Search results for: numerical method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20569

Search results for: numerical method

20299 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 140
20298 A Study on the Safety Evaluation of Pier According to the Water Level Change by the Monte-Carlo Method

Authors: Minho Kwon, Jeonghee Lim, Yeongseok Jeong, Donghoon Shin, Kiyoung Kim

Abstract:

Recently, global warming phenomenon has led to natural disasters caused by global environmental changes, and due to abnormal weather events, the frequency and intensity of heavy rain storm typhoons are increasing. Therefore, it is imperative to prepare for future heavy rain storms and typhoons. This study selects arbitrary target bridges and performs numerical analysis to evaluate the safety of bridge piers in the event that the water level changes. The numerical model is based on two-dimensional surface elements. Actual reinforced concrete was simulated by modeling concrete to include reinforcements, and a contact boundary model was applied between the ground and the concrete. The water level applied to the piers was considered at 18 levels between 7.5 m and 16.1 m. The elastic modulus, compressive strength, tensile strength, and yield strength of the reinforced concrete were calculated using 250 random combinations and numerical analysis was carried out for each water level. In the results of analysis, the bridge exceeded the stated limit at 15.0 m. At the maximum water level of 16.1m, the concrete’s failure rate was 35.2%, but the probability that the reinforcement would fail was 61.2%.

Keywords: Monte-Carlo method, pier, water level change, limit state

Procedia PDF Downloads 271
20297 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science

Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Davood Domiri Danji

Abstract:

In this conference, our aims are accuracy, capabilities and power at solving of the complicated non-linear partial differential. Our purpose is to enhance the ability to solve the mentioned nonlinear differential equations at basic science and engineering field and similar issues with a simple and innovative approach. As we know most of engineering system behavior in practical are nonlinear process (especially basic science and engineering field, etc.) and analytical solving (no numeric) these problems are difficult, complex, and sometimes impossible like (Fluids and Gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure an innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical method (Runge-Kutta 4th). Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear partial differential equations, with help of that there is no difficulty for solving all nonlinear differential equations. Advantages and ability of this method (AGM) as follow: (a) Non-linear Differential equations (ODE, PDE) are directly solvable by this method. (b) In this method (AGM), most of the time, without any dimensionless procedure, we can solve equation(s) by any boundary or initial condition number. (c) AGM method always is convergent in boundary or initial condition. (d) Parameters of exponential, Trigonometric and Logarithmic of the existent in the non-linear differential equation with AGM method no needs Taylor expand which are caused high solve precision. (e) AGM method is very flexible in the coding system, and can solve easily varieties of the non-linear differential equation at high acceptable accuracy. (f) One of the important advantages of this method is analytical solving with high accuracy such as partial differential equation in vibration in solids, waves in water and gas, with minimum initial and boundary condition capable to solve problem. (g) It is very important to present a general and simple approach for solving most problems of the differential equations with high non-linearity in engineering sciences especially at civil engineering, and compare output with numerical method (Runge-Kutta 4th) and Exact solutions.

Keywords: new approach, AGM, sets of coupled nonlinear differential equation, exact solutions, numerical

Procedia PDF Downloads 439
20296 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: block method, first order ordinary differential equations, hybrid, self-starting

Procedia PDF Downloads 465
20295 Numerical Study of Laminar Natural Flow Transitions in Rectangular Cavity

Authors: Sabrina Nouri, Abderahmane Ghezal, Said Abboudi, Pierre Spiteri

Abstract:

This paper deals with the numerical study of heat and mass transfer of laminar flow transition at low Prandtl numbers. The model includes the two-directional momentum, the energy and mass transfer equations. These equations are discretized by the finite volume method and solved by a self-made simpler like Fortran code. The effect of governing parameters, namely the Lewis and Prandtl numbers, on the transition of the flow and solute distribution is studied for positive and negative thermal and solutal buoyancy forces ratio. Nusselt and Sherwood numbers are derived for of Prandtl [10⁻²-10¹] and Lewis numbers [1-10⁴]. The results show unicell and multi-cell flow. Solute and flow boundary layers appear for low Prandtl number.

