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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
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
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 regim
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
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 s
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 arbitr