Search results for: fractional Black-Scholes equations

Authors: Yohannes Yirga, Daniel Tesfay

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The convective heat and mass transfer in nanofluid flow through a porous media due to a permeable stretching sheet with magnetic field, viscous dissipation, and chemical reaction and Soret effects are numerically investigated. Two types of nanofluids, namely Cu-water and Ag-water were studied. The governing boundary layer equations are formulated and reduced to a set of ordinary differential equations using similarity transformations and then solved numerically using the Keller box method. Numerical results are obtained for the skin friction coefficient, Nusselt number and Sherwood number as well as for the velocity, temperature and concentration profiles for selected values of the governing parameters. Excellent validation of the present numerical results has been achieved with the earlier linearly stretching sheet problems in the literature.

Keywords: heat and mass transfer, magnetohydrodynamics, nanofluid, fluid dynamics

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Authors: Quznetsov Gunn

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In the study of the logical foundations of probability theory, it was found that the terms and equations of the fundamental theoretical physics represent terms and theorems of the classical probability theory, more precisely, of that part of this theory, which considers the probability of dot events in the 3 + 1 space-time. In particular, the masses, moments, energies, spins, etc. turn out of parameters of probability distributions such events. The terms and the equations of the electroweak and of the quark-gluon theories turn out the theoretical-probabilistic terms and theorems. Here the relation of a neutrino to his lepton becomes clear, the W and Z bosons masses turn out dynamic ones, the cause of the asymmetry between particles and antiparticles is the impossibility of the birth of single antiparticles. In addition, phenomena such as confinement and asymptotic freedom receive their probabilistic explanation. And here we have the logical foundations of the gravity theory with phenomena dark energy and dark matter.

Keywords: classical theory of probability, logical foundation of fundamental theoretical physics, masses, moments, energies, spins

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Authors: Hamid Maidat, Khedidja Bouhadef, Djamel Eddine Ameziani, Azzedine Abdedou

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This work consists of a numerical simulation of convective heat transfer in a vertical plane channel filled with a heat generating porous medium, in the absence of local thermal equilibrium. The walls are maintained to a constant temperature and the inlet velocity is uniform. The dynamic range is described by the Darcy-Brinkman model and the thermal field by two energy equations model. A dimensionless formulation is developed for performing a parametric study based on certain dimensionless groups such as, the Biot interstitial number, the thermal conductivity ratio and the volumetric heat generation. The governing equations are solved using the finite volume method, gave rise to a multitude of results concerning in particular the thermal field in the porous channel and the existence or not of the local thermal equilibrium.

Keywords: local thermal non equilibrium model, mixed convection, porous medium, power generation

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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

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Authors: Vikas Kumar

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The present study is carried out to investigate the magneto-viscous effects on incompressible ferrofluid flow over a porous rotating disc with suction or injection on the surface of the disc subjected to a magnetic field. The flow under consideration is axi-symmetric steady ferrofluid flow of electrically non-conducting fluid. Karman’s transformation is used to convert the governing boundary layer equations involved in the problem to a system of non linear coupled differential equations. The solution of this system is obtained by using power series approximation. The flow characteristics i.e. radial, tangential, axial velocities and boundary layer displacement thickness are calculated for various values of MFD (magnetic field dependent) viscosity and for different values of suction injection parameter. Besides this, skin friction coefficients are also calculated on the surface of the disk. Thus, the obtained results are presented numerically and graphically in the paper.

Keywords: axi-symmetric, ferrofluid, magnetic field, porous rotating disk

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Authors: Jianyang Zhu, Lin Jiang, Tixian Tian

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Inspired by the increasing interesting on the wind power associated with production of clear electric power, a numerical experiment is applied to investigate the aerodynamic performance of straight type vertical axis wind turbine with different thickness and solidity, where the incompressible Navier-Stokes (N-S) equations coupled with dynamic mesh technique is solved. By analyzing the flow field, as well as energy coefficient of different thickness and solidity turbine, it is found that the thickness and solidity can significantly influence the performance of vertical axis wind turbine. For the turbine under low tip speed, the mean energy coefficient increase with the increasing of thickness and solidity, which may improve the self starting performance of the turbine. However for the turbine under high tip speed, the appropriate thickness and smaller solidity turbine possesses better performance. In addition, delay stall and no interaction of the blade and previous separated vortex are observed around appropriate thickness and solidity turbine, therefore lead better performance characteristics.

