bluuebunny/crossref_metadata_2025 huggingface dataset:
Application of Electronic Aids to Control of Terminal Area Air Traffic
Authors: Ratcliffe S. , Jones S. S. D.
Published: July 2016

The ATC system must ensure the safe and expeditious movement of traffic through the TMA and down to and along the surface of the airport. There must be a plan which defines the path to be followed by each aircraft, taking account of all other proposed movements. There must also be a means of implementing this plan with adequate accuracy, or for revising it should later events make this necessary. The plan must take account of the finite accuracy with which an aircraft can navigate (using “navigation” in the broad sense of “the progress of the craft about its ways in space and time“). We will therefore discuss first the tools required for implementing any chosen plan, before discussing the planning function itself.
Eurocontrol—A European Organisation Its Structure and Future Prospects
Authors: Bulin R.
Published: July 2016

On receiving an invitation from your distinguished Association to come and speak to you about EUROCONTROL, I was most pleased and honoured. I am glad to be able to represent our Organisation and in the name of the Organisation I wish to thank you most warmly.

Before this gathering of legal experts I, as a technician, would fear to be presumptuous if I did not feel that nowadays no progress is conceivable without close collaboration between the legal and the technical. It is with this thought in mind that I shall lay before you some of the technical reasons which led to the setting-up of EUROCONTROL, the operation, the structure, the achievements and the future prospects of this new European Organisation for the safety of air navigation.
Deformation of Sandwich Structure
Authors: Cox H. L. , Martin D. W.
Published: July 2016

The purpose of this note is to present formulae, derived by stationary energy considerations, for the deflection of an arbitrary length of sandwich structure subjected to the three-point bend test, for comparison with experimental results.
Note on a Generalised Velocity Parameter in Two-Dimensional Fluid Dynamics
Authors: Cohen M. J .
Published: July 2016

The purpose of this note is to draw a formal parallel between the fundamental hodograph flow equations in subsonic and supersonic regimes when expressed in terms of a generalised velocity parameter. This parameter can cover, by simple algebraic extension, hodograph flows in either regime; it has simple geometrical and dynamical interpretations and models of the combined hodograph plans in terms of this parameter are also suggested.

A similar, and perhaps familiar, velocity parameter appears to have been first used in the solution of certain subsonic flow problems by Tsien, following a suggestion of von Kármán, although a more general and basic form was not described.
Boundary Layer Transition Measurements Using a Surface Hot Film Downstream of Distributed Roughness at Mach Numbers from 1·3 to 4·0
Authors: Mabey D. G.
Published: July 2016

A surface hot film was used as a boundary layer transition indicator on wind tunnel models at Ifiach numbers from 1·3 to 4·0. The results illustrate the difficulty of fixing transition with distributed roughness on small models at supersonic speeds.
RAE Guided Weapon Test Vehicles in the 1950s
Authors: Smith T. L.
Published: July 2016

A test vehicle, in the G.W. sense is a body used in free flight to test components, structures, aerodynamics, servo controls, guidance systems and propulsion. The body may have weapon-like characteristics or may be designed purely to investigate a particular phenomenon or theory which has a bearing on the design of weapons. From the inception of the G.W. Department this work was given an important place in the programme and played a major part in laying the foundation of knowledge and experience on which the G.W. work in this country was built.

Two early test vehicles were CTV.1 and KTV.1. CTV.1 was used for a good deal of aerodynamic investigation, together with the development of free flight instrumentation and measurement techniques, it was our first “beam rider”, and was also used in a command guided role. The beam riding work was done in co-operation with TRE who were responsible for the guidance aspects of CTV.1. RTV.1 was a larger vehicle used mainly on beam riding guidance research. A later version was used in a vertically launched role to study launching and stability problems preparatory to the Black Knight work.

The CTV series culminated in CTV.S which itself took various forms. The CTV.S Series I was designed for aerodynamic measurements on a coasting dart at high incidences and therefore high altitude. CTV.S Series 2 was designed for kinetic heating investigations while CTV.5 Series 3 was an upper atmosphere sounding rocket, later known as Skylark and still providing a valuable service.

RTV.2 was designed for further work on liquid fuel propulsion and semi-active radar guidance research and was developed further to become the better known GPV. An interesting method of recovery from the sea was developed for this vehicle. With the requirement for ballistic missiles and satellite launchers a whole new field of work on missile structures, stability, control and guidance was opened up. This called for the development of the latest and very successful test vehicle, Black Knight.
Effects of a Chordwise Gap in an Aerofoil of Finite Span in a Free Stream
Authors: Lakshminarayana B.
Published: July 2016

An attempt is made in this note to extend Glauert(1948) analysis to predict the increase in induced drag and decrease in lift due to a split in an aerofoil of finite span placed in a free stream. The values of induced drag obtained from this analysis is compared with Munk and Cario's (1917) experimental values and Prandtl and Betz's (1927) theoretical values. A modified analysis for low gap/length ratio, which takes into account the lift retained at the tip, gives better agreement with Munk's experimental values for gap/length ratio (Ω) less than 0·012. The effect of slot diminishes as the aspect ratio is increased.
Licensing British Air Transport
Authors: Wheatcroft Stephen
Published: July 2016

It is probably not necessary for an economist to justify his temerity in addressing the Air Law Group of this Society on Licensing since I am here by invitation. But it is worth noting that a great deal of air law is, in fact, concerned with the economic regulation of the industry: the law is endeavouring to give effect to conclusions about how best to arrive at certain economic results.