Keywords: natural convection, low Prandtl number, heat and mass transfer, finite volume method

Procedia PDF Downloads 184
20294 A Numerical Computational Method of MRI Static Magnetic Field for an Ergonomic Facility Design Guidelines

Authors: Sherine Farrag

Abstract:

Magnetic resonance imaging (MRI) presents safety hazards, with the general physical environment. The principal hazard of the MRI is the presence of static magnetic fields. Proper architectural design of MRI’s room ensure environment and health care staff safety. This research paper presents an easy approach for numerical computation of fringe static magnetic fields. Iso-gauss line of different MR intensities (0.3, 0.5, 1, 1.5 Tesla) was mapped and a polynomial function of the 7th degree was generated and tested. Matlab script was successfully applied for MRI SMF mapping. This method can be valid for any kind of commercial scanner because it requires only the knowledge of the MR scanner room map with iso-gauss lines. Results help to develop guidelines to guide healthcare architects to design of a safer Magnetic resonance imaging suite.

Keywords: designing MRI suite, MRI safety, radiology occupational exposure, static magnetic fields

Procedia PDF Downloads 473
20293 Numerical Modeling for Water Engineering and Obstacle Theory

Authors: Mounir Adal, Baalal Azeddine, Afifi Moulay Larbi

Abstract:

Numerical analysis is a branch of mathematics devoted to the development of iterative matrix calculation techniques. We are searching for operations optimization as objective to calculate and solve systems of equations of order n with time and energy saving for computers that are conducted to calculate and analyze big data by solving matrix equations. Furthermore, this scientific discipline is producing results with a margin of error of approximation called rates. Thus, the results obtained from the numerical analysis techniques that are held on computer software such as MATLAB or Simulink offers a preliminary diagnosis of the situation of the environment or space targets. By this we can offer technical procedures needed for engineering or scientific studies exploitable by engineers for water.

Keywords: numerical analysis methods, obstacles solving, engineering, simulation, numerical modeling, iteration, computer, MATLAB, water, underground, velocity

Procedia PDF Downloads 440
20292 The Improved Element Free Galerkin Method for 2D Heat Transfer Problems

Authors: Imen Debbabi, Hédi BelHadjSalah

Abstract:

The Improved Element Free Galerkin (IEFG) method is presented to treat the steady states and the transient heat transfer problems. As a result of a combination between the Improved Moving Least Square (IMLS) approximation and the Element Free Galerkin (EFG) method, the IEFG's shape functions don't have the Kronecker delta property and the penalty method is used to impose the Dirichlet boundary conditions. In this paper, two heat transfer problems, transient and steady states, are studied to improve the efficiency of this meshfree method for 2D heat transfer problems. The performance of the IEFG method is shown using the comparison between numerical and analytic results.

Keywords: meshfree methods, the Improved Moving Least Square approximation (IMLS), the Improved Element Free Galerkin method (IEFG), heat transfer problems

Procedia PDF Downloads 378
20291 Numerical Solutions of Fredholm Integral Equations by B-Spline Wavelet Method

Authors: Ritu Rani

Abstract:

In this paper, we apply minimalistically upheld linear semi-orthogonal B-spline wavelets, exceptionally developed for the limited interim to rough the obscure function present in the integral equations. Semi-orthogonal wavelets utilizing B-spline uniquely developed for the limited interim and these wavelets can be spoken to in a shut frame. This gives a minimized help. Semi-orthogonal wavelets frame the premise in the space L²(R). Utilizing this premise, an arbitrary function in L²(R) can be communicated as the wavelet arrangement. For the limited interim, the wavelet arrangement cannot be totally introduced by utilizing this premise. This is on the grounds that backings of some premise are truncated at the left or right end purposes of the interim. Subsequently, an uncommon premise must be brought into the wavelet development on the limited interim. These functions are alluded to as the limit scaling functions and limit wavelet functions. B-spline wavelet method has been connected to fathom linear and nonlinear integral equations and their systems. The above method diminishes the integral equations to systems of algebraic equations and afterward these systems can be illuminated by any standard numerical methods. Here, we have connected Newton's method with suitable starting speculation for solving these systems.

Keywords: semi-orthogonal, wavelet arrangement, integral equations, wavelet development

Procedia PDF Downloads 162
20290 On a Generalization of the Spectral Dichotomy Method of a Matrix With Respect to Parabolas

Authors: Mouhamadou Dosso

Abstract:

This paper presents methods of spectral dichotomy of a matrix which compute spectral projectors on the subspace associated with the eigenvalues external to the parabolas described by a general equation. These methods are modifications of the one proposed in [A. N. Malyshev and M. Sadkane, SIAM J. MATRIX ANAL. APPL. 18 (2), 265-278, 1997] which uses the spectral dichotomy method of a matrix with respect to the imaginary axis. Theoretical and algorithmic aspects of the methods are developed. Numerical results obtained by applying methods presented on matrices are reported.

