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Joachim Peinke

Publications and source records attributed to Joachim Peinke.

At least 55 records · Page 3Linked to original sources

Fully Developed Turbulence in the view of Horizontal Visibility Graphs

We employ the horizontal visibility algorithm to map the velocity and acceleration time series in turbulent flows with different Reynolds numbers, onto complex networks. The universal nature of velocity fluctuations in high Reynolds turbulent Helium flow is found to be inherited in the corresponding network topology. The degree distributions of the acceleration series are shown to have stretched exponential forms with the Reynolds number dependent fitting parameter. Furthermore, for acceleration time series, we find a transitional behavior in terms of the Reynolds number in all network features which is in agreement with recent empirical studies.

physics.flu-dyn↗

Capturing rogue waves by multi-point statistics

As an example for complex systems with extreme events we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows grasping extreme rogue wave events in a statistically highly satisfactory manner. The key to the success of the approach is mapping the complexity of multi-point data onto the statistics of hierarchically ordered height increments for different time scales for which we can show that a stochastic cascade process with Markov properties is governed by a Fokker-Planck equation. Conditional probabilities as well as the Fokker-Planck equation itself can be estimated directly from the available observational data. With this stochastic description surrogate data sets can in turn be generated allowing to work out arbitrary statistical features of the complex sea state in general and extreme rogue wave events in particular. The results also open up new perspectives for forecasting the occurrence probability of extreme rogue wave events, and even for forecasting the occurrence of individual rogue waves based on precursory dynamics.

physics.data-an↗

Langevin power curve analysis for numerical WEC models with new insights on high frequency power performance

Based on the Langevin equation it has been proposed to obtain power curves for wind turbines from high frequency data of wind speed measurements u(t) and power output P (t). The two parts of the Langevin approach, power curve and drift field, give a comprehensive description of the conversion dynamic over the whole operating range of the wind turbine. The method deals with high frequent data instead of 10 min means. It is therefore possible to gain a reliable power curve already from a small amount of data per wind speed. Furthermore, the method is able to visualize multiple fixed points, which is e.g. characteristic for the transition from partial to full load or in case the conversion process deviates from the standard procedures. In order to gain a deeper knowledge it is essential that the method works not only for measured data but also for numerical wind turbine models and synthetic wind fields. Here, we characterize the dynamics of a detailed numerical wind turbine model and calculate the Langevin power curve for different data samplings. We show, how to get reliable results from synthetic data and verify the applicability of the method for field measurements with ultra-sonic, cup and Lidar measurements. The independence of the fixed points on site specific turbulence effects is also confirmed with the numerical model. Furthermore, we demonstrate the potential of the Langevin approach to detect failures in the conversion process and thus show the potential of the Langevin approach for a condition monitoring system.

physics.data-an↗

Parameter-free resolution of the superposition of stochastic signals

This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by Ornstein-Uhlenbeck processes and the other being a general (non-linear) Langevin process. The method is able to distinguish between all stochastic process, retrieving their corresponding stochastic evolution equations. This framework is based on a recent approach for the analysis of multidimensional Langevin-type stochastic processes in the presence of strong measurement (or observational) noise, which is here extended to impose neither constraints nor parameters and extract all coefficients directly from the empirical data sets. Using synthetic data, it is shown that the method yields satisfactory results.

physics.data-an↗

Stochastic modeling and performance monitoring of wind farm power production

We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a fluctuating trajectory around an average IEC-like power curve, see section II. Our approach is to consider the wind farm as a dynamical system that can be described as a stochastic drift/diffusion model, where a drift coefficient describes the attraction towards the power curve and a diffusion coefficient quantifies additional turbulent fluctuations. These stochastic coefficients are inserted into a Langevin equation that, once properly adapted to our particular system, models a synthetic signal of power output for any given wind speed/direction signals, see section III. When combined with a pre-model for turbulent wind fluctuations, the stochastic approach models the power output of the wind farm at a sampling frequency of 1Hz using only ten-minute average values of wind speed and directions. The stochastic signals generated are compared to the measured signal, and show a good statistical agreement, including a proper reproduction of the intermittent, gusty features measured. In parallel, a second application for performance monitoring is introduced in section IV. The drift coefficient can be used as a sensitive measure of the global wind farm performance. When monitoring the wind farm as a whole, the drift coefficient registers some significant deviation from normal operation if one of twelve wind turbines is shut down during less than 4% of the time. Also, intermittent anomalies can be detected more rapidly than when using ten-minute averaging methods. Finally, a probabilistic description of the conversion process is proposed and modeled in appendix A, that can in turn be used to further improve the estimation of the stochastic coefficients.

physics.data-an↗

Stochastic model for aerodynamic force dynamics on wind turbine blades in unsteady wind inflow

