International audienceThe purpose of this communication is to contribute to the development of a new trajectory management capability for an engine-out transportation aircraft. Engine-out is a dramatic situation for flight safety and this study focuses on the design of a management system for emergency trajectories at this special situation. First the gliding characteristics and flying qualities of a transport aircraft with total engine failure are analyzed while gliding range estimation is considered. Then a new representation of the flight dynamics of an engine-out aircraft is proposed where the space variable is chosen as independent parameter instead of the time variable. This allows to propose a new formulation of the corresponding trajectory optimization problem and to develop a reverse dynamic programming solution technique. Simulation results are displayed and new development perspectives are discussed
Laplace transform method (LTM) has a lot of applications in the evaluation of European-style options and exotic options without early exercise features. However the Laplace transform methods for pricing American options have unsatisfactory accuracy and suffer from the instability. The aim of this paper is to develop a Laplace transform method for pricing American Strangles options with the underlying asset price following the constant elasticity volatility (CEV) models. By approximating the free boundaries, the Laplace transform is taken on a fixed space region to replace the moving boundaries space. After solving the linear system in Laplace space, Gaver-Stehfest formula (GSF) and hyperbola contour integral method (HCIM) are applied to compute the Laplace inversion. Numerical results show that the LTM-HCIM outperform the LTM-GSF in regard to the accuracy and stability for the option values.
International audienceAircraft total failure of engines or engine-out, is a dramatic situation which may end by a crash unless a flyable descent trajectory towards a safe landing place is adopted. Although it is now a rare event, there are many different reasons for engine-out. Since with engine-out any wrong decision taken by the pilot may lead to catastrophic consequences, it appears useful to develop an automatic emergency guidance mode for this situation. This new functionality could be integrated in a Flight Guidance System which should be able to select a proper landing site while proposing tactical decisions to fly a feasible trajectory towards this site. In this study, a proposal for the design of such guidance system is developed. First, considering space-indexed glide dynamics for a transportation aircraft, reverse dynamic programming is used to generate, starting from safe landing conditions, a full safe glide domain up to cruise conditions and composed of quasi steady trajectories. Then a neural network structure is designed to produce for any glide situation within the safe glide domain, a reference pitch angle proposed to the pilot in manual mode. Total energy is then considered to distinguish between over range, on range and out of range glide situations and provide directives for the use of air brakes when necessary. Finally, a tentative integration of the produced information within the primary flight display is proposed. Numerical simulations are performed using data from a wide body transportation aircraft
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