bluuebunny/crossref_metadata_2025 huggingface dataset:
The Pressure Distribution at Low Speeds on Two-Dimensional Aerofoils with Blunt Trailing Edges at Zero Incidence
Authors: Maull D. J.
Published: July 2016

For the past few years there has been some interest in aerofoils with blunt trailing edges but most work has been associated with the investigation of the base pressure and the pressure distribution on the aerofoil has received little attention. Nash proposed a method of calculating the pressure distribution on aerofoils with blunt trailing edges in the absence of a vortex street, that is with the vortex street suppressed by means of a splitter plate or base bleed. He assumed that the wake of the aerofoil could be taken into account in the calculation by specifying a pressure distribution along the wake and then applying thin aerofoil theory to the aerofoil and wake. This leads to a mixed boundary problem with the aerofoil shape and the wake pressure distribution specified and the calculation is laborious.
A Wind Tunnel Investigation of a Thin Aerofoil with a Sharp Leading Edge, and Blowing Applied at the Mid-Chord at Two Angles Relative to the Surface
Authors: Wygnanski I.
Published: July 2016

Experiments have been made on a thin two-dimensional aerofoil with sharp leading edge and with a jet blowing through a mid-chord slot on the upper surface in order to control the boundary layer and circulation around it. The measurements were made at low Mach number. The effect of changing the angle of blowing was studied in anticipation that this would help to control the leading edge separation bubble. It transpired that variation of the blowing angle caused little change in lift coefficient but produced an appreciable change in moment coefficient. A low pressure separation bubble was formed downstream of the slot with the jet discharging at an angle and subsequently re-attaching to the surface. This reduced the nose-up pitching moment about the quarter-chord point. The experimental results are in fair agreement with the “jet-flap” and jet entrainment theory.
Survey of Aerodynamic Problems in the Electrical Power Supply Industry
Authors: Richards D. J. W.
Published: July 2016

Since some aspect of fluid dynamics is involved in the design or operation of many items of plant in the electrical supply industry, this survey is confined to those items which are peculiar to the industry and whose performances are directly related to their aerodynamic behaviour. Three main problems will be discussed namely, the internal flows in boilers and natural draught cooling towers and the aerodynamic behaviour of overhead lines. In addition, the aerodynamic aspects of current and recently initiated field experiments will be considered.
Ship-Planes in the Grand Fleet
Authors: Bryer G. M.
Published: July 2016

Aviation in its early days was as beset as any new science with the ravages of that elusive creature the creeping error. They are rare today but a particularly daring one has crept into the Centenary review of the Fleet Air Arm (January, p. 208). We did not have catapults to launch our Sopwith Pups, Camels or
Strutters from the turrets of battleships during the 1914-18 War. Catapults came later with the amphibians designed for service with cruisers.
Membrane Parallelogram Element with Linearly Varying Edge Strain for Matrix Displacement Method
Authors: Argyris J. H.
Published: July 2016

A further element for the Matrix Displacement method discussed in the author’s Main Lecture was a parallelogram or arbitrary anisotropy under plane stress. As for the other elements analysed in the preceding technical notes of this series, we assign to the parallelogram a linear variation of the strain along the edges. This is a more general specification of the strain pattern than for the parallelogram in ref. 2. Consequently, it is necessary to introduce additional nodal points in order to account for the increased number of kinematic freedoms. In the present case eight nodal points are provided as against four in the original model. The procedure is best understood in
A Note on the Free Vibrations of Cantilever Plates with Swept-Back Leading Edge
Authors: Kornecki A. , Maimon G.
Published: July 2016

Free vibrations of triangular and trapezoidal plates have been analysed recently theoretically and experimentally by many authors. Some of them applied the Rayleigh-Ritz procedure, while others proposed to use the Kantorovich-Vlasov method, reducing the problem to solution of an ordinary differential equation.

In this note, the method developed in ref. 7 on the basis of Reissner’s modified variational theory is extended to include trapezoidal cantilever plates (Fig. 1).

Comparison of theory and experiment shows that, retaining four terms in the deflection function, one obtains three natural frequencies to a high degree of accuracy.
The State of Affairs in Civil Airlines
Authors: Rossiter H. G.
Published: July 2016

In terms of cost, BEA estimate this to be worth over £3 000 000 a year or, putting it another way, 7% of the revenue we receive has to pay for unreliability.

No specific allowance is made for the rectification of defects in the scheduling of aircraft during its turn-round time and to cover this we aim to schedule two stand-by Tridents, two Vanguards, one Comet and three Viscounts for their respective fleet sizes, so that if the snags are anything but minor, the stand-by aircraft take over while the defective one is rectified.
Accessories
Authors: Sturm F.
Published: July 2016

The Title of this paper presupposes the existence of the most important and fundamental document, namely a clear specification of design requirements.

The normal sequence of activities after receipt of the specification is as follows: —

Design.

Prototype and Experimental batch manufacture.

Development (and Approval Testing).

Production.

