分类： 数学 >> 数学（综合） 提交时间： 2017-06-22
摘要： 考虑股票选取的多因子问题，在传统模型的基础上，利用MATLAB软件建立使用加权回归（权由日期和涨跌幅综合决定）的股票基本面指标、技术指标对相对收益率的多因子模型，并且引入支持向量机作为风控，最终获得了一个收益较好的量化投资模型。
分类： 计算机科学 >> 计算机应用技术 提交时间： 2017-06-22
摘要： 量化投资一直是国内外学者关注的热点问题，针对使用BP神经网络预测股票市场的相关问题，本文在对数据进行统计学上的数据预处理后，交替采用了遗传算法和模拟退火算法优化了BP神经网络的参数,并对A股市场中的股票进行预测。在此基础上，进行了为期十年的模拟交易，最终获得了24.1%的年化收益率。
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Cryogenic propellants LOx/H2 are used at very high pressure in rocket engine combustion. The description of the combustion process in such application is very complex due essentially to the supercritical regime. Ideal gas law becomes invalid. In order to try to capture the average characteristics of this combustion process, numerical computations are performed using a model based on a one-phase multi-component approach. Such work requires fluid properties and a correct definition of the mixture behavior generally described by cubic equations of state with appropriated thermodynamic relations validated against the NIST data. In this study we consider an alternative way to get the effect of real gas by testing the volume-weighted-mixing-law with association of the component transport properties using directly the NIST library data fitting including the supercritical regime range. The numerical simulations are carried out using 3D RANS approach associated with two tested turbulence models, the standard k-Epsilon model and the realizable k-Epsilon one. The combustion model is also associated with two chemical reaction mechanisms. The first one is a one-step generic chemical reaction and the second one is a two-step chemical reaction. The obtained results like temperature profiles, recirculation zones, visible flame lengths and distributions of OH species are discussed.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： This paper demonstrates the plane stress state and the stress free thermo-elastic deformation of FGM thick plate under thermal loading. First, the Sneddon-Lockett theorem on the plane stress state in an isotropic infinite thick plate is generalized for a case of FGM problem in which all thermo-mechanical properties are optional functions of depth co-ordinate. The proof is based on application of the Iljushin thermo-elastic potential to displacement type system of equations that reduces it to the plane stress state problem. Then an existence of the purely thermal deformation is proved in two ways: first, it is shown that the unique solution fulfils conditions of simultaneous constant temperature and linear gradation of thermal expansion coefficient, second, proof is based directly on stress type system of equations which straightforwardly reduces to compatibility equations for purely thermal deformation if only stress field is homogeneous in domain and at boundary. Finally, couple examples of application to an engineering problem are presented.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Performance improvement was attained in data reconstructions of 2-dimensional tunable diode laser absorption spectroscopy (TDLAS). Multiplicative Algebraic Reconstruction Technique (MART) algorithm was adopted for data reconstruction. The data obtained in an experiment for the measurement of temperature and concentration fields of gas flows were used. The measurement theory is based upon the Beer-Lambert law, and the measurement system consists of a tunable laser, collimators, detectors, and an analyzer. Methane was used as a fuel for combustion with air in the Bunsen-type burner. The data used for the reconstruction are from the optical signals of 8-laser beams passed on a cross-section of the methane flame. The performances of MART algorithm in data reconstruction were validated and compared with those obtained by Algebraic Reconstruction Technique (ART) algorithm.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The application of an efficient flow control system on helicopter rotor blades may lead to improved aerodynamic performance. Recently, our invention of Rod Vortex Generators (RVGs) has been analyzed for helicopter rotor blades in hover with success. As a step forward, the study has been extended to forward flight conditions. For this reason, a validation of the numerical modelling for a reference helicopter rotor (without flow control) is needed. The article presents a study of the flow-field of the AH-1G helicopter rotor in low-, medium- and high-speed forward flight. The CFD code FLOWer from DLR has proven to be a suitable tool for the aerodynamic analysis of the two-bladed rotor without any artificial wake modelling. It solves the URANS equations with LEA (Linear Explicit Algebraic stress) k-omega model using the chimera overlapping grids technique. Validation of the numerical model uses comparison with the detailed flight test data gathered by Cross J. L. and Watts M. E. during the Tip Aerodynamics and Acoustics Test (TAAT) conducted at NASA in 1981. Satisfactory agreements for all speed regimes and a presence of significant flow separation in high-speed forward flight suggest a possible benefit from the future implementation of RVGs. The numerical results based on the URANS approach are presented not only for a popular, low-speed case commonly used in rotorcraft community for CFD codes validation but preferably for medium- and high-speed test conditions that have not been published to date.