Search results for: nonlinear hysteretic model
17151 Fast Terminal Sliding Mode Controller For Quadrotor UAV
Authors: Vahid Tabrizi, Reza GHasemi, Ahmadreza Vali
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This paper presents robust nonlinear control law for a quadrotor UAV using fast terminal sliding mode control. Fast terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Then, in reaching phase for removing chattering and producing smooth control signal, continuous approximation idea is used. Simulation results show that the proposed algorithm is robust against parameter uncertainty and has better performance than conventional sliding mode for controlling a quadrotor UAV.Keywords: quadrotor UAV, fast terminal sliding mode, second order sliding mode t
Procedia PDF Downloads 54817150 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options
Authors: Wajih Abbassi, Zouhaier Ben Khelifa
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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options
Procedia PDF Downloads 42917149 Tracking Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electro-Hydraulic Servo System
Authors: Maria Ahmadnezhad, Mohammad Reza Soltanpour
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Electrohydraulic servo systems have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this thesis, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the tracking performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired tracking performance and has robustness to the disturbances and system uncertainties of EHS systems.Keywords: electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign
Procedia PDF Downloads 29717148 The Nonlinear Optical Properties Analysis of AlPc-Cl Organic Compound
Authors: M. Benhaliliba, A. Ben Ahmed, C.E. Benouis, A.Ayeshamariam
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The properties of nonlinear optical NLOs are examined, and the results confirm the 2.19 eV HOMO-LUMO mismatch. In the Al-Pc cluster, certain functional bond lengths and bond angles have been observed. The Quantum chemical method (DFT and TD-DFT) and Vibrational spectra properties of AlPc are studied. X-ray pattern reveals the crystalline structure along with the (242) orientation of the AlPc organic thin layer. UV-Vis shows the frequency selective behavior of the device. The absorbance of such layer exhibits a high value within the UV range and two consecutive peaks within visible range. Spin coating is used to make an organic diode based on the Aluminium-phthalocynanine (AlPc-Cl) molecule. Under dark and light conditions, electrical characterization of Ag/AlPc/Si/Au is obtained. The diode's high rectifying capability (about 1x104) is subsequently discovered. While the height barrier is constant and saturation current is greatly reliant on light, the ideality factor of such a diode increases to 6.9 which confirms the non-ideality of such a device. The Cheung-Cheung technique is employed to further the investigation and gain additional data such as series resistance and barrier height.Keywords: AlPc-Cl organic material, nonlinear optic, optical filter, diode
Procedia PDF Downloads 14117147 Modelling and Optimisation of Floating Drum Biogas Reactor
Authors: L. Rakesh, T. Y. Heblekar
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This study entails the development and optimization of a mathematical model for a floating drum biogas reactor from first principles using thermal and empirical considerations. The model was derived on the basis of mass conservation, lumped mass heat transfer formulations and empirical biogas formation laws. The treatment leads to a system of coupled nonlinear ordinary differential equations whose solution mapped four-time independent controllable parameters to five output variables which adequately serve to describe the reactor performance. These equations were solved numerically using fourth order Runge-Kutta method for a range of input parameter values. Using the data so obtained an Artificial Neural Network with a single hidden layer was trained using Levenberg-Marquardt Damped Least Squares (DLS) algorithm. This network was then fine-tuned for optimal mapping by varying hidden layer size. This fast forward model was then employed as a health score generator in the Bacterial Foraging Optimization code. The optimal operating state of the simplified Biogas reactor was thus obtained.Keywords: biogas, floating drum reactor, neural network model, optimization
Procedia PDF Downloads 14317146 Red Blood Cells Deformability: A Chaotic Process
Authors: Ana M. Korol, Bibiana Riquelme, Osvaldo A. Rosso