The paper presents a stochastic approach to estimate the aerodynamic forces with local dynamics on wind turbine blades in unsteady wind inflow. This is done by integrating a stochastic model of lift and drag dynamics for an airfoil into the aerodynamic simulation software AeroDyn. The model is added as an alternative to the static table lookup approach in blade element momentum (BEM) wake model used by AeroDyn. The stochastic forces are obtained for a rotor blade element using full field turbulence simulated wind data input and compared with the classical BEM and dynamic stall models for identical conditions. The comparison shows that the stochastic model generates additional extended dynamic response in terms of local force fluctuations. Further, the comparison of statistics between the classical BEM, dynamic stall and stochastic models' results in terms of their increment probability density functions gives consistent results.

physics.flu-dyn↗

Towards a Simplified Dynamic Wake Model using POD Analysis

We apply the proper orthogonal decomposition (POD) to large eddy simulation data of a wind turbine wake in a turbulent atmospheric boundary layer. The turbine is modeled as an actuator disk. Our analyis mainly focuses on the question whether POD could be a useful tool to develop a simplified dynamic wake model. The extracted POD modes are used to obtain approximate descriptions of the velocity field. To assess the quality of these POD reconstructions, we define simple measures which are believed to be relevant for a sequential turbine in the wake such as the energy flux through a disk in the wake. It is shown that only a few modes are necessary to capture basic dynamical aspects of these measures even though only a small part of the turbulent kinetic energy is restored. Furthermore, we show that the importance of the individual modes depends on the measure chosen. Therefore, the optimal choice of modes for a possible model could in principle depend on the application of interest. We additionally present a possible interpretation of the POD modes relating them to specific properties of the wake. For example the first mode is related to the horizontal large scale movement. Besides yielding a deeper understanding, this also enables us to view our results in comparison to existing dynamic wake models.

physics.flu-dyn↗

Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure. We identify the dominating variable and extract its explicit stochastic model. This allows us to establish a connection between its time evolution and known historical events on the market. We discuss the dynamics, the stability and the hierarchy of the recently proposed quasi-stationary market states.

q-fin.ST↗

Dynamics of quasi-stationary systems: Finance as an example

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical stability as well as transitions between different stable states are found. This combined method also allows to set up new criteria for merging clusters to simplify the complexity of the system. The low-dimensional approach allows to recover the high-dimensional fixed points of the system by means of an optimization procedure.

q-fin.ST↗

The Langevin Approach: a simple stochastic method for complex phenomena

We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin equation. Moreover, it can be applied not only to processes in time, but also to processes in scale, given that the data available shows ergodicity. This chapter introduces the mathematical foundations of the Langevin approach and describes how to implement it numerically. A specific application of the method is presented, namely to a turbulent velocity field measured in the laboratory, retrieving the corresponding energy cascade and comparing with the results from a computational simulation of that experiment. In addition, we describe a physical interpretation bridging between processes in time and in scale. Finally, we describe extensions of the method for time series reconstruction and applications to other fields such as finance, medicine, geophysics and renewable energies.

physics.data-an↗

How to analyze stochastic time series obeying a 2nd order differential equation

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by employing a particular embedding approach: To obtain a Markovian process in 2N dimensions from a non Markovian signal in N dimensions, the system is described in a phase space that is extended by the temporal derivative of the signal. For a discrete time series, however, this derivative can only be calculated by a differencing scheme, which introduces an error. If the effects of this error are not accounted for, this leads to systematic errors in the estimation of the drift- and diffusion functions of the process. In this paper we will analyze these errors and we will propose an approach that correctly accounts for them. This approach allows an accurate parameter estimation and, additionally, is able to cope with weak measurement noise, which may be superimposed to a given time series.

physics.data-an↗

Fatigue Loads Estimation Through a Simple Stochastic Model

We propose a procedure to estimate the fatigue loads on wind turbines, based in a recent framework used for reconstructing data series of stochastic properties measured at wind turbines. Through a standard fatigue analysis, we show that it is possible to accurately estimate fatigue loads in any wind turbine within one wind park, using only the load measurements at one single turbine and the set of wind speed measurements. Our framework consists of deriving a stochastic differential equation that describes the evolution of the torque at one wind turbine driven by the wind speed. The stochastic equation is derived directly from the measurements and is afterwards used for predicting the fatigue loads at neighboring turbines. Such a framework could be used to mitigate the financial efforts usually necessary for placing measurement devices in all wind turbines within one wind farm. Finally, we also discuss the limitations and possible improvements of the proposed procedure.

physics.data-an↗

Reconstructing the intermittent dynamics of the torque in wind turbines

We apply a framework introduced in the late nineties to analyze load measurements in off-shore wind energy converters (WEC). The framework is borrowed from statistical physics and properly adapted to the analysis of multivariate data comprising wind velocity, power production and torque measurements, taken at one single WEC. In particular, we assume that wind statistics drives the fluctuations of the torque produced in the wind turbine and show how to extract an evolution equation of the Langevin type for the torque driven by the wind velocity. It is known that the intermittent nature of the atmosphere, i.e. of the wind field, is transferred to the power production of a wind energy converter and consequently to the shaft torque. We show that the derived stochastic differential equation quantifies the dynamical coupling of the measured fluctuating properties as well as it reproduces the intermittency observed in the data. Finally, we discuss our approach in the light of turbine monitoring, a particular important issue in off-shore wind farms.