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： In order to expand the study on flow instability of supercritical circulating fluidized bed (CFB) boiler, a new numerical computational model considering the heat storage of the tube wall metal was presented in this paper. The lumped parameter method was proposed for wall temperature calculation and the single channel model was adopted for the analysis of flow instability. Based on the time-domain method, a new numerical computational program suitable for the analysis of flow instability in the water wall of supercritical CFB boiler with annular furnace was established. To verify the code, calculation results were respectively compared with data of commercial software. According to the comparisons, the new code was proved to be reasonable and accurate for practical engineering application in analysis of flow instability. Based on the new program, the flow instability of supercritical CFB boiler with annular furnace was simulated by time-domain method. When 1.2 times heat load disturbance was applied on the loop, results showed that the inlet flow rate, outlet flow rate and wall temperature fluctuated with time eventually remained at constant values, suggesting that the hydrodynamic flow was stable. The results also showed that in the case of considering the heat storage, the flow in the water wall is easier to return to stable state than without considering heat storage.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The contribution deals with the experimental and numerical investigation of compressible flow through the tip-section turbine blade cascade with the blade 54 '' long. Experimental investigations by means of optical (interferometry and schlieren method) and pneumatic measurements provide more information about the behaviour and nature of basic phenomena occurring in the profile cascade flow field. The numerical simulation was carried out by means of the EARSM turbulence model according to Hellsten [5] completed by the bypass transition model with the algebraic equation for the intermittency coefficient proposed by Straka and Prihoda [6] and implemented into the in-house numerical code. The investigation was focused particularly on the effect of shock waves on the shear layer development including the laminar/turbulent transition. Interactions of shock waves with shear layers on both sides of the blade result usually in the transition in attached and/or separated flow and so to the considerable impact to the flow structure and energy losses in the blade cascade.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Effects of the uneven circumferential blade space on static characteristics and aerodynamic noise of a small axial flow fan are studied in this work. The blade angle modulation is adopted to design a series of unequally spaced fans, which have different maximum of modulation angular displacement. The steady flow is simulated by the calculations of Navier-Stokes equations coupled with RNG k-epsilon turbulence model, while the unsteady flow is computed with large eddy simulation. According to theoretical analysis, a fan with a maximum of modulation angular displacement of 6 is regarded as the optimal unequally spaced fan. The experiment of static characteristic is carried out in a standard wind tunnel and the aerodynamic noise of both fans is tested in a semi-anechoic room. Then, performances of the optimal unequally spaced fan are compared with those of the prototype fan. The results show that there is reasonable agreement between the simulation results and the experimental data. It is found that the discrete noise of the optimal unequally spaced fan is lower than that of the prototype fan at the near field monitoring point. This can be explained that the total pressure fluctuation of the optimal unequally spaced fan is much more regular than that of the prototype fan.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Pipes are widely used to transport gas, oil and water in industries. Drag reduction in pipes is an increasingly concerned problem to save energy. Some researches have indicated that the non-smooth surface with special structures can reduce flow loss. In this paper, an experimental investigation has been performed on the effects of a kind of surface groove on the drag in both rectangular and circular duct at different Reynolds numbers. In the experiment of the rectangular duct, total pressure at both inlet and outlet were measured. Static pressure on the wall was measured on the surface with smooth and grooved film respectively. In the circular duct, a boundary layer pressure probe was used to measure the total pressure distribution at both inlet and outlet. Four taps at inlet and outlet were used to measure static pressure. The loss coefficient is used to evaluate the effects of the surface groove on drag reduction. The experiment was conducted with the Reynolds number range from 1.28x10(4) to 2.57x10(4). The result shows a maximum drag loss reduction of approximately 2.4% in rectangular duct at Reynolds number of 2.4x10(4). A 10% reduction of pipe pressure loss by grooved surface is measured in circular duct at a Reynolds number of 3.0x10(5).