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Since erythrocyte deformability analysis is mostly qualitative, the development of quantitative nonlinear methods is crucial for restricting subjectivity in the study of cell behaviour. An electro-optic mechanic system called erythrodeformeter has been developed and constructed in our laboratory in order to evaluate the erythrocytes' viscoelasticity. A numerical method formulated on the basis of fractal approximation for ordinary (OBM) and fractionary Brownian motion (FBM), as well as wavelet transform analysis, are proposed to distinguish chaos from noise based on the assumption that diffractometric data involves both deterministic and stochastic components, so it could be modelled as a system of bounded correlated random walk. Here we report studies on 25 donors: 4 alpha thalassaemic patients, 11 beta thalassaemic patients, and 10 healthy controls non-alcoholic and non-smoker individuals. The Correlation Coefficient, a nonlinear parameter, showed evidence of the changes in the erythrocyte deformability; the Wavelet Entropy could quantify those differences which are detected by the light diffraction patterns. Such quantifiers allow a good deal of promise and the possibility of a better understanding of the rheological erythrocytes aspects and also could help in clinical diagnosis.Keywords: red blood cells, deformability, nonlinear dynamics, chaos theory, wavelet trannsform
Procedia PDF Downloads 6017145 Nonlinear Vibration of FGM Plates Subjected to Acoustic Load in Thermal Environment Using Finite Element Modal Reduction Method
Authors: Hassan Parandvar, Mehrdad Farid
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In this paper, a finite element modeling is presented for large amplitude vibration of functionally graded material (FGM) plates subjected to combined random pressure and thermal load. The material properties of the plates are assumed to vary continuously in the thickness direction by a simple power law distribution in terms of the volume fractions of the constituents. The material properties depend on the temperature whose distribution along the thickness can be expressed explicitly. The von Karman large deflection strain displacement and extended Hamilton's principle are used to obtain the governing system of equations of motion in structural node degrees of freedom (DOF) using finite element method. Three-node triangular Mindlin plate element with shear correction factor is used. The nonlinear equations of motion in structural degrees of freedom are reduced by using modal reduction method. The reduced equations of motion are solved numerically by 4th order Runge-Kutta scheme. In this study, the random pressure is generated using Monte Carlo method. The modeling is verified and the nonlinear dynamic response of FGM plates is studied for various values of volume fraction and sound pressure level under different thermal loads. Snap-through type behavior of FGM plates is studied too.Keywords: nonlinear vibration, finite element method, functionally graded material (FGM) plates, snap-through, random vibration, thermal effect
Procedia PDF Downloads 26317144 Constitutive Modeling of Different Types of Concrete under Uniaxial Compression
Authors: Mostafa Jafarian Abyaneh, Khashayar Jafari, Vahab Toufigh
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The cost of experiments on different types of concrete has raised the demand for prediction of their behavior with numerical analysis. In this research, an advanced numerical model has been presented to predict the complete elastic-plastic behavior of polymer concrete (PC), high-strength concrete (HSC), high performance concrete (HPC) along with different steel fiber contents under uniaxial compression. The accuracy of the numerical response was satisfactory as compared to other conventional simple models such as Mohr-Coulomb and Drucker-Prager. In order to predict the complete elastic-plastic behavior of specimens including softening behavior, disturbed state concept (DSC) was implemented by nonlinear finite element analysis (NFEA) and hierarchical single surface (HISS) failure criterion, which is a failure surface without any singularity.Keywords: disturbed state concept (DSC), hierarchical single surface (HISS) failure criterion, high performance concrete (HPC), high-strength concrete (HSC), nonlinear finite element analysis (NFEA), polymer concrete (PC), steel fibers, uniaxial compression test
Procedia PDF Downloads 31217143 Vibration Analysis of Pendulum in a Viscous Fluid by Analytical Methods
Authors: Arash Jafari, Mehdi Taghaddosi, Azin Parvin
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In this study, a vibrational differential equation governing on swinging single-degree-of-freedom pendulum in a viscous fluid has been investigated. The damping process is characterized according to two different regimes: at first, damping in stationary viscous fluid, in the second, damping in flowing viscous fluid with constant velocity. Our purpose is to enhance the ability of solving the mentioned nonlinear differential equation with a simple and innovative approach. Comparisons are made between new method and Numerical Method (rkf45). The results show that this method is very effective and simple and can be applied for other nonlinear problems.Keywords: oscillating systems, angular frequency and damping ratio, pendulum at fluid, locus of maximum
Procedia PDF Downloads 33917142 Simplified Analysis on Steel Frame Infill with FRP Composite Panel
Authors: HyunSu Seo, HoYoung Son, Sungjin Kim, WooYoung Jung