I shall not discuss any details of the law relating to air transport licensing: I shall concern myself with the broad economic issues which underlie the law. I shall start from first principles and ask “Why should we regulate air transport?” and, if there are good reasons for so doing, “what are the essentials of a regulatory system?”.
Experiments which Disproved the Theory of Intercrystalline Corrosion of the Light Alloy Duralumin
Authors: Short Hugh Oswald
Published: July 2016

The German metallurgists were the first to discover how to make the light alloy of aluminium which they called duralumin. I understand it is a mixture of 97 per cent aluminium and 3 per cent copper, but it may have a very small percentage of rarer metals. Whereas aluminium has a yield point of about nine tons per square inch, duralumin has a yield point of twenty-five tons per square inch.

Before and during the First World War the German aircraft constructors used duralumin in the construction of Zeppelin rigid airships, aeroplanes and seaplanes and flying boats. Towards the end of the First World War, I began to fear that the Germans would invent all-metal aircraft with highly streamlined forms which would increase the speed of their aircraft and that at very high speed with their bombing aircraft, they would fly at almost house top level, drop a time bomb on our works and be at a safe distance before the explosion occurred.
Agricultural Aviation Potentials for Asia
Authors: Little E. C. S.
Published: July 2016

This contribution to the proceedings of the Agricultural Section of the Society is intended: —

(a) To describe a problem in agricultural logistics which when solved should help developing countries in Asia to increase their food production, especially of rice.

(b) To suggest that the problem could be solved from the air.

(c) To offer some layman’s suggestions as to methods by which aircraft and associated installations might be designed and organised to meet the special situation to be found in Asia. From professional advice on these suggestions it is hoped that a workable plan may be devised, and the necessary finance provided from Government or commercial sources to carry out the necessary research and development.

(d) If a workable plan can be devised it is hoped that one or more of the countries which might benefit would wish to accept any assistance offered and to co-operate in the arrangements necessary.

(e) While the observations in this paper are believed to be generally applicable to the flat rice-growing monsoonal areas of Asia the ideas have been derived from working experience (for three years) in only two of these countries: Burma and E. Pakistan.
Some Current Ideas Regarding The Rotating Distributor
Authors: Johnstone D. R.
Published: July 2016

Rotary atomisers, initially of brush and disc design, but subsequently superceded by a rotating cage device , have for some while been used with fixed-wing aircraft for producing relatively finely dispersed homogeneous liquid sprays. Common to all these types is rotation in the vertical plane with axial liquid feed intended to give uniform discharge from the rotor periphery. Atomisation, for a given liquid and a fixed rotor diameter, is a function both of the rotor speed and also of the airspeed of the aircraft. In combination these two factors determine the resultant shear force producing break-up of the discharging liquid filaments. With fixed-wing aircraft, having a minimum forward speed of, say, 60 mph, it is ultimately this velocity which determines a theoretical upper limit to the size of droplet which may be produced, but in practice drop size also varies with throughput, and, in connection with anti-Locust spray work, Sayer has found that the normal droplet spectra may be considerably coarsened by dispensing with the orifice feed restrictors and non-drip valves, thus allowing the rotor feed rate to rise to three to four times the design figure.
Maintenance and Overhaul in Relation to Operators’ Field Requirements and Official Airworthiness Requirements
Authors: Best-Devereux H.
Published: July 2016

The agricultural aircraft is a special vehicle with special needs for simplicity in design coupled with interchangeability and accessibility of components and equipment. Cheap price, commercial availability and easily maintained equipment of high reliability, field replacement capability, freedom from the need of special tools and rigs, together with lack of complication, reflect markedly in the economics of operation and provide improved safety in operation.