Keywords: vertical axis wind turbine, N-S equations, dynamic mesh technique, thickness, solidity

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Authors: Titinan Pothong, Prasit Wangpakapattanawong, Stephen Elliott

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Shifting cultivation is an indigenous agricultural practice among upland people and has long been one of the major land-use systems in Southeast Asia. As a result, fallows and secondary forests have come to cover a large part of the region. However, they are increasingly being replaced by monocultures, such as corn cultivation. This is believed to be a main driver of deforestation and forest degradation, and one of the reasons behind the recurring winter smog crisis in Thailand and around Southeast Asia. Accurate biomass estimation of trees is important to quantify valuable carbon stocks and changes to these stocks in case of land use change. However, presently, Thailand lacks proper tools and optimal equations to quantify its carbon stocks, especially for secondary evergreen forests, including fallow areas after shifting cultivation and smaller trees with a diameter at breast height (DBH) of less than 5 cm. Developing new allometric equations to estimate biomass is urgently needed to accurately estimate and manage carbon storage in tropical secondary forests. This study established new equations using a destructive method at three study sites: approximately 50-year-old secondary forest, 4-year-old fallow, and 7-year-old fallow. Tree biomass was collected by harvesting 136 individual trees (including coppiced trees) from 23 species, with a DBH ranging from 1 to 31 cm. Oven-dried samples were sent for carbon analysis. Wood density was calculated from disk samples and samples collected with an increment borer from 79 species, including 35 species currently missing from the Global Wood Densities database. Several models were developed, showing that aboveground biomass (AGB) was strongly related to DBH, height (H), and wood density (WD). Including WD in the model was found to improve the accuracy of the AGB estimation. This study provides insights for reforestation management, and can be used to prepare baseline data for Thailand’s carbon stocks for the REDD+ and other carbon trading schemes. These may provide monetary incentives to stop illegal logging and deforestation for monoculture.

Keywords: aboveground biomass, allometric equation, carbon stock, secondary forest

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Authors: F. Rahimi Dehgolan, S. E. Khadem, S. Bab, M. Najafee

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Nowadays, using rotating systems like shafts and disks in industrial machines have been increased constantly. Dynamic stability is one of the most important factors in designing rotating systems. In this study, linear frequencies and stability of a coupled continuous flexible rotor-disk-blades system are studied. The Euler-Bernoulli beam theory is utilized to model the blade and shaft. The equations of motion are extracted using the extended Hamilton principle. The equations of motion have been simplified using the Coleman and complex transformations method. The natural frequencies of the linear part of the system are extracted, and the effects of various system parameters on the natural frequencies and decay rates (stability condition) are clarified. It can be seen that the centrifugal stiffening effect applied to the blades is the most important parameter for stability of the considered rotating system. This result highlights the importance of considering this stiffing effect in blades equation.

Keywords: rotating shaft, flexible blades, centrifugal stiffness, stability

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Authors: Win Ko Ko, A. N. Temnov

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The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: nonlinear oscillations, two-layered liquid, instability region, hydrodynamic coefficients, resonance frequency

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Authors: M. Ahmed, Javed Mallick, Mohammad Abul Hasan

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The flexural tensile strength of concrete is an important parameter for determining cracking behavior of concrete structure and to compute deflection under flexure. Many factors have been shown to influence the flexural tensile strength, particularly the level of concrete strength, size of member, age of concrete and confinement to flexure member etc. Empirical equations have been suggested to relate the flexural tensile strength and compressive strength. Limited literature is available for relationship between flexural tensile strength and compressive strength giving consideration to the factors affecting the flexural tensile strength specially the concrete confinement factor. The concrete member such as slabs, beams and columns critical locations are under confinement effects. The paper presents the experimental study to predict the flexural tensile strength and compressive strength empirical relations using statistical procedures considering the effect of confinement and age of concrete for wide range of concrete strength (from 35 to about 100 MPa). It is concluded from study that due consideration of confinement should be given in deriving the flexural tensile strength and compressive strength proportionality equations.

