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1
Smith, Benjamin Scott. "Wall Jet Boundary Layer Flows Over Smooth and Rough Surfaces." Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/27597.
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The aerodynamic flow and fluctuating surface pressure of a plane, turbulent, two-dimensional wall jet flow into still air over smooth and rough surfaces has been investigated in a recently constructed wall jet wind tunnel testing facility. The facility has been shown to produce a wall jet flow with Reynolds numbers based on the momentum thickness, Re&delta = &deltaUm/&nu, of between 395 and 1100 and nozzle exit Reynolds numbers, Rej = Umb/&nu, of between 16000 and 45000. The wall jet flow properties (&delta, &delta*, &theta, y1/2, Um, u*, etc.) were measured and characterized over a wide range of initial flow conditions and measurement locations relative to the wall jet source. These flow properties were measured for flow over a smooth flow surface and for flow over roughness patches of finite extent. The patches used in the current study varied in length from 305 mm to 914 mm (between 24 and 72 times the nozzle height, b) and were placed so that the leading edge of the patch was fixed at 1257 mm (x/b = 99) downstream of the wall jet source. These roughness patches were of a random sand grain roughness type and the roughness grain size was varied throughout this experiment. The tests covered roughness Reynolds numbers (k+) ranging from less than 2 to over 158 (covering the entire range of rough wall flow regimes from hydrodynamically smooth to fully rough). For the wall jet flows over 305 mm long patches of roughness, the displacement and momentum thicknesses were found to vary noticeably with the roughness grain size, but the maximum velocity, mixing layer length scale, y1/2, and the boundary layer thickness were not seen to vary in a consistent, determinable way. Velocity spectra taken at a range of initial flow conditions and at several distinct heights above the flow surface showed a limited scaling dependency on the skin friction velocity near the flow surface.
The spectral density of the surface pressure of the wall jet flow, which is not believed to have been previously investigated for smooth or rough surfaces, showed distinct differences with that seen in a conventional boundary layer flow, especially at low frequencies. This difference is believed to be due to the presence of a mixing layer in the wall jet flow. Both the spectral shape and level were heavily affected by the variation in roughness grain size. This effect was most notable in overlap region of the spectrum. Attempts to scale the wall jet surface pressure spectra using outer and inner variables were successful for the smooth wall flows. The scaling of the rough wall jet flow surface pressure proved to be much more difficult, and conventional scaling techniques used for ordinary turbulent boundary layer surface pressure spectra were not able to account for the changes in roughness present during the current study. An empirical scaling scheme was proposed, but was only marginally effective at scaling the rough wall surface pressure.Ph. D.
2
Seddighi-Moormani, Mehdi. "Study of turbulence and wall shear stress in unsteady flow over smooth and rough wall surfaces." Thesis, University of Aberdeen, 2011. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=166096.
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Flows over hydraulically smooth walls are predominant in turbulence studies whereas real surfaces in engineering applications are often rough. This is important because turbulent flows close to the two types of surface can exhibit large differences. Unfortunately, neither experimental studies nor theoretical studies based on conventional computational fluid dynamics (CFD) can give sufficiently accurate, detailed information about unsteady turbulent flow behaviour close to solid surfaces, even for smooth wall cases. In this thesis, therefore, use is made of a state of the art computational method “Direct Numerical Simulation (DNS)” to investigate the unsteady flows. An “in-house” DNS computer code is developed for the study reported in this thesis. Spatial discretization in the code is achieved using a second order, finite difference method. The semi-implicit (Runge-Kutta & Crank-Nicholson) time advancement is incorporated into the fractional-step method. A Fast Fourier Transform solver is used for solving the Poisson equation. An efficient immersed Boundary Method (IBM) is used for treating the roughness. The code is parallelized using a Message Passing Interface (MPI) and it is adopted for use on a distributed-memory computer cluster at University of Aberdeen as well as for use at the UK’s national high-performance computing service, HECToR. As one of the first DNS of accelerating/decelerating flows over smooth and rough walls, the study has produced detailed new information on turbulence behaviours which can be used for turbulence model development and validations. The detailed data have enabled better understanding of the flow physics to be developed. The results revealed strong non-equilibrium and anisotropic behaviours of turbulence dynamics in such flows. The preliminary results on the rough wall flow show the response of turbulence in the core and wall regions, and the relationship between the axial and the other components are significantly different from those in smooth wall flows.
3
Merrill, Craig F. "Spray generation for liquid wall jets over smooth and rough surfaces." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1998. http://handle.dtic.mil/100.2/ADA354473.
Full textAbstract:
Dissertation (Ph.D. in Mechanical Engineering) Naval Postgraduate School, September 1998."September 1998." Dissertation supervisor(s): T. Sarpkaya. Includes bibliographical references (p. 171-176). Also available online.
4
Nathan, Paul. "Near-wall turbulence beneath a boundary layer separating from a smooth surface." Thesis, University of Surrey, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.583377.
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A turbulent boundary layer undergoing smooth-wall separation via an adverse pressure gradient was investigated using a novel combination of laser-Doppler anemometry and pulsed-wire anemometry to simultaneously measure instantaneous wall shear stress along with the velocity fluctuations immediately above. The aim of this experiment was to obtain the degree of correlation of instantaneous wall shear stress with fluctuations of velocity at various distances from the surface as well as from the time-averaged location of flow separation. It was found that there is no correlation of the wall shear stress with wall-normal velocity fluctuations while there is a relatively strong correlation with the tangential velocity. This trend held both upstream of separation and into the recirculation region. Time-lagged correlations of wall shear stress and tangential velocity revealed that the velocity fluctuations in the outer region always lead the wall shear stress, lending support to the concept that the near wall dynamics are primarily driven by large scale outer motions, independent of the mean profiles. A simple model involving an oscillating external pressure gradient forcing of an unsteady viscous sub layer was developed to elucidate basic physics underlying the observed correlation between wall shear stress and fluctuating velocity. This simple model was able to qualitatively capture the near wall behaviour and it demonstrated how finite spatial scale of the forcing was essential to realistically model the behaviour of the correlation coefficient at further distance from the wall.
5
Apsilidis, Nikolaos. "Experimental Investigation of Turbulent Flows at Smooth and Rough Wall-Cylinder Junctions." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/71713.