Customers’ Use.

The function of Design and Development determines the ability of the design to meet the specification, and this can be classified as the “Quality of Design.”
The Effect of Reliability on the Sortie of a Patrolling Aircraft
Authors: Harvey R. A.
Published: July 2016

The operational sortie of some military aircraft involves a patrol phase. Typical of these aircraft are Airborne Early Warning (AEW) aircraft, or interceptors operated in a “combat air patrol” mode. For this type of operation, the available endurance on patrol is obviously an important attribute, and in presenting the performance of an aircraft the maximum patrol time as limited by the fuel capacity of the aircraft is usually computed and quoted.

However, the overall reliability of a complex modern weapon system is such that the “mean time between failures” (MTBF) is usually not large in comparison with the fuel limited flight time. A significant proportion of flights will therefore be curtailed by failures, which necessitate a premature return to base, rather than the flight continuing to the maximum flight time.
Decision Theory and the Shape of Structures
Authors: Porter Goff R. F. D.
Published: July 2016

Engineering structures are usually designed to minimise weight or some other cost criterion, subject to specified loading and functional conditions being met. The techniques of decision theory may be applied if the cost can be described mathematically in terms of the design variables. In particular, dynamic programming may be applicable to designs for which the parameter values can be derived sequentially. Dynamic programming is here introduced to obtain minimum weight layouts for two types of cantilever structure and comparisons are made with known Michell solutions. The results suggest that other near optimum configurations could be systematically derived under conditions less restrictive than those assumed by the Michell theory.
The Electronic Control of Gas Turbine Engines
Authors: Sadler A. , Tweedy S. , Colburn P. J.
Published: July 2016

The advances made in the development of gas turbine engines during the past two decades have been remarkable. The engines have been improved tremendously in terms of power, weight, efficiency and cost. They are now being applied successfully as the prime movers for helicopters, VTOL aircraft, ground power units and for many other diverse purposes, besides the more conventional military and civil aircraft.

There have been parallel advances in the development of gas turbine engine fuel systems (which for convenience may be subdivided into the “control” and the “pumping arrangement”). These systems were originally wholly hydro-mechanical in nature. Sixteen or so years ago, the first supplementary electronic devices were introduced into fuel control systems. Since then, progressively more complex hybrid electronic/hydro-mechanical systems have been employed, with a corresponding easement of the demands on the hydro-mechanical portion. In 1957 Sturrock described to this Society what is now the classic Proteus engine control system used in Britannia aircraft. The satisfactory experience gained with the Proteus system led to the adoption of a comprehensive electronic fuel control system, coupled to a relatively simple fuel pumping system, for the supersonic Olympus engine. This system has been described by Hunt and by Colburn, Tweedy and Dent in papers presented at the joint RAeS/IEE conference “The Importance of Electricity in Aircraft” in 1962. Further papers by Rush presented at the same conference and by Airey in 1963, were devoted to the more general aspects of control.
On Transient Temperatures and Thermal Stresses in an Idealised Wing Structure
Authors: Webber J. P. H. , Houghton D. S.
Published: July 2016

An analytical solution is given for the one-dimensional distribution of temperature in a web of an idealised multi-cell wing structure when the adiabatic wall temperature variation is assumed to be either an instantaneous or a linear function of time. The maximum temperature difference between skin and web centre is computed for a range of structural geometries and thermal parameters. Thermal stresses are calculated assuming a parabolic temperature distribution in the web.
The Maximum Pressure Rise Attainable in Subsonic Diffusers
Authors: Stratford B. S. , Tubbs H.
Published: July 2016

An analysis of experimental results shows that the maximum pressure rise attainable in a two-dimensional subsonic diffuser of length L correlates with the parameter L/δ0*, δ0* being the displacement thickness of the boundary layer at entry. The results agree well with boundary layer theory.
Aeronautical Research in South Africa
Authors: van Niekerk C. C.
Published: July 2016

Aeronautical research in South Africa probably dates back to a project which is reputed to have culminated in the successful launching of a glider from a hill in Natal, some twenty years before Otto Lilienthal made his first successful flight in 1895. The glider was constructed by two brothers, Archer and Goodman Houshold, its design having been based on a study of bird flight and its design calculations having been verified by Dr. Colenso, at the time Bishop of Natal. Goodman Houshold was at the controls when the glider made its first and last flight from the hill down to a valley below. Further flights were forbidden by an anxious mother.
The First Two Years of Operational Experience with the Sikorsky S-61
Authors: Belinn Clarence M.
Published: July 2016

In the early 1930s, when the 14-passenger DC-2 made its appearance, it was regarded as too big for anything but transcontinental operations, both from the standpoint of capacity and airport requirements. When its follow-on, the 21-passenger DC-3, came along, it sparked a mammoth new Federal Airport Programme, and several regional air carriers in the United States almost choked on red ink. Others merged into systems big enough to absorb this monster.