Keywords: compressive strength, flexural tensile strength, modulus of rupture, statistical procedures, concrete confinement

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Authors: Alicia Kamischke, Souhail Elhouar, Yasser Khodair

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The American Institute of Steel Construction (AISC) Specification (360-10) provides equations for calculating the capacity of a W-shaped steel member to resist concentrated forces applied to its flange. In the case of flange local bending, the capacity equations were primarily formulated for an interior point along the member, which is defined to be at a distance larger than ten flange thicknesses away from the member’s end. When a concentrated load is applied within ten flange thicknesses from the member’s end, AISC requires a fifty percent reduction to be applied to the flange bending capacity. This reduction, however, is not supported by any research. In this study, finite element modeling is used to investigate the actual reduction in capacity near the end of such a steel member. The results indicate that the AISC equation for flange local bending is quite conservative for forces applied at less than ten flange thicknesses from the member’s end and a new equation is suggested for the evaluation of available flange local bending capacity within that distance.

Keywords: flange local bending, concentrated forces, column, flange capacity

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Authors: Abdulrahman Abdulrahman

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The specific energy equation has many applications in practical channels, such as exponential channels. In this paper, the governing equation of alternate depth ratio for exponential channels, in general, was investigated towards obtaining analytical solution for the alternate depth ratio in three exponential channel shapes, viz., rectangular, triangular, and parabolic channels. The alternate depth ratio for rectangular channels is quadratic; hence it is very simple to solve. While for parabolic and triangular channels, the alternate depth ratio is cubic and quartic equations, respectively, analytical solution for these equations may be achieved easily for a given Froud number. Different examples are solved to prove the efficiency of the proposed solution. Such analytical solution can be easily used in natural rivers and most of practical channels.

Keywords: alternate depth, analytical solution, specific energy, parabolic channel, rectangular channel, triangular channel, open channel flow

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Authors: Binyam Teferi

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In this paper, a theoretical analysis of blood flow in the presence of thermal radiation and chemical reaction under the influence of time dependent magnetic field intensity has been studied. The unsteady non linear partial differential equations of blood flow considers time dependent stretching velocity, the energy equation also accounts time dependent temperature of vessel wall, and concentration equation includes time dependent blood concentration. The governing non linear partial differential equations of motion, energy, and concentration are converted into ordinary differential equations using similarity transformations solved numerically by applying ode45. MATLAB code is used to analyze theoretical facts. The effect of physical parameters viz., permeability parameter, unsteadiness parameter, Prandtl number, Hartmann number, thermal radiation parameter, chemical reaction parameter, and Schmidt number on flow variables viz., velocity of blood flow in the vessel, temperature and concentration of blood has been analyzed and discussed graphically. From the simulation study, the following important results are obtained: velocity of blood flow increases with both increment of permeability and unsteadiness parameter. Temperature of the blood increases in vessel wall as Prandtl number and Hartmann number increases. Concentration of the blood decreases as time dependent chemical reaction parameter and Schmidt number increases.

Keywords: stretching velocity, similarity transformations, time dependent magnetic field intensity, thermal radiation, chemical reaction

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Authors: Kuniyoshi Abe

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Bi-conjugate gradient (Bi-CG) is a well-known method for solving linear equations Ax = b, for x, where A is a given n-by-n matrix, and b is a given n-vector. Typically, the dimension of the linear equation is high and the matrix is sparse. A number of hybrid Bi-CG methods such as conjugate gradient squared (CGS), Bi-CG stabilized (Bi-CGSTAB), BiCGStab2, and BiCGstab(l) have been developed to improve the convergence of Bi-CG. Bi-CGSTAB has been most often used for efficiently solving the linear equation, but we have seen the convergence behavior with a long stagnation phase. In such cases, it is important to have Bi-CG coefficients that are as accurate as possible, and the stabilization strategy, which stabilizes the computation of the Bi-CG coefficients, has been proposed. It may avoid stagnation and lead to faster computation. Motivated by a large number of processors in present petascale high-performance computing hardware, the scalability of Krylov subspace methods on parallel computers has recently become increasingly prominent. The main bottleneck for efficient parallelization is the inner products which require a global reduction. The resulting global synchronization phases cause communication overhead on parallel computers. The parallel variants of Krylov subspace methods reducing the number of global communication phases and hiding the communication latency have been proposed. However, the numerical stability, specifically, the convergence speed of the parallel variants of Bi-CGSTAB may become worse than that of the standard Bi-CGSTAB. In this paper, therefore, we compare the convergence speed between the standard Bi-CGSTAB and the parallel variants by numerical experiments and show that the convergence speed of the standard Bi-CGSTAB is faster than the parallel variants. Moreover, we propose the stabilization strategy for the parallel variants.