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In order to understand the seismic behavior of steel frame structure with infill FRP composite panel, simple models for simulation on the steel frame with the panel systems were developed in this study. To achieve the simple design method of the steel framed structure with the damping panel system, 2-D finite element analysis with the springs and dashpots models was conducted in ABAQUS. Under various applied spring stiffness and dashpot coefficient, the expected hysteretic energy responses of the steel frame with damping panel systems we re investigated. Using the proposed simple design method which decides the stiffness and the damping, it is possible to decide the FRP and damping materials on a steel frame system.Keywords: numerical analysis, FEM, infill, GFRP, damping
Procedia PDF Downloads 42517141 A Bi-Objective Model to Optimize the Total Time and Idle Probability for Facility Location Problem Behaving as M/M/1/K Queues
Authors: Amirhossein Chambari
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This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I
Procedia PDF Downloads 58417140 An Optimal and Efficient Family of Fourth-Order Methods for Nonlinear Equations
Authors: Parshanth Maroju, Ramandeep Behl, Sandile S. Motsa
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In this study, we proposed a simple and interesting family of fourth-order multi-point methods without memory for obtaining simple roots. This family requires only three functional evaluations (viz. two of functions f(xn), f(yn) and third one of its first-order derivative f'(xn)) per iteration. Moreover, the accuracy and validity of new schemes is tested by a number of numerical examples are also proposed to illustrate their accuracy by comparing them with the new existing optimal fourth-order methods available in the literature. It is found that they are very useful in high precision computations. Further, the dynamic study of these methods also supports the theoretical aspect.Keywords: basins of attraction, nonlinear equations, simple roots, Newton's method
Procedia PDF Downloads 31217139 Modeling of Long Wave Generation and Propagation via Seabed Deformation
Authors: Chih-Hua Chang
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This study uses a three-dimensional (3D) fully nonlinear model to simulate the wave generation problem caused by the movement of the seabed. The numerical model is first simplified into two dimensions and then compared with the existing two-dimensional (2D) experimental data and the 2D numerical results of other shallow-water wave models. Results show that this model is different from the earlier shallow-water wave models, with the phase being closer to the experimental results of wave propagation. The results of this study are also compared with those of the 3D experimental results of other researchers. Satisfactory results can be obtained in both the waveform and the flow field. This study assesses the application of the model to simulate the wave caused by the circular (radius r0) terrain rising or falling (moving distance bm). The influence of wave-making parameters r0 and bm are discussed. This study determines that small-range (e.g., r0 = 2, normalized by the static water depth), rising, or sinking terrain will produce significant wave groups in the far field. For large-scale moving terrain (e.g., r0 = 10), uplift and deformation will potentially generate the leading solitary-like waves in the far field.Keywords: seismic wave, wave generation, far-field waves, seabed deformation
Procedia PDF Downloads 8617138 Numerical Study on Pretensioned Bridge Girder Using Thermal Strain Technique
Authors: Prashant Motwani, Arghadeep Laskar
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The transfer of prestress force from prestressing strands to the surrounding concrete is dependent on the bond between the two materials. It is essential to understand the actual bond stress distribution along the transfer length to determine the transfer zone in pre-tensioned concrete. A 3-D nonlinear finite element model has been developed to simulate the transfer of prestress force from steel to concrete in pre-tensioned bridge girders through thermal strain technique using commercially available package ABAQUS. Full-scale bridge girder has been analyzed with thermal strain approach where the damage plasticity constitutive model has been used to model concrete. Parameters such as concrete strain, effective prestress, upward camber and longitudinal stress have been compared with analytical results. The discrepancy between numerical and analytical values was within 20%. The paper also presents a convergence study on mesh density and aspect ratio of the elements to perform the finite element study.Keywords: aspect ratio, bridge girder, centre of gravity of strand, mesh density, finite element model, pretensioned bridge girder
Procedia PDF Downloads 24417137 Investigating Viscous Surface Wave Propagation Modes in a Finite Depth Fluid
Authors: Arash Ghahraman, Gyula Bene
