis (i. E., determination of induced electric currents)of different Kinds of cononical scatters (spheres, discs and cone-spheres) illuminated by an axially incident plane wave, using local and global functions, are compared with results found in the literature. In addition, circularly symmetric reflector antennas (paraboloids and hyperboloids with diameters between 10-20 lambda) are analyzed using the three different classes. The analysis involves the determination of induced currents, scattered and radiated fielsd. A comparision is made among the results obtained when employing different numbers of basis funcions and with the ones derived from Physical Optics (PO) approxomation.
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Li, Lena Le Carleton University Dissertation Engineering Electronics. "A moment method for statistical analysis of High speed VLSI interconnects." Ottawa, 1995.
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Martin, Scott Montgomery. "The conditional moment closure method for modeling lean premixed turbulent combustion /." Thesis, Connect to this title online; UW restricted, 2003. http://hdl.handle.net/1773/7088.
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Smith, Nigel Stuart Allen. "Development of the conditional moment closure method for modelling turbulent combustion." Phd thesis, Department of Mechanical and Mechatronic Engineering, 1994. http://hdl.handle.net/2123/8917.
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Miri, Seyedalireza. "Numerical Solution of Moment Equations Using the Discontinuous-Galerkin Hancock Method." Thesis, Université d'Ottawa / University of Ottawa, 2019. http://hdl.handle.net/10393/38678.
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Moment methods from the kinetic theory of gases exist as an alternative to the Navier-Stokes model. Models in this family are described by first-order hyperbolic PDEs with local relaxation. They provide a natural treatment for non-equilibrium effects and expand the regime for which the model is physically applicable past the
Navier-Stokes level (when the continuum assumption breaks down).
Discontinuous-Galerkin (DG) methods are very well suited for distributed parallel solution of first-order PDEs. This is because the optimal locality of the method
minimizes needed communication between computational processes. One highly efficient, coupled space-time DG method that achieves third-order accuracy in both
space and time while using only linear elements is the discontinuous-Galerkin Hancock (DGH) scheme, which was specifically designed for the efficient solution of PDEs resulting from moment closures. Third-order accuracy is obtained through the use of a technique originally proposed by Hancock. The combination of moment methods with the DGH discretization leads to a very efficient numerical treatment for viscous compressible gas flows that is accurate both in and out of local thermodynamic equilibrium.
This thesis describe the first-ever implementation of this scheme for the solution
of moment equations on large-scale distributed-memory computers. This implementation uses solution-directed automatic mesh refinement to increase accuracy while reducing cost. A linear hyperbolic-relaxation equation is used to verify the order of accuracy of the scheme. Next a supersonic compressible Euler case is used to demonstrate the mesh refinement as well as the scheme’s ability to capture sharp discontinuities. Third, a moment-closure is then used to compute a viscous mixing layer. This serves to demonstrate the ability of the first-order PDEs and the DG scheme to efficiently compute viscous solutions. A moment-closure is used to compute the solution for Stokes flow past a circular cylinder. This case reinforces the hyperbolic PDEs’ ability to accurately predict viscous phenomena. As this case is very low speed, it also demonstrates the numerical technique’s ability to accurately solve problems that are ill-conditioned due to the extremely low Mach number. Finally, the parallel efficiency of the scheme is evaluated on Canada’s largest supercomputer.
It may be surprising to some that viscous flow behaviour can be accurately predicted by first-order PDEs. However, the applicability of hyperbolic moment methods to both continuum and non-equilibrium gas flows is now well established. Such a first-order treatment brings many physical and computational advantages to gas flow prediction.
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Zhou, Wang. "Saddlepoint approximations for student's t-statistic without moment conditions /." View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?MATH%202004%20ZHOU.
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Mirfakhraei, Pirooz. "Application of the differential quadrature method to the buckling analysis of cylindrical shells and tanks." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape8/PQDD_0021/NQ46534.pdf.