Keywords: bi-conjugate gradient stabilized method, convergence speed, Krylov subspace methods, linear equations, parallel variant

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Authors: Jawad Zakir, Syed Irtiza Ali Shah, Rana Shaharyar, Sidra Mahmood

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Y-force equation comprises aerodynamic forces, drag and side force with side slip angle β and weight component along with the coupled roll (φ) and pitch angles (θ). This research deals with the linearization of Y-force equation using Small Disturbance theory assuming equilibrium flight conditions for different state variables of aircraft. By using assumptions of Small Disturbance theory in non-linear Y-force equation, finally reached at linearized lateral rigid body equation of motion; which says that in linearized Y-force equation, the lateral acceleration is dependent on the other different aerodynamic and propulsive forces like vertical tail, change in roll rate (Δp) from equilibrium, change in yaw rate (Δr) from equilibrium, change in lateral velocity due to side force, drag and side force components due to side slip, and the lateral equation from coupled rotating frame to decoupled rotating frame. This paper describes implementation of this lateral linearized equation for aircraft control systems. Another significant parameter considered on which y-force equation depends is ‘c’ which shows that any change bought in the weight of aircrafts wing will cause Δφ and cause lateral force i.e. Y_c. This simplification also leads to lateral static and dynamic stability. The linearization of equations is required because much of mathematics control system design for aircraft is based on linear equations. This technique is simple and eases the linearization of the rigid body equations of motion without using any high-speed computers.

Keywords: Y-force linearization, small disturbance theory, side slip, aerodynamic force drag, lateral rigid body equation of motion

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Authors: Selahattin Gultekin

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Today, in engineering departments, mathematics courses such as calculus, linear algebra and differential equations are generally taught by mathematicians. Therefore, during mathematicians’ classroom teaching there are few or no applications of the concepts to real world problems at all. Most of the times, students do not know whether the concepts or rules taught in these courses will be used extensively in their majors or not. This situation holds true of for all engineering and science disciplines. The general trend toward these mathematic courses is not good. The real-life application of mathematics will be appreciated by students when mathematical modeling of real-world problems are tackled. So, students do not like abstract mathematics, rather they prefer a solid application of the concepts to our daily life problems. The author highly recommends that mathematical modeling is to be taught starting in high schools all over the world In this paper, some mathematical concepts such as limit, derivative, integral, Taylor Series, differential equations and mean-value-theorem are chosen and their applications with graphical representations to real problems are emphasized.

Keywords: applied mathematics, engineering mathematics, mathematical concepts, mathematical modeling

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Authors: S. Ali, M. Baccar

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In this work, numerical simulations were carried out using a specific CFD code in order to study the performance of an innovative Scraped Surface Heat Exchanger (SSHE) with helical ribbons for Bingham fluids (threshold fluids). The resolution of three-dimensional form of the conservation equations (continuity, momentum and energy equations) was carried out basing on the finite volume method (FVM). After studying the effect of dimensionless numbers (axial Reynolds, rotational Reynolds and Oldroyd numbers) on the hydrodynamic and thermal behaviors within SSHE, a parametric study was developed, by varying the width of the helical ribbon, the clearance between the stator wall and the tip of the ribbon and the number of turns of the helical ribbon, in order to improve the heat transfer inside the exchanger. The effect of these geometrical numbers on the hydrodynamic and thermal behaviors was discussed.