Keywords: spectral dichotomy method, spectral projector, eigensubspaces, eigenvalue

Procedia PDF Downloads 74
20289 Efficient High Fidelity Signal Reconstruction Based on Level Crossing Sampling

Authors: Negar Riazifar, Nigel G. Stocks

Abstract:

This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide high fidelity signal reconstruction for speech signals; these strategies circumvent the problem of exponentially increasing number of samples as the bit-depth is increased and hence are highly efficient. Specifically, the results indicate that the distribution of the intervals between samples is one of the key factors in the quality of signal reconstruction; including samples with short intervals do not improve the accuracy of the signal reconstruction, whilst samples with large intervals lead to numerical instability. The proposed sampling method, termed reduced conventional level crossing (RCLC) sampling, exploits redundancy between samples to improve the efficiency of the sampling without compromising performance. A reconstruction technique is also proposed that enhances the numerical stability through linear interpolation of samples separated by large intervals. Interpolation is demonstrated to improve the accuracy of the signal reconstruction in addition to the numerical stability. We further demonstrate that the RCLC and interpolation methods can give useful levels of signal recovery even if the average sampling rate is less than the Nyquist rate.

Keywords: level crossing sampling, numerical stability, speech processing, trigonometric polynomial

Procedia PDF Downloads 133
20288 Numerical Investigation of Pressure and Velocity Field Contours of Dynamics of Drop Formation

Authors: Pardeep Bishnoi, Mayank Srivastava, Mrityunjay Kumar Sinha

Abstract:

This article represents the numerical investigation of the pressure and velocity field variation of the dynamics of pendant drop formation through a capillary tube. Numerical simulations are executed using volume of fluid (VOF) method in the computational fluid dynamics (CFD). In this problem, Non Newtonian fluid is considered as dispersed fluid whereas air is considered as a continuous fluid. Pressure contours at various time steps expose that pressure varies nearly hydrostatically at each step of the dynamics of drop formation. A result also shows the pressure variation of the liquid droplet during free fall in the computational domain. The evacuation of the fluid from the necking region is also shown by the contour of the velocity field. The role of surface tension in the Pressure contour of the dynamics of drop formation is also studied.

Keywords: pressure contour, surface tension, volume of fluid, velocity field

Procedia PDF Downloads 384
20287 Parametric Study of Underground Opening Stability under Uncertainty Conditions

Authors: Aram Yakoby, Yossef H. Hatzor, Shmulik Pinkert

Abstract:

This work presents an applied engineering method for evaluating the stability of underground openings under conditions of uncertainty. The developed method is demonstrated by a comprehensive parametric study on a case of large-diameter vertical borehole stability analysis, with uncertainties regarding the in-situ stress distribution. To this aim, a safety factor analysis is performed for the stability of both supported and unsupported boreholes. In the analysis, we used analytic geomechanical calculations and advanced numerical modeling to evaluate the estimated stress field. In addition, the work presents the development of a boundary condition for the numerical model that fits the nature of the problem and yields excellent accuracy. The borehole stability analysis is studied in terms of (1) the stress ratio in the vertical and horizontal directions, (2) the mechanical properties and geometry of the support system, and (3) the parametric sensitivity. The method's results are studied in light of a real case study of an underground waste disposal site. The conclusions of this study focus on the developed method for capturing the parametric uncertainty, the definition of critical geological depths, the criteria for implementing structural support, and the effectiveness of further in-situ investigations.

Keywords: borehole stability, in-situ stress, parametric study, factor of safety

Procedia PDF Downloads 44
20286 Numerical Simulation and Experimental Study on Cable Damage Detection Using an MFL Technique

Authors: Jooyoung Park, Junkyeong Kim, Aoqi Zhang, Seunghee Park

Abstract:

Non-destructive testing on cable is in great demand due to safety accidents at sites where many equipments using cables are installed. In this paper, the quantitative change of the obtained signal was analyzed using a magnetic flux leakage (MFL) method. A two-dimensional simulation was conducted with a FEM model replicating real elevator cables. The simulation data were compared for three parameters (depth of defect, width of defect and inspection velocity). Then, an experiment on same conditions was carried out to verify the results of the simulation. Signals obtained from both the simulation and the experiment were transformed to characterize the properties of the damage. Throughout the results, a cable damage detection based on an MFL method was confirmed to be feasible. In further study, it is expected that the MFL signals of an entire specimen will be gained and visualized as well.