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Harris, Robert Evan. "An adaptive quadrature-free implementation of the high-order spectral volume method on unstructured grids." [Ames, Iowa : Iowa State University], 2008.
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Lan, Shuang Wen. "Stochastic finite element analysis of structures with elementary stiffness matrix decomposition method and exponential polynomial moment method." Thesis, University of Macau, 2010. http://umaclib3.umac.mo/record=b2148241.
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Smith, Peter. "Moment method analysis of microstrip/stripline fed slot radiators including polarisation agility." Thesis, Heriot-Watt University, 1995. http://hdl.handle.net/10399/744.
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Matthews, James Christopher Gordon. "Patch moment method modelling of wire fed vehicular structures as adaptive antennas." Thesis, University of Sheffield, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.412702.
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Gouda, Muath. "The method of moment for the electromagnetic scattering from bodies of revolution." Thesis, Högskolan i Borås, Institutionen Ingenjörshögskolan, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hb:diva-19187.
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The scattering problem for electromagnetic waves by perfect conductingbodies of revolution is very important for many researchers. The Method of Moment(MoM) has been used for solving the problem of scattering by a three dimensionalbody of revolution. The radiation boundary condition applied to truncate the partialdifferential equation (PDE) mesh, is based upon an asymptotic expansion derived byWilcox. Numerical results illustrating the procedure and verifying the accuracy of theresults are included. These results are compared with other calculations.Uppsatsnivå: D
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Yang, Chang-Fa. "Periodic moment method solutions for scattering from arrays of lossy dielectric bodies /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487760357823258.
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Ndow, G. L. "Euclidean-time formulation of the eigenvalue moment method for finite dimensional systems." DigitalCommons@Robert W. Woodruff Library, Atlanta University Center, 1992. http://digitalcommons.auctr.edu/dissertations/3767.
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The eigenvalue moment method (EMM), developed by Handy and Bessis is examined from a Euclidean time reformulation. This alternative approach offers a more elegant and rigorous analysis than the conventional EMM theory. We will look at finite matrix analogues for the Euclidean time dependent problem H'F(x,t) = dt^x.t), analyzed from a moments problem perspective. This will enable the generation of converging upper and lower bounds to the "ground state" eigenvalue without the necessity of a discretization ansatz as is the case in conventional EMM theory.
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Upadhyay, Rochan Raj. "Simulation of population balance equations using quadrature based moment methods." Thesis, 2006. http://hdl.handle.net/2152/2943.
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Sung, Yonduck. "Large eddy simulation of TiO₂ nanoparticle evolution in turbulent flames." Thesis, 2011. http://hdl.handle.net/2152/ETD-UT-2011-12-4465.
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Flame based synthesis is a major manufacturing process of commercially valuable nanoparticles for large-scale production. However, this important industrial process has been advanced mostly by trial-and-error based evolutionary studies owing to the fact that it involves tightly coupled multiphysics flow phenomena. For large scale synthesis of nanoparticles, different physical and chemical processes exist, including turbulence, fuel combustion, precursor oxidation, and nanoparticle dynamics exist. A reliable and predictive computational model based on fundamental physics and chemistry can provide tremendous insight. Development of such comprehensive computational models faces challenges as they must provide accurate descriptions not only of the individual physical processes but also of the strongly coupled, nonlinear interactions among them.
In this work, a multiscale computational model for flame synthesis of TiO2 nanoparticles in a turbulent flame reactor is presented. The model is based on the large-eddy simulation (LES) methodology and incorporates detailed gas phase combustion and precursor oxidation chemistry as well as a comprehensive nanoparticle evolution model. A flamelet-based model is used to model turbulence-chemistry interactions. In particular, the transformation of TiCl4 to the solid primary nucleating TiO2 nanoparticles is represented us- ing an unsteady kinetic model considering 30 species and 70 reactions in order to accurately describe the critical nanoparticle nucleation process. The evolution of the TiO2 number density function is tracked using the quadrature method of moments (QMOM) for univariate particle number density function and conditional quadrature method of moments (CQMOM) for bivariate density distribution function. For validation purposes, the detailed computational model is compared against experimental data obtained from a canonical flame- based titania synthesis configuration, and reasonable agreement is obtained.text
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"Modeling Particle-Laden Turbulent Flows with the Conditional Quadrature Method of Moments." Doctoral diss., 2015. http://hdl.handle.net/2286/R.I.29991.