Full textAbstract:
Junction flows originate from the interaction between a fluid moving over a wall with an obstacle mounted on the same surface. Understanding the physics of such flows is of great interest to engineers responsible for the design of systems consisting of wall-body junctions. From aerodynamics to turbomachinery and electronics to bridge hydraulics, a number of phenomena (drag, heat transfer, scouring) are driven by the behavior of the most prominent feature of junction flows: the horseshoe vortex system (HVS). Focusing on turbulent flows, the complex dynamics of the HVS is established through its unsteadiness and non-uniformity. The fundamentals of this dynamically-rich phenomenon have been described within the body of a rapidly-expanding literature. Nevertheless, important aspects remain inadequately understood and call for further scrutiny. This study emphasized three of them, by investigating the effects of: model scale, wall roughness, and bed geometry. High-resolution experiments were carried out using Particle Image Velocimetry (PIV). Statistical analyses, vortex identification schemes, and Proper Orthogonal decomposition were employed to extract additional information from the large PIV datasets. The time-averaged topology of junction flows developing over a smooth and impermeable wall was independent of the flow Reynolds number, Re (parameter that expresses the effects of scale). On the contrary, time-resolved analysis revealed a trend of increasing vorticity, momentum, and eruptions of near-wall fluid with Re. New insights on the modal dynamics of the HVS were also documented in a modified flow mechanism. Wall roughness (modeled with a permeable layer of crushed stones) diffused turbulence and vorticity throughout the domain. This effect manifested with high levels of intermittency and spatial irregularity for the HVS. Energetic flow structures were also identified away from the typical footprint of the HVS. Finally, a novel implementation of PIV allowed for unique velocity measurements over an erodible bed. It was demonstrated that, during the initial stages of scouring, the downflow at the face of the obstacle becomes the dominant flow characteristic in the absence of the HVS. Notwithstanding modeling limitations, the physical insight contributed here could be used to enhance the design of systems with similar flow and geometrical characteristics.Ph. D.
6
Su, Enming Joseph. "Role of angiotensin II in regulating smooth muscle cell replication in the vessel wall /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/6349.
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MacAulay, Phillip N. "An investigation of structure in a turbulent boundary layer developing on a smooth wall." Thesis, University of British Columbia, 1990. http://hdl.handle.net/2429/30002.
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The structure of a stable smooth wall zero pressure gradient turbulent boundary layer is investigated experimentally in order to determine the dominant outer region structure and to develop a hypothetical generalized boundary layer flow model. Three hot wire configurations, two vertically separated X-wires and a leading straight wire, a horizontal rake of 5 straight wires, and a vertical rake of 5 straight wires were used in the experiments,
conducted at Reɵ = 8200. The basis for data reduction procedures came from crosscorrelations and the Variable Interval Time Average (VITA) technique.
Three structure types are reported in the literature to be important: streaks and counter rotating streamwise vorticity, wall scaled hairpins or ring vortices, and large scale (0(ઠ)) bulges. A simple pictorial model consisting of three Reɵ dependent interdeveloping stages, which integrate all three structure types, is presented and discussed in relation to the literature and experiments performed. The rake data indicate that the positive ([formula omitted]u/[formula omitted]t) VITA detected velocity front has a scale much larger than that of the wall scaled eddies which typically have a scale of 100-300 y[formula omitted], and that this velocity front exhibits characteristics that are consistent with the trailing velocity front described in the model. The general convection velocity from basic crosscorrelations and the convection velocity of the positive VITA detected velocity front both had values 90-100% of the local mean velocity over most of the boundary layer. Evidence of small scale structure concentration on the downstream edge of the trailing velocity front is presented. A new method used to determine the average structure inclination angle associated with the trailing velocity front is presented and demonstrates that the generalized structure inclination angle, calculated from basic crosscorrelations between vertically separated
sensors, does not indicate structure shape, but is associated with the bulk flow associated with the structure. The new method appears to give results that are consistent with flow visualization and more accurately estimates the inclination angle associated with the most dominant feature of the outer flow, the positive VITA velocity front. Although the model presented is somewhat crude and further development and refinement are required, the model appears to agree with most data in the literature, as well as the present experimental results.Applied Science, Faculty of
Mechanical Engineering, Department of
Graduate
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Moir, Lyn Margaret. "Airway wall structural remodelling : studies on smooth muscle phemotype and contractility in isolated small bronchioles." Thesis, King's College London (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.405168.
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Liisanantti, M. (Marja). "Phosphatidylethanol in lipoproteins as a regulator of vascular endothelial growth factor in vascular wall cells." Doctoral thesis, University of Oulu, 2005. http://urn.fi/urn:isbn:9514278666.
Full textAbstract:
Abstract
Phosphatidylethanol (PEth) is an abnormal phospholipid formed only in the presence of ethanol. Ethanol causes changes in the concentration and composition of plasma lipoproteins and it also influences the enzymes and transfer proteins that modify lipoproteins in plasma. PEth might be one of these changes brought on by ethanol in the circulation.
The present study was designed to investigate whether qualitative changes in high density lipoprotein (HDL) phospholipids caused by ethanol can mediate the beneficial effects of alcohol on atherosclerosis, and to investigate the transfer of PEth between lipoproteins and the effects of PEth on the charge of lipoprotein particles. PEth was shown to be transferred from low density lipoproteins (LDL) to HDL particles mainly by transfer proteins other than cholesteryl ester transfer protein (CETP). The transfer of PEth between lipoproteins enables the redistribution of PEth between lipoproteins in plasma. The results of this study provide evidence that PEth in HDL particles stimulates the vascular endothelial growth factor (VEGF) secretion from vascular wall cells. The increase in the secretion was mediated through protein kinase C (PKC) and mitogen-activated protein kinase (MAPK) signalling pathways. PEth-containing HDL particles were able to increase the VEGF secretion in rats in vivo. Similar effects were also observed when rats were given HDL particles isolated from the plasma of alcoholics. The PEth-induced change in the electrical charge of lipoproteins may affect the binding of lipoproteins to their receptors and binding proteins. The effects of PEth on the secretion of VEGF from the endothelial cells were shown to be mediated through HDL receptor.
The changes in HDL particles caused by phosphatidylethanol may modify the metabolism of lipoproteins and lipid-mediated signalling pathways regulating VEGF in vascular wall cells.
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Lai, Dilys. "Modulation of airway smooth muscle secretory responses by components of airway wall extracellular matrix : relevance to remodelling in asthma." Thesis, King's College London (University of London), 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.411028.
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Evans, Michelle. "Dietary lipoproteins and the vascular wall : functional effects of chylomicron remnant-like particles on endothelial and vascular smooth muscle cells." Thesis, Royal Veterinary College (University of London), 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.420519.
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Pandya, Hitesh Champaklal. "Investigations of fetal human airway smooth muscle : potential mechanisms of abnormal airway wall modelling in chronic lung disease of preterm infants." Thesis, King's College London (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248390.
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Krishnan, Aadithya. "SIMVASTATIN INCORPORATED PERIVASCULAR POLYMERIC CONTROLLED DRUG DELIVERY SYSTEM FOR THE INHIBITION OF VASCULAR WALL INTIMAL HYPERPLASIA." University of Akron / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=akron1186425531.
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Davis, Elaine C. (Elaine Caroline). "Interrelationships of endothelial and smooth muscle cells to elastic laminae in the mouse aortic wall during development : an ultrastructural, immunohistochemical and radioautographic study." Thesis, McGill University, 1992. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=39360.
