Search results for: computational materials
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8567

Search results for: computational materials

8177 Discovering Groundbreaking Geopolymer-Based Materials with Versatile Designs, Ideal for the Construction and Infrastructure Industry

Authors: Maryam Kiani

Abstract:

Geopolymer has gained significant prominence worldwide and is now widely regarded as a potential alternative to conventional Portland cement. Nevertheless, for it to be widely accepted and incorporated into national and international standards, it is crucial to establish precise definitions and dependable mix design methodologies for geopolymer materials. The lack of a common definition and methodology has led to inconsistencies and perplexity across various areas of research. Addressing this concern is imperative for several reasons. To overcome the existing inconsistencies and confusion, concerted efforts should be made to establish clear definitions and robust mix design methodologies for geopolymer materials. This can be achieved through collaborative research, knowledge sharing, and engagement with industry experts. By doing so, we can pave the way for the widespread acceptance and utilization of geopolymer materials, revolutionizing the construction and infrastructure industry in a sustainable and environmentally friendly manner. The primary goal of this article is to offer clear explanations regarding the different meanings of geopolymer and the various methodologies used in geopolymer processes. Its main aim is to improve comprehension of both unary and binary geopolymer systems. By thoroughly exploring existing research, this article strives to illuminate the diverse methods and techniques utilized in the exciting field of geopolymer science.

Keywords: geopolymer, nanomaterials, structural materials, mechanical properties

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8176 Torsional Behavior of Reinforced Concrete (RC) Beams Strengthened by Fiber Reinforced Cementitious Materials– a Review

Authors: Sifatullah Bahij, Safiullah Omary, Francoise Feugeas, Amanullah Faqiri

Abstract:

Reinforced concrete (RC) is commonly used material in the construction sector, due to its low-cost and durability, and allowed the architectures and designers to construct structural members with different shapes and finishing. Usually, RC members are designed to sustain service loads efficiently without any destruction. However, because of the faults in the design phase, overloading, materials deficiencies, and environmental effects, most of the structural elements will require maintenance and repairing over their lifetime. Therefore, strengthening and repair of the deteriorated and/or existing RC structures are much important to extend their life cycle. Various techniques are existing to retrofit and strengthen RC structural elements such as steel plate bonding, external pre-stressing, section enlargement, fiber reinforced polymer (FRP) wrapping, etc. Although these configurations can successfully improve the load bearing capacity of the beams, they are still prone to corrosion damage which results in failure of the strengthened elements. Therefore, many researchers used fiber reinforced cementitious materials due to its low-cost, corrosion resistance, and result in improvement of the tensile and fatigue behaviors. Various types of cementitious materials have been used to strengthen or repair structural elements. This paper has summarized to accumulate data regarding on previously published research papers concerning the torsional behaviors of RC beams strengthened by various types of cementitious materials.

Keywords: reinforced concrete beams, strengthening techniques, cementitious materials, torsional strength, twisting angle

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8175 Integrating Computational Modeling and Analysis with in Vivo Observations for Enhanced Hemodynamics Diagnostics and Prognosis

Authors: Shreyas S. Hegde, Anindya Deb, Suresh Nagesh

Abstract:

Computational bio-mechanics is developing rapidly as a non-invasive tool to assist the medical fraternity to help in both diagnosis and prognosis of human body related issues such as injuries, cardio-vascular dysfunction, atherosclerotic plaque etc. Any system that would help either properly diagnose such problems or assist prognosis would be a boon to the doctors and medical society in general. Recently a lot of work is being focused in this direction which includes but not limited to various finite element analysis related to dental implants, skull injuries, orthopedic problems involving bones and joints etc. Such numerical solutions are helping medical practitioners to come up with alternate solutions for such problems and in most cases have also reduced the trauma on the patients. Some work also has been done in the area related to the use of computational fluid mechanics to understand the flow of blood through the human body, an area of hemodynamics. Since cardio-vascular diseases are one of the main causes of loss of human life, understanding of the blood flow with and without constraints (such as blockages), providing alternate methods of prognosis and further solutions to take care of issues related to blood flow would help save valuable life of such patients. This project is an attempt to use computational fluid dynamics (CFD) to solve specific problems related to hemodynamics. The hemodynamics simulation is used to gain a better understanding of functional, diagnostic and theoretical aspects of the blood flow. Due to the fact that many fundamental issues of the blood flow, like phenomena associated with pressure and viscous forces fields, are still not fully understood or entirely described through mathematical formulations the characterization of blood flow is still a challenging task. The computational modeling of the blood flow and mechanical interactions that strongly affect the blood flow patterns, based on medical data and imaging represent the most accurate analysis of the blood flow complex behavior. In this project the mathematical modeling of the blood flow in the arteries in the presence of successive blockages has been analyzed using CFD technique. Different cases of blockages in terms of percentages have been modeled using commercial software CATIA V5R20 and simulated using commercial software ANSYS 15.0 to study the effect of varying wall shear stress (WSS) values and also other parameters like the effect of increase in Reynolds number. The concept of fluid structure interaction (FSI) has been used to solve such problems. The model simulation results were validated using in vivo measurement data from existing literature