Keywords: magnetic flux leakage (mfl), cable damage detection, non-destructive testing, numerical simulation

Procedia PDF Downloads 366
20285 An Accurate Computation of 2D Zernike Moments via Fast Fourier Transform

Authors: Mohammed S. Al-Rawi, J. Bastos, J. Rodriguez

Abstract:

Object detection and object recognition are essential components of every computer vision system. Despite the high computational complexity and other problems related to numerical stability and accuracy, Zernike moments of 2D images (ZMs) have shown resilience when used in object recognition and have been used in various image analysis applications. In this work, we propose a novel method for computing ZMs via Fast Fourier Transform (FFT). Notably, this is the first algorithm that can generate ZMs up to extremely high orders accurately, e.g., it can be used to generate ZMs for orders up to 1000 or even higher. Furthermore, the proposed method is also simpler and faster than the other methods due to the availability of FFT software and/or hardware. The accuracies and numerical stability of ZMs computed via FFT have been confirmed using the orthogonality property. We also introduce normalizing ZMs with Neumann factor when the image is embedded in a larger grid, and color image reconstruction based on RGB normalization of the reconstructed images. Astonishingly, higher-order image reconstruction experiments show that the proposed methods are superior, both quantitatively and subjectively, compared to the q-recursive method.

Keywords: Chebyshev polynomial, fourier transform, fast algorithms, image recognition, pseudo Zernike moments, Zernike moments

Procedia PDF Downloads 245
20284 UBCSAND Model Calibration for Generic Liquefaction Triggering Curves

Authors: Jui-Ching Chou

Abstract:

Numerical simulation is a popular method used to evaluate the effects of soil liquefaction on a structure or the effectiveness of a mitigation plan. Many constitutive models (UBCSAND model, PM4 model, SANISAND model, etc.) were presented to model the liquefaction phenomenon. In general, inputs of a constitutive model need to be calibrated against the soil cyclic resistance before being applied to the numerical simulation model. Then, simulation results can be compared with results from simplified liquefaction potential assessing methods. In this article, inputs of the UBCSAND model, a simple elastic-plastic stress-strain model, are calibrated against several popular generic liquefaction triggering curves of simplified liquefaction potential assessing methods via FLAC program. Calibrated inputs can provide engineers to perform a preliminary evaluation of an existing structure or a new design project.

Keywords: calibration, liquefaction, numerical simulation, UBCSAND Model

Procedia PDF Downloads 144
20283 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y^'''= f(x,y,y^',y^'' ), y(α)=y_0,〖y〗^' (α)=β,y^('' ) (α)=μ with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non-stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: block method, hybrid, linear multistep, self-starting, third order ordinary differential equations

Procedia PDF Downloads 253
20282 Modeling Study of Short Fiber Orientation in Simple Injection Molding Processes

Authors: Ihsane Modhaffar, Kamal Gueraoui, Abouelkacem Qais, Abderrahmane Maaouni, Samir Men-La-Yakhaf, Hamid Eltourroug

Abstract:

The main objective of this paper is to develop a Computational Fluid Dynamics (CFD) model to simulate and characterize the fiber suspension in flow in rectangular cavities. The model is intended to describe the velocity profile and to predict the fiber orientation. The flow was considered to be incompressible, and behave as Newtonian fluid containing suspensions of short-fibers. The numerical model for determination of velocity profile and fiber orientation during mold-filling stage of injection molding process was solved using finite volume method. The governing equations of this problem are: the continuity, the momentum and the energy. The obtained results were compared to available experimental findings. A good agreement between the numerical results and the experimental data was achieved.