Had someone suggested that within a short span of three decades a helicopter carrying 28 passengers would be hedge-hopping around Southern California, operating day and night from “micro” airports, which we call heliports, I am afraid he would have been given a silent stare.
Advantages of a Brake Parachute Compared with Thrust Reversal for Landing Civil Aircraft
Authors: Jackson S. B.
Published: July 2016

For some considerable time, experience has been accumulated on the retardation of military aircraft on landing by means of a brake parachute. A patent for such a device, for example, was granted to Captain, now Colonel, Prospero Freri, in Italy in 1930. The first useful applications were towards the end of the Second World War on gliders and fighter aircraft, but systematic use of this type of decelerator on American aircraft began just before 1950. The first postwar British service aircraft fitted with a brake parachute was the Vulcan, followed closely by the Lightning and the Victor. These three aircraft use brake parachutes to reduce the landing run and also to reduce wear and tear on the aircraft brakes and tyres. The Lightning in particular has been the subject of extensive application of the brake parachute.
On the Closed Motion of a Fluid in a Square Cavity
Authors: Mills Ronald D.
Published: July 2016

This paper is concerned with two-dimensional, incompressible fluid motion generated within a square cavity (a) by an outer stream and (b) by the action of a flat surface passing over one of its sides. This type of motion (“cavity flow”) is considered to consist of a boundary layer surrounding an inviscid “core.” A solution of a linearised form of von Mises’ equation is obtained for steady flow in the boundary layer for constant pressure and that of a small periodic variation around the walls of the cavity. From this analysis the vorticity imparted to the core is obtained. The motion in the core is then determined on the basis of the persistence of this value of the vorticity. Experimental results are given for (a) and (b) and compared with the theory. A method of solution of the non-linear boundary layer problem is indicated.
Cowl Shapes of Minimum Drag in Supersonic Flow
Authors: Angus Boyd E.
Published: July 2016

In part 1 of this paper the shape of an axially symmetric ducted body, of given length and fineness ratio, having minimum pressure drag was derived using the Newtonian impact pressure law. It was shown that this shape closely approximated that found by a computer method of Guderley, Armitage and Valentine which employed the general flow equations. Indeed the two curves could be distinguished only for values of the diameter ratio Δ=di/df, of the initial and final diameters, so small as to be outside the range likely to be used for cowl shapes.
Note on Momentum and Energy Balance of Aircraft with Varying Mass
Authors: Collincbourne J. R.
Published: July 2016

In the course of a recent meeting of the Performance Data Sheets Committee of the Royal Aeronautical Society to discuss thrust measurement in flight, it was pointed out that it is easy to apply the equations of motion incorrectly to the case of an aircraft which is losing mass due to fuel consumption. The rate of change of aircraft momentum is obviously affected by the loss of mass and so, at first sight, it may appear that the margin of thrust over drag required to achieve a given acceleration and /or rate of climb at any particular instant would be affected also. In fact this is not the case. To clarify this point, this account of the momentum and energy balances of an aircraft with an air-breathing engine has been prepared at the suggestion of the Performance Committee.
Tools of Airline Management
Authors: Dyment J. T.
Published: July 2016

Summary:—

Competition is too keen to permit Management to continue with methods satisfactory five or ten years ago and some typical modern tools of management are reviewed.

The use of Electronic Data processing equipment (EDP) can be overdone but when used wisely it can be of tremendous help in enabling management to fulfil its responsibilities and to make good decisions. Many areas are reviewed where EDP has been used to advantage, including processes used for planning, marketing, maintenance, inventory, finance, personnel and on-line systems such as automatic reservations, teletype switching, etc. Although the examples represent modern airline management techniques they are also usable by many other industries.
Unsteady Air Loads on Helicopter Rotor Blades
Authors: Miller R. H.
Published: July 2016

An appropriate introduction to the topic of this lecture is the following comment taken from Cierva's third and last lecture presented before this Society in 1935:

“Perhaps the most irritating of the secondary difficulties met with in the Autogiro development have been those of a dynamical nature. The dissymmetry of speed on both sides of the rotor produces periodical variations in the lift and drag…“

The Fourth Cierva Memorial Lecture, which it is my privilege to present, is concerned with these periodic variations and their contribution to what remains one of the most irritating problems in rotary wing design.
Everyday Air Law
Authors: Martin Peter
Published: July 2016

From time to time in the course of my practice as a Solicitor I have the privilege of coming into contact with people who are concerned, as designers, engineers, pilots, operators, commercial and technical staff and insurance brokers and underwriters, with the actual business of designing, manufacturing, flying, operating and insuring aircraft.