Keywords: computational fluid dynamics, hemodynamics, blood flow, results validation, arteries

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8174 Fluidized-Bed Combustion of Biomass with Elevated Alkali Content: A Comparative Study between Two Alternative Bed Materials

Authors: P. Ninduangdee, V. I. Kuprianov

Abstract:

Palm kernel shell is an important bioenergy resource in Thailand. However, due to elevated alkali content in biomass ash, this oil palm residue shows high tendency to bed agglomeration in a fluidized-bed combustion system using conventional bed material (silica sand). In this study, palm kernel shell was burned in the conical fluidized-bed combustor (FBC) using alumina and dolomite as alternative bed materials to prevent bed agglomeration. For each bed material, the combustion tests were performed at 45kg/h fuel feed rate with excess air within 20–80%. Experimental results revealed rather weak effects of the bed material type but substantial influence of excess air on the behaviour of temperature, O2, CO, CxHy, and NO inside the reactor, as well as on the combustion efficiency and major gaseous emissions of the conical FBC. The optimal level of excess air ensuring high combustion efficiency (about 98.5%) and acceptable level of the emissions was found to be about 40% when using alumina and 60% with dolomite. By using these alternative bed materials, bed agglomeration can be prevented when burning the shell in the proposed conical FBC. However, both bed materials exhibited significant changes in their morphological, physical and chemical properties in the course of the time.

Keywords: palm kernel shell, fluidized-bed combustion, alternative bed materials, combustion and emission performance, bed agglomeration prevention

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8173 Chemical and Mechanical Characterization of Composites Reinforced with Coconut Fiber in the Polymeric Matrix of Recycled PVC

Authors: Luiz C. G. Pennafort Jr., Alexandre de S. Rios, Enio P. de Deus

Abstract:

In the search for materials that replace conventional polymers in order to preserve natural resources, combined with the need to minimize the problems arising from environmental pollution generated by plastic waste, comes the recycled materials biodegradable, especially the composites reinforced with natural fibers. However, such materials exhibit properties little known, requiring studies of manufacturing methods and characterization of these composites. This article shows informations about preparation and characterization of a composite produced by extrusion, which consists of recycled PVC derived from the recycling of materials discarded, added of the micronized coconut fiber. The recycled PVC with 5% of micronized fiber were characterized by X-ray diffraction, thermogravimetric, differential scanning calorimetry, mechanical analysis and optical microscopy. The use of fiber in the composite caused a decrease in its specific weight, due to the lower specific weight of fibers and the appearance of porosity, in addition to the decrease of mechanical properties.

Keywords: recycled PVC, coconut fiber, characterization, composites

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8172 Study of Drawing Characteristics due to Friction between the Materials by FEM

Authors: Won Jin Ryu, Mok Tan Ahn, Hyeok Choi, Joon Hong Park, Sung Min Kim, Jong Bae Park

Abstract:

Pipes for offshore plants require specifications that satisfy both high strength and high corrosion resistance. Therefore, currently, clad pipes are used in offshore plants. Clad pipes can be made using either overlay welding or clad plates. The present study was intended to figure out the effects of friction between two materials, which is a factor that affects two materials, were figured out using FEM to make clad pipes through heterogenous material drawing instead of the two methods mentioned above. Therefore, FEM has conducted while all other variables that the variable friction was fixed. The experimental results showed increases in pullout force along with increases in the friction in the boundary layer.

Keywords: clad pipe, FEM, friction, pullout force

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8171 Recent Development on Application of Microwave Energy on Process Metallurgy

Authors: Mamdouh Omran, Timo Fabritius

Abstract:

A growing interest in microwave heating has emerged recently. Many researchers have begun to pay attention to microwave energy as an alternative technique for processing various primary and secondary raw materials. Compared to conventional methods, microwave processing offers several advantages, such as selective heating, rapid heating, and volumetric heating. The present study gives a summary on our recent works related to the use of microwave energy for the recovery of valuable metals from primary and secondary raw materials. The research is mainly focusing on: Application of microwave for the recovery and recycling of metals from different metallurgical industries wastes (i.e. electric arc furnace (EAF) dust, blast furnace (BF), basic oxygen furnace (BOF) sludge). Application of microwave for upgrading and recovery of valuable metals from primary raw materials (i.e. iron ore). The results indicated that microwave heating is a promising and effective technique for processing primary and secondary steelmaking wastes. After microwave treatment of iron ore for 60 s and 900 W, about a 28.30% increase in grindability.Wet high intensity magnetic separation (WHIMS) indicated that the magnetic separation increased from 34% to 98% after microwave treatment for 90 s and 900 W. In the case of EAF dust, after microwave processing at 1100 W for 20 min, Zinc removal from 64 % to ~ 97 %, depending on mixture ratio and treatment time.