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The association of endothelial and smooth muscle cells to elastic laminae in the developing mouse aortic wall was investigated by electron microscopy and immunohistochemistry. Early in development, bundles of contractile filaments traverse the long axis of the cell obliquely to anchor in membrane-associated dense plaques on either side. From these sites, microfibrils extend in the same direction to link the cell to the adjacent elastic laminae. The microfibrils become infiltrated with elastin to form elastin extensions, which together with the intracellular contractile filaments bundles, forms a "contractile-elastic unit". The ordered arrangement of contractile-elastic units revealed in the adult vessel provides a mechanism for the transmission of tension throughout the vessel wall. During development, endothelial cells are similarly connected to the subjacent elastic lamina by filamentous structures. These "endothelial cell connecting filaments" show morphological feature similar to microfibrils. Immunolocalization of fibrillin, a constituent protein of microfibrils, to the connecting filaments provides further evidence for their microfibrillar nature. These results suggest that microfibrils may play an important role in cell anchorage and the maintenance of tissue integrity. A longterm radioautographic study was performed to provide quantitative data concerning the stability of aortic elastin. Results from this study demonstrate the remarkable longevity of elastin in the aortic wall and suggest that, like elastin, cell to elastic lamina connections remain stable throughout development and exist as functional structures in the adult vessel.
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Olivier, J. A. (Jonathan Albert). "Single -phase heat transfer and pressure drop of water cooled at a constant wall temperature inside horizontal circular smooth and enhanced tubes with different inlet configuration in the transitional flow regime." Thesis, University of Pretoria, 2010. http://hdl.handle.net/2263/23327.
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It is common practice to design water chiller units and heat exchangers in such a way that they do not operate within the transition region. This is mainly due to the perceived chaotic behaviour as well as the paucity of information in this region. Due to design constraints or change of operating conditions, however, exchangers are often forced to operate in this region. This is even worse for enhanced tubes as much less information within this region is available. It is also well known that the entrance has an influence on where transition occurs, adding to the woes of available information. The purpose of this study is thus to obtain heat transfer and friction factor data in the transition region of fully developed and developing flows inside smooth and enhanced tubes, using water as the working fluid, and to develop correlations from these results. The use of different inlets, tube diameters and enhanced tubes was also investigated with regards to the commencement of transition. Heat transfer and pressure drop data were obtained from six different types of tubes with diameters of 15.88 mm (5/8′′) and 19.02 mm (3/4′′). Low fin enhanced tubes with a fin height to diameter ratio of 0.4 and helix angles of 18◦ and 27◦ were investigated. Heat transfer was obtained by means of an in-tube heat exchanger with the cooling of water being used as the test fluid. Reynolds numbers ranged between 1 000 and 20 000 while Prandtl numbers were in the order of 4 to 6. Uncertainties in heat transfer coefficient and friction factors were on average below 2.5% and 10% respectively. Adiabatic friction factor results showed that the use of different inlets influenced the commencement of transition. The smoother the inlet profile the more transition was delayed, confirming previous work done. The effect of increasing tube diameters had a slight delay in transition. Enhanced tubes caused transition to occur at lower Reynolds numbers which was accounted for by the fin height and not the helix angle. Heat transfer results showed that transition occurred at approximately the same Reynolds number for all the different inlets and enhanced tubes. This was attributed to the secondary flow forces influencing the growing hydrodynamic boundary layer. These secondary flow forces also influenced the laminar heat transfer and diabatic friction factors with both these parameters being higher. Turbulent enhanced tube heat transfer results were higher than those of the smooth tube, with the tube with the greatest helix angle showing the greatest increase. Correlations were developed for all the tubes and their inlets and predicted all the data on average to within 3%.Thesis (PhD)--University of Pretoria, 2010.
Mechanical and Aeronautical Engineering
unrestricted
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Yang, Jun. "A Smoothed Dissipative Particle Dynamics Methodology For Wall-Bounded Domains." Digital WPI, 2013. https://digitalcommons.wpi.edu/etd-dissertations/225.
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This work presents the mathematical and computational aspects of a smooth dissipative particle dynamics with dynamic virtual particle allocation method (SDPD-DV) for modeling and simulation of mesoscopic fluids in wall-bounded domains. The SDPD-DV method is realized with fluid particles, boundary particles and dynamically allocated virtual particles near solid boundaries. The physical domain in SDPD-DV contains external and internal solid boundaries, periodic inlets and outlets, and the fluid region. The solid boundaries of the domain are represented with boundary particles which have an assigned position, wall velocity, and temperature upon initialization. The fluid domain is discretized with fluid particles placed in a global index. The algorithm for nearest neighbor particle search is based on a combination of the linked-cell and Verlet-list approaches and utilizes large rectangular cells for computational efficiency. The density model of a fluid particle in the proximity of a solid boundary includes the contribution from the virtual particles in its truncated support domain. The thermodynamic properties of a virtual particle are identical to those of the corresponding fluid particle. A periodic boundary particle allocation method is used at periodic inlets and outlets. Models for the conservative and dissipative forces on a fluid particle in the proximity of a solid boundary are presented and include the contributions of the virtual particles in its truncated support domain. The integration of the fluid particle position and momentum equations is accomplished with an implementation of the velocity-Verlet algorithm. The integration is supplemented by a bounce-forward algorithm in cases where the virtual particle force model is not able to prevent particle penetration. The integration of the entropy equation is based on the Runge-Kutta scheme. In isothermal simulations, the pressure of a fluid particle is obtained by an artificial compressibility formulation for liquids and the ideal gas law for compressible fluids. Sampling methods used for particle properties and transport coefficients in SDPD-DV are presented. The self-diffusion coefficient is obtained by an implementation of the generalized Einstein and the Green-Kubo relations. Field properties are obtained by sampling SDPD-DV outputs on a post-processing grid that allows harnessing the particle information on desired spatio-temporal scales. The isothermal (without the entropy equation) SDPD-DV method is verified and validated with simulations in bounded and periodic domains that cover the hydrodynamic and mesoscopic regimes. Verification is achieved with SDPD-DV simulations of transient, Poiseuille, body-force driven flow of liquid water between plates separated. The velocity profiles from the SDPD-DV simulations are in very good agreement with analytical estimates and the field density fluctuation near solid boundaries is shown to be below 5%. Additional verification involves SDPD-DV simulations of transient, planar, Couette liquid water flow. The top plate is moving and separated from the bottom stationary plate. The numerical results are in very good agreement with the analytical solutions. Additional SDPD-DV verification is accomplished with the simulation of a body-force driven, low-Reynolds number flow of water over a cylinder of radius R=0.02m. The SDPD-DV field velocity and pressure are compared with those obtained by FLUENT. An extensive set of SDPD-DV simulations of liquid water and gaseous nitrogen in mesoscopic periodic domains is presented. For the SDPD-DV simulations of liquid water the mass of the fluid particles is varied between 1.24 and 3.3e-7 real molecular masses and their corresponding size is between 1.08 and 323 physical length scales. For SDPD-DV simulations of gaseous nitrogen the mass of the fluid particles is varied between 6.37e3and 6.37e6 real molecular masses and their corresponding size is between 2.2e2 and 2.2e3 physical length scales. The equilibrium states are obtained and show that the particle speeds scale inversely with particle mass (or size) and that the translational temperature is scale-free. The self-diffusion coefficient for liquid water is obtained through the mean-square displacement and the velocity auto-correlation methods for the range of fluid particle masses (or sizes) considered. Various analytical expressions for the self-diffusivity of the SDPD fluid are developed in analogy to the real fluid. The numerical results are in very good agreement with the SDPD-fluid analytical expressions. The numerical self-diffusivity is shown to be scale dependent. For fluid particles approaching asymptotically the mass of the real particle the self-diffusivity is shown to approach the experimental value. The Schmidt numbers obtained from the SDPD-DV simulations are within the range expected for liquid water. The SDPD-DV method (with entropy) is verified and validated with simulations with an extensive set of simulations of gaseous nitrogen in mesoscopic, periodic domains in equilibrium. The simulations of N2(g) are performed in rectangular domains. The self-diffusion coefficient for N2(g) at equilibrium states is obtained through the mean-square displacement for the range of fluid particle masses (or sizes) considered. The numerical self-diffusion is shown to be scale dependent. The simulations show that self-diffusion decreases with increasing mass ratio. For a given mass ratio, increasing the smoothing length, increases the self-diffusion coefficient. The shear viscosity obtained from SDPD-DV is shown to be scale free and in good agreement with the real value. We examine also the effects of timestep in SDPD-DV simulations by examining thermodynamic parameters at equilibrium. These results show that the time step can lead to a significant error depending on the fluid particle mass and smoothing length. Fluctuations in thermodynamic variables obtained from SDPD-DV are compared with analytical estimates. Additional verification involves SDPD-DV simulations of steady planar thermal Couette flow of N2(g). The top plate at temperature T1 =330K is moving at Vxw =30m/s and is separated by 10-4 m from the bottom stationary plate at T2=300K. The SDPD-DV velocity and temperature fields are in excellent agreement with those obtained by FLUENT.