Several of them have said to me that the Air Law Group of the Royal Aeronautical Society would fulfil a useful and worthwhile function, so far as they were concerned, if it would try to give them a basic but overall picture of what “air law” was and how their own day to day actions could be affected by it.
The Approximate Distribution of Stress in a Finite Plate Having a Stress-Free Circular Cut-Out
Authors: Waters H.
Published: July 2016

The distribution of stress in a flat plate having a circular cut-out and subjected to known forces at its outer boundary is of considerable practical importance. Assuming that(i)the plate is thin, so that the problem is one of plane stress, and(ii)the material of which it is formed is isotropic and obeys Hooke's law, exact or approximate solutions have been obtained for a limited number of particular cases. Most of these solutions relate to a plate which is infinite in extent in one or more directions. The case of a plate of finite width and infinite length having a circular hole on the axis of symmetry was discussed by Howland, and by Howland and Stevenson. Wang gave an approximate solution for a perforated shear web, and Mindlin investigated the stress distribution around a hole near the edge of a semi-infinite plate under uniform tension.
Experiments with a Pitot Rake at M = l·60
Authors: Quincey V. G. , Callinan J.
Published: July 2016

Tests at a Mach number of 1·60 show clear evidence of interference on the end tubes of a Pitot rake whose adjacent tubes touch. This effect is increased when the rake is made into a solid rectangular slab by the addition of fillets between the tubes. By making the gap between the tubes equal to one tube diameter the interference is almost eliminated.

The magnitude of the interference on the end tubes is considerably affected by the ratio of the Pitot orifice to the tube diameter; of the three values of this ratio tested the one close to unity (i.e. a sharp-edged Pitot) was found to have the least interference.
The Production Aspects
Authors: Williams T. O.
Published: July 2016

The contribution of the production engineer to the improvement of aircraft structures lies in producing better and cheaper aircraft more quickly.

In the first place he must advise the structural engineers as to what methods of construction are practicable within the timescale of a particular project. He must also ensure that full weight is given to the economics of production in determining the type of structure to be employed. In this respect he must guard against a tendency to conservatism. It is always easier, and usually cheaper, to do a thing the way it has been done before than to develop something new, but in the long term some structural developments which appeared almost impossible have become routine economic processes.
Approach Criteria
Authors: Kenward J. R. D.
Published: July 2016

Certain criteria are desirable to measure the adequacy of handling qualities, performance, guidance, and perhaps wholly external things like noise, associated with an aircraft on its final approach. These criteria should be quantitative so as to enable the designer and operator to predict or lay down suitable limits to the operation, to compare one aircraft with another, and to make good use of operating experience.
Surface Flow Patterns as Visualised by Dust Deposits on the Blades of a Fan
Authors: Hignett E. T. , Gibson M. M.
Published: July 2016

Investigations by one of the authors in connection with the design of a fan for a blower type of wind tunnel showed that regular and repeatable dust patterns occurred on the blades of a one-quarter scale model fan of 18 inches diameter. Dust was deposited on the fan blades along the leading-edge and on the suction surface over an area thought to be the turbulent region of the boundary layer. The introduction of isolated protuberances on the dust free area of a blade gave rise to turbulence wedges in which dust was also deposited and this was interpreted as confirmation of the coincidence of the dust deposits with regions of turbulent boundary-layer flow. These deposits showed the existence of a considerable extent of laminar flow on the suction surface of each blade close to the root, a region where high lift coefficients would be expected with associated adverse pressure gradients. Two-dimensional wind tunnel experiments were made to confirm the interpretation of the observed dust patterns by comparison with the smoke filament and volatile liquid methods of flow visualisation and these are reported in Reference 2.
The Part Played by Wind Tunnels in Modern Aeronautics
Authors: Lilley G. M.
Published: July 2016

The wind tunnel has been the main instrument for experimental research in aeronautics since the turn of the century and its history is as brief as powered flight itself. It has always played a leading rdle in aeronautics right from the time of the Wright Brothers to the present day.

The early form of wind tunnels as developed at the National Physical Laboratory and other research establishments have been replaced over the years by larger and more elaborate facilities, each having a particular speed range and specific role in aeronautical research and development. Modern wind tunnels having continuous operation of the type installed at the Royal Aircraft Establishment involve powers of up to 100 000 h.p. and cost in the neighbourhood of £10 000 000. In spite of this cost it is a sobering thought that, if anything, the overall cost of each data point is less today than it was in the early days of aeronautics. Such tunnels are highly complex instruments for research and development and although they play a rôle similar in many respects to that of a computer, they have the advantage of always dealing with a real fluid. Indeed no known computer could cope with the range of problems that can be solved in a wind tunnel, ranging from such complex problems as the structure of turbulent flow to the pressures in separated flow regimes, to quote just two examples. This fact must always be kept in perspective when arguments are presented for more and more work on digital computers to solve basic fluid motion problems. Of course we cannot overlook the problems of interpretation of wind tunnel data and the difficulties encountered in extrapolating these data to flight conditions.

The development of theories for such problems together with answers is of ever increasing importance, especially as the problems in aeronautics are becoming more and more complex. These solutions have the important function not only of high-lighting certain aspects of the flow, but of pin-pointing the important parameters in a problem together with providing better than order of magnitude results. However, theories must be based on physical facts and these can only be determined in the final analysis from experiments.