Keywords: dielectric properties, microwave heating, raw materials, secondary raw materials

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8170 Impacts of Low-Density Polyethylene (Plastic Shopping Bags) on Structural Strength and Permeability of Hot-Mix-Asphalt Pavements

Authors: Chayanon Boonyuid

Abstract:

This paper experiments the effects of low-density polyethylene (LDPE) on the structural strength and permeability of hot-mix-asphalt (HMA) pavements. Different proportions of bitumen (4%, 4.5%, 5%, 5.5% and 6% of total aggregates) and plastic (5%, 10% and 15% of bitumen) contents in HMA mixtures were investigated to estimate the optimum mixture of bitumen and plastic in HMA pavement with long-term performance. Marshall Tests and Falling Head Tests were performed to experiment the structure strength and permeability of HMA mixtures with different percentages of plastic materials and bitumen. The laboratory results show that the optimum binder content was 5.5% by weight of aggregates with higher contents of plastic materials, increase structural stability, reduce permanent deformation, increase ductility, and improve fatigue life of HMA pavements. The use of recycled plastic shopping bags can reduce the use of bitumen content by 0.5% - 1% in HMA mixtures resulting in cheaper material costs with better long-term performance. The plastic materials increase the impermeability of HMA pavements. This study has two-fold contributions: optimum contents of both bitumen and plastic materials in HMA mixtures and the impacts of plastic materials on the permeability of HMA pavements.

Keywords: plastic bags, bitumen, structural strength, permeability

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8169 Coarse-Grained Computational Fluid Dynamics-Discrete Element Method Modelling of the Multiphase Flow in Hydrocyclones

Authors: Li Ji, Kaiwei Chu, Shibo Kuang, Aibing Yu

Abstract:

Hydrocyclones are widely used to classify particles by size in industries such as mineral processing and chemical processing. The particles to be handled usually have a broad range of size distributions and sometimes density distributions, which has to be properly considered, causing challenges in the modelling of hydrocyclone. The combined approach of Computational Fluid Dynamics (CFD) and Discrete Element Method (DEM) offers convenience to model particle size/density distribution. However, its direct application to hydrocyclones is computationally prohibitive because there are billions of particles involved. In this work, a CFD-DEM model with the concept of the coarse-grained (CG) model is developed to model the solid-fluid flow in a hydrocyclone. The DEM is used to model the motion of discrete particles by applying Newton’s laws of motion. Here, a particle assembly containing a certain number of particles with same properties is treated as one CG particle. The CFD is used to model the liquid flow by numerically solving the local-averaged Navier-Stokes equations facilitated with the Volume of Fluid (VOF) model to capture air-core. The results are analyzed in terms of fluid and solid flow structures, and particle-fluid, particle-particle and particle-wall interaction forces. Furthermore, the calculated separation performance is compared with the measurements. The results obtained from the present study indicate that this approach can offer an alternative way to examine the flow and performance of hydrocyclones

Keywords: computational fluid dynamics, discrete element method, hydrocyclone, multiphase flow

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8168 Experimental and Computational Investigations on the Mitigation of Air Pollutants Using Pulsed Radio Waves

Authors: Gangadhara Siva Naga Venkata Krishna Satya Narayana Swamy Undi

Abstract:

Particulate matter (PM) pollution in ambient air is a major environmental health risk factor contributing to disease and mortality worldwide. Current air pollution control methods have limitations in reducing real-world ambient PM levels. This study demonstrates the efficacy of using pulsed radio wave technology as a distinct approach to lower outdoor particulate pollution. Experimental data were compared with computational models to evaluate the efficiency of pulsed waves in coagulating and settling PM. Results showed 50%+ reductions in PM2.5 and PM10 concentrations at the city scale, with particle removal rates exceeding gravity settling by over 3X. Historical air quality data further validated the significant PM reductions achieved in test cases. Computational analyses revealed the underlying coagulation mechanisms induced by the pulsed waves, supporting the feasibility of this strategy for ambient particulate control. The pulsed electromagnetic technology displayed robustness in sustainably managing PM levels across diverse urban and industrial environments. Findings highlight the promise of this advanced approach as a next-generation solution to mitigate particulate air pollution and associated health burdens globally. The technology's scalability and energy efficiency can help address a key gap in current efforts to improve ambient air quality.