Keywords: injection, composites, short-fiber reinforced thermoplastics, fiber orientation, incompressible fluid, numerical simulation

Procedia PDF Downloads 450
20281 Sinusoidal Roughness Elements in a Square Cavity

Authors: Muhammad Yousaf, Shoaib Usman

Abstract:

Numerical studies were conducted using Lattice Boltzmann Method (LBM) to study the natural convection in a square cavity in the presence of roughness. An algorithm basedon a single relaxation time Bhatnagar-Gross-Krook (BGK) model of Lattice Boltzmann Method (LBM) was developed. Roughness was introduced on both the hot and cold walls in the form of sinusoidal roughness elements. The study was conducted for a Newtonian fluid of Prandtl number (Pr) 1.0. The range of Ra number was explored from 103 to 106 in a laminar region. Thermal and hydrodynamic behavior of fluid was analyzed using a differentially heated square cavity with roughness elements present on both the hot and cold wall. Neumann boundary conditions were introduced on horizontal walls with vertical walls as isothermal. The roughness elements were at the same boundary condition as corresponding walls. Computational algorithm was validated against previous benchmark studies performed with different numerical methods, and a good agreement was found to exist. Results indicate that the maximum reduction in the average heat transfer was16.66 percent at Ra number 105.

Keywords: Lattice Boltzmann method, natural convection, nusselt number, rayleigh number, roughness

Procedia PDF Downloads 515
20280 Numerical Computation of Sturm-Liouville Problem with Robin Boundary Condition

Authors: Theddeus T. Akano, Omotayo A. Fakinlede

Abstract:

The modelling of physical phenomena, such as the earth’s free oscillations, the vibration of strings, the interaction of atomic particles, or the steady state flow in a bar give rise to Sturm-Liouville (SL) eigenvalue problems. The boundary applications of some systems like the convection-diffusion equation, electromagnetic and heat transfer problems requires the combination of Dirichlet and Neumann boundary conditions. Hence, the incorporation of Robin boundary condition in the analyses of Sturm-Liouville problem. This paper deals with the computation of the eigenvalues and eigenfunction of generalized Sturm-Liouville problems with Robin boundary condition using the finite element method. Numerical solutions of classical Sturm–Liouville problems are presented. The results show an agreement with the exact solution. High results precision is achieved with higher number of elements.

Keywords: Sturm-Liouville problem, Robin boundary condition, finite element method, eigenvalue problems

Procedia PDF Downloads 346
20279 Comparing Field Displacement History with Numerical Results to Estimate Geotechnical Parameters: Case Study of Arash-Esfandiar-Niayesh under Passing Tunnel, 2.5 Traffic Lane Tunnel, Tehran, Iran

Authors: A. Golshani, M. Gharizade Varnusefaderani, S. Majidian

Abstract:

Underground structures are of those structures that have uncertainty in design procedures. That is due to the complexity of soil condition around. Under passing tunnels are also such affected structures. Despite geotechnical site investigations, lots of uncertainties exist in soil properties due to unknown events. As results, it possibly causes conflicting settlements in numerical analysis with recorded values in the project. This paper aims to report a case study on a specific under passing tunnel constructed by New Austrian Tunnelling Method in Iran. The intended tunnel has an overburden of about 11.3m, the height of 12.2m and, the width of 14.4m with 2.5 traffic lane. The numerical modeling was developed by a 2D finite element program (PLAXIS Version 8). Comparing displacement histories at the ground surface during the entire installation of initial lining, the estimated surface settlement was about four times the field recorded one, which indicates that some local unknown events affect that value. Also, the displacement ratios were in a big difference between the numerical and field data. Consequently, running several numerical back analyses using laboratory and field tests data, the geotechnical parameters were accurately revised to match with the obtained monitoring data. Finally, it was found that usually the values of soil parameters are conservatively low-estimated up to 40 percent by typical engineering judgment. Additionally, it could be attributed to inappropriate constitutive models applied for the specific soil condition.

Keywords: NATM, surface displacement history, numerical back-analysis, geotechnical parameters

Procedia PDF Downloads 179
20278 Bi-Liquid Free Surface Flow Simulation of Liquid Atomization for Bi-Propellant Thrusters

Authors: Junya Kouwa, Shinsuke Matsuno, Chihiro Inoue, Takehiro Himeno, Toshinori Watanabe

Abstract:

Bi-propellant thrusters use impinging jet atomization to atomize liquid fuel and oxidizer. Atomized propellants are mixed and combusted due to auto-ignitions. Therefore, it is important for a prediction of thruster’s performance to simulate the primary atomization phenomenon; especially, the local mixture ratio can be used as indicator of thrust performance, so it is useful to evaluate it from numerical simulations. In this research, we propose a numerical method for considering bi-liquid and the mixture and install it to CIP-LSM which is a two-phase flow simulation solver with level-set and MARS method as an interfacial tracking method and can predict local mixture ratio distribution downstream from an impingement point. A new parameter, beta, which is defined as the volume fraction of one liquid in the mixed liquid within a cell is introduced and the solver calculates the advection of beta, inflow and outflow flux of beta to a cell. By validating this solver, we conducted a simple experiment and the same simulation by using the solver. From the result, the solver can predict the penetrating length of a liquid jet correctly and it is confirmed that the solver can simulate the mixing of liquids. Then we apply this solver to the numerical simulation of impinging jet atomization. From the result, the inclination angle of fan after the impingement in the bi-liquid condition reasonably agrees with the theoretical value. Also, it is seen that the mixture of liquids can be simulated in this result. Furthermore, simulation results clarify that the injecting condition affects the atomization process and local mixture ratio distribution downstream drastically.

Keywords: bi-propellant thrusters, CIP-LSM, free-surface flow simulation, impinging jet atomization

Procedia PDF Downloads 266
20277 Experimental and Numerical Analysis of Mustafa Paşa Mosque in Skopje

Authors: Ozden Saygili, Eser Cakti

Abstract:

The masonry building stock in Istanbul and in other cities of Turkey are exposed to significant earthquake hazard. Determination of the safety of masonry structures against earthquakes is a complex challenge. This study deals with experimental tests and non-linear dynamic analysis of masonry structures modeled through discrete element method. The 1:10 scale model of Mustafa Paşa Mosque was constructed and the data were obtained from the sensors on it during its testing on the shake table. The results were used in the calibration/validation of the numerical model created on the basis of the 1:10 scale model built for shake table testing. 3D distinct element model was developed that represents the linear and nonlinear behavior of the shake table model as closely as possible during experimental tests. Results of numerical analyses with those from the experimental program were compared and discussed.

Keywords: dynamic analysis, non-linear modeling, shake table tests, masonry

Procedia PDF Downloads 403
20276 Quality Evaluation of Backfill Grout in Tunnel Boring Machine Tail Void Using Impact-Echo (IE): Short-Time Fourier Transform (STFT) Numerical Analysis

Authors: Ju-Young Choi, Ki-Il Song, Kyoung-Yul Kim

Abstract:

During Tunnel Boring Machine (TBM) tunnel excavation, backfill grout should be injected after the installation of segment lining to ensure the stability of the tunnel and to minimize ground deformation. If grouting is not sufficient to fill the gap between the segments and rock mass, hydraulic pressures occur in the void, which can negatively influence the stability of the tunnel. Recently the tendency to use TBM tunnelling method to replace the drill and blast(NATM) method is increasing. However, there are only a few studies of evaluation of backfill grout. This study evaluates the TBM tunnel backfill state using Impact-Echo(IE). 3-layers, segment-grout-rock mass, are simulated by FLAC 2D, FDM-based software. The signals obtained from numerical analysis and IE test are analyzed by Short-Time Fourier Transform(STFT) in time domain, frequency domain, and time-frequency domain. The result of this study can be used to evaluate the quality of backfill grouting in tail void.

Keywords: tunnel boring machine, backfill grout, impact-echo method, time-frequency domain analysis, finite difference method

Procedia PDF Downloads 249
20275 Proposal of Design Method in the Semi-Acausal System Model

Authors: Shigeyuki Haruyama, Ken Kaminishi, Junji Kaneko, Tadayuki Kyoutani, Siti Ruhana Omar, Oke Oktavianty

Abstract:

This study is used as a definition method to the value and function in manufacturing sector. In concurrence of discussion about present condition of modeling method, until now definition of 1D-CAE is ambiguity and not conceptual. Across all the physics fields, those methods are defined with the formulation of differential algebraic equation which only applied time derivation and simulation. At the same time, we propose semi-acausal modeling concept and differential algebraic equation method as a newly modeling method which the efficiency has been verified through the comparison of numerical analysis result between the semi-acausal modeling calculation and FEM theory calculation.