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The object of this study is to investigate the effect of viscosity on the propagation of free-surface waves in an incompressible viscous fluid layer of arbitrary depth. While we provide a more detailed study of properties of linear surface waves, the description of fully nonlinear waves in terms of KdV-like (Korteweg-de Vries) equations is discussed. In the linear case, we find that in shallow enough fluids, no surface waves can propagate. Even in any thicker fluid layers, propagation of very short and very long waves is forbidden. When wave propagation is possible, only a single propagating mode exists for any given horizontal wave number. The numerical results show that there can be two types of non-propagating modes. One type is always present, and there exist still infinitely many of such modes at the same parameters. In contrast, there can be zero, one or two modes belonging to the other type. Another significant feature is that KdV-like equations. They describe propagating nonlinear viscous surface waves. Since viscosity gives rise to a new wavenumber that cannot be small at the same time as the original one, these equations may not exist. Nonetheless, we propose a reasonable nonlinear description in terms of 1+1 variate functions that make possible successive approximations.Keywords: free surface wave, water waves, KdV equation, viscosity
Procedia PDF Downloads 14817136 Prediction of the Transmittance of Various Bended Angles Lightpipe by Using Neural Network under Different Sky Clearness Condition
Authors: Li Zhang, Yuehong Su
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Lightpipe as a mature solar light tube technique has been employed worldwide. Accurately assessing the performance of lightpipe and evaluate daylighting available has been a challenging topic. Previous research had used regression model and computational simulation methods to estimate the performance of lightpipe. However, due to the nonlinear nature of solar light transferring in lightpipe, the methods mentioned above express inaccurate and time-costing issues. In the present study, a neural network model as an alternative method is investigated to predict the transmittance of lightpipe. Four types of commercial lightpipe with bended angle 0°, 30°, 45° and 60° are discussed under clear, intermediate and overcast sky conditions respectively. The neural network is generated in MATLAB by using the outcomes of an optical software Photopia simulations as targets for networks training and testing. The coefficient of determination (R²) for each model is higher than 0.98, and the mean square error (MSE) is less than 0.0019, which indicate the neural network strong predictive ability and the use of the neural network method could be an efficient technique for determining the performance of lightpipe.Keywords: neural network, bended lightpipe, transmittance, Photopia
Procedia PDF Downloads 15317135 Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins
Authors: Mohammad R. Jalali, Mohammad M. Jalali
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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves
Procedia PDF Downloads 28717134 A Fuzzy Nonlinear Regression Model for Interval Type-2 Fuzzy Sets
Authors: O. Poleshchuk, E. Komarov
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This paper presents a regression model for interval type-2 fuzzy sets based on the least squares estimation technique. Unknown coefficients are assumed to be triangular fuzzy numbers. The basic idea is to determine aggregation intervals for type-1 fuzzy sets, membership functions of whose are low membership function and upper membership function of interval type-2 fuzzy set. These aggregation intervals were called weighted intervals. Low and upper membership functions of input and output interval type-2 fuzzy sets for developed regression models are considered as piecewise linear functions.Keywords: interval type-2 fuzzy sets, fuzzy regression, weighted interval
Procedia PDF Downloads 37617133 Nonlinear Defects and Discombinations in Anisotropic Solids
Authors: Ashkan Golgoon, Arash Yavari
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In this paper, we present some analytical solutions for the stress fields of nonlinear anisotropic solids with line and point defects distributions. In particular, we determine the induced stress fields of a parallel cylindrically-symmetric distribution of screw dislocations in infinite orthotropic and monoclinic media as well as a cylindrically-symmetric distribution of parallel wedge disclinations in an infinite orthotropic medium. For a given distribution of edge dislocations, the material manifold is constructed using Cartan's moving frames and the stress field is obtained assuming that the medium is orthotropic. Also, we consider a spherically-symmetric distribution of point defects in a transversely isotropic spherical ball. We show that for an arbitrary incompressible transversely isotropic ball with the radial material preferred direction, a uniform point defect distribution results in a uniform hydrostatic stress field inside the spherical region the distribution is supported in. Finally, we find the stresses induced by a discombination in an orthotropic medium.Keywords: defects, disclinations, dislocations, monoclinic solids, nonlinear elasticity, orthotropic solids, transversely isotropic solids