Keywords: particulate matter, mitigation technologies, clean air, ambient air pollution

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8167 Computational Identification of Signalling Pathways in Protein Interaction Networks

Authors: Angela U. Makolo, Temitayo A. Olagunju

Abstract:

The knowledge of signaling pathways is central to understanding the biological mechanisms of organisms since it has been identified that in eukaryotic organisms, the number of signaling pathways determines the number of ways the organism will react to external stimuli. Signaling pathways are studied using protein interaction networks constructed from protein-protein interaction data obtained using high throughput experimental procedures. However, these high throughput methods are known to produce very high rates of false positive and negative interactions. In order to construct a useful protein interaction network from this noisy data, computational methods are applied to validate the protein-protein interactions. In this study, a computational technique to identify signaling pathways from a protein interaction network constructed using validated protein-protein interaction data was designed. A weighted interaction graph of the Saccharomyces cerevisiae (Baker’s Yeast) organism using the proteins as the nodes and interactions between them as edges was constructed. The weights were obtained using Bayesian probabilistic network to estimate the posterior probability of interaction between two proteins given the gene expression measurement as biological evidence. Only interactions above a threshold were accepted for the network model. A pathway was formalized as a simple path in the interaction network from a starting protein and an ending protein of interest. We were able to identify some pathway segments, one of which is a segment of the pathway that signals the start of the process of meiosis in S. cerevisiae.

Keywords: Bayesian networks, protein interaction networks, Saccharomyces cerevisiae, signalling pathways

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8166 Structural Optimization Using Natural Shapes

Authors: Mitchell Gohnert

Abstract:

This paper reviews some fundamental concepts of structural optimization, which is based on the type of materials used in construction and the shape of the structure. The first step in structural optimization is to break down all internal forces in a structure into fundamental stresses, which are tensions and compressions. Knowing the stress patterns directs our selection of structural shapes, and the most appropriate type of construction material. In our selection of materials, it is essential to understand all construction materials have flaws, or micro-cracks, which reduce the capacity of the material, especially when subjected to tensions. Because of material defects, many construction materials perform significantly better when subjected to compressive forces. Structures are also more efficient if bending moments are eliminated. Bending stresses produce high peak stresses at each face of the member, and therefore substantially more material is required to resist bending. The shape of the structure also has a profound effect on stress levels. Stress may be reduced dramatically by simply changing the shape. Catenary, triangular and linear shapes are the fundamental structural forms to achieve optimal stress flow. If the natural flow of stress matches the shape of the structures, the most optimal shape is determined.

Keywords: Shell structures, structural optimization, Stress flow, Construction materials, catenary shapes

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8165 Development of Impervious Concrete Using Micro Silica and GGBS as Cement Replacement Materials

Authors: Muhammad Rizwan Akram, Saim Raza, Hamza Hanif Chauhan

Abstract:

This paper describes the aim of research to evaluate the performance of ordinary Portland concretes containing cement replacement materials in both binary and ternary system. Blocks of concrete were prepared to have a constant water-binder ratio of 0.30. The test variables included the type and the amount of the supplementary cementious materials (SCMs) such as class of Silica Fume (SF) and ground granulated blast furnace slag (GGBS). Portland cement was replaced with Silica Fume (SF) upto 7.5% and GGBS up to a level of 50%. Then physical properties are assessed from the compressive strength and permeability tests.

Keywords: silica fume, GGBS, compressive strength, permeability

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8164 Computational Modeling of Heat Transfer from a Horizontal Array Cylinders for Low Reynolds Numbers

Authors: Ovais U. Khan, G. M. Arshed, S. A. Raza, H. Ali

Abstract:

A numerical model based on the computational fluid dynamics (CFD) approach is developed to investigate heat transfer across a longitudinal row of six circular cylinders. The momentum and energy equations are solved using the finite volume discretization technique. The convective terms are discretized using a second-order upwind methodology, whereas diffusion terms are discretized using a central differencing scheme. The second-order implicit technique is utilized to integrate time. Numerical simulations have been carried out for three different values of free stream Reynolds number (ReD) 100, 200, 300 and two different values of dimensionless longitudinal pitch ratio (SL/D) 1.5, 2.5 to demonstrate the fluid flow and heat transfer behavior. Numerical results are validated with the analytical findings reported in the literature and have been found to be in good agreement. The maximum percentage error in values of the average Nusselt number obtained from the numerical and analytical solutions is in the range of 10% for the free stream Reynolds number up to 300. It is demonstrated that the average Nusselt number for the array of cylinders increases with increasing the free stream Reynolds number and dimensionless longitudinal pitch ratio. The information generated would be useful in the design of more efficient heat exchangers or other fluid systems involving arrays of cylinders.

Keywords: computational fluid dynamics, array of cylinders, longitudinal pitch ratio, finite volume method, incompressible navier-stokes equations

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8163 Aerodynamics of Nature Inspired Turbine Blade Using Computational Simulation

Authors: Seung Ki Lee, Richard Kyung

Abstract:

In the airfoil analysis, as the camber is greater, the minimal angle of attack causing the stall and maximum lift force increases. The shape of the turbine blades is similar to the shape of the wings of planes. After major wars, many remarkable blade shapes are made through researches about optimal blade shape. The blade shapes developed by National Advisory Committee for Aeronautics, NACA, is well known. In this paper, using computational and numerical analysis, the NACA airfoils are analyzed. This research shows that the blades vary with their thickness, which thinner blades are expected to be better. There is no significant difference of coefficient of lift due to the difference in thickness, but the coefficient of drag increases as the thickness increases.