The wind tunnel has three highly significant roles in modern aeronautics:

(i)

Experimental research as a forerunner to future theoretical research.

(ii)

Experimental research as a confirmation and extension of theory.

(iii)

Current research and development work on a given aircraft.

The current trend in bringing strong theoretical and experimental groups together, plus the employment of rapid measurement techniques in wind tunnels, promises the greatest possible productive utilisation of these highly important and expensive facilities. In most cases today they are playing a strong, if not the leading, role in aeronautical development.
The Legal point of View
Authors: Kean A. W. G.
Published: July 2016

The Minister of Aviation has expressed his interest in the work of the Air Law Group of the Royal Aeronautical Society, and has offered his best wishes for its success. One of the valuable things about the Group is that it will provide a forum where problems of air law can be discussed, quite unofficially, by those responsible for advising the manufacturers, operators and insurers of aircraft, by those who act for travellers, and shippers by air, and by those whose duty it is to advise the Government on matters of civil aviation law. All this under the watchful eye of technical experts, who will ensure that legal doctrine does not stray too far from the realities of actual flying.
The Aerodynamic Design of Swept Winged Aircraft at Transonic and Supersonic Speeds
Authors: Lock R. C.
Published: July 2016

The idea of sweeping the wings of an aeroplane in order to delay or reduce the transonic drag rise is of course an old one, dating from at least 20 years ago. At subsonic speeds the art of swept wing design is now highly developed, largely due to research at the RAE under Küchemann on the three-dimensional aspects of the subject, and at the NPL, notably by Pearcey and Holder, on two-dimensional section design. It was soon realised that, at least in principle, the same ideas could be carried over some way into the supersonic speed range—how far still remains to be seen.
The First Short Brothers Commemorative Lecture
Authors: Lankester Parker J.
Published: July 2016

The Short Brothers were well known to me by name for a good many years before I had the pleasure of meeting any of them personally. That was when I joined the Company in the middle of 1916. It must I think, therefore, seem strange to you that the honour, a very real one to me, of being invited to give this first lecture to commemorate their great pioneering work, should fall to me.

A big part of the span of man's life has passed since they began their activities; many of their contemporaries and friends of those early days have either passed on or have reached a ripe old age. It may well be that I know the brothers personally better than any one else living. Be that as it may, I am quite sure that none holds them in greater esteem.
Cabotage in Civil Aviation
Authors: Agostini Carl
Published: July 2016

In presenting this paper I shall take but a brief look at a rather interesting subject, the impact of which, on our business in aviation, has doubtlessly touched each and everyone of us. I refer to the subject of Cabotage—an old term which like so many others in human affairs has taken on a new meaning in a world shrunken by our own specialised activity of aviation.

Cabotage in its original maritime usage referred to carriage between two places within a geographical unit by earthbound vehicles. The essence of this cabotage however, was its parochial as opposed to international application and this was based on the recognised right of a State to reserve such carriage to its own ships. This restrictive nature of cabotage in maritime law is an exception to the general rule of the freedom of the seas.
The Society and Lighter-than-Air
Authors: Ventry Lord
Published: July 2016

In the past, the Society did much for Lighter-than-Air, through its lectures, most of which I was able to attend. I well remember that anti-airship man, E. F. Spanner, who used to face a basically hostile audience, and the fighting speeches from that great protagonist for airships, the late Captain Boothby.

The first, I think, to give lectures on airships was the late Colonel Waterlow in 1912 and 1913, but I was at Wellington then, and so was not present. Nobody fought harder than he did for airships, and he was very helpful to me when I used to visit the airship station at Wormwood Scrubbs.
The Aeroplane and Armament Experimental Establishment
Authors: Heffernan Terence
Published: July 2016

The Royal Aeronautical Society had already celebrated its first fifty years when, in January 1917, the infant Testing Squadron of the Royal Flying Corps took up residence at Martlesham Heath in Suffolk, where it grew up to become the Aeroplane and Armament Experimental Establishment. It was at Martlesham that A & AEE built its reputation for thoroughness and accuracy in the assessment of aircraft and their equipment, a reputation which is still enjoyed today by the Establishment at Boscombe Down, its home since 1939. To see the origins of A & AEE, however, we must go back to the early months of the First World War, to the Central Flying School at Upavon on the northern edge of Salisbury Plain.
Flying and The First World War
Authors: Longmore Arthur
Published: July 2016

On 1st March 1911, the four officers, including myself, selected for the first flying course, assembled at Eastchurch in Isle of Sheppey. The others were Lieutenants Samson and Gregory, RN, and Lieutenant Gerrard of the Royal Marines. Samson had been in the Persian Gulf with the naval small boats trying to stop the slave trade, flourishing at that time along the Trucial and Arabian coasts. He turned out to be a first class pilot and in the 1914-18 War a very brave one. He was an individualist and difficult to work with but a popular leader with his juniors in any enterprise.
Cloud Flying in the First World War
Authors: Melvill Jones B.
Published: July 2016

I will describe some interesting work that was done in the First World War by S. Keith-Lucas who, like many of us, had been called up from his university to work, during the war, in what is now known as the Royal Aircraft Establishment, at Farnborough.