Procedia PDF Downloads 25417132 Modeling Corruption Dynamics Within Bono and Ahafo Police Service in Ghana
Authors: Adam Ahmed Hosney
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The existence of a culture of corruption within an institution, such as the police, could be a sign of failure from various angles. There is a general perception among Ghanaians that the most corrupt institution is the police service. The purpose of this study is to formulate and analyze a nonlinear mathematical model to investigate corruption as an epidemic within the Ghana police service, this study revealed the basic reproduction number for corruption extinction and corruption survival. The threshold conditions for all kinds of equilibrium points are obtained using linearization methods and Lyapunov functional methods, and they demonstrate local asymptotic stability for both corrupt endemic and corrupt free equilibrium states. The model was analyzed qualitatively, and the solution was derived. The model appears to be positively invariant and attractive. Therefore, the region exhibits positive invariance. Thus, it is adequate to think about the dynamics of the model. For the purpose of illustrating the solution, the graphic result was presented and discussed. Results show that corruption will die out within the police service if the government shows no tolerance for those involved in corrupt practices. Study findings indicate that leaders should be trustworthy, demonstrate a complete and viable commitment to addressing corruption, and make it a priority to provide mass education to all citizens as well as using religious leaders to fight corruption since most Ghanaians are religious and trust their leaders.Keywords: mathematical model, differential equation, dynamical system, simulation
Procedia PDF Downloads 2917131 Mathematical Modelling of Human Cardiovascular-Respiratory System Response to Exercise in Rwanda
Authors: Jean Marie Ntaganda, Froduald Minani, Wellars Banzi, Lydie Mpinganzima, Japhet Niyobuhungiro, Jean Bosco Gahutu, Vincent Dusabejambo, Immaculate Kambutse
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In this paper, we present a nonlinear dynamic model for the interactive mechanism of the cardiovascular and respiratory system. The model is designed and analyzed for human during physical exercises. In order to verify the adequacy of the designed model, data collected in Rwanda are used for validation. We have simulated the impact of heart rate and alveolar ventilation as controls of cardiovascular and respiratory system respectively to steady state response of the main cardiovascular hemodynamic quantities i.e., systemic arterial and venous blood pressures, arterial oxygen partial pressure and arterial carbon dioxide partial pressure, to the stabilised values of controls. We used data collected in Rwanda for both male and female during physical activities. We obtained a good agreement with physiological data in the literature. The model may represent an important tool to improve the understanding of exercise physiology.Keywords: exercise, cardiovascular/respiratory, hemodynamic quantities, numerical simulation, physical activity, sportsmen in Rwanda, system
Procedia PDF Downloads 24417130 Numerical Solution of Portfolio Selecting Semi-Infinite Problem
Authors: Alina Fedossova, Jose Jorge Sierra Molina
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SIP problems are part of non-classical optimization. There are problems in which the number of variables is finite, and the number of constraints is infinite. These are semi-infinite programming problems. Most algorithms for semi-infinite programming problems reduce the semi-infinite problem to a finite one and solve it by classical methods of linear or nonlinear programming. Typically, any of the constraints or the objective function is nonlinear, so the problem often involves nonlinear programming. An investment portfolio is a set of instruments used to reach the specific purposes of investors. The risk of the entire portfolio may be less than the risks of individual investment of portfolio. For example, we could make an investment of M euros in N shares for a specified period. Let yi> 0, the return on money invested in stock i for each dollar since the end of the period (i = 1, ..., N). The logical goal here is to determine the amount xi to be invested in stock i, i = 1, ..., N, such that we maximize the period at the end of ytx value, where x = (x1, ..., xn) and y = (y1, ..., yn). For us the optimal portfolio means the best portfolio in the ratio "risk-return" to the investor portfolio that meets your goals and risk ways. Therefore, investment goals and risk appetite are the factors that influence the choice of appropriate portfolio of assets. The