To establish that these parameters are appreciated and allowed for, it is profitable to consider whether operators themselves give adequate and logical thought to engineering problems in their forward planning, and whether aviation legislation permits an adequate projection of this philosophy rather than reducing true airworthiness, true safety levels, and reasonable economics.
The Speed of Sound and Mach Number Effects
Authors: Stratford B. S.
Published: July 2016

In the October edition of the Journal Bragg and Smith contribute a stimulating article suggesting that in several examples of confined or two-dimensional flow pressure waves have a special velocity of propagation that is not equal to , the wave velocity in an infinite unbounded medium. Moreover phenomena such as choking can be said to occur at the special wave speed appropriate to the particular circumstances, so that it might appear sensible when describing the flow to use a Mach number based on the special wave propagation velocity rather than on They invite comments on this suggestion.
Comment on the Effect of Proof Stress on Notched Fatigue Strength
Authors: Welbourne E. R.
Published: July 2016

In his note, Forrest compares the results of an experimental investigation of the notched fatigue strength of HE 15 aluminium alloy (L.64/L.65 type) in three conditions of heat treatment with predicted values obtained using the analysis by Gunn. This analysis appears in R.Ae.S. Fatigue Data Sheets A.00.01 and .02.

The analysis requires a minimum knowledge of four parameters, Kt’ the elastic stress concentration factor, ft the tensile strength, ƒp the 0·1 per cent proof stress and Sao the fatigue strength under reversed loading for the specified endurance Ncycles.
Effect of Third Harmonic Vibratory Force on a Linear Spring-Mass System
Authors: Kirk C. L.
Published: July 2016

The response of an elastic system having a single degree of freedom, to a vibratory force whose waveform can be varied, is examined. The variable waveform is produced by a system of two pairs of unbalanced rotors in which one pair rotates at three times the speed of the other pair. The waveform depends on the frequency of excitation, the phasing of the rotors and the ratio of their amounts of unbalance. If the rotors are run at a speed at which the faster pair rotates above resonance while the slower pair rotates below resonance, a frequency is found at which the rate of change of amplitude with respect to frequency is zero. At this point, however, the waveform is quite sensitive to small changes in the frequency of excitation. If the rotor speeds cannot be maintained constant, and if stable vibration waveforms are required, it is necessary to run the slowest rotor well above the resonant frequency where both the amplitude and waveform will be virtually independent of frequency.
Materials
Authors: Fielding J.
Published: July 2016

The Materials Engineer should provide materials of proven integrity with the highest possible strength to weight ratio. This paper discusses the potentialities with the basic materials used for airframes. Attention is directed mainly to materials for subsonic aircraft.

It will be helpful to consider the distribution of materials in present day aircraft, and Fig. 1 shows clearly that the basic airframe materials at present are aluminium alloys and steels.
Structural Development
Authors: Ashley H. R.
Published: July 2016

Before looking forward, the structural significance of the trend towards the rear-mounted engine must be considered. The reason for this trend stems from the need to obtain increased overall efficiency. The advent of the jet engine first of all made it possible to bring the engines inboard into the root, as on the Comet and Vulcan aircraft, and now, in the interest of obtaining higher aerodynamic efficiency, they have been moved aft towards the tail end of the fuselage. This allows a reduction of wing area, a consequent reduction in tailplane area, an overall reduction in drag and a consequent decrease in fuel consumption for a given performance.
Performance of a Diffuser with Fully-Developed Pipe Flow at Entry
Authors: Bradshaw P.
Published: July 2016

Cockrell and Markland have found that the static-pressure recovery coefficient of a conical diffuser, which is well known to decrease as the (turbulent) boundary layer thickness at entry increases, actually rises again when the inlet boundary layer is so thick as to approximate to fully-developed pipe flow. It may be noted that this is not a consequence of the definition of the pressure coefficient because, for typical pipe flow velocity profiles, the pressure coefficient based on mean velocity, , is very nearly the same as that based on momentum flux .
Factors Affecting the Surface Temperature of a Hypersonic Aircraft
Authors: Sinnott C. S.
Published: July 2016

It is shown that by combining the dependence of boundary layer heating on local flow conditions with the lifting characteristics of hypersonic wings a simple relationship between wing loading and surface temperature can be derived. This replaces the common concept of an altitude/Mach number flight corridor through which hypersonic flight appears possible without exceeding an acceptable surface temperature, and indicates that flight beyond Mach 6 will in fact require considerable material or cooling developments.
Effect of Shock Boundary Layer Interaction on Aerofoil Pressure Distributions at Transonic Speeds
Authors: Tirumalesa D.
Published: July 2016

A method of improving pressure distributions predicted by inviscid theory over two-dimensional aerofoils at transonic speeds taking into account shock-wave turbulent boundary layer interaction as obtained in the case of the flat plate is described.

The method was applied to a non-lifting circular arc aerofoil of eight per cent relative thickness. The shock wave location, pressure distribution and drag coefficient were calculated and compared with experimental and inviscid theoretical results.