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Fu, Wen-Lung. "Aspect ratio effect on heat transfer in rotating two-pass rectangular channels with smooth walls and ribbed walls." Diss., Texas A&M University, 2005. http://hdl.handle.net/1969.1/2358.
Full textAbstract:
This study experimentally investigates the effects of rotation, the buoyancy force,
and the channel aspect ratio on heat transfer in two-pass rotating rectangular channels.
The experiments are conducted with two surface conditions: smooth walls and 45??
angled ribbed walls. The channel aspect ratios include 4:1, 2:1, 1:1, 1:2 and 1:4. Four
Reynolds numbers are studied: 5000, 10000, 25000 and 40000. The rotation speed is
fixed at 550 rpm for all tests, and for each channel, two channel orientations are studied:
90?? and 45?? or 135??, with respect to the plane of rotation. Rib turbulators are placed on
the leading and trailing walls of the channels at an angle of 45?? to the flow direction. The
ribs have a 1.59 by 1.59 mm square cross section, and the rib pitch-to-height ratio (P/e)
is 10 for all tests.
The effects of the local buoyancy parameter and channel aspect ratio on the
regional Nusselt number ratio are presented. Pressure drop data are also measured for
both smooth and ribbed channels in rotating and non-rotating conditions. The results
show that increasing the local buoyancy parameter increases the Nusselt number ratio on
the trailing surface and decreases the Nusselt number ratio on the leading surface in the
first pass for all channels. However, the trend of the Nusselt number ratio in the second
pass is more complicated due to the strong effect of the 180?? turn. Results are also
presented for this critical turn region of the two-pass channels. In addition to these
regions, the channel averaged heat transfer, friction factor, and thermal performance are
determined for each channel. With the channels having comparable Nusselt number
ratios, the 1:4 channel has the superior thermal performance because it incurs the least
pressure penalty. In this study, the author is able to systematically analyze, correlate, and
conclude the thermal performance comparison with the combination of rotation effects
on five different aspect ratio channels with both smooth walls and rib turbulated walls.
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Sabbatini, Flavia. "Numerical modelling of crown walls placed on smooth dikes with SPH-based DualSPHysics model." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020.
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L’esigenza di questo lavoro nasce dall'adeguamento delle strutture di difesa costiera al cambiamento climatico che comporta un aumento in numero ed intensità degli eventi meteorici e un innalzamento del livello del mare.
La modellazione fisica, che permette di progettare e testare l’efficacia delle strutture già esistenti è una pratica che richiede tempo e denaro e, nella maggior parte dei casi, l’obbligo di ricorrere a rappresentazioni in scala ridotta. Per tale ragione, è molto forte lo sviluppo di modelli numerici che rispondano alle leggi della meccanica dei fluidi e che ne forniscano una soluzione affidabile come strumento di supporto alla modellazione fisica.
Lo scopo di questa tesi è quello di validare, sulla base di dati sperimentali, un nuovo modello numerico che sia di supporto alla progettazione di opere di ingegneria costiera. Tale strumento, è un modello numerico basato sull’idrodinamica delle particelle costituenti la materia, fluida o solida i.e. Smoothed Particle Hydrodynamics, chiamato DualSPHysics.
A differenza dei classici modelli numerici basati su un approccio di tipo euleriano, il modello SPH prescinde dall’utilizzo di mesh discretizzando il dominio in particelle sferiche che interagiscono con ogni particella vicina nel raggio di una particolare lunghezza, detta smoothed length.
Attraverso un’interfaccia grafica che rende il codice DSPH utilizzabile anche dall’utente meno esperto, i.e. FreeCAD v.0.18, è stato modellato un set di casi fisicamente riprodotti presso il LIDR dell’Università di Bologna nel 2019. La struttura testata consiste in una barriera di protezione costiera dotata di muro di coronamento. Le diverse configurazioni testate sono il risultato della combinazione di diversi elementi costruttivi, come la pendenza del paramento lato mare, l’emergenza relativa della cresta della struttura rispetto all’altezza d’onda incidente, e differenti attacchi ondosi.
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Mayrhofer, Arno. "An investigation into wall boundary conditions and three-dimensional turbulent flows using smoothed particle hydrodynamics." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/an-investigation-into-wall-boundary-conditions-and-threedimensional-turbulent-flows-using-smoothed-particle-hydrodynamics(fb79ec9f-ca72-4ca6-a5ca-27e25e1357db).html.