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
Berrino, Marco
Fabio Bigoni
Daniele Simoni
Matteo Giovannini
Michele Marconcini
Roberto Pacciani
Francesco Bertini
摘要： The aerodynamic performance of a high-load low-pressure turbine blade cascade has been analyzed for three different distributed surface roughness levels (Ra) for steady and unsteady inflows. Results from CFD simulations and experiments are presented for two different Reynolds numbers (300000 and 70000 representative of take-off and cruise conditions, respectively) in order to evaluate the roughness effects for two typical operating conditions. Computational fluid dynamics has been used to support and interpret experimental results, analyzing in detail the flow field on the blade surface and evaluating the non-dimensional local roughness parameters, further contributing to understand how and where roughness have some influence on the aerodynamic performance of the blade. The total pressure distributions in the wake region have been measured by means of a five-hole miniaturized pressure probe for the different flow conditions, allowing the evaluation of profile losses and of their dependence on the surface finish, as well as a direct comparison with the simulations. Results reported in the paper clearly highlight that only at the highest Reynolds number tested (Re=300000) surface roughness have some influence on the blade performance, both for steady and unsteady incoming flows. In this flow condition profile losses grow as the surface roughness increases, while no appreciable variations have been found at the lowest Reynolds number. The boundary layer evolution and the wake structure have shown that this trend is due to a thickening of the suction side boundary layer associated to an anticipation of transition process. On the other side, no effects have been observed on the pressure side boundary layer.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： In the present work the aerodynamic performances of an innovative rotor blade row have been experimentally investigated. Measurements have been carried out in a large scale low speed single stage cold flow facility at a Reynolds number typical of aeroengine cruise, under nominal and off-design conditions. The time-mean blade aerodynamic loadings have been measured at three radial positions along the blade height through a pressure transducer installed inside the hollow shaft, by delivering the signal to the stationary frame with a slip ring. The time mean aerodynamic flow fields upstream and downstream of the rotor have been measured by means of a five-hole probe to investigate the losses associated with the rotor. The investigations in the single stage research turbine allow the reproduction of both wake-boundary layer interaction as well as vortex-vortex interaction. The detail of the present results clearly highlights the strong dissipative effects induced by the blade tip vortex and by the momentum defect as well as the turbulence production, which is generated during the migration of the stator wake in the rotor passage. Phase-locked hot-wire investigations have been also performed to analyze the time-varying flow during the wake passing period. In particular the interaction between stator and rotor structures has been investigated also under off-design conditions to further explain the mechanisms contributing to the loss generation for the different conditions.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The characteristics of a rotating stall of an impeller and diffuser and the evolution of a vortex generated at the diffuser leading-edge (i.e., the leading-edge vortex (LEV)) in a centrifugal compressor were investigated by experiments and numerical analysis. The results of the experiments revealed that both the impeller and diffuser rotating stalls occurred at 55 and 25 Hz during off-design flow operation. For both, stall cells existed only on the shroud side of the flow passages, which is very close to the source location of the LEV. According to the CFD results, the LEV is made up of multiple vortices. The LEV is a combination of a separated vortex near the leading-edge and a longitudinal vortex generated by the extended tip-leakage flow from the impeller. Therefore, the LEV is generated by the accumulation of vorticity caused by the velocity gradient of the impeller discharge flow. In partial-flow operation, the spanwise extent and the position of the LEV origin are temporarily transmuted. The LEV develops with a drop in the velocity in the diffuser passage and forms a significant blockage within the diffuser passage. Therefore, the LEV may be regarded as being one of the causes of a diffuser stall in a centrifugal compressor.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The suction side boundary layer evolution of a high-lift low-pressure turbine cascade has been experimentally investigated at low and high free-stream turbulence intensity conditions. Measurements have been carried out in order to analyze the boundary layer transition and separation processes at a low Reynolds number, under both steady and unsteady inflows. Static pressure distributions along the blade surfaces as well as total pressure distributions in a downstream tangential plane have been measured to evaluate the overall aerodynamic efficiency of the blade for the different conditions. Particle Image Velocimetry has been adopted to analyze the time-mean and time-varying velocity fields. The flow field has been surveyed in two orthogonal planes (a blade-to-blade plane and a wall-parallel one). These measurements allow the identification of the Kelvin-Helmholtz large scale coherent structures shed as a consequence of the boundary layer laminar separation under steady inflow, as well as the investigation of the three-dimensional effects induced by the intermittent passage of low and high speed streaks. A close inspection of the time-mean velocity profiles as well as of the boundary layer integral parameters helps to characterize the suction side boundary layer state, thus justifying the influence of free-stream turbulence intensity on the blade aerodynamic losses measured under steady and unsteady inflows.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The classical thermodynamics reflects the significant relationship between the heat and the temperature. On the basis of the relationships, according to the mathematical derivation, this paper structures the conceptions of generalized heat, generalized thermodynamic temperature, generalized entropy and so on. The series of conceptions in the classical thermodynamics is merely a special case of the generalized thermodynamics. Based on these conceptions of generalized thermodynamics, this paper presents the new expressions of the first law and the second law of thermodynamics. In other words, these expressions are endued with new explanations. The Eq. LZ = kTS given by this paper provides theoretical basis for these new expressions.