Keywords: blades, drag force, national advisory committee for aeronautics airfoils, turbine

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8162 Economic Activities Associated with Extraction of Riverbed Materials in the Tinau River, Nepal

Authors: Khet Raj Dahal, Dhruva Dhital, Chhatra Mani Sharma

Abstract:

A study was conducted during 2012 to 2013 in the selected reach of Tinau River, Nepal. The main objective of the study was to quantify employment and income generation from the extraction of construction materials from the river. A 10 km stretch of the river was selected for the study. Sample survey with a semi-structured questionnaire and field observation were the main tools used during field investigation. Extraction of riverbed materials from the banks, beds and floodplain areas of the river has provided many kinds of job opportunities for the people living in the vicinity of the river. It has also generated an adequate amount of revenues. The collected revenue has been invested for many kinds of social and infrastructures development for years. Though extraction of riverbed materials is beneficial for income and employment generation, it has also negative environmental impacts in and around the river. Furthermore, the study concluded that river bed extraction should be continued with special monitoring and evaluation in the areas where there is still room for extraction.

Keywords: extraction, crusher plants, economic activities, Tinau River

Procedia PDF Downloads 679
8161 Computational Feasibility Study of a Torsional Wave Transducer for Tissue Stiffness Monitoring

Authors: Rafael Muñoz, Juan Melchor, Alicia Valera, Laura Peralta, Guillermo Rus

Abstract:

A torsional piezoelectric ultrasonic transducer design is proposed to measure shear moduli in soft tissue with direct access availability, using shear wave elastography technique. The measurement of shear moduli of tissues is a challenging problem, mainly derived from a) the difficulty of isolating a pure shear wave, given the interference of multiple waves of different types (P, S, even guided) emitted by the transducers and reflected in geometric boundaries, and b) the highly attenuating nature of soft tissular materials. An immediate application, overcoming these drawbacks, is the measurement of changes in cervix stiffness to estimate the gestational age at delivery. The design has been optimized using a finite element model (FEM) and a semi-analytical estimator of the probability of detection (POD) to determine a suitable geometry, materials and generated waves. The technique is based on the time of flight measurement between emitter and receiver, to infer shear wave velocity. Current research is centered in prototype testing and validation. The geometric optimization of the transducer was able to annihilate the compressional wave emission, generating a quite pure shear torsional wave. Currently, mechanical and electromagnetic coupling between emitter and receiver signals are being the research focus. Conclusions: the design overcomes the main described problems. The almost pure shear torsional wave along with the short time of flight avoids the possibility of multiple wave interference. This short propagation distance reduce the effect of attenuation, and allow the emission of very low energies assuring a good biological security for human use.

Keywords: cervix ripening, preterm birth, shear modulus, shear wave elastography, soft tissue, torsional wave

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8160 Numerical Simulation on Two Components Particles Flow in Fluidized Bed

Authors: Wang Heng, Zhong Zhaoping, Guo Feihong, Wang Jia, Wang Xiaoyi

Abstract:

Flow of gas and particles in fluidized beds is complex and chaotic, which is difficult to measure and analyze by experiments. Some bed materials with bad fluidized performance always fluidize with fluidized medium. The material and the fluidized medium are different in many properties such as density, size and shape. These factors make the dynamic process more complex and the experiment research more limited. Numerical simulation is an efficient way to describe the process of gas-solid flow in fluidized bed. One of the most popular numerical simulation methods is CFD-DEM, i.e., computational fluid dynamics-discrete element method. The shapes of particles are always simplified as sphere in most researches. Although sphere-shaped particles make the calculation of particle uncomplicated, the effects of different shapes are disregarded. However, in practical applications, the two-component systems in fluidized bed also contain sphere particles and non-sphere particles. Therefore, it is needed to study the two component flow of sphere particles and non-sphere particles. In this paper, the flows of mixing were simulated as the flow of molding biomass particles and quartz in fluidized bad. The integrated model was built on an Eulerian–Lagrangian approach which was improved to suit the non-sphere particles. The constructed methods of cylinder-shaped particles were different when it came to different numerical methods. Each cylinder-shaped particle was constructed as an agglomerate of fictitious small particles in CFD part, which means the small fictitious particles gathered but not combined with each other. The diameter of a fictitious particle d_fic and its solid volume fraction inside a cylinder-shaped particle α_fic, which is called the fictitious volume fraction, are introduced to modify the drag coefficient β by introducing the volume fraction of the cylinder-shaped particles α_cld and sphere-shaped particles α_sph. In a computational cell, the void ε, can be expressed as ε=1-〖α_cld α〗_fic-α_sph. The Ergun equation and the Wen and Yu equation were used to calculate β. While in DEM method, cylinder-shaped particles were built by multi-sphere method, in which small sphere element merged with each other. Soft sphere model was using to get the connect force between particles. The total connect force of cylinder-shaped particle was calculated as the sum of the small sphere particles’ forces. The model (size=1×0.15×0.032 mm3) contained 420000 sphere-shaped particles (diameter=0.8 mm, density=1350 kg/m3) and 60 cylinder-shaped particles (diameter=10 mm, length=10 mm, density=2650 kg/m3). Each cylinder-shaped particle was constructed by 2072 small sphere-shaped particles (d=0.8 mm) in CFD mesh and 768 sphere-shaped particles (d=3 mm) in DEM mesh. The length of CFD and DEM cells are 1 mm and 2 mm. Superficial gas velocity was changed in different models as 1.0 m/s, 1.5 m/s, 2.0m/s. The results of simulation were compared with the experimental results. The movements of particles were regularly as fountain. The effect of superficial gas velocity on cylinder-shaped particles was stronger than that of sphere-shaped particles. The result proved this present work provided a effective approach to simulation the flow of two component particles.