Keywords: heat transfer, helical ribbons, hydrodynamic behavior, parametric study, SSHE, thermal behavior

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Authors: Jayme R. T. Silva, Paulo G. P. Toro, Angelo Passaro, Giannino P. Camillo, Antonio C. Oliveira

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An in-house C++ code has been developed, at the Prof. Henry T. Nagamatsu Laboratory of Aerothermodynamics and Hypersonics from the Institute of Advanced Studies (Brazil), to estimate the aerothermodynamic properties around the Hypersonic Vehicle Integrated to the Scramjet. In the future, this code will be applied to the design of the Brazilian Scramjet Technological Demonstrator 14-X B. The first step towards accomplishing this objective, is to apply the in-house C++ code at the leading edge of a flat plate, simulating the leading edge of the 14-X Hypersonic Vehicle, making possible the wave phenomena of oblique shock and boundary layer to be analyzed. The development of modern hypersonic space vehicles requires knowledge regarding the characteristics of hypersonic flows in the vicinity of a leading edge of lifting surfaces. The strong interaction between a shock wave and a boundary layer, in a high supersonic Mach number 4 viscous flow, close to the leading edge of the plate, considering no slip condition, is numerically investigated. The small slip region is neglecting. The study consists of solving the fluid flow equations for unstructured meshes applying the SIMPLE algorithm for Finite Volume Method. Unstructured meshes are generated by the in-house software ‘Modeler’ that was developed at Virtual’s Engineering Laboratory from the Institute of Advanced Studies, initially developed for Finite Element problems and, in this work, adapted to the resolution of the Navier-Stokes equations based on the SIMPLE pressure-correction scheme for all-speed flows, Finite Volume Method based. The in-house C++ code is based on the two-dimensional Navier-Stokes equations considering non-steady flow, with nobody forces, no volumetric heating, and no mass diffusion. Air is considered as calorically perfect gas, with constant Prandtl number and Sutherland's law for the viscosity. Solutions of the flat plate problem for Mach number 4 include pressure, temperature, density and velocity profiles as well as 2-D contours. Also, the boundary layer thickness, boundary conditions, and mesh configurations are presented. The same problem has been solved by the academic license of the software Ansys Fluent and for another C++ in-house code, which solves the fluid flow equations in structured meshes, applying the MacCormack method for Finite Difference Method, and the results will be compared.

Keywords: boundary-layer, scramjet, simple algorithm, shock wave

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Authors: Mahmoud Hassan, Walid Oueslati, Damien Rousseliere

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This paper explores the channels through which energy taxes may affect economic growth, using a simultaneous equations model for a balanced panel data of 31 OECD countries over the 1994–2013 period. The empirical results reveal a negative impact of energy taxes on physical investment in the short and long term. This impact is negatively sensitive to the existence and level of public debt. Additionally, the results show that energy taxes have an indirect effect on human capital through their impact on polluting emissions. The taxes on energy products are able to reduce both the flux and the stock of polluting emissions that have a negative impact on human capital skills in the short and long term. Finally, we found that energy taxes could encourage eco-innovation in the short and long term.

Keywords: energy taxes, economic growth, public debt, simultaneous equations model, multiple imputation

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Authors: Salihah Alghamdi, Surajit Ray

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Space-time data can be observed over irregularly shaped manifolds, which might have complex boundaries or interior gaps. Most of the existing methods do not consider the shape of the data, and as a result, it is difficult to model irregularly shaped data accommodating the complex domain. We used a method that can deal with space-time data that are distributed over non-planner shaped regions. The method is based on partial differential equations and finite element analysis. The model can be estimated using a penalized least squares approach with a regularization term that controls the over-fitting. The model is regularized using two roughness penalties, which consider the spatial and temporal regularities separately. The integrated square of the second derivative of the basis function is used as temporal penalty. While the spatial penalty consists of the integrated square of Laplace operator, which is integrated exclusively over the domain of interest that is determined using finite element technique. In this paper, we applied a spatio-temporal regression model with partial differential equations regularization (ST-PDE) approach to analyze a remote sensing data measuring the greenness of vegetation, measure by an index called enhanced vegetation index (EVI). The EVI data consist of measurements that take values between -1 and 1 reflecting the level of greenness of some region over a period of time. We applied (ST-PDE) approach to irregular shaped region of the EVI data. The approach efficiently accommodates the irregular shaped regions taking into account the complex boundaries rather than smoothing across the boundaries. Furthermore, the approach succeeds in capturing the temporal variation in the data.

