The use of impulse response functions for evaluation of added mass and damping coefficient of a circular cylinder oscillating in linearly stratified fluid

2000 ◽  
Vol 28 (2) ◽  
pp. 152-159 ◽  
Author(s):  
E. V. Ermanyuk
2002 ◽  
Vol 451 ◽  
pp. 421-443 ◽  
Author(s):  
EUGENY V. ERMANYUK ◽  
NIKOLAI V. GAVRILOV

This paper presents the force coefficients (added mass and damping) for a circular cylinder oscillating horizontally in a uniformly stratified fluid of limited depth and in a continuously stratified fluid with a smooth pycnocline. The frequency-dependent added mass and damping are evaluated from Fourier transforms of the experimental records of impulse response functions. The stratification is shown to have a strong effect on the fluid–body interaction. It is found that, when the characteristic vertical extent of stratification (depth of uniformly stratified fluid or pycnocline thickness) decreases, the power radiated with internal waves is reduced and the maximum of the frequency spectrum of wave power shifts toward lower frequency. The results of experiments are compared with available theoretical predictions.


1995 ◽  
Vol 22 (4) ◽  
pp. 413-416 ◽  
Author(s):  
Francesco N. Tubiello ◽  
Michael Oppenheimer

2010 ◽  
Vol 09 (04) ◽  
pp. 387-394 ◽  
Author(s):  
YANG CHEN ◽  
YIWEN SUN ◽  
EMMA PICKWELL-MACPHERSON

In terahertz imaging, deconvolution is often performed to extract the impulse response function of the sample of interest. The inverse filtering process amplifies the noise and in this paper we investigate how we can suppress the noise without over-smoothing and losing useful information. We propose a robust deconvolution process utilizing stationary wavelet shrinkage theory which shows significant improvement over other popular methods such as double Gaussian filtering. We demonstrate the success of our approach on experimental data of water and isopropanol.


Author(s):  
Jan Prüser ◽  
Christoph Hanck

Abstract Vector autoregressions (VARs) are richly parameterized time series models that can capture complex dynamic interrelationships among macroeconomic variables. However, in small samples the rich parametrization of VAR models may come at the cost of overfitting the data, possibly leading to imprecise inference for key quantities of interest such as impulse response functions (IRFs). Bayesian VARs (BVARs) can use prior information to shrink the model parameters, potentially avoiding such overfitting. We provide a simulation study to compare, in terms of the frequentist properties of the estimates of the IRFs, useful strategies to select the informativeness of the prior. The study reveals that prior information may help to obtain more precise estimates of impulse response functions than classical OLS-estimated VARs and more accurate coverage rates of error bands in small samples. Strategies based on selecting the prior hyperparameters of the BVAR building on empirical or hierarchical modeling perform particularly well.


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