It has been found that the method gives results which are consistent with experimental results in various aspects.
The Estimation of the Non-Linear Lift of Delta Wings at Supersonic Speeds
Authors: Squire L. C.
Published: July 2016

Up to the present most of the methods used to calculate the flow over delta wings with leading edge separations have been based on slender wing theory. In this paper one of the simplest of these methods is carried over to linear theory and the overall lift calculated. In general the results are in agreement with experiment, in particular both show a fall in nonlinear lift as the leading edges of the wing approach the free stream Mach angles. The discrepancies which exist appear to arise mainly from the use of linear theory rather than from the mathematical model introduced to treat the separated flow.
The Development of Thunderbird
Authors: Jefferson G. R.
Published: July 2016

The history of the Thunderbird weapon system starts in 1949 when the English Electric Company was asked to undertake a design study for a surface-to-air guided weapon system for use by the Army for the air defence of the United Kingdom. This study gave rise to the proposal for a chemical rocket guided by a semi-active radar tracker and homing on to the target by means of proportional navigation.
Some Low Speed Problems of High Speed Aircraft
Authors: Spence A. , Lean D.
Published: July 2016

The high speed aircraft whose low speed aerodynamic problems are discussed in this part of the paper belong to the future rather than to the past or present. Küchemann has shown how jet propulsion and the use of a new set of aerodynamics appropriate to supersonic speed lead one from the classical aircraft to new shapes suitable for achieving a required flight range. These shapes include wing-body arrangements with wing sweepback angles of 55° or 60° suitable for a Mach number of about 1·2, and slender, neartriangular wings with sharp leading edges suitable for Mach numbers of around 2 or more, depending on the ratio of span to length.
Low-Speed Three-Dimensional Contraction Design
Authors: Cohen M. J. , Ritchie N. J. B.
Published: July 2016

The problem of designing a three-dimensional contraction arose recently in the course of the projected construction of a new low-speed (200 ft. /sec), closed-return wind-tunnel at the Northampton College of Advanced Technology. A three-dimensional contraction was required of contraction ratio 7·4:1 to provide smooth low turbulence conversion to the working section speed within an axial length of 126 inches. The inlet and outlet (working-section) dimensions are shown in Fig. 1 and the sections are similar. It was decided to design the contraction on the basis of an equivalent axi-symmetric contraction whose inlet and outlet circular areas are equal to those of the corresponding irregular octagons and then adapt the derived contraction wall profile to the actual sectional contours. The resulting equivalent inlet and outlet radii are then 55·4 in. and 20·4 in. respectively. The problem was thus reduced to the design of an axi-symmetric contraction of given area ratio within a specified axial length, with favourable velocity characteristics for low turbulence flow in the working section. This latter specification implies the absence of adverse pressure gradients on the walls near the working section and a small percentual difference between axial and wall velocities at the inlet to the working section.
A Comparison of the Control Problems of Missiles and Manned Aircraft
Authors: Smith K.
Published: July 2016

One of the main differences between manned aircraft and missiles is that in the former the “short period” dynamic characteristics should usually be at least moderately stable, while in the latter considerable instability can be tolerated.

However, this requires that the missile control system should have high gain “synthetic” feedback. Consequently, problems of stability associated with high gain are introduced, which do not occur with such severity in the manned aircraft. Typical missile stability problems of this kind, such as those arising from structural flexibility and propellant sloshing, are discussed.

Ballistic missiles, because they are required to operate in conditions where aerodynamic forces are sometimes negligible, need to utilise non-aerodynamic control forces. This introduces special problems, which have a parallel only in VTOL aircraft. The long duration attitude control of satellites in the presence of very small disturbances also presents a problem not encountered in the aircraft field.

The uncertainty of human pilot response is discussed in relation to the difficulties of adequate aircraft control system simulation. Some remarks are also made on the interaction between control about various axes. These interactions are often fundamentally different between aircraft and missiles.
The Helicopter Association of Great Britain
Authors: Richardson J. W.
Published: July 2016

It is reasonable to date the prehistory of the Helicopter Association from the arrival in this country of Juan de la Cierva in 1925, at the invitation of lames Weir and his Associates.

The helicopter idea had intrigued designers from the earliest days of aeronautical experiment but, so far, often to their detriment and the derision of their contemporaries. Cierva had been first in translating the theory of auto-rotation into practical terms and had proved that both stability and control in flight could be achieved regardless of forward air speed. The freely rotating rotor system of the Cierva Autogiro and other early gyroplanes, such as those of Kay and Hafner, provided the missing link which all had been seeking and from this point development proceeded by logical rapid sequence to the flight of the first potentially safe and controllable helicopter in Germany in 1937.
On the Tension Loads in Rivets connecting Stringers to Shear-Buckled Skin
Authors: Mansfield E. H.
Published: July 2016

This note derives an approximate, theoretical formula for the tension rivet loads transmitted by a shear-buckled skin to the supporting stringers. Allowance is made for the influence of the in-plane stiffness of the stringers and frames in reducing the magnitude of the shear buckles. The formula will be most reliable in the range 1·5 <τ/τcr< 3. When τ/τcr<1·5 the effect of initial irregularities is important, though the rivet loads are not high. When τ/τcr>3 the effect of change of buckle pattern, neglected in this simplified treatment, becomes important. The analysis could however be extended to deal with varying buckle pattern.
Four Combat Aircraft Concepts
Authors: Deplante H.
Published: July 2016

The Twentieth Louis Blériot Memorial Lecture held jointly by the Society and the Association Française Ingenieurs et Techniciens de l’Aeronautique et de l’Espace (AFITAE) was given in London on 13th April by Monsieur Henri Deplante, Technical Director, Avions Marcel Dassault, on “Four Combat Aircraft Concepts”.