Keywords: computational fluid dynamics, discrete element method, fluidized bed, multiphase flow

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8159 Comparative Study and Parallel Implementation of Stochastic Models for Pricing of European Options Portfolios using Monte Carlo Methods

Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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8158 Propeller Performance Modeling through a Computational Fluid Dynamics Analysis Method

Authors: Maxime Alex Junior Kuitche, Ruxandra Mihaela Botez, Jean-Chirstophe Maunand

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The evolution of aircraft is closely linked to the study and improvement of propulsion systems. Determining the propulsion performance is a real challenge in aircraft modeling and design. In addition to theoretical methodologies, experimental procedures are used to obtain a good estimation of the propulsion performances. For piston-propeller propulsion, the propeller needs several experimental tests which could be extremely demanding in terms of time and money. This paper presents a new procedure to estimate the performance of a propeller from a numerical approach using computational fluid dynamic analysis. The propeller was initially scanned, and then, its 3D model was represented using CATIA. A structured meshing and Shear Stress Transition k-ω turbulence model were applied to describe accurately the flow pattern around the propeller. Thus, the Partial Differential Equations were solved using ANSYS FLUENT software. The method was applied on the UAS-S45’s propeller designed and manufactured by Hydra Technologies in Mexico. An extensive investigation was performed for several flight conditions in terms of altitudes and airspeeds with the aim to determine thrust coefficients, power coefficients and efficiency of the propeller. The Computational Fluid Dynamics results were compared with experimental data acquired from wind tunnel tests performed at the LARCASE Price-Paidoussis wind tunnel. The results of this comparison have demonstrated that our approach was highly accurate.

Keywords: CFD analysis, propeller performance, unmanned aerial system propeller, UAS-S45

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8157 Project Management Agile Model Based on Project Management Body of Knowledge Guideline

Authors: Mehrzad Abdi Khalife, Iraj Mahdavi

Abstract:

This paper presents the agile model for project management process. For project management process, the Project Management Body of Knowledge (PMBOK) guideline has been selected as platform. Combination of computational science and artificial intelligent methodology has been added to the guideline to transfer the standard to agile project management process. The model is the combination of practical standard, computational science and artificial intelligent. In this model, we present communication model and protocols to keep process agile. Here, we illustrate the collaboration man and machine in project management area with artificial intelligent approach.

Keywords: artificial intelligent, conceptual model, man-machine collaboration, project management, standard

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8156 Valorization of the Waste Generated in Building Energy-Efficiency Rehabilitation Works as Raw Materials for Gypsum Composites

Authors: Paola Villoria Saez, Mercedes Del Rio Merino, Jaime Santacruz Astorqui, Cesar Porras Amores

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In construction the Circular Economy covers the whole cycle of the building construction: from production and consumption to waste management and the market for secondary raw materials. The circular economy will definitely contribute to 'closing the loop' of construction product lifecycles through greater recycling and re-use, helping to build a market for reused construction materials salvaged from demolition sites, boosting global competitiveness and fostering sustainable economic growth. In this context, this paper presents the latest research of 'Waste to resources (W2R)' project funded by the Spanish Government, which seeks new solutions to improve energy efficiency in buildings by developing new building materials and products that are less expensive, more durable, with higher quality and more environmentally friendly. This project differs from others as its main objective is to reduce to almost zero the Construction and Demolition Waste (CDW) generated in building rehabilitation works. In order to achieve this objective, the group is looking for new ways of CDW recycling as raw materials for new conglomerate materials. With these new materials, construction elements reducing building energy consumption will be proposed. In this paper, the results obtained in the project are presented. Several tests were performed to gypsum samples containing different percentages of CDW waste generated in Spanish building retroffiting works. Results were further analyzed and one of the gypsum composites was highlighted and discussed. Acknowledgements: This research was supported by the Spanish State Secretariat for Research, Development and Innovation of the Ministry of Economy and Competitiveness under 'Waste 2 Resources' Project (BIA2013-43061-R).