Keywords: system model, physical models, empirical models, conservation law, differential algebraic equation, object-oriented

Procedia PDF Downloads 465
20274 A Case Study on the Numerical-Probability Approach for Deep Excavation Analysis

Authors: Komeil Valipourian

Abstract:

Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method (FDM)

Procedia PDF Downloads 110
20273 Numerical Simulation of Punching Shear of Flat Plates with Low Reinforcement

Authors: Fatema-Tuz-Zahura, Raquib Ahsan

Abstract:

Punching shear failure is usually the governing failure mode of flat plate structures. Punching failure is brittle in nature which induces more vulnerability to this type of structure. In the present study, a 3D finite element model of a flat plate with low reinforcement ratio and without any transverse reinforcement has been developed. Punching shear stress and the deflection data were obtained on the surface of the flat plate as well as through the thickness of the model from numerical simulations. The obtained data were compared with the experimental results. Variation of punching stress with respect to deflection as obtained from numerical results is found to be in good agreement with the experimental results; the range of variation of punching stress is within 5%. The numerical simulation shows an early and gradual onset of nonlinearity, whereas the same is late and abrupt as observed in the experimental results. The range of variation of punching stress for different slab thicknesses between experimental and numerical results is less than 15%. The developed numerical model is useful to complement available punching test series performed in the past. The results obtained from the numerical model will be helpful for designing retrofitting schemes of flat plates.

Keywords: flat plate, finite element model, punching shear, reinforcement ratio

Procedia PDF Downloads 235
20272 Field Evaluation of Pile Behavior in Sandy Soil Underlain by Clay

Authors: R. Bakr, M. Elmeligy, A. Ibrahim

Abstract:

When the building loads are relatively small, challenges are often facing the foundation design especially when inappropriate soil conditions exist. These may be represented in the existence of soft soil in the upper layers of soil while sandy soil or firm cohesive soil exist in the deeper layers. In such cases, the design becomes infeasible if the piles are extended to the deeper layers, especially when there are sandy layers existing at shallower depths underlain by stiff clayey soil. In this research, models of piles terminated in sand underlain by clay soils are numerically simulated by different modelling theories. Finite element software, Plaxis 3-D Foundation was used to evaluate the pile behavior under different loading scenarios. The standard static load test according to ASTM D-1143 was simulated and compared with the real-life loading scenario. The results showed that the pile behavior obtained from the current static load test do not realistically represent that obtained from real-life loading. Attempts were carried out to capture the proper numerical loading scenario that simulates the pile behavior in real-life loading including the long-term effect. A modified method based on this research findings is proposed for the static pile loading tests. Field loading tests were carried out to validate the new method. Results obtained from both numerical and field tests by using the modified method prove that this method is more accurate in predicting the pile behavior in sand soil underlain by clay more than the current standard static load.

Keywords: numerical simulation, static load test, pile behavior, sand underlain with clay, creep

Procedia PDF Downloads 307
20271 Damage Detection in Beams Using Wavelet Analysis

Authors: Goutham Kumar Dogiparti, D. R. Seshu

Abstract:

In the present study, wavelet analysis was used for locating damage in simply supported and cantilever beams. Study was carried out varying different levels and locations of damage. In numerical method, ANSYS software was used for modal analysis of damaged and undamaged beams. The mode shapes obtained from numerical analysis is processed using MATLAB wavelet toolbox to locate damage. Effect of several parameters such as (damage level, location) on the natural frequencies and mode shapes were also studied. The results indicated the potential of wavelets in identifying the damage location.

Keywords: damage, detection, beams, wavelets

Procedia PDF Downloads 346
20270 Finite Element Modeling of Heat and Moisture Transfer in Porous Material

Authors: V. D. Thi, M. Li, M. Khelifa, M. El Ganaoui, Y. Rogaume

Abstract:

This paper presents a two-dimensional model to study the heat and moisture transfer through porous building materials. Dynamic and static coupled models of heat and moisture transfer in porous material under low temperature are presented and the coupled models together with variable initial and boundary conditions have been considered in an analytical way and using the finite element method. The resulting coupled model is converted to two nonlinear partial differential equations, which is then numerically solved by an implicit iterative scheme. The numerical results of temperature and moisture potential changes are compared with the experimental measurements available in the literature. Predicted results demonstrate validation of the theoretical model and effectiveness of the developed numerical algorithms. It is expected to provide useful information for the porous building material design based on heat and moisture transfer model.

Keywords: finite element method, heat transfer, moisture transfer, porous materials, wood

Procedia PDF Downloads 387