The Chair was taken by Mr. A. D. Baxter, MEng, CEng, FRAeS, President of the Society. After welcoming French colleagues, especially Monsieur Jules Jarry, President d’Honneur of AFITAE, and several former Louis Blériot lecturers, Mr. Baxter said that Louis Btériot, one of France’s great aviation pioneers, had made the first practical link in aeronautics between their two countries; by the institution of this lecture they had initiated new technical links and provided inspiration on both sides of the Channel—he thought that inspiration had led to an industrial co-operation which they hoped would continue and extend to their mutual advantage.

Introducing the lecturer, die President said that Monsieur Henri Deplante, who was now Technical Director of Avions Marcel Dassault, had been connected with aeronautical engineering since 1930 when he had joined the then Avions Marcel Bloch.

Monsieur Deplante had served with the Free French Forces during the War; he was a member of the first Parachute Brigade in the Special Air Services and had been awarded the DSO. After the War he had helped to revive the French Aircraft Industry and the list of new aircraft which Dassault had designed in this post-war period was, he thought, evidence of his ability and success in that direction. Monsieur Deplante had lectured to four of the Society’s Branches since 1963 and they were delighted to have him as the 20th Louis Blériot Lecturer.
A Note on the Vorticity Distribution on the Surface of Slender Delta Wings with Leading Edge Separation
Authors: Elle B. J. , Jones J. P.
Published: July 2016

A description is given of the distribution of vorticity in the surface of thin wings with large leading edge sweep. Although the delta wing is chosen as the basic plan form the deductions are general and applicable to other types of wing. The conclusions are illustrated with experimental evidence from a water tunnel.
Admiralty Air Department 1915
Authors: Sutton Pipparo A. J.
Published: July 2016

I have been asked to contribute some reminiscences of the first two years of the 1914–1918 War to this Centenary number. Selection has proved difficult: I did not keep a diary and so must rely on memory alone for what I write. This may result in errors of detail and for any such mistakes I apologise in advance.

Early in February 1915 I received a telegram from the Admiralty as follows: “You have been appointed acting junior technical advisor to the Director of the Air Department and should present yourself for duty at the earliest possible moment”.
Materials in Aircraft Structures
Authors: Murphy A. J.
Published: July 2016

A Definitive history of materials in aviation has not yet been written, and the present contribution makes no claim to fill the gap. It presents a mainly individual impression of significant stages in the development of the materials which have been used for the structures of aircraft from the beginning of practical aviation to the present time. The subject is limited to heavier-than-air machines.

The basic requirement for the structural material of an aircraft is strength with lightness. A host of other properties is significant, and in some circumstances is of critical importance.
Hindsight is Always One Hundred Percent
Authors: Shenstone B. S.
Published: July 2016

The First time I ever saw an aeroplane was at the age of ten when the whole school was rushed out in the middle of class to see two small specks in the sky which I realised later were two Curtiss JN4 aircraft with OX5 engines, which were to be used for pilot training in Canada.

My first real interest in aviation was inspired by a lecture by the late Wing Commander Stedman, RCAF. This led to my being a provisional pilot officer in the Royal Canadian Air Force taking flying training.
A Lifetime of Design
Authors: Camm Sydney
Published: July 2016

Although it is only the future that matters, the Centenary of this Society justifies a glance at the past—but what is one to look at? So much has happened.

There is one thing I must say at the outset—that I find it very difficult to believe that it has all happened. Cerainly what has been achieved could not possibly have been foreseen in 1914, and this leads me to something which I believe in very firmly indeed—that is, the futility of planning over a long period. Such planning must be on the most flexible basis possible.
Fifty-Five Years in Aviation
Authors: North J. D.
Published: July 2016

It is, I think, perhaps a remarkable thing that, unlike many inventions which require a general move forward over a wide field of achievement, at least one kind of flying, gliding and soaring, might have been achieved at any time in the past few thousand years. When, at the end of the last century, practical attempts were made it became apparent that effective control of heavier-than-air flying machines was a necessary requirement for its further progress. This was the problem that the Wright Brothers solved and made possible the development of aeroplanes.
The Engine Repair Shops Pont de L'Arche
Authors: Fell L. F. R.
Published: July 2016

There can be little doubt that the rate of progress in the development of aviation which was achieved in the years between 1915 and 1918 has never been exceeded in any period since that time.