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The aim of this paper is the formulation of the finite element method in polar coordinates to solve transient heat conduction problems. It is hard to find in the literature a formulation of the finite element method (FEM) in polar or cylindrical coordinates for the solution of heat transfer problems. This document shows how to apply the most often used boundary conditions. The global equation system is solved by the Crank-Nicolson method. The proposed algorithm is verified in three numerical tests. In the first example, the obtained transient temperature distribution is compared with the temperature obtained from the presented analytical solution. In the second numerical example, the variable boundary condition is assumed. In the last numerical example the component with the shape different than cylindrical is used. All examples show that the introduction of the polar coordinate system gives better results than in the Cartesian coordinate system. The finite element method formulation in polar coordinates is valuable since it provides a higher accuracy of the calculations without compacting the mesh in cylindrical or similar to tubular components. The proposed method can be applied for circular elements such as boiler drums, outlet headers, flux tubes. This algorithm can be useful during the solution of inverse problems, which do not allow for high density grid. This method can calculate the temperature distribution in the bodies of different properties in the circumferential and the radial direction. The presented algorithm can be developed for other coordinate systems. The examples demonstrate a good accuracy and stability of the proposed method.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Floating zone technique is a crucible-free process for growth of high quality single crystals. Unstable thermocapillary convection is a typical phenomenon during the process under microgravity. Therefore, it is very important to investigate the instability of thermocapillary convection in liquid bridges with deformable free-surface under microgravity. In this works, the Volume of Fluid (VOF) method is employed to track the free-surface movement. The results are presented as the behavior of flow structure and temperature distribution of the molten zone. The impact of Marangoni number (Ma) is also investigated on free-surface deformation as well as the instability of thermocapillary convection. The free-surface exhibits a noticeable axisymmetric (but it is non-centrosymmetric) and elliptical shape along the circumferential direction. This specific surface shape presents a typical narrow 'neck-shaped' structure with convex at two ends of the zone and concave at the mid-plane along the axial direction. At both theta = 0 degrees and theta = 90 degrees, the deformation ratio increases rapidly with Ma at first, and then increases slowly. Moreover, the hydrothermal wave number m and the instability of thermocapillary convection increase with Ma.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： The study on the condensation and the two-phase flow pattern in the condensation section is important to understand the operating mechanisms in a thermosyphon. In this paper, a new electric capacitance tomography (ECT) sensor was designed for the visualization measurement in a liquid by removing the shielding case and sealing with insulating hydrophobic material. It was successfully used to measure the condensation process in a thermosyphon under different operating temperatures. The thermosyphon was made of silica glass, and alcohol was used as a working fluid. The alcohol vapor was cooled to condense through the heat convection with the cooling water. The operating temperature was controlled by a heater with different power outputs. The experimental results show that the alcohol vapor condensed in stripes and unevenly on the wall surface at a low operating temperature. The liquid bridge will be formed periodically at the operating temperature of 90 degrees C, and the time interval between two liquid bridges will be shorter with the increase of the operating temperature. At 117 degrees C or even higher operating temperatures, the complete liquid bridge cannot be formed sometimes due to the difference of the growth rate of the surface wave around the circumference.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： Experimental and numerical studies were carried out to evaluate the effect of vortex generator on a small cylindrical protrusion at Mach number 2.0. The experiments were performed using the supersonic blow down wind tunnel on different heights of cylindrical protrusion with vortex generator placed ahead of them. The upstream and downstream flow around the cylindrical protrusion is influenced by vortex generator as is observed using both visualization and pressure measurement techniques. Numerical studies using three dimensional steady implicit formulations with standard k-omega. turbulence model was performed. Results obtained through the present computation are compared with the experimental results at Mach 2.0. Good agreements between computation and experimental results have been achieved. The results indicate that the aerodynamic drag acting on cylindrical protrusion can be reduced by adopting vortex generator.
分类： 动力与电气工程 >> 工程热物理学 提交时间： 2017-06-22 合作期刊: 《热科学学报》
摘要： High-pressure ratio and wide operating range are highly required for a turbocharger in diesel engines. A recirculation flow type casing treatment is effective for flow range enhancement of centrifugal compressors. Two ring grooves on a suction pipe and a shroud casing wall are connected by means of an annular passage and stable recirculation flow is formed at small flow rates from the downstream groove toward the upstream groove through the annular bypass. The shape of baseline recirculation flow type casing is modified and optimized by using a multi-point optimization code with a metamodel assisted evolutionary algorithm embedding a commercial CFD code CFX from ANSYS. The numerical optimization results give the optimized design of casing with improving adiabatic efficiency in wide operating flow rate range. Sensitivity analysis of design parameters as a function of efficiency has been performed. It is found that the optimized casing design provides optimized recirculation flow rate, in which an increment of entropy rise is minimized at grooves and passages of the rotating impeller.
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