After doing some experiments in flight, with ordinary compasses, he designed a special compass with which pilots could maintain a straight course and navigate, quite accurately, in clouds.

It was early in the war that many pilots told us that, in clouds, their compasses went all wrong and pointed in almost any direction.
The Contribution of Radio Telephony, Telegraphy and the Later Electronic Techniques to Aviation
Authors: Barton F. S. , Cox Walker N.
Published: July 2016

The Royal Flying Corps and the Royal Naval Air Service, which were combined in 1918 to form the Royal Air Force, both ended the First World War with radio communication by telegraphy and telephony between aircraft and ground stations and between actual aircraft.

The equipment to achieve this was the result of research and development carried out for the Royal Flying Corps at various military establishments such as the Signals Experimental Establishment at Woolwich and for the Royal Naval Air Service, first at Eastchurch, Isle of Sheppey, and latterly at Cranwell.
British Air Transport
Authors: Davies R. E. G.
Published: July 2016

A chronicler of history can easily be carried away with enthusiasm for his chosen subject and as a consequence, lose impartiality. The more recent the history, the easier it is to err; and in no category of contemporary history is the danger more apparent than that of aviation. For no field of human activity has progressed so swiftly from primitive experiment and trial-by-error to a level of technical achievement surpassing that of all others.
Superreplication of Options on Several Underlying Assets
Authors: Ekström Erik , Janson Svante , Tysk Johan
Published: July 2016

We investigate the conditions on a hedger, who overestimates the (time- and level-dependent) volatility, to superreplicate a convex claim on several underlying assets. It is shown that the classic Black-Scholes model is the only model, within a large class, for which overestimation of the volatility yields the desired superreplication property. This is in contrast to the one-dimensional case, in which it is known that overestimation of the volatility with any time- and level-dependent model guarantees superreplication of convex claims.
Geometrical characteristics of Gaussian sea waves
Authors: Azaïs Jean-Marc , León José R. , Ortega Joaquín
Published: July 2016

In this work, we study some geometrical properties of a stationary Gaussian field modeling the sea surface, using the energy spectrum. We consider the length of a crest and the mean speed of contours, which can be expressed as integrals over level sets. We also give central limit theorems for some of these quantities, using chaos expansions.
Burgers' turbulence problem with linear or quadratic external potential
Authors: Barndorff-Nielsen O. E. , Leonenko N. N.
Published: July 2016

We consider solutions of Burgers' equation with linear or quadratic external potential and stationary random initial conditions of Ornstein-Uhlenbeck type. We study a class of limit laws that correspond to a scale renormalization of the solutions.
Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution
Authors: Möhle M.
Published: July 2016

We provide a scaling for compound Poisson distributions that leads (under certain conditions on the Fourier transform) to a weak convergence result as the parameter of the distribution tends to infinity. We show that the limiting probability measure belongs to the class of stable Cauchy laws with Fourier transformt↦ exp(−c|t|− iatlog|t|). We apply this convergence result to the standard discrete Luria–Delbrück distribution and derive an integral representation for the corresponding limiting density, as an alternative to that found in a closely related paper of Kepler and Oprea. Moreover, we verify local convergence and we derive an integral representation for the distribution function of the limiting continuous Luria–Delbrück distribution.
A stochastic competing-species model and ergodicity
Authors: Chen Zengjing , Kulperger Reg
Published: July 2016

We consider a classic competing-species model with the rates changed to include Gaussian white noise. We show that if the noise is not too large, then the stochastic version is ergodic. An explicit relation between the noise and the original competing-species parameters gives a sufficient condition for ergodicity.
Jackson networks with unlimited supply of work
Authors: Weiss Gideon
Published: July 2016

We consider a Jackson network in which some of the nodes have an infinite supply of work: when all the customers queued at such a node have departed, the node will process a customer from this supply. Such nodes will be processing jobs all the time, so they will be fully utilized and experience a traffic intensity of 1. We calculate flow rates for such networks, obtain conditions for stability, and investigate the stationary distributions. Standard nodes in this network continue to have product-form distributions, while nodes with an infinite supply of work have geometric marginal distributions and Poisson inflows and outflows, but their joint distribution is not of product form.
A new urn model
Authors: Chen May-Ru , Wei Ching-Zong
Published: July 2016

In this paper, we propose a new urn model. A single urn contains b black balls and w white balls. For each observation, we randomly draw m balls and note their colors, say k black balls and m − k white balls. We return the drawn balls to the urn with an additional ck black balls and c(m − k) white balls. We repeat this procedure n times and denote by X

n
the fraction of black balls after the nth draw. To investigate the asymptotic properties of X

n
, we first perform some computational studies. We then show that {X

n
} forms a martingale, which converges almost surely to a random variable X. The distribution of X is then shown to be absolutely continuous.
Waiting time distributions of competing patterns in higher-order Markovian sequences
Authors: Aston John A. D. , Martin Donald E. K.
Published: July 2016