Keywords: irregularly shaped domain, partial differential equations, finite element analysis, complex boundray

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Authors: Edén Bojórquez, Victor Baca, Alfredo Reyes-Salazar, Jorge González

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In this paper, simplified equations to predict maximum inter-story drift demands of steel framed buildings are proposed in terms of two ground motion intensity measures based on the acceleration spectral shape. For this aim, the maximum inter-story drifts of steel frames with 4, 6, 8 and 10 stories subjected to narrow-band ground motion records are estimated and compared with the spectral acceleration at first mode of vibration Sa(T1) which is commonly used in earthquake engineering and seismology, and with a new parameter related with the structural response known as INp. It is observed that INp is the parameter best related with the structural response of steel frames under narrow-band motions. Finally, equations to compute maximum inter-story drift demands of steel frames as a function of spectral acceleration and INp are proposed.

Keywords: intensity measures, spectral shape, steel frames, peak demands

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Authors: Riadh Zorgati, Thomas Triboulet

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In quite diverse application areas such as astronomy, medical imaging, geophysics or nondestructive evaluation, many problems related to calibration, fitting or estimation of a large number of input parameters of a model from a small amount of output noisy data, can be cast as inverse problems. Due to noisy data corruption, insufficient data and model errors, most inverse problems are ill-posed in a Hadamard sense, i.e. existence, uniqueness and stability of the solution are not guaranteed. A wide class of inverse problems in physics relates to the Fredholm equation of the first kind. The ill-posedness of such inverse problem results, after discretization, in a very ill-conditioned linear system of equations, the condition number of the associated matrix can typically range from 109 to 1018. This condition number plays the role of an amplifier of uncertainties on data during inversion and then, renders the inverse problem difficult to handle numerically. Similar problems appear in other areas such as numerical optimization when using interior points algorithms for solving linear programs leads to face ill-conditioned systems of linear equations. Devising efficient solution approaches for such system of equations is therefore of great practical interest. Efficient iterative algorithms are proposed for solving a system of linear equations. The approach is based on a preconditioning of the initial matrix of the system with an approximation of a generalized inverse leading to a stochastic preconditioned matrix. This approach, valid for non-negative matrices, is first extended to hermitian, semi-definite positive matrices and then generalized to any complex rectangular matrices. The main results obtained are as follows: 1) We are able to build a generalized inverse of any complex rectangular matrix which satisfies the convergence condition requested in iterative algorithms for solving a system of linear equations. This completes the (short) list of generalized inverse having this property, after Kaczmarz and Cimmino matrices. Theoretical results on both the characterization of the type of generalized inverse obtained and the convergence are derived. 2) Thanks to its properties, this matrix can be efficiently used in different solving schemes as Richardson-Tanabe or preconditioned conjugate gradients. 3) By using Lp norms, we propose generalized Kaczmarz’s type matrices. We also show how Cimmino's matrix can be considered as a particular case consisting in choosing the Euclidian norm in an asymmetrical structure. 4) Regarding numerical results obtained on some pathological well-known test-cases (Hilbert, Nakasaka, …), some of the proposed algorithms are empirically shown to be more efficient on ill-conditioned problems and more robust to error propagation than the known classical techniques we have tested (Gauss, Moore-Penrose inverse, minimum residue, conjugate gradients, Kaczmarz, Cimmino). We end on a very early prospective application of our approach based on stochastic matrices aiming at computing some parameters (such as the extreme values, the mean, the variance, …) of the solution of a linear system prior to its resolution. Such an approach, if it were to be efficient, would be a source of information on the solution of a system of linear equations.