Keywords: building waste, CDW, gypsum, recycling, resources

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8155 The Effect of Inlet Baffle Position in Improving the Efficiency of Oil and Water Gravity Separator Tanks

Authors: Haitham A. Hussein, Rozi Abdullah, Issa Saket, Md. Azlin

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The gravitational effect has been extensively applied to separate oil from water in water and wastewater treatment systems. The maximum oil globules removal efficiency is improved by obtaining the best flow uniformity in separator tanks. This study used 2D computational fluid dynamics (CFD) to investigate the effect of different inlet baffle positions inside the separator tank. Laboratory experiment has been conducted, and the measured velocity fields which were by Nortek Acoustic Doppler Velocimeter (ADV) are used to verify the CFD model. Computational investigation results indicated that the construction of an inlet baffle in a suitable location provides the minimum recirculation zone volume, creates the best flow uniformity, and dissipates kinetic energy in the oil and water separator tank. Useful formulas were predicted to design the oil and water separator tanks geometry based on an experimental model.

Keywords: oil/water separator tanks, inlet baffles, CFD, VOF

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8154 Design and Preliminary Evaluation of Benzoxazolone-Based Agents for Targeting Mitochondrial-Located Translocator Protein

Authors: Nidhi Chadha, A. K. Tiwari, Marilyn D. Milton, Anil K. Mishra

Abstract:

Translocator protein (18 kDa) TSPO is highly expressed during microglia activation in neuroinflammation. Although a number of PET ligands have been developed for the visualization of activated microglia, one of the advantageous approaches is to develop potential optical imaging (OI) probe. Our study involves computational screening, synthesis and evaluation of TSPO ligand through various imaging modalities namely PET/SPECT/Optical. The initial computational screening involves pharmacophore modeling from the library designing having oxo-benzooxazol-3-yl-N-phenyl-acetamide groups and synthesis for visualization of efficacy of these compounds as multimodal imaging probes. Structure modeling of monomer, Ala147Thr mutated, parallel and anti-parallel TSPO dimers was performed and docking analysis was performed for distinct binding sites. Computational analysis showed pattern of variable binding profile of known diagnostic ligands and NBMP via interactions with conserved residues along with TSPO’s natural polymorphism of Ala147→Thr, which showed alteration in the binding affinity due to considerable changes in tertiary structure. Preliminary in vitro binding studies shows binding affinity in the range of 1-5 nm and selectivity was also certified by blocking studies. In summary, this skeleton was found to be potential probe for TSPO imaging due to ease in synthesis, appropriate lipophilicity and reach to specific region of brain.

Keywords: TSPO, molecular modeling, imaging, docking

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8153 Longitudinal Static and Dynamic Stability of a Typical Reentry Body in Subsonic Conditions Using Computational Fluid Dynamics

Authors: M. Jathaveda, Joben Leons, G. Vidya

Abstract:

Reentry from orbit is a critical phase in the entry trajectory. For a non-propulsive ballistic entry, static and dynamic stability play an important role in the trajectory, especially for the safe deployment of parachutes, typically at subsonic Mach numbers. Static stability of flight vehicles are being estimated through CFD techniques routinely. Advances in CFD software as well as computational facilities have enabled the estimation of the dynamic stability derivatives also through CFD techniques. Longitudinal static and dynamic stability of a typical reentry body for subsonic Mach number of 0.6 is predicted using commercial software CFD++ and presented here. Steady state simulations are carried out for α = 2° on an unstructured grid using SST k-ω model. Transient simulation using forced oscillation method is used to compute pitch damping derivatives.

Keywords: stability, typical reentry body, subsonic, static and dynamic

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8152 Water Equivalent from the Point of View of Fast Neutron Removal Cross-Section

Authors: Mohammed Alrajhi

Abstract:

Radiological properties of gel dosimeters and phantom materials are often evaluated in terms of effective atomic number, electron density, photon mass attenuation coefficient, photon mass energy absorption coefficient and total stopping power of electrons. To evaluate the water equivalence of such materials for fast neutron attenuation 19 different types of gel dosimeters and phantom materials were considered. Macroscopic removal cross-sections for fast neutrons (ΣR cm-1) have been calculated for a range of ferrous-sulphate and polymeric gel dosimeters using Nxcom Program. The study showed that the value of ΣR/ρ (cm2.g-1) for all polymer gels were in close agreement (1.5- 2.8%) with that of water. As such, the slight differences in ΣR/ρ between water and gels are small and may be considered negligible. Also, the removal cross-section of the studied phantom materials were very close (~ ±1.5%) to that of water except bone (cortical) which had about 38% variation. Finally, the variation of removal cross-section with hydrogen content was studied.