The few “flying machines” with which the Royal Flying Corps went to war in 1914 were of many types, of primitive design and unreliable, having little relevance to war with the possible exception of reconnaissance duties. In 1914 there was no aircraft industry worthy of the name. The potential value of aircraft was only beginning to be fully realised by the middle of 1915.
Aircraft Production
Authors: Connolly J. V.
Published: July 2016

One hundred years of aircraft production in 5000 words leaves little enough space for a systematic treatment of any aspect! Looking back personally over 46 of these years also makes the task one of peril. First, lest one should lose friends by not including a mention of their achievements, and second, over-simplification of the steps in the historical chain leading to today.
Aviation—The Pacemaker
Authors: Dowty George
Published: July 2016

In this Centenary Year of our Society I look back over the last fifty years in which I have been actively engaged in aviation. During this time the development of aircraft and now aerospace vehicles has been spectacular. It must be very difficult for younger members of the Society whose activities in aviation may have started after 1945 to visualise the intense activity in aircraft development which occurred before the last War, and which laid the foundations for the present complex aircraft.
The Story of Air Accident Investigation by a Onetime Inspector
Authors: Brown Vernon
Published: July 2016

This is not intended to be a treatise on the way to investigate air accidents. That story has been told many times and there is much authoritative literature on the subject already—besides I am thirteen years out of date. My aim is to tell something about the way it began and how, in little more than 30 years, it has become a really scientific art, always keeping step with the advance of aircraft and powerplant design and yet never gaining a sufficient lead to put a stop to accidents.
Rocketry and Space Flight
Authors: Cleaver A. V.
Published: July 2016

The First hundred years of the Royal Aeronautical Society have seen nearly all of man's significant achievements in controlled flight by airships, aeroplanes and helicopters. This is hardly surprising, since the Society was formed in 1866, when the time was nearly ripe for such developments to begin. It is perhaps even more striking, however, to realise that throughout the second half of the same century, most of the early evolution of an even more ambitious form of flight has also taken place.
Envoi
Authors: Masefield Peter G.
Published: July 2016

One Century's end is but the beginning of the next. The completion of the First Hundred Years of the life of the Royal Aeronautical Society—“posterity's tributes to its favoured children of fame“—heralds the start of a Second Hundred Years the promise of which is no less glittering than the first.

“Ring out the old, ring in the new“—our “cheerful yesterdays, our confident tomorrows”.
Asymptotic Hitting Time for a Simple Evolutionary Model of Protein Folding
Authors: Ladret Véronique
Published: July 2016

We consider two versions of a simple evolutionary algorithm (EA) model for protein folding at zero temperature, namely the (1 + 1)-EA on the LeadingOnes problem. In this schematic model, the structure of the protein, which is encoded as a bit-string of lengthn, is evolved to its native conformation through a stochastic pathway of sequential contact bindings. We study the asymptotic behavior of the hitting time, in the mean case scenario, under two different mutations: theone-flip, which flips a unique bit chosen uniformly at random in the bit-string, and theBernoulli-flip, which flips each bit in the bit-string independently with probabilityc/n, for somec∈ℝ+(0 ≤c≤n). For each algorithm, we prove a law of large numbers, a central limit theorem, and compare the performance of the two models.
Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains
Authors: Ferreira Fátima , Pacheco António
Published: July 2016

As proposed by Irle and Gani in 2001, a processXis said to be slower in level crossing than a processYif it takesXstochastically longer to exceed any given level than it doesY. In this paper, we extend a result of Irle (2003), relative to the level crossing ordering of uniformizable skip-free-to-the-right continuous-time Markov chains, to derive a new set of sufficient conditions for the level crossing ordering of these processes. We apply our findings to birth-death processes with and without catastrophes, and M/M/s/csystems.
Subgeometric rates of convergence for a class of continuous-time Markov process
Authors: Hou Zhenting , Liu Yuanyuan , Zhang Hanjun
Published: July 2016

Let (Φ
t
)
t∈ℝ+
be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure π. We investigate the rates of convergence of the transition function P

t
(x, ·) to π; specifically, we find conditions under which r(t)||P

t
(x, ·) − π|| → 0 as t → ∞, for suitable subgeometric rate functions r(t), where ||·|| denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.
Rigorous lower bounds for extinction probabilities of the contact process
Authors: Sudbury Aidan
Published: July 2016

Positive correlations for extinction probabilities in the contact process are used to obtain rigorous lower bounds.
Level-crossing ordering of semi-Markov processes and markov chains
Authors: Ferreira Fátima , Pacheco António
Published: July 2016