Keywords: conditioning, generalized inverse, linear system, norms, stochastic matrix

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Authors: Hamidreza Heidari, Abdollah Malmir Nasab

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In this paper, the energy equations of a two-link flexible manipulator were extracted using the Euler-Bernoulli beam hypotheses. Applying Assumed mode and considering some finite degrees of freedom, we could obtain dynamic motions of each manipulator using Euler-Lagrange equations. Using its claws, the robots can carry a certain load with the ached control of vibrations for robot flexible links during the travelling path using the piezoceramics transducer; dynamic load carrying capacity increase. The traveling path of flexible robot claw has been taken from that of equivalent rigid manipulator and coupled; therefore to avoid the role of Euler-Bernoulli beam assumptions and linear strains, material and physical characteristics selection of robot cause deflection of link ends not exceed 5% of link length. To do so, the maximum load carrying capacity of robot is calculated at the horizontal plan. The increasing of robot load carrying capacity with vibration control is 53%.

Keywords: flexible link, DLCC, active control vibration, assumed mode method

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Authors: P. C. Tewari, Rajiv Kumar, Dinesh Khanduja

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This paper discusses the performance modeling and availability analysis of Yarn Dyeing System of a Textile Industry. The Textile Industry is a complex and repairable engineering system. Yarn Dyeing System of Textile Industry consists of five subsystems arranged in series configuration. For performance modeling and analysis of availability, a performance evaluating model has been developed with the help of mathematical formulation based on Markov-Birth-Death Process. The differential equations have been developed on the basis of Probabilistic Approach using a Transition Diagram. These equations have further been solved using normalizing condition in order to develop the steady state availability, a performance measure of the system concerned. The system performance has been further analyzed with the help of decision matrices. These matrices provide various availability levels for different combinations of failure and repair rates for various subsystems. The findings of this paper are, therefore, considered to be useful for the analysis of availability and determination of the best possible maintenance strategies which can be implemented in future to enhance the system performance.

Keywords: performance modeling, markov process, steady state availability, availability analysis

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Authors: A. A. Okafor, C. H. Achebe, J. L. Chukwuneke, C. G. Ozoegwu

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The performance of an engine whose basic design parameters are known can be predicted with the assistance of simulation programs into the less time, cost and near value of actual. This paper presents a comprehensive mathematical model of the performance parameters of four stroke spark ignition engine. The essence of this research work is to develop a mathematical model for the analysis of engine performance parameters of four stroke spark ignition engine before embarking on full scale construction, this will ensure that only optimal parameters are in the design and development of an engine and also allow to check and develop the design of the engine and it’s operation alternatives in an inexpensive way and less time, instead of using experimental method which requires costly research test beds. To achieve this, equations were derived which describe the performance parameters (sfc, thermal efficiency, mep and A/F). The equations were used to simulate and optimize the engine performance of the model for various engine speeds. The optimal values obtained for the developed bivariate mathematical models are: sfc is 0.2833kg/kwh, efficiency is 28.77% and a/f is 20.75.

Keywords: bivariate models, engine performance, injector engine, optimization, performance parameters, simulation, spark ignition

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Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

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Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. However, it is difficult to find analytical solution of these complex non-linear equations. Hence, verification of the numerical model should be carried out against field data and numerical predictions. This paper presents the verification of developed finite element model applying for unsteady flow in the open channels. The results of a proposed model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29 km at both sites (15 km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400 km downstream from Sukkur barrage, which demonstrates accurate model predictions with observed daily discharges. Hence, this model may be utilized for predicting and issuing flood warnings about flood hazardous in advance.

Keywords: finite element method, Preissmann scheme, HEC-RAS, flood forecasting, Indus river

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Authors: Mohammad Sahadet Hossain, Shamsil Arifeen, Mehrab Hossian Likhon

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In this paper, we analyze a linear time invariant (LTI) descriptor system of large dimension. Since these systems are difficult to simulate, compute and store, we attempt to reduce this large system using Low Rank Cholesky Factorized Alternating Directions Implicit (LRCF-ADI) iteration followed by Square Root Balanced Truncation. LRCF-ADI solves the dual Lyapunov equations of the large system and gives low-rank Cholesky factors of the gramians as the solution. Using these cholesky factors, we compute the Hankel singular values via singular value decomposition. Later, implementing square root balanced truncation, the reduced system is obtained. The bode plots of original and lower order systems are used to show that the magnitude and phase responses are same for both the systems.