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abstract: Conventional fluid dynamics models such as the Navier-Stokes equations are derived for prediction of fluid motion at or near equilibrium, classic examples being the motion of fluids for which inter-molecular collisions are dominant. Flows at equilibrium permit simplifications such as the introduction of viscosity and also lead to solutions that are single-valued. However, many other regimes of interest include "fluids"' far from equilibrium; for example, rarefied gases or particle-laden flows in which the dispersed phase can be comprised of granular solids, droplets, or bubbles. Particle motion in these flows is not typically dominated by collisions and may exhibit significant memory effects; therefore, is often poorly described using continuum, field-based (Eulerian) approaches. Non-equilibrium flows generally lack a straightforward counterpart to viscosity and their multi-valued solutions cannot be represented by most Eulerian methods. This strongly motivates different strategies to address current shortcomings and the novel approach adopted in this work is based on the Conditional Quadrature Method of Moments (CQMOM). In CQMOM, moment equations are derived from the Boltzmann equation using a quadrature approximation of the velocity probability density function (PDF). CQMOM circumvents the drawbacks of current methods and leads to multivariate and multidimensional solutions in an Eulerian frame of reference. In the present work, the discretized PDF is resolved using an adaptive two-point quadrature in three-dimensional velocity space. The method is applied to computation of a series of non-equilibrium flows, ranging from simple two-dimensional test cases to fully-turbulent three-dimensional wall-bounded particle-laden flows. The primary contribution of the present effort is on development, application, and assessment of CQMOM for predicting the key features of dilute particle-laden flows. Statistical descriptors such as mean concentration and mean velocity are in good agreement with previous results, for both collision-less and collisional flows at varying particle Stokes numbers. Turbulent statistics and measures of local accumulation agree less favorably with prior results and identify areas for improvement in the modeling strategy.Dissertation/Thesis
Doctoral Dissertation Mechanical Engineering 2015
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Donde, Pratik Prakash. "LES/PDF approach for turbulent reacting flows." 2012. http://hdl.handle.net/2152/19481.
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The probability density function (PDF) approach is a powerful technique for large eddy simulation (LES) based modeling of turbulent reacting flows. In this approach, the joint-PDF of all reacting scalars is estimated by solving a PDF transport equation, thus providing detailed information about small-scale correlations between these quantities. The objective of this work is to further develop the LES/PDF approach for studying flame stabilization in supersonic combustors, and for soot modeling in turbulent flames.
Supersonic combustors are characterized by strong shock-turbulence interactions which preclude the application of conventional Lagrangian stochastic methods for solving the PDF transport equation. A viable alternative is provided by quadrature based methods which are deterministic and Eulerian. In this work, it is first demonstrated that the numerical errors associated with LES require special care in the development of PDF solution algorithms. The direct quadrature method of moments (DQMOM) is one quadrature-based approach developed for supersonic combustion modeling. This approach is shown to generate inconsistent evolution of the scalar moments. Further, gradient-based source terms that appear in the DQMOM transport equations are severely underpredicted in LES leading to artificial mixing of fuel and oxidizer. To overcome these numerical issues, a new approach called semi-discrete quadrature method of moments (SeQMOM) is formulated. The performance of the new technique is compared with the DQMOM approach in canonical flow configurations as well as a three-dimensional supersonic cavity stabilized flame configuration. The SeQMOM approach is shown to predict subfilter statistics accurately compared to the DQMOM approach.