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This thesis investigates turbulent wall-bounded flows using the Smoothed Particle Hydrodynamics (SPH) method. The first part focuses on the SPH method itself in the context of the Navier-Stokes equations with a special emphasis on wall boundary conditions. After discussing classical wall boundary conditions a detailed introduction to unified semi-analytical wall boundary conditions is given where the key parameter is a renormalization factor that accounts for the truncated kernel support in wall-bounded flows. In the following chapter it is shown that these boundary conditions fulfill energy conservation only approximately. This leads to numerical noise which, interpreted as form of Brownian motion, is treated using an additional volume diffusion term in the continuity equation where it is shown to be equivalent to an approximate Riemann solver. Two extensions to the boundary conditions are presented dealing with variable driving forces and a generalization to Robin type and arbitrary-order interpolation. Two modifications for freesurface flows are then presented, one for the volume diffusion term and the other for the algorithm that imposes Robin boundary conditions. The variable driving force is validated using a Poiseuille flow and the results indicate an error which is five orders of magnitude smaller than with the previous formulation. Discretising the wave equation with Robin boundary conditions proves that these are correctly imposed and that increasing the order of the interpolation decreases the error. The two modifications for flows under the influence of external forces significantly reduce the error at the free-surface. Finally, a dam break over a wedge demonstrates the capabilities of all the proposed modifications. With the aim of simulating turbulent flows in channels, the thesis moves on to extending the unified semi-analytical wall-boundary conditions to three dimensions. The thesis first presents the consistent computation of the vertex particle mass. Then, the computation of the kernel renormalization factor is considered, which in 3-D consists of solving an integral over a two dimensional manifold where the smoothing kernel intersects the boundary. Using a domain decomposition algorithm special integration areas are obtained for which this integral can be solved for the 5 th -order Wendland kernel. This algorithm is successfully applied to several validation cases including a dam break with an obstacle which show a significant improvement compared to other approximative methods and boundary conditions. The second part of this thesis investigates turbulent flows, in particular turbulent channel flow. This test case is introduced in detail showing both the physical properties as well as established numerical methods such as direct numerical simulation (DNS) and large eddy simulation (LES). In the penultimate chapter several SPH simulations of the turbulent channel flow are shown. The first section deals with a quasi DNS of the minimal-flow unit, a channel flow with a minimal domain size to sustain turbulent flow structures. The Eulerian statistics are compared to literature and show good agreement except for some wall-normal quantities. Furthermore, preliminary Lagrangian statistics are shown and compared to results obtained from a mesh-based DNS. The final simulation shows a LES of a full-sized channel at Reynolds number Re τ = 1000. The Eulerian statistics are compared to literature and the discrepancies found are explained using simulations of the Taylor-Green vortex, indicating that the momentum is not transferred appropriately due to an unresolved velocity-pressure-gradient tensor.
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Shojaaee, Zahra [Verfasser], Dietrich E. [Akademischer Betreuer] Wolf, and Stefan [Akademischer Betreuer] Luding. "Shear Bands in Granular Materials : Formation and Persistence at Smooth Walls / Zahra Shojaaee. Gutachter: Stefan Luding. Betreuer: Dietrich E. Wolf." Duisburg, 2012. http://d-nb.info/1023643758/34.
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El-Solh, Safinaz. "SPH Modeling of Solitary Waves and Resulting Hydrodynamic Forces on Vertical and Sloping Walls." Thèse, Université d'Ottawa / University of Ottawa, 2013. http://hdl.handle.net/10393/23778.
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Currently, the accurate prediction of the impact of an extreme wave on infrastructure located near shore is difficult to assess. There is a lack of established methods to accurately quantify these impacts. Extreme waves, such as tsunamis generate, through breaking, extremely powerful hydraulic bores that impact and significantly damage coastal structures and buildings located close to the shoreline. The damage induced by such hydraulic bores is often due to structural failure. Examples of devastating coastal disasters are the 2004 Indian Ocean Tsunami, 2005 Hurricane Katrina and most recently, the 2011 Tohoku Japan Tsunami. As a result, more advanced research is needed to estimate the magnitude of forces exerted on structures by such bores.
This research presents results of a numerical model based on the Smoothed Particle Hydrodynamics (SPH) method which is used to simulate the impact of extreme hydrodynamic forces on shore protection walls. Typically, fluids are modeled numerically based on a Lagrangian approach, an Eulerian approach or a combination of the two. Many of the common problems that arise from using more traditional techniques can be avoided through the use of SPH-based models. Such challenges include the model computational efficiency in terms of complexity of implementation. The SPH method allows water particles to be individually modeled, each with their own characteristics, which then accurately depicts the behavior and properties of the flow field. An open source code, known as SPHysics, was used to run the simulations presented in this thesis. Several cases analysed consist of hydraulic bores impacting a flat vertical wall as well as a sloping seawall. The analysis includes comparisons of the numerical results with published experimental data. The model is shown to accurately reproduce the formation of solitary waves as well as their propagation and breaking. The impacting bore profiles as well as the resulting pressures are also efficiently simulated using the model.
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Nguyen, Van Thinh. "Contribution à l'étude de la structure de la turbulence près d'une paroi lisse." Paris 6, 1987. http://www.theses.fr/1987PA066553.
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Etude théorique des champs turbulents non homogènes. Etude de l'écoulement turbulent établi dans une conduite rectangulaire très allongée. Etude de la région au voisinage proche de la paroi. Etude expérimentale par anémométrie à fil chaud. Détermination des vitesses moyennes, fluctuations longitudinales de vitesse, densités spectrales et corrélations, densités de probabilité.
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Jobe, Ndey Isatou. "Nonlinearity In Exchange Rates : Evidence From African Economies." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-297055.
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In an effort to assess the predictive ability of exchange rate models when data on African countries is sampled, this paper studies nonlinear modelling and prediction of the nominal exchange rate series of the United States dollar to currencies of thirty-eight African states using the smooth transition autoregressive (STAR) model. A three step analysis is undertaken. One, it investigates nonlinearity in all nominal exchange rate series examined using a chain of credible statistical in-sample tests. Significantly, evidence of nonlinear exponential STAR (ESTAR) dynamics is detected across all series. Two, linear models are provided another chance to make it right by shuffling to data on African countries to investigate their predictive power against the tough random walk without drift model. Linear models again failed significantly. Lastly, the predictive ability of nonlinear models against both the random walk without drift and the corresponding linear models is investigated. Nonlinear models display useful forecasting gains over all contending models.
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Fourtakas, Georgios. "Modelling multi-phase flows in nuclear decommissioning using SPH." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/modelling-multiphase-flows-in-nuclear-decommissioning-using-sph(f5ed0b5b-ea62-431a-bb6e-a18635d396bc).html.