investment returns are uncertain. Thus we have a semi-infinite programming problem. We solve a semi-infinite optimization problem of portfolio selection using the outer approximations methods. This approach can be considered as a developed Eaves-Zangwill method applying the multi-start technique in all of the iterations for the search of relevant constraints' parameters. The stochastic outer approximations method, successfully applied previously for robotics problems, Chebyshev approximation problems, air pollution and others, is based on the optimal criteria of quasi-optimal functions. As a result we obtain mathematical model and the optimal investment portfolio when yields are not clear from the beginning. Finally, we apply this algorithm to a specific case of a Colombian bank.Keywords: outer approximation methods, portfolio problem, semi-infinite programming, numerial solution
Procedia PDF Downloads 30917129 Nonlinear Static Analysis of Laminated Composite Hollow Beams with Super-Elliptic Cross-Sections
Authors: G. Akgun, I. Algul, H. Kurtaran
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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section
Procedia PDF Downloads 29717128 Adaptive Nonlinear Control of a Variable Speed Horizontal Axis Wind Turbine: Controller for Optimal Power Capture
Authors: Rana M. Mostafa, Nouby M. Ghazaly, Ahmed S. Ali
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This article introduces a solution for increasing the wind energy extracted from turbines to overcome the more electric power required. This objective provides a new science discipline; wind turbine control. This field depends on the development in power electronics to provide new control strategies for turbines. Those strategies should deal with all turbine operating modes. Here there are two control strategies developed for variable speed horizontal axis wind turbine for rated and over rated wind speed regions. These strategies will support wind energy validation, decrease manufacturing overhead cost. Here nonlinear adaptive method was used to design speed controllers to a scheme for ‘Aeolos50 kw’ wind turbine connected to permanent magnet generator via a gear box which was built on MATLAB/Simulink. These controllers apply maximum power point tracking concept to guarantee goal achievement. Procedures were carried to test both controllers efficiency. The results had been shown that the developed controllers are acceptable and this can be easily declared from simulation results.Keywords: adaptive method, pitch controller, wind energy, nonlinear control
Procedia PDF Downloads 24417127 Image Enhancement of Histological Slides by Using Nonlinear Transfer Function
Authors: D. Suman, B. Nikitha, J. Sarvani, V. Archana
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Histological slides provide clinical diagnostic information about the subjects from the ancient times. Even with the advent of high resolution imaging cameras the image tend to have some background noise which makes the analysis complex. A study of the histological slides is done by using a nonlinear transfer function based image enhancement method. The method processes the raw, color images acquired from the biological microscope, which, in general, is associated with background noise. The images usually appearing blurred does not convey the intended information. In this regard, an enhancement method is proposed and implemented on 50 histological slides of human tissue by using nonlinear transfer function method. The histological image is converted into HSV color image. The luminance value of the image is enhanced (V component) because change in the H and S components could change the color balance between HSV components. The HSV image is divided into smaller blocks for carrying out the dynamic range compression by using a linear transformation function. Each pixel in the block is enhanced based on the contrast of the center pixel and its neighborhood. After the processing the V component, the HSV image is transformed into a colour image. The study has shown improvement of the characteristics of the image so that the significant details of the histological images were improved.Keywords: HSV space, histology, enhancement, image
Procedia PDF Downloads 32917126 Finite Element Simulation of RC Exterior Beam-Column Joints Using Damage Plasticity Model
Authors: A. M. Halahla, M. H. Baluch, M. K. Rahman, A. H. Al-Gadhib, M. N. Akhtar