We extend the definition of level-crossing ordering of stochastic processes, proposed by Irle and Gani (2001), to the case in which the times to exceed levels are compared using an arbitrary stochastic order, and work, in particular, with integral stochastic orders closed for convolution. Using a sample-path approach, we establish level-crossing ordering results for the case in which the slower of the processes involved in the comparison is skip-free to the right. These results are specially useful in simulating processes that are ordered in level crossing, and extend results of Irle and Gani (2001), Irle (2003), and Ferreira and Pacheco (2005) for skip-free-to-the-right discrete-time Markov chains, semi-Markov processes, and continuous-time Markov chains, respectively.
A multitype contact process with frozen sites: a spatial model of allelopathy
Authors: Lanchier Nicolas
Published: July 2016

In this paper, we introduce a generalization of the two-color multitype contact process intended to mimic a biological process called allelopathy. To be precise, we have two types of particle. Particles of each type give birth to particles of the same type, and die at rate 1. When a particle of type 1 dies, it gives way to a frozen site that blocks particles of type 2 for an exponentially distributed amount of time. Specifically, we investigate in detail the phase transitions and the duality properties of the interacting particle system.
The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
Authors: Wang Yuebao , Cheng Dongya , Wang Kaiyong
Published: July 2016

Let denote the class of local subexponential distributions and F
∗ν
the ν-fold convolution of distribution F, where ν belongs to one of the following three cases: ν is a random variable taking only a finite number of values, in particular ν ≡ n for some n ≥ 2; ν is a Poisson random variable; or ν is a geometric random variable. Along the lines of Embrechts, Goldie, and Veraverbeke (1979), the following assertion is proved under certain conditions: This result is applied to the infinitely divisible laws and some new results are established. The results obtained extend the corresponding findings of Asmussen, Foss, and Korshunov (2003).
Local Linear Approximations of Jump Diffusion Processes
Authors: Jimenez J. C. , Carbonell F.
Published: July 2016

Local linear approximations have been the main component in the construction of a class of effective numerical integrators and inference methods for diffusion processes. In this note, two local linear approximations of jump diffusion processes are introduced as a generalization of the usual ones. Their rate of uniform strong convergence is also studied.
On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
Authors: Villeneuve Stéphane
Published: July 2016

In this paper we investigate sufficient conditions that ensure the optimality of threshold strategies for optimal stopping problems with finite or perpetual maturities. Our result is based on a local-time argument that enables us to give an alternative proof of the smooth-fit principle. Moreover, we present a class of optimal stopping problems for which the propagation of convexity fails.
On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes
Authors: Zhang Shibin , Zhang Xinsheng
Published: July 2016

In this paper, a stochastic integral of Ornstein–Uhlenbeck type is represented to be the sum of two independent random variables: one has a tempered stable distribution and the other has a compound Poisson distribution. In distribution, the compound Poisson random variable is equal to the sum of a Poisson-distributed number of positive random variables, which are independent and identically distributed and have a common specified density function. Based on the representation of the stochastic integral, we prove that the transition distribution of the tempered stable Ornstein–Uhlenbeck process is self-decomposable and that the transition density is aC∞-function.
Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
Authors: Applebaum David , Siakalli Michailina
Published: July 2016

Using key tools such as Itô's formula for general semimartingales, Kunita's moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable.
The Joint Signature of Coherent Systems with Shared Components
Authors: Navarro Jorge , Samaniego Francisco J. , Balakrishnan N.
Published: July 2016

System signatures are useful tools in the study and comparison of coherent systems. In this paper, we define and study a similar concept, called the joint signature, for two coherent systems which share some components. Under an independent and identically distributed assumption on component lifetimes, a pseudo-mixture representation based on this joint signature is obtained for the joint distribution of the lifetimes of both systems. Sufficient conditions are given based on the respective joint signatures of two pairs of systems, each with shared components, to ensure various forms of bivariate stochastic orderings between the joint lifetimes of the two pairs of systems.
Random subgraph counts and U-statistics: multivariate normal approximation via exchangeable pairs and embedding
Authors: Reinert Gesine , Röllin Adrian
Published: July 2016

In Reinert and Röllin (2009) a new approach - called the ‘embedding method’ - was introduced, which allows us to make use of exchangeable pairs for normal and multivariate normal approximations with Stein's method in cases where the corresponding couplings do not satisfy a certain linearity condition. The key idea is to embed the problem into a higher-dimensional space in such a way that the linearity condition is then satisfied. Here we apply the embedding to U-statistics as well as to subgraph counts in random graphs.
The Algebraic Degree of Phase-Type Distributions
Authors: Fackrell Mark , He Qi-Ming , Taylor Peter , Zhang Hanqin
Published: July 2016

This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator? Based on the matrix exponential (ME) order of ME distributions and the spectral polynomial algorithm, a method for computing the algebraic degree of a PH distribution is developed. The maximum algebraic degree is identified explicitly. Using Perron-Frobenius theory of nonnegative matrices, a lower bound and an upper bound on the minimum algebraic degree are found, subject to some conditions. Explicit results are obtained for special cases.
The Continuous-Time Ehrenfest Process in Term Structure Modelling
Authors: Kaplun A.
Published: July 2016