For soot modeling in turbulent flows, an
LES/PDF approach is integrated with detailed models for soot formation and growth. The PDF approach directly evolves the joint statistics of the gas-phase scalars and a set of moments of the soot number density function. This LES/PDF approach is then used to simulate a turbulent natural gas flame. A Lagrangian method formulated in cylindrical coordinates solves the high dimensional PDF transport equation and is coupled to an Eulerian LES solver. The LES/PDF simulations show that soot formation is highly intermittent and is always restricted to the fuel-rich region of the flow. The PDF of soot moments has a wide spread leading to a large subfilter variance. Further, the conditional statistics of soot moments conditioned on mixture fraction and reaction progress variable show strong correlation between the gas phase composition and soot moments.text
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Koo, Heeseok. "Large-eddy simulations of scramjet engines." Thesis, 2011. http://hdl.handle.net/2152/ETD-UT-2011-05-3203.
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The main objective of this dissertation is to develop large-eddy simulation (LES) based computational tools for supersonic inlet and combustor design.
In the recent past, LES methodology has emerged as a viable tool for modeling turbulent combustion. LES computes the large scale mixing process accurately, thereby providing a better starting point for small-scale models that describe the combustion process. In fact, combustion models developed in the context of Reynolds-averaged Navier Stokes (RANS) equations exhibit better predictive capability when used in the LES framework. The development of a predictive computational tool based on LES will provide a significant boost to the design of scramjet engines.
Although LES has been used widely in the simulation of subsonic turbulent flows, its application to high-speed flows has been hampered by a variety of modeling and numerical issues. In this work, we develop a comprehensive LES methodology for supersonic flows, focusing on the simulation of scramjet engine components. This work is divided into three sections. First, a robust compressible flow solver for a generalized high-speed flow configuration is developed. By using carefully designed numerical schemes, dissipative errors associated with discretization methods for high-speed flows are minimized. Multiblock and immersed boundary method are used to handle scramjet-specific geometries. Second, a new combustion model for compressible reactive flows is developed. Subsonic combustion models are not directly applicable in high-speed flows due to the coupling between the energy and velocity fields. Here, a probability density function (PDF) approach is developed for high-speed combustion. This method requires solution to a high dimensional PDF transport equation, which is achieved through a novel direct quadrature method of moments (DQMOM). The combustion model is validated using experiments on supersonic reacting flows. Finally, the LES methodology is used to study the inlet-isolator component of a dual-mode scramjet. The isolator is a critical component that maintains the compression shock structures required for stable combustor operation in ramjet mode. We simulate unsteady dynamics inside an experimental isolator, including the propagation of an unstart event that leads to loss of compression. Using a suite of simulations, the sensitivity of the results to LES models and numerical implementation is studied.text
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Chung, Yung-Kaung, and 鍾永洸. "Adaptive Quadrature Method of Hermite's Rule." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/30204193473992742193.
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碩士國立高雄師範大學
數學系
94
In this thesis we compare the Simpson's Rule and Hermite's Rule for integration. We develop a new scheme for evaluating the integral, which is called adaptive quadrature of Hermite's rule. Some numerical results are presented in this thesis.
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Luo, Rui-Ming, and 羅瑞明. "A differential quadrature finite difference method." Thesis, 1999. http://ndltd.ncl.edu.tw/handle/35399145666214933828.
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碩士國立成功大學
造船及船舶機械工程學系
87
The differential quadrature finite difference method (DQFDM) is used to analyze the flexural deflection of composite non-uniform plates . The finite difference operators are derived by the differential quadrature (DQ). They can be obtained by using the weighting coefficients for DQ discretizations. The derivation is straight and easy . By using different order or the same order but different grid differential quadrature discretizations for the same derivative or partial derivative , various finite difference operators for the same differential or partial differential operators can be obtained . Finite difference operators for unequally spaced and irregular grids can also be generated . The derivations of higher order finite difference operators is also easy .
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Yuh, Nan Lin, and 林育男. "The Study on Differential Quadrature Element Method." Thesis, 1995. http://ndltd.ncl.edu.tw/handle/50001235543471423121.
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