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This thesis presents a two-phase liquid-solid numerical model using Smoothed Particle Hydrodynamics (SPH). The scheme is developed for multi-phase flows in industrial tanks containing sediment used in the nuclear industry for decommissioning. These two-phase liquid-sediments flows feature a changing interfacial profile, large deformations and fragmentation of the interface with internal jets generating resuspension of the solid phase. SPH is a meshless Lagrangian discretization scheme whose major advantage is the absence of a mesh making the method ideal for interfacial and highly non-linear flows with fragmentation and resuspension. Emphasis has been given to the yield profile and rheological characteristics of the sediment solid phase using a yielding, shear and suspension layer which is needed to predict accurately the erosion phenomena. The numerical SPH scheme is based on the explicit treatment of both phases using Newtonian and non-Newtonian Bingham-type constitutive models. This is supplemented by a yield criterion to predict the onset of yielding of the sediment surface and a suspension model at low volumetric concentrations of sediment solid. The multi-phase model has been compared with experimental and 2-D reference numerical models for scour following a dry-bed dam break yielding satisfactory results and improvements over well-known SPH multi-phase models. A 3-D case using more than 4 million particles, that is to the author’s best knowledge one of the largest liquid-sediment SPH simulations, is presented for the first time. The numerical model is accelerated with the use of Graphic Processing Units (GPUs), with massively parallel capabilities. With the adoption of a multi-phase model the computational requirements increase due to extra arithmetic operations required to resolve both phases and the additional memory requirements for storing a second phase in the device memory. The open source weakly compressible SPH solver DualSPHysics was chosen as the platform for both CPU and GPU implementations. The implementation and optimisation of the multi-phase GPU code achieved a speed up of over 50 compared to a single thread serial code. Prior to this thesis, large resolution liquid-solid simulations were prohibitive and 3-D simulations with millions of particles were unfeasible unless variable particle resolution was employed. Finally, the thesis addresses the challenging problem of enforcing wall boundary conditions in SPH with a novel extension of an existing Modified Virtual Boundary Particle (MVBP) technique. In contrast to the MVBP method, the extended MVBP (eMVBP) boundary condition guarantees that arbitrarily complex domains can be readily discretized ensuring approximate zeroth and first order consistency for all particles whose smoothing kernel support overlaps the boundary. The 2-D eMVBP method has also been extended to 3-D using boundary surfaces discretized into sets of triangular planes to represent the solid wall. Boundary particles are then obtained by translating a full uniform stencil according to the fluid particle position and applying an efficient ray casting algorithm to select particles inside the fluid domain. No special treatment for corners and low computational cost make the method ideal for GPU parallelization. The models are validated for a number of 2-D and 3-D cases, where significantly improved behaviour is obtained in comparison with the conventional boundary techniques. Finally the capability of the numerical scheme to simulate a dam break simulation is also shown in 2-D and 3-D.
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XIANG, JIA-JI, and 項家騏. "Investigation of two-dimensional wall jet over a smooth convex surface." Thesis, 1989. http://ndltd.ncl.edu.tw/handle/51543796800790159820.
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Shah, Mohammad Khalid. "Skin friction characteristics in smooth-wall, transitionally rough and fully rough turbulent boundary layer." 2004. http://hdl.handle.net/1993/15762.
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Han, Lixin. "Effects and interactions of plant genotype and disease on smooth bromegrass cell wall concentration and composition." 1999. http://catalog.hathitrust.org/api/volumes/oclc/45383043.html.
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Po-HanHuang and 黃柏翰. "Induced Smooth Muscle Cell Differentiation from Adipose-Derived Stem Cells on Polycaprolactone Porous Scaffold with a Rotating Wall Vessel Bioreactor." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/rsavfm.
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莊維釗. "Numerical Simulation of Fluid Flow and Heat Transfer in Two-Pass Smooth-Wall Parallelogram Channels with 45-deg Inclined Angle." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/88029551655842949495.
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LIU, YUSHUAI, and 劉輿帥. "Experimental Studies of Fluid Flow In Two-Pass Parallelogram Channels with Smooth Wall and Attached/Detached 90-Degree Rib Arrays." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/11830420440966470399.
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碩士國立清華大學
動力機械工程學系
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Measurements are presented of the streamwise and spanwise mean velocity and turbulence intensity components as well as Reynolds stresses and turbulence kinetic energy by using Particle Image velocimetry (PIV) for the isothermal flow field in three simulative turbine blade serpentine coolant passages. The transparent plexiglass test section consists of two pass parallelogram duct connected by a 180 sharp turn. The channels have the cross-sectional equal length, 45.5 mm, of adjacent sides and two pairs of opposite angles are 45-deg and 135-deg. Three kinds of in-line rib array arrangements, i.e. smooth-wall, 90-deg attached ribs and 90-deg detached ribs, are studied. Among them, the latter two cases are new studies in the open literature. The rib height to channel height ratio and the pitch to rib height ratio are respectively 0.1 and 10. Two rib-detached distance to rib height ratios, C/H=0 and C/H=0.38, are selected to study C/H effect on the flow structure. All the measurements were performed at a fixed Reynolds number, characterized by channel hydraulic diameter of 32.17 mm and cross-sectional bulk mean velocity of 10000. The smooth-wall channel is first chosen as the base line case to study the typical flow characteristics of a two pass parallelogram channel. It is found that the three dimensional flows are characterized by the inlet configuration induced streamwise double peak mean velocity profile and high turbulence kinetic energy (TKE) in the first pass, secondary-flow vortices generated by sidewall slant effect in the first and second pass, turn induced high TKE, curvature generated Dean vortices inside the turn, and turning geometry induced separation bubble immediately downstream of the turn. Results of the 90-deg attached rib case show shorter reattachment lengths compared to the corresponding square ducts. The aforementioned separation bubble is lacking in the symmetrical plane but only found at the tip of the divider wall near the top wall. These results together with the prevalence of highly anisotropic turbulence in the turn region provide useful reference for selecting turbulence model of CFD simulation. Moreover, the distribution of near-wall mean velocity components, turbulence intensity components, and TKE are found to be able to illustrate the reported heat transfer distribution. Similar to the attached rib case, the rib-wake lengths of detached rib case are found to be shorter than those of square ducts. In contrast to the attached rib case, the separation bubble on the Y*=0 plane in turn region of the detached rib case appears again but does not extend to the second pass. Finally, a comparison between the near-wall mean velocity components and TKE in the present parallelogram and previous square channel with 180-deg sharp turn and inline detach rib array has been attempted and the differences are addressed.
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Delgado, Nelly J. "Relationships between cell wall components and fungal disease resistance, host range of a Puccinia coronata strain, and inheritance of resistance to P. coronata in smooth bromegras." 1998. http://catalog.hathitrust.org/api/volumes/oclc/42729747.html.
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Olivier, Jonathan Albert. "Single-phase heat transfer and pressure drop of water cooled at a constant wall temperature inside horizontal circular smooth and enhanced tubes with different inlet configurations in the transitional flow regime." Thesis, 2009. http://hdl.handle.net/10019.1/19322.
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Thesis (PhD)--University of Pretoria, 2009.ENGLISH ABSTRACT: It is common practise to design water chiller units and heat exchangers in such a way that they do not operate within the transitional region. Due to design constraints or change of operating conditions, however, exchangers are often forced to operate in this region. This is even worse for enhanced tubes as much less information within this region is available. It is also well known that the entrance has an influence on where transition occurs, adding to the woes of available information.
Sponsored by the Centre for Renewable and Sustainable Energy Studies, Stellenbosch University
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(8333136), Mohammed D. Aldosari. "Mobile LiDAR for Monitoring MSE Walls with Smooth and Textured Precast Concrete Panels." Thesis, 2020.