Competing patterns are compound patterns that compete to be the first to occur pattern-specific numbers of times. They represent a generalisation of the sooner waiting time problem and of start-up demonstration tests with both acceptance and rejection criteria. Through the use of finite Markov chain imbedding, the waiting time distribution of competing patterns in multistate trials that are Markovian of a general order is derived. Also obtained are probabilities that each particular competing pattern will be the first to occur its respective prescribed number of times, both in finite time and in the limit.
A large deviation principle for a Brownian immigration particle system
Authors: Zhang Mei
Published: July 2016

We derive a large deviation principle for a Brownian immigration branching particle system, where the immigration is governed by a Poisson random measure with a Lebesgue intensity measure.
Queues, stores, and tableaux
Authors: Draief Moez , Mairesse Jean , O'Connell Neil
Published: July 2016

Consider the single-server queue with an infinite buffer and a first-in–first-out discipline, either of type M/M/1 or Geom/Geom/1. Denote by 𝒜 the arrival process and by s the services. Assume the stability condition to be satisfied. Denote by 𝒟 the departure process in equilibrium and by r the time spent by the customers at the very back of the queue. We prove that (𝒟, r) has the same law as (𝒜, s), which is an extension of the classical Burke theorem. In fact, r can be viewed as the sequence of departures from a dual storage model. This duality between the two models also appears when studying the transient behaviour of a tandem by means of the Robinson–Schensted–Knuth algorithm: the first and last rows of the resulting semistandard Young tableau are respectively the last instant of departure from the queue and the total number of departures from the store.
A planar random motion with an infinite number of directions controlled by the damped wave equation
Authors: Kolesnik Alexander D. , Orsingher Enzo
Published: July 2016

We consider the planar random motion of a particle that moves with constant finite speedcand, at Poisson-distributed times, changes its directionθwith uniform law in [0, 2π). This model represents the natural two-dimensional counterpart of the well-known Goldstein–Kac telegraph process. For the particle's position (X(t),Y(t)),t> 0, we obtain the explicit conditional distribution when the number of changes of direction is fixed. From this, we derive the explicit probability lawf(x,y,t) of (X(t),Y(t)) and show that the densityp(x,y,t) of its absolutely continuous component is the fundamental solution to the planar wave equation with damping. We also show that, under the usual Kac condition on the velocitycand the intensity λ of the Poisson process, the densityptends to the transition density of planar Brownian motion. Some discussions concerning the probabilistic structure of wave diffusion with damping are presented and some applications of the model are sketched.
On a Continuous-State Population-Size-Dependent Branching Process and Its Extinction
Authors: Li Yuqiang
Published: July 2016

A continuous-state population-size-dependent branching process {Xt} is a modification of the Jiřina process. We prove that such a process arises as the limit of a sequence of suitably scaled population-size-dependent branching processes with discrete states. The extinction problem for the populationXtis discussed, and the limit distribution ofXt/tobtained whenXttends to infinity.
Exponential Behavior in the Presence of Dependence in Risk Theory
Authors: Albrecher Hansjörg , Teugels Jef L.
Published: July 2016

We consider an insurance portfolio situation in which there is possible dependence between the waiting time for a claim and its actual size. By employing the underlying random walk structure we obtain explicit exponential estimates for infinite- and finite-time ruin probabilities in the case of light-tailed claim sizes. The results are illustrated in several examples, worked out for specific dependence structures.
On the value function of the M/Cox(r)/1 queue
Authors: Bhulai Sandjai
Published: July 2016

We consider a single-server queueing system at which customers arrive according to a Poisson process. The service times of the customers are independent and follow a Coxian distribution of order r. The system is subject to costs per unit time for holding a customer in the system. We give a closed-form expression for the average cost and the corresponding value function. The result can be used to derive nearly optimal policies in controlled queueing systems in which the service times are not necessarily Markovian, by performing a single step of policy iteration. We illustrate this in the model where a controller has to route to several single-server queues. Numerical experiments show that the improved policy has a close-to-optimal value.
Limit distribution of distances in biased random tries
Authors: Aguech Rafik , Lasmar Nabil , Mahmoud Hosam
Published: July 2016

Thetrieis a sort of digital tree. Ideally, to achieve balance, the trie should grow from an unbiased source generating keys of bits with equal likelihoods. In practice, the lack of bias is not always guaranteed. We investigate the distance between randomly selected pairs of nodes among the keys in a biased trie. This research complements that of Christophi and Mahmoud (2005); however, the results and some of the methodology are strikingly different. Analytical techniques are still useful for moments calculation. Both mean and variance are of polynomial order. It is demonstrated that the standardized distance approaches a normal limiting random variable. This is proved by the contraction method, whereby the limit distribution is shown to approach the fixed-point solution of a distributional equation in the Wasserstein metric space.
Stationary-increment Student and variance-gamma processes
Authors: Finlay Richard , Seneta Eugene
Published: July 2016