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In the present study, 3D simulation of a typical exterior (RC) beam–column joint (BCJ) strengthened with carbon fiber-reinforced plastic (CFRP) sheet are carried out. Numerical investigations are performed using a nonlinear finite element ( FE) analysis by incorporating damage plasticity model (CDP), for material behaviour the concrete response in compression, tension softening were used, linear plastic with isotropic hardening for reinforcing steel, and linear elastic lamina material model for CFRP sheets using the commercial FE software ABAQUS. The numerical models developed in the present study are validated with the results obtained from the experiment under monotonic loading using the hydraulic Jack in displacement control mode. The experimental program includes casting of deficient BCJ loaded to failure load for both un-strengthened and strengthened BCJ. The failure mode, and deformation response of CFRP strengthened and un-strengthened joints and propagation of damage in the components of BCJ are discussed. Finite element simulations are compared with the experimental result and are noted to yield reasonable comparisons. The damage plasticity model was able to capture with good accuracy of the ultimate load and the mode of failure in the beam column joint.Keywords: reinforced concrete, exterior beam-column joints, concrete damage plasticity model, computational simulation, 3-D finite element model
Procedia PDF Downloads 38517125 Experimental Studies of the Reverse Load-Unloading Effect on the Mechanical, Linear and Nonlinear Elastic Properties of n-AMg6/C60 Nanocomposite
Authors: Aleksandr I. Korobov, Natalia V. Shirgina, Aleksey I. Kokshaiskiy, Vyacheslav M. Prokhorov
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The paper presents the results of an experimental study of the effect of reverse mechanical load-unloading on the mechanical, linear, and nonlinear elastic properties of n-AMg6/C60 nanocomposite. Samples for experimental studies of n-AMg6/C60 nanocomposite were obtained by grinding AMg6 polycrystalline alloy in a planetary mill with 0.3 wt % of C60 fullerite in an argon atmosphere. The resulting product consisted of 200-500-micron agglomerates of nanoparticles. X-ray coherent scattering (CSL) method has shown that the average nanoparticle size is 40-60 nm. The resulting preform was extruded at high temperature. Modifications of C60 fullerite interferes the process of recrystallization at grain boundaries. In the samples of n-AMg6/C60 nanocomposite, the load curve is measured: the dependence of the mechanical stress σ on the strain of the sample ε under its multi-cycle load-unloading process till its destruction. The hysteresis dependence σ = σ(ε) was observed, and insignificant residual strain ε < 0.005 were recorded. At σ≈500 MPa and ε≈0.025, the sample was destroyed. The destruction of the sample was fragile. Microhardness was measured before and after destruction of the sample. It was found that the loading-unloading process led to an increase in its microhardness. The effect of the reversible mechanical stress on the linear and nonlinear elastic properties of the n-AMg6/C60 nanocomposite was studied experimentally by ultrasonic method on the automated complex Ritec RAM-5000 SNAP SYSTEM. In the n-AMg6/C60 nanocomposite, the velocities of the longitudinal and shear bulk waves were measured with the pulse method, and all the second-order elasticity coefficients and their dependence on the magnitude of the reversible mechanical stress applied to the sample were calculated. Studies of nonlinear elastic properties of the n-AMg6/C60 nanocomposite at reversible load-unloading of the sample were carried out with the spectral method. At arbitrary values of the strain of the sample (up to its breakage), the dependence of the amplitude of the second longitudinal acoustic harmonic at a frequency of 2f = 10MHz on the amplitude of the first harmonic at a frequency f = 5MHz of the acoustic wave is measured. Based on the results of these measurements, the values of the nonlinear acoustic parameter in the n-AMg6/C60 nanocomposite sample at different mechanical stress were determined. The obtained results can be used in solid-state physics, materials science, for development of new techniques for nondestructive testing of structural materials using methods of nonlinear acoustic diagnostics. This study was supported by the Russian Science Foundation (project №14-22-00042).Keywords: nanocomposite, generation of acoustic harmonics, nonlinear acoustic parameter, hysteresis
Procedia PDF Downloads 15217124 Effect of Masonry Infill in R.C. Framed Buildings
Authors: Pallab Das, Nabam Zomleen
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Effective dissipation of lateral loads that are coming due to seismic force determines the strength, durability and safety concern of the structure. Masonry infill has high stiffness and strength capabilities which can be put into an effective utilization for lateral load dissipation by incorporating it into building construction, but masonry behaves in highly nonlinear manner, so it is highly important to find out generalized, yet a rational approach to determine its nonlinear behavior and failure mode and it’s response when it is incorporated into building. But most of the countries do not specify the procedure for design of masonry infill wall. Whereas, there are many analytical modeling method available in literature, e.g. equivalent diagonal strut method, finite element modeling etc. In this paper the masonry infill is modeled and 6-storey bare framed building and building with masonry infill is analyzed using SAP-200014 in order to find out inter-storey drift by time-history analysis and capacity curve by Pushover analysis. The analysis shows that, while, the structure is well within CP performance level for both the case, whereas, there is considerable reduction of inter-storey drift of about 28%, when the building is analyzed with masonry infill wall.Keywords: capacity curve, masonry infill, nonlinear analysis, time history analysis