physics.data-an↗

Self-Organized Synchronization and Voltage Stability in Networks of Synchronous Machines

The integration of renewable energy sources in the course of the energy transition is accompanied by grid decentralization and fluctuating power feed-in characteristics. This raises new challenges for power system stability and design. We intend to investigate power system stability from the viewpoint of self-organized synchronization aspects. In this approach, the power grid is represented by a network of synchronous machines. We supplement the classical Kuramoto-like network model, which assumes constant voltages, with dynamical voltage equations, and thus obtain an extended version, that incorporates the coupled categories voltage stability and rotor angle synchronization. We compare disturbance scenarios in small systems simulated on the basis of both classical and extended model and we discuss resultant implications and possible applications to complex modern power grids.

nlin.AO↗

Extracting strong measurement noise from stochastic series: applications to empirical data

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time series, even in the case when the amplitudes of measurement noise and uncontaminated signal are of the same order of magnitude. Our approach is based on a recently developed method for a nonparametric reconstruction of Langevin processes. Minimizing a proper non-negative function the procedure is able to correctly extract strong measurement noise and to estimate drift and diffusion coefficients in the Langevin equation describing the evolution of the original uncorrupted signal. As input, the algorithm uses only the two first conditional moments extracted directly from the stochastic series and is therefore suitable for a broad panoply of different signals. To demonstrate the power of the method we apply the algorithm to synthetic as well as climatological measurement data, namely the daily North Atlantic Oscillation index, shedding new light on the discussion of the nature of its underlying physical processes.

nlin.CD↗

Stochastic method for in-situ damage analysis

Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic excitations with correlated noise as it appears in real-world situations. In particular an experimental set-up of undamaged and damaged beam structures was exposed to a noisy excitation under turbulent wind conditions. The method of reconstructing stochastic equations from measured data has been extended to realistic noisy excitations like those given here. In our analysis the deterministic part is separated from the stochastic dynamics of the system and we show that the slope of the deterministic part, which is linked to mechanical features of the material, changes sensitively with increasing damage. The results are more significant than corresponding changes in eigenfrequencies, as commonly used for structural health monitoring.

physics.data-an↗

Wind Energy and the Turbulent Nature of the Atmospheric Boundary Layer

Wind turbines operate in the atmospheric boundary layer, where they are exposed to the turbulent atmospheric flows. As the response time of wind turbine is typically in the range of seconds, they are affected by the small scale intermittent properties of the turbulent wind. Consequently, basic features which are known for small-scale homogeneous isotropic turbulence, and in particular the well-known intermittency problem, have an important impact on the wind energy conversion process. We report on basic research results concerning the small-scale intermittent properties of atmospheric flows and their impact on the wind energy conversion process. The analysis of wind data shows strongly intermittent statistics of wind fluctuations. To achieve numerical modeling a data-driven superposition model is proposed. For the experimental reproduction and adjustment of intermittent flows a so-called active grid setup is presented. Its ability is shown to generate reproducible properties of atmospheric flows on the smaller scales of the laboratory conditions of a wind tunnel. As an application example the response dynamics of different anemometer types are tested. To achieve a proper understanding of the impact of intermittent turbulent inflow properties on wind turbines we present methods of numerical and stochastic modeling, and compare the results to measurement data. As a summarizing result we find that atmospheric turbulence imposes its intermittent features on the complete wind energy conversion process. Intermittent turbulence features are not only present in atmospheric wind, but are also dominant in the loads on the turbine, i.e. rotor torque and thrust, and in the electrical power output signal. We conclude that profound knowledge of turbulent statistics and the application of suitable numerical as well as experimental methods are necessary to grasp these unique features (...)

physics.flu-dyn↗

Analysis of Multipoint Correlations in Direct Numerical Simulation

We examine the Markov properties of the three velocity components of a turbulent flow generated by a DNS simulation of the flow around an airfoil section. The spectral element code Nektar has been used to generate a well resolved flow field around an fx79w-151a airfoil profile at a Reynolds number of Re=5000 and an angle of attack of α = 12°. Due to a homogeneous geometry in the spanwise direction, a Fourier expansion has been used for the third dimension of the simulation. In the wake of the profile the flow field shows a von Karman street like behavior with the vortices decaying in the wake which trigger a turbulent field. Time series of the 3D flow field were extracted from the flow at different locations to analyze the stochastic features. In particular the existence of Markov properties in the flow have been shown for different cases in the surrounding of the airfoil. This is of basic interest as it indicates that fine structures of turbulence can be replaced by stochastic processes. Turbulent and Markovian scales are being determined in the turbulent field and limits of standard Gaussian Langevin processes are being determined by the reconstruction of a flow field in time and space.

physics.flu-dyn↗