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Mechanically Stabilized Earth (MSE) walls retain soil on steep, unstable slopes with crest loads. Over the last decade, they are becoming quite popular due to their low cost-to-benefit ratio, design flexibility, and ease of construction. Like any civil infrastructure, MSE walls need to be continuously monitored according to transportation asset management criteria during and after the construction stage to ensure that their expected serviceability measures are met and to detect design and/or construction issues, which could lead to structural failure. Current approaches for monitoring MSE walls are mostly qualitative (e.g., visual inspection or examination). Besides being time consuming, visual inspection might have inconsistencies due to human subjectivity. Other monitoring approaches are based on using total station, geotechnical field instrumentations, and/or Static Terrestrial Laser Scanning (TLS). These instruments are capable of providing highly accurate, reliable performance measures. However, the underlying data acquisition and processing strategies are time-consuming and are not scalable. This research focuses on a comprehensive strategy using a Mobile LiDAR Mapping System (MLS) for the acquisition and processing of point clouds covering the MSE wall. The strategy produces standard serviceability measures, as defined by the American Association of State Highway and Transportation Officials (AASHTO) – e.g., longitudinal and transversal angular distortions. It also delivers a set of recently developed measures (e.g., out-of-plane offsets and 3D position/orientation deviations for individual panels constituting the MSE wall). Moreover, it is also capable of handling MSE walls with smooth or textured panels with the latter being the focus of this research due to its more challenging nature. For this study, an ultra-high-accuracy wheel-based MLS has been developed to efficiently acquire reliable data conducive to the development of the standard and new serviceability measures. To illustrate the feasibility of the proposed acquisition/processing strategy, two case studies in this research have been conducted with the first one focusing on the comparative performance of static and mobile LiDAR in terms of the agreement of the derived serviceability measures. The second case study aims at illustrating the feasibility of the proposed strategy in handling large textured MSE walls. Results from both case studies confirm the potential of using MLS for efficient, economic, and reliable monitoring of MSE walls.
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Saito, Namiko. "Large-Eddy Simulations of Fully Developed Turbulent Channel and Pipe Flows with Smooth and Rough Walls." Thesis, 2014. https://thesis.library.caltech.edu/8077/7/thesis_NamikoSaito_Jan31_2014_revised.pdf.
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Studies in turbulence often focus on two flow conditions, both of which occur frequently in real-world flows and are sought-after for their value in advancing turbulence theory. These are the high Reynolds number regime and the effect of wall surface roughness. In this dissertation, a Large-Eddy Simulation (LES) recreates both conditions over a wide range of Reynolds numbers Reτ = O(102)-O(108) and accounts for roughness by locally modeling the statistical effects of near-wall anisotropic fine scales in a thin layer immediately above the rough surface. A subgrid, roughness-corrected wall model is introduced to dynamically transmit this modeled information from the wall to the outer LES, which uses a stretched-vortex subgrid-scale model operating in the bulk of the flow. Of primary interest is the Reynolds number and roughness dependence of these flows in terms of first and second order statistics. The LES is first applied to a fully turbulent uniformly-smooth/rough channel flow to capture the flow dynamics over smooth, transitionally rough and fully rough regimes. Results include a Moody-like diagram for the wall averaged friction factor, believed to be the first of its kind obtained from LES. Confirmation is found for experimentally observed logarithmic behavior in the normalized stream-wise turbulent intensities. Tight logarithmic collapse, scaled on the wall friction velocity, is found for smooth-wall flows when Reτ ≥ O(106) and in fully rough cases. Since the wall model operates locally and dynamically, the framework is used to investigate non-uniform roughness distribution cases in a channel, where the flow adjustments to sudden surface changes are investigated. Recovery of mean quantities and turbulent statistics after transitions are discussed qualitatively and quantitatively at various roughness and Reynolds number levels. The internal boundary layer, which is defined as the border between the flow affected by the new surface condition and the unaffected part, is computed, and a collapse of the profiles on a length scale containing the logarithm of friction Reynolds number is presented. Finally, we turn to the possibility of expanding the present framework to accommodate more general geometries. As a first step, the whole LES framework is modified for use in the curvilinear geometry of a fully-developed turbulent pipe flow, with implementation carried out in a spectral element solver capable of handling complex wall profiles. The friction factors have shown favorable agreement with the superpipe data, and the LES estimates of the Karman constant and additive constant of the log-law closely match values obtained from experiment.
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Σαλαμαλίκη, Παρασκευή. "Μελέτες στην εφαρμοσμένη μακροοικονομετρία : Αιτιότητα κατά Granger σε πολλαπλούς ορίζοντες και μη-γραμμικές τάσεις σε μακροοικονομικές χρονολογικές σειρές." Thesis, 2013. http://hdl.handle.net/10889/6542.
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Η παρούσα διατριβή ασχολείται με δύο ιδιαιτέρως σημαντικά και διαχρονικά επίκαιρα ζητήματα στην ανάλυση χρονολογικών σειρών, τα οποία εντάσσονται, υπό ευρεία έννοια, στο πεδίο της Μακροοικονομετρίας. Ειδικότερα, μελετώνται θέματα και μεθοδολογίες ή τεχνικές ιδιαίτερα χρήσιμες για εκείνους τους ερευνητές, οι οποίοι επικεντρώνονται στην ανάλυση της συμπεριφοράς των συναθροιστικών (aggregate) μεγεθών της οικονομίας, βασιζόμενοι στη χρήση δεδομένων χρονοσειρών ή πιο απλά χρονοσειρές (time series).
Το πρώτο ζήτημα αφορά στη μελέτη της δυναμικής αλληλεξάρτησης ανάμεσα σε μακροοικονομικές μεταβλητές κάτω από την υιοθέτηση ενός πολλαπλού πλαισίου ανάλυσης χρονοσειρών. Το ενδιαφέρον εστιάζεται κυρίως στην γενικευμένη ή εκτεταμένη έννοια της αιτιότητας κατά Granger, δηλαδή στην επέκταση της τυπικής έννοιας της αιτιότητας κατά Granger σε μεγαλύτερους του ενός ή σε πολλαπλούς ορίζοντες πρόβλεψης. Το δεύτερο ζήτημα αφορά στην παρουσία μη-γραμμικών χαρακτηριστικών σε μακροοικονομικές χρονοσειρές, καθώς και την υποδειγματοποίηση της μη-γραμμικότητας με τη χρήση μη-γραμμικών οικονομετρικών μοντέλων. Επικεντρώνεται δε ιδιαίτερα στον έλεγχο μοναδιαίας ρίζας κάτω από την εναλλακτική υπόθεση της στασιμότητας γύρω από μη-γραμμικές τάσεις της μορφής τάσεων ομαλής μετάβασης (smooth transition trends) στις μακροοικονομικές χρονοσειρές.
