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Register a new userStochastic rocket dynamics under random nozzle side loads: Ornstein-Uhlenbeck boundary layer separation and its coarse grained connection to side loading and rocket response
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A long-standing, though ill-understood problem in rocket dynamics, rocket response to random, altitude-dependent nozzle side-loads, is investigated. Side loads arise during low altitude flight due to random, asymmetric, shock-induced separation of in-nozzle boundary layers. In this paper, stochastic evolution of the in-nozzle boundary layer separation line, an essential feature underlying side load generation, is connected to random, altitude-dependent rotational and translational rocket response via a set of simple analytical models. Separation line motion, extant on a fast boundary layer time scale, is modeled as an Ornstein-Uhlenbeck process. Pitch and yaw responses, taking place on a long, rocket dynamics time scale, are shown to likewise evolve as OU processes. Stochastic, altitude-dependent rocket translational motion follows from linear, asymptot
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The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local regularity as the one of the Brownian motion. Based on previous works, we propose to include in the framework of one of its generalization, the so-called fractional Ornstein-Uhlenbeck process, some Multifractal corrections, using a Gaussian Multiplicative Chaos. The aforementioned process, called a Multifractal fractional Ornstein-Uhlenbeck process, is a statistically stationary finite-variance process. Its underlying dynamics is non-Markovian, although non-anticipating and causal. The numerical scheme and theoretical approach are based on a regularization procedure, that gives a meaning to this dynamical evolution, which unique solution converges towards a well-behaved stochastic process.
We report progress in the development of a model-based hybrid probabilistic approach to an on-board IVHM for solid rocket boosters (SRBs) that can accommodate the abrupt changes of the model parameters in various nonlinear dynamical off-nominal regimes. The work is related to the ORION mission program. Specifically, a case breach fault for SRBs is considered that takes into account burning a hole through the rocket case, as well as ablation of the nozzle throat under the action of hot gas flow. A high-fidelity model (HFM) of the fault is developed in FLUENT in cylindrical symmetry. The results of the FLUENT simulations are shown to be in good agreement with quasi-stationary approximation and analytical solution of a system of one-dimensional partial differential equations (PDEs) for the gas flow in the combustion chamber and in the hole through the rocket case.
We consider the problem of option pricing under stochastic volatility models, focusing on the linear approximation of the two processes known as exponential Ornstein-Uhlenbeck and Stein-Stein. Indeed, we show they admit the same limit dynamics in the regime of low fluctuations of the volatility process, under which we derive the exact expression of the characteristic function associated to the risk neutral probability density. This expression allows us to compute option prices exploiting a formula derived by Lewis and Lipton. We analyze in detail the case of Plain Vanilla calls, being liquid instruments for which reliable implied volatility surfaces are available. We also compute the analytical expressions of the first four cumulants, that are crucial to implement a simple two steps calibration procedure. It has been tested against a data set of options traded on the Milan Stock Exchange. The data analysis that we present reveals a good fit with the market implied surfaces and corroborates the accuracy of the linear approximation.
The multifractal theory of turbulence is used to investigate the energy cascade in the Northwestern Atlantic ocean. The statistics of singularity exponents of velocity gradients computed from in situ measurements are used to show that the anomalous scaling of the velocity structure functions at depths between 50 ad 500 m has a linear dependence on the exponent characterizing the strongest velocity gradient, with a slope that decreases with depth. Since the distribution of exponents is asymmetric about the mode at all depths, we use an infinitely divisible asymmetric model of the energy cascade, the log-Poisson model, to derive the functional dependence of the anomalous scaling with dissipation. Using this model we can interpret the vertical change of the linear slope as a change in the energy cascade.
In this study the influence of stratification on surface tidal elevations in a two-layer analytical model is examined. The model assumes linearized, non-rotating, shallow-water dynamics in one dimension with astronomical forcing and allows for arbitrary topography. Using a natural modal separation, both large scale (barotropic) and small scale (baroclinic) components of the surface tidal elevation are shown to be comparably affected by stratification. It is also shown that the topography and basin boundaries affect the sensitivity of the barotropic surface tide to stratification significantly. This paper, therefore, provides a framework to understand how the presence of stratification impacts barotropic as well as baroclinic tides, and how climatic perturbations to oceanic stratification contribute to secular variations in tides. Results from a realistic-domain global numerical two-layer tide model are briefly examined and found to be qualitatively consistent with the analytical model results.
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