Procedia PDF Downloads 38517123 The Effect of Soil-Structure Interaction on the Post-Earthquake Fire Performance of Structures
Authors: A. T. Al-Isawi, P. E. F. Collins
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The behaviour of structures exposed to fire after an earthquake is not a new area of engineering research, but there remain a number of areas where further work is required. Such areas relate to the way in which seismic excitation is applied to a structure, taking into account the effect of soil-structure interaction (SSI) and the method of analysis, in addition to identifying the excitation load properties. The selection of earthquake data input for use in nonlinear analysis and the method of analysis are still challenging issues. Thus, realistic artificial ground motion input data must be developed to certify that site properties parameters adequately describe the effects of the nonlinear inelastic behaviour of the system and that the characteristics of these parameters are coherent with the characteristics of the target parameters. Conversely, ignoring the significance of some attributes, such as frequency content, soil site properties and earthquake parameters may lead to misleading results, due to the misinterpretation of required input data and the incorrect synthesise of analysis hypothesis. This paper presents a study of the post-earthquake fire (PEF) performance of a multi-storey steel-framed building resting on soft clay, taking into account the effects of the nonlinear inelastic behaviour of the structure and soil, and the soil-structure interaction (SSI). Structures subjected to an earthquake may experience various levels of damage; the geometrical damage, which indicates the change in the initial structure’s geometry due to the residual deformation as a result of plastic behaviour, and the mechanical damage which identifies the degradation of the mechanical properties of the structural elements involved in the plastic range of deformation. Consequently, the structure presumably experiences partial structural damage but is then exposed to fire under its new residual material properties, which may result in building failure caused by a decrease in fire resistance. This scenario would be more complicated if SSI was also considered. Indeed, most earthquake design codes ignore the probability of PEF as well as the effect that SSI has on the behaviour of structures, in order to simplify the analysis procedure. Therefore, the design of structures based on existing codes which neglect the importance of PEF and SSI can create a significant risk of structural failure. In order to examine the criteria for the behaviour of a structure under PEF conditions, a two-dimensional nonlinear elasto-plastic model is developed using ABAQUS software; the effects of SSI are included. Both geometrical and mechanical damages have been taken into account after the earthquake analysis step. For comparison, an identical model is also created, which does not include the effects of soil-structure interaction. It is shown that damage to structural elements is underestimated if SSI is not included in the analysis, and the maximum percentage reduction in fire resistance is detected in the case when SSI is included in the scenario. The results are validated using the literature.Keywords: Abaqus Software, Finite Element Analysis, post-earthquake fire, seismic analysis, soil-structure interaction
Procedia PDF Downloads 12317122 Numerical Simulation of Convective Flow of Nanofluids with an Oriented Magnetic Field in a Half Circular-Annulus
Authors: M. J. Uddin, M. M. Rahman
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The unsteady convective heat transfer flow of nanofluids in a half circular-annulus shape enclosure using nonhomogeneous dynamic model has been investigated numerically. The round upper wall of the enclosure is maintained at constant low temperature whereas the bottom wall is heated by three different thermal conditions. The enclosure is permeated by a uniform magnetic field having variable orientation. The Brownian motion and thermophoretic phenomena of the nanoparticles are taken into account in model construction. The governing nonlinear momentum, energy, and concentration equations are solved numerically using Galerkin weighted residual finite element method. To discover the best performer, the average Nusselt number is demonstrated for different types of nanofluids. The heat transfer rate for different flow parameters, positions of the annulus, thicknesses of the half circular-annulus and thermal conditions is also exhibited.Keywords: nanofluid, convection, semicircular-annulus, nonhomogeneous dynamic model, finite element method
Procedia PDF Downloads 222