A continuous-time model with stationary increments for asset price {P

t
} is an extension of the symmetric subordinator model of Heyde (1999), and allows for skewness of returns. In the setting of independent variance-gamma-distributed returns the model resembles closely that of Madan, Carr, and Chang (1998). A simple choice of parameters renders {e−rt

P

t
} a familiar martingale. We then specify the activity time process, {T

t
}, for which {T

t
− t} is asymptotically self-similar and {τ
t
}, with τ
t
= T

t
− T

t−1, is gamma distributed. This results in a skew variance-gamma distribution for each log price increment (return) X

t
and a model for {X

t
} which incorporates long-range dependence in squared returns. Our approach mirrors that for the (symmetric) Student process model of Heyde and Leonenko (2005), to which the present work is intended as a complement and a sequel. One intention is to compare, partly on the basis of fitting to data, versions of the general model wherein the returns have either (symmetric) t-distributions or variance-gamma distributions.
On the nonoptimality of the foreground-background discipline for IMRL service times
Authors: Aalto S. , Ayesta U.
Published: July 2016

It is known that for decreasing hazard rate (DHR) service times the foreground-background discipline (FB) minimizes the mean delay in the M/G/1 queue among all work-conserving and nonanticipating service disciplines. It is believed that a similar result is valid for increasing mean residual lifetime (IMRL) service times. However, on the one hand, we point out a flaw in an earlier proof of the latter result and construct a counter-example that demonstrates that FB is not necessarily optimal within class IMRL. On the other hand, we prove that the mean delay for FB is smaller than that of the processor-sharing discipline within class IMRL, giving a weaker version of an earlier hypothesis.
Percolation in the signal to interference ratio graph
Authors: Dousse Olivier , Franceschetti Massimo , Macris Nicolas , Meester Ronald , Thiran Patrick
Published: July 2016

Continuum percolation models in which pairs of points of a two-dimensional Poisson point process are connected if they are within some range of each other have been extensively studied. This paper considers a variation in which a connection between two points depends not only on their Euclidean distance, but also on the positions of all other points of the point process. This model has been recently proposed to model interference in radio communications networks. Our main result shows that, despite the infinite-range dependencies, percolation occurs in the model when the density λ of the Poisson point process is greater than the critical density value λc of the independent model, provided that interference from other nodes can be sufficiently reduced (without vanishing).
Limiting dependence structures for tail events, with applications to credit derivatives
Authors: Charpentier Arthur , Juri Alessandro
Published: July 2016

Dependence structures for bivariate extremal events are analyzed using particular types of copula. Weak convergence results for copulas along the lines of the Pickands-Balkema-de Haan theorem provide limiting dependence structures for bivariate tail events. A characterization of these limiting copulas is also provided by means of invariance properties. The results obtained are applied to the credit risk area, where, for intensity-based default models, stress scenario dependence structures for widely traded products such as credit default swap baskets or first-to-default contract types are proposed.
Tail behavior of negatively associated heavy-tailed sums
Authors: Geluk Jaap , Ng Kai W.
Published: July 2016

Consider a sequence {X

k
, k ≥ 1} of random variables on (−∞, ∞). Results on the asymptotic tail probabilities of the quantities , and S
(n) = max0 ≤ k ≤ n

S

k
, with X
0 = 0 and n ≥ 1, are well known in the case where the random variables are independent with a heavy-tailed (subexponential) distribution. In this paper we investigate the validity of these results under more general assumptions. We consider extensions under the assumptions of having long-tailed distributions (the class L) and having the class D ∩ L, where D is the class of distribution functions with dominatedly varying tails. Some results are also given in the case where X

k
, k ≥ 1, are not necessarily identically distributed and/or independent.
Efficient routeing in Poisson small-world networks
Authors: Draief M. , Ganesh A.
Published: July 2016

In a recent paper, Kleinberg (2000) considered a small-world network model consisting of a d-dimensional lattice augmented with shortcuts. The probability of a shortcut being present between two points decays as a power, r
-α, of the distance, r, between them. Kleinberg showed that greedy routeing is efficient if α = d and that there is no efficient decentralised routeing algorithm if α ≠ d. The results were extended to a continuum model by Franceschetti and Meester (2003). In our work, we extend the result to more realistic models constructed from a Poisson point process wherein each point is connected to all its neighbours within some fixed radius, and possesses random shortcuts to more distant nodes as described above.
Large deviations for risk processes with reinsurance
Authors: Macci Claudio , Stabile Gabriele
Published: July 2016

We consider risk processes with reinsurance. A general family of reinsurance contracts is allowed, including proportional and excess-of-loss policies. Claim occurrence is regulated by a classical compound Poisson process or by a Markov-modulated compound Poisson process. We provide some large deviation results concerning these two risk processes in the small-claim case. Finally, we derive the so-called Lundberg estimate for the ruin probabilities and present a numerical example.