In this paper, a finite-state mean-reverting model for the short rate, based on the continuous-time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be derived in the general and special symmetric cases. Its limiting relationship to the Vasicek model will be examined with some numerical results.
Phases in the Diffusion of Gases via the Ehrenfest URN Modelx
Authors: Balaji Srinivasan , Mahmoud Hosam , Tong Zhang
Published: July 2016

The Ehrenfest urn is a model for the diffusion of gases between two chambers. Classic research deals with this system as a Markovian model with a fixed number of balls, and derives the steady-state behavior as a binomial distribution (which can be approximated by a normal distribution). We study the gradual change for an urn containing n (a very large number) balls from the initial condition to the steady state. We look at the status of the urn after k

n
draws. We identify three phases of k

n
: the growing sublinear, the linear, and the superlinear. In the growing sublinear phase the amount of gas in each chamber is normally distributed, with parameters that are influenced by the initial conditions. In the linear phase a different normal distribution applies, in which the influence of the initial conditions is attenuated. The steady state is not a good approximation until a certain superlinear amount of time has elapsed. At the superlinear stage the mix is nearly perfect, with a nearly perfect symmetrical normal distribution in which the effect of the initial conditions is completely washed away. We give interpretations for how the results in different phases conjoin at the ‘seam lines’. In fact, these Gaussian phases are all manifestations of one master theorem. The results are obtained via martingale theory.
Limit of the Transport Capacity of a Dense Wireless Network
Authors: Ganti Radha Krishna , Haenggi Martin
Published: July 2016

It is known that the transport capacity of a dense wireless ad hoc network with n nodes scales like √n. We show that the transport capacity divided by √n approaches a nonrandom limit with probability 1 when the nodes are uniformly distributed on the unit square. To show the existence of the limit, we prove that the transport capacity under the protocol model is a subadditive Euclidean functional and use the machinery of subadditive functions in the spirit of Steele.
Characterizing Attainable Claims: A New Proof
Authors: Tehranchi Michael R.
Published: July 2016

This short note offers a new proof of the following fact: in a discrete-time arbitrage-free market model, a contingent claim is attainable if and only if its expected value is the same under all equivalent martingale measures. The proof is based on Rogers' (1994) proof of the Dalang-Morton-Willinger (1990) theorem.
On the First k Moments of the Random Count of a Pattern in a Multistate Sequence Generated by a Markov Source
Authors: Nuel G.
Published: July 2016

In this paper we develop an explicit formula that allows us to compute the firstkmoments of the random count of a pattern in a multistate sequence generated by a Markov source. We derive efficient algorithms that allow us to deal with any pattern (low or high complexity) in any Markov model (homogeneous or not). We then apply these results to the distribution of DNA patterns in genomic sequences, and we show that moment-based developments (namely Edgeworth's expansion and Gram-Charlier type-B series) allow us to improve the reliability of common asymptotic approximations, such as Gaussian or Poisson approximations.
Probabilistic Analysis of the Efficacy of Periodic Testing of Employees
Authors: Berman Simeon M.
Published: July 2016

Some major companies have the policy of annually giving numerical scores to their employees according to their performance, firing those whose performance scores are below a given percentile of the scores of all employees, and then recruiting new employees to replace those who were fired. We introduce a probabilistic model to describe how this practice affects the quality of employee performance as measured over time by the annual scores. Let n be the number of years that the policy has been in effect, and let F

n
(x) be the distribution function of the evaluation scores in year n. We show, under certain technical assumptions, that the sequence (F

n
(x)) satisfies a particular nonlinear difference equation, and furnish estimates of the solution of the equation and expressions for the quantiles of F

n
. The mathematical tools that are used include convex functions, difference equations, and extreme value theory for independent and identically distributed random variables.
On Tails of Perpetuities
Authors: Hitczenko Paweł
Published: July 2016

We establish an upper bound on the tails of a random variable that arises as a solution of a stochastic difference equation. In the nonnegative case our bound is similar to a lower bound obtained in Goldie and Grübel (1996).
On New Classes of Extreme Shock Models and Some Generalizations
Authors: Cha Ji Hwan , Finkelstein Maxim
Published: July 2016

In extreme shock models, only the impact of the current, possibly fatal shock is usually taken into account, whereas in cumulative shock models, the impact of the preceding shocks is accumulated as well. A shock model which combines these two types is called a ‘combined shock model’. In this paper we study new classes of extreme shock models and, based on the obtained results and model interpretations, we extend these results to several specific combined shock models. For systems subject to nonhomogeneous Poisson processes of shocks, we derive the corresponding survival probabilities and discuss some meaningful interpretations and examples.