Keywords: cross-section, neutron, photon, coefficient, mathematics

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8151 One-off Separation of Multiple Types of Oil-in-Water Emulsions with Surface-Engineered Graphene-Based Multilevel Structure Materials

Authors: Han Longxiang

Abstract:

In the process of treating industrial oil wastewater with complex components, the traditional treatment methods (flotation, coagulation, microwave heating, etc.) often produce high operating costs, secondary pollution, and other problems. In order to solve these problems, the materials with high flux and stability applied to surfactant-stabilized emulsions separation have gained huge attention in the treatment of oily wastewater. Nevertheless, four stable oil-in-water emulsions can be formed due to different surfactants (surfactant-free, anionic surfactant, cationic surfactant, and non-ionic surfactant), and the previous advanced materials can only separate one or several of them, cannot effectively separate in one step. Herein, a facile synthesis method of graphene-based multilevel filter materials (GMFM) can efficiently separate the oil-in-water emulsions stabilized with different surfactants only through its gravity. The prepared materials with high stability of 20 cycles show a high flux of ~ 5000 L m-2 h-1 with a high separation efficiency of > 99.9 %. GMFM can effectively separate the emulsion stabilized by mixed surfactants and oily wastewater from factories. The results indicate that the GMFM has a wide range of applications in oil-in-water emulsions separation in industry and environmental science.

Keywords: emulsion, filtration, graphene, one-step

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8150 Analysis of the Performance of a Solar Water Heating System with Flat Collector

Authors: Georgi Vendramin, Aurea Lúcia, Yamamoto, Carlos Itsuo, Camargo Nogueira, Carlos Eduardo, Lenz, Anderson Miguel, Souza Melegari, Samuel N.

Abstract:

The thermal performance of a solar water heating with 1.00 m2 flat plate collectors in Cascavel-PR, is which presented in this article, paper presents the solution to leverage the marketing of solar heating systems through detailed constituent materials of the solar collector studies, these abundant materials in construction, such as expanded polyethylene, PVC, aluminum and glass tubes, mixing them with new materials to minimize loss of efficiency while decreasing its cost. The system was tested during months and the collector obtained maximum recorded temperature of outlet fluid of 55 °C, while the maximum temperature of the water at the bottom of the hot water tank was 35 °C. The average daily energy collected was 19 6 MJ/d; the energy supplied by the solar plate was 16.2 MJ/d; the loss in the feed pipe was 3.2 MJ/d; the solar fraction was 32.2%, the efficiency of the collector was 45.6% and the efficiency of the system was 37.8%.

Keywords: recycling materials, energy efficiency, solar collector, solar water heating system

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8149 Use of Fine Marble in Concrete Based On Sand Dune

Authors: M. Belachia, R. Djebien

Abstract:

In the development that our country has in all areas and especially in the field of Building and Construction, the development of new building materials is a current problem where researchers are trying to find the right materials for each region and returning cheapest countries. Enhancement of crushed sand and sand dunes and reuse of waste as additions in concrete can help to overcome the deficit in aggregates. This work focuses on the development of concrete made from sand, knowing that our country has huge potential in sand dune. This study is complemented by a review of the possibility of using certain recycled wastes in concrete sand, including the effect of fines (marble powders) on the rheological and mechanical properties of concrete and sand to the outcome optimal formulation. After the characterization phase of basic materials, we proceeded to carry out the experimental program was to search the optimum characteristics by adding different percentages of fines. The aim is to show that the possibility of using local materials (sand dune) for the manufacture of concrete and reuse of waste (marble powders) in the implementation of concrete.

Keywords: sand dune, mechanical properties, rheological properties, fine marble

Procedia PDF Downloads 446
8148 Design Optimization of a Micro Compressor for Micro Gas Turbine Using Computational Fluid Dynamics

Authors: Kamran Siddique, Hiroyuki Asada, Yoshifumi Ogami

Abstract:

The use of Micro Gas Turbine (MGT) as the engine in Unmanned Aerobic Vehicles (UAVs) and power source in Robotics is widespread these days. Research has been conducted in the past decade or so to improve the performance of different components of MGT. This type of engine has interrelated components which have non-linear characteristics. Therefore, the overall engine performance depends on the individual engine element’s performance. Computational Fluid Dynamics (CFD) is one of the simulation method tools used to analyze or even optimize MGT system performance. In this study, the compressor of the MGT is designed, and performance optimization is being done using CFD. Performance of the micro compressor is improved in order to increase the overall performance of MGT. A high value of pressure ratio is to be achieved by studying the effect of change of different operating parameters like mass flow rate and revolutions per minute (RPM) and aerodynamical and geometrical parameters on the pressure ratio of the compressor. Two types of compressor designs are considered in this study; 3D centrifugal and ‘planar’ designs. For a 10 mm impeller, the planar model is the simplest compressor model with the ease in manufacturability. On the other hand, 3D centrifugal model, although more efficient, is very difficult to manufacture using current microfabrication resources. Therefore, the planar model is the best-suited model for a micro compressor. So. a planar micro compressor has been designed that has a good pressure ratio, and it is easy to manufacture using current microfabrication technologies. Future work is to fabricate the compressor to get experimental results and validate the theoretical model.

Keywords: computational fluid dynamics, microfabrication, MEMS, unmanned aerobic vehicles

Procedia PDF Downloads 127