Ουσιαστικά, η διατριβή διακρίνεται σε δύο κεφάλαια. Στο Κεφάλαιο 1 παρουσιάζεται η τυπική έννοια της αιτιότητας κατά Granger, καθώς και η γενικευμένη ή εκτεταμένη έννοια της αιτιότητας ή η αιτιότητα σε πολλαπλούς ορίζοντες (multi-horizon causality), στο πλαίσιο των διανυσματικών αυτοπαλίνδρομων υποδειγμάτων (VAR). Η τυπική έννοια της αιτιότητας κατά Granger περιορίζεται στη βελτίωση της προβλεψιμότητας σε ορίζοντα πρόβλεψης μίας περιόδου (one-step ahead), ενώ λαμβάνει υπ'όψιν μόνο τις άμεσες ροές πληροφόρησης μεταξύ των μεταβλητών ενδιαφέροντος (direct causality). Ωστόσο, σε υποδείγματα VAR με περισσότερες από δύο μεταβλητές η τυπική έννοια της αιτιότητας μπορεί να επεκταθεί με την μελέτη της βελτίωσης της προβλεψιμότητας σε μεγαλύτερους του ενός ορίζοντες πρόβλεψης. Σε μία περίπτωση όπως η τελευταία, πλην της άμεσης αιτιότητας, δύνανται να μελετηθούν και οι έμμεσες σχέσεις αιτιότητας (indirect causality) που ενδέχεται να προκύψουν μέσω των πρόσθετων μεταβλητών του συστήματος.
Το θεωρητικό πλαίσιο της γενικευμένης έννοιας της αιτιότητας που παρουσιάζει η παρούσα διατριβή έχει αναπτυχθεί από τους Dufour and Renault (1998). Παράλληλα, δίνεται ιδιαίτερη βαρύτητα σε δύο πρόσφατες μεθόδους στατιστικής επαγωγής αιτιωδών σχέσεων κατά Granger σε πολλαπλούς ορίζοντες, οι οποίες παρέχουν πρόσθετη πληροφόρηση σχετικά με τη δυναμική αλληλεξάρτηση οικονομικών χρονοσειρών, και πιο συγκεκριμένα σχετικά με τον άμεσο ή έμμεσο χαρακτήρα των αιτιωδών σχέσεων, το διαχωρισμό μεταξύ βραχυχρόνιας και μακροχρόνιας (μη)-αιτιότητας, καθώς και τις πιθανές χρονικές υστερήσεις της αιτιότητας. Τέλος, στα πλαίσια του Κεφαλαίου 1, ερευνάται η δυνατότητα εφαρμογής των μεθόδων αυτών μέσω εμπειρικών εφαρμογών πάνω σε δύο διαχρονικά ζητήματα αιτιωδών σχέσεων ανάμεσα σε οικονομικές μεταβλητές.
Στο Κεφάλαιο 2 παρουσιάζονται υποδείγματα ομαλής μετάβασης, καθώς και έλεγχοι μοναδιαίας ρίζας οι οποίοι επιτρέπουν την στασιμότητα γύρω από ομαλές ή βαθμιαίες μεταβάσεις κάτω από την εναλλακτική υπόθεση. Κύριο χαρακτηριστικό των υποδειγμάτων ομαλής μετάβασης είναι η παρουσία μη-γραμμικών τάσεων στη διαχρονική εξέλιξη των χρονοσειρών. Κεντρικό ρόλο στα υποδείγματα αυτά κατέχουν οι διαρθρωτικές μεταβολές (structural changes) στην προσδιοριστική τάση, οι οποίες, δεδομένου ότι αντιπροσωπεύουν μεταβολές της συναθροιστικής συμπεριφοράς, υποδειγματοποιούνται με τη χρήση ενός προσδιοριστικού στοιχείου το οποίο επιτρέπει την βαθμιαία αντί της στιγμιαίας προσαρμογής.
Οι έλεγχοι μοναδιαίας ρίζας, οι οποίοι επιτρέπουν περισσότερη ευελιξία στην συνάρτηση της τάσης σε σχέση με την γραμμική εξειδίκευση της προσδιοριστικής τάσης που χρησιμοποιούν οι τυπικοί έλεγχοι μοναδιαίας ρίζας, αποτελούν το επίκεντρο μελέτης του Κεφαλαίου 2 της διατριβής. Η αναγκαιότητα υιοθέτησης πρόσθετων ελέγχων μοναδιαίας ρίζας, όπως οι έλεγχοι μοναδιαίας ρίζας οι οποίοι επιτρέπουν στασιμότητα γύρω από ομαλές μεταβάσεις κάτω από την εναλλακτική υπόθεση, ισχυροποιείται από τα αποτελέσματα της εφαρμογής των ελέγχων αυτών σε ένα σύνολο οικονομικών χρονοσειρών.This thesis discusses two central research topics in applied time series econometrics that generally belong in the field of Macroeconometrics. In particular, we investigate issues and methods which are of interest to those researchers who want to analyze economic problems or economic aggregates by means of time series data. The first topic deals with the dynamic interrelationships between sets of theory related variables in a multiple time series context. Research interest is primarily focused on the generalized or extended notion of Granger causality, that is the extension of the standard Granger causality concept to higher forecast horizons. The second topic deals with nonlinear behavior of macroeconomic time series, as well as the modelling of nonlinearities in economic time series using nonlinear econometric models. Specific attention is paid to unit root tests that allow stationarity around nonlinear trends in the form of smooth transitions under the alternative. The dissertation consists of two chapters. The first chapter presents the standard concept of Granger causality, along with the generalized or extended notion of causality, also known as multiple-horizon causality, in the vector autoregressive (VAR) framework. The standard notion of Granger causality restricts prediction improvement to a forecast horizon of one period, while it considers only direct flows of information between the variables of interest. However, in VAR models with more than two variables, the concept of standard Granger causality can be extended by studying prediction improvement at forecast horizons greater than one. If this is the case, then, except for direct causality, indirect flows of information might be revealed through the additional variables of the system. The theoretical framework of the extended concept of causality which is presented in the present dissertation has been developed by Dufour and Renault (1998). In addition, special attention is paid to two recent methods for testing hypothesis of non-causality at various horizons which can provide further information on the dynamic interaction of time series, and more specifically on the direct or indirect nature of causal effects, the distinction between short-run and long-run (non)-causality, as wells as the possibility of causal delays. Finally, the potential implementation of these methods is examined through empirical applications on causality relations among different sets of economic variables. Chapter 2 presents smooth transition (STR) trend models, as well as unit root tests that allow stationarity around smooth transitions under the alternative. Smooth transition regression models presume the presence of nonlinear trends in the long-run evolution of time series. A key feature of these models is the presence of structural changes in the deterministic trend which, given that they represent changes in aggregate behavior (economic aggregates), are modelled through a deterministic component that permits gradual rather than instantaneous adjustment between regimes. Unit root tests that permit a more versatile trend function in the unit root procedure, rather than the standard linear trends, are the main concern of Chapter 2. The necessity of employing additional unit root tests, such as unit root tests that allow stationarity around smooth transitions under the alternative, becomes evident through the unit root test results that are observed in an application in a set of economic time series.