Keywords: low-rank cholesky factor alternating directions implicit iteration, LTI Descriptor system, Lyapunov equations, Square-root balanced truncation

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Authors: Utkan Caliskan

Abstract:

Two types of numerical codes based on finite volume method are developed in order to solve compressible Euler equations to simulate the flow through forward facing step channel. Both algorithms have AUSM+- up (Advection Upstream Splitting Method) scheme for flux splitting and two-stage Runge-Kutta scheme for time stepping. In this study, the flux calculations differentiate between the algorithm based on OpenFOAM mesh format which is called 'face-based' algorithm and the basic algorithm which is called 'element-based' algorithm. The face-based algorithm avoids redundant flux computations and also is more flexible with hybrid grids. Moreover, some of OpenFOAM’s preprocessing utilities can be used on the mesh. Parallelization of the face based algorithm for which atomic operations are needed due to the shared memory model, is also presented. For several mesh sizes, 2.13x speed up is obtained with face-based approach over the element-based approach.

Keywords: cell centered finite volume method, compressible Euler equations, OpenFOAM mesh format, OpenMP

Procedia PDF Downloads 319

Authors: Hanan Rizk

Abstract:

A heat exchanger is a device used to mix liquids having different temperatures. In this case, the temperature control becomes a critical objective. This research work presents the temperature control of the double-pipe heat exchanger (multi-input multi-output (MIMO) system), which is modeled as first-order coupled hyperbolic partial differential equations (PDEs), using conventional and advanced control techniques and develops appropriate robust control strategy to meet stability requirements and performance objectives. We designed a PID controller and H-infinity controller for a heat exchanger (HE) system. Frequency characteristics of sensitivity functions and open-loop and closed-loop time responses are simulated using MATLAB software, and the stability of the system is analyzed using Kalman's test. The simulation results have demonstrated that the H-infinity controller is more efficient than PID in terms of robustness and performance.

Keywords: heat exchanger, multi-input multi-output system, MATLAB simulation, partial differential equations, PID controller, robust control

Procedia PDF Downloads 220

Authors: Yamina Boughari, Ruxandra Mihaela Botez, Florian Theel, Georges Ghazi

Abstract:

Clearance of flight control laws of a civil aircraft is a long and expensive process in the Aerospace industry. Thousands of flight combinations in terms of speeds, altitudes, gross weights, centers of gravity and angles of attack have to be investigated, and proved to be safe. Nonetheless, in this method, a worst flight condition can be easily missed, and its missing would lead to a critical situation. Definitively, it would be impossible to analyze a model because of the infinite number of cases contained within its flight envelope, that might require more time, and therefore more design cost. Therefore, in industry, the technique of the flight envelope mesh is commonly used. For each point of the flight envelope, the simulation of the associated model ensures the satisfaction or not of specifications. In order to perform fast, comprehensive and effective analysis, other varying parameters models were developed by incorporating variations, or uncertainties in the nominal models, known as Linear Fractional Representation LFR models; these LFR models were able to describe the aircraft dynamics by taking into account uncertainties over the flight envelope. In this paper, the LFRs models are developed using the speeds and altitudes as varying parameters; The LFR models were built using several flying conditions expressed in terms of speeds and altitudes. The use of such a method has gained a great interest by the aeronautical companies that have seen a promising future in the modeling, and particularly in the design and certification of control laws. In this research paper, we will focus on the Cessna Citation X open loop stability analysis. The data are provided by a Research Aircraft Flight Simulator of Level D, that corresponds to the highest level flight dynamics certification; this simulator was developed by CAE Inc. and its development was based on the requirements of research at the LARCASE laboratory. The acquisition of these data was used to develop a linear model of the airplane in its longitudinal and lateral motions, and was further used to create the LFR’s models for 12 XCG /weights conditions, and thus the whole flight envelope using a friendly Graphical User Interface developed during this study. Then, the LFR’s models are analyzed using Interval Analysis method based upon Lyapunov function, and also the ‘stability and robustness analysis’ toolbox. The results were presented under the form of graphs, thus they have offered good readability, and were easily exploitable. The weakness of this method stays in a relatively long calculation, equal to about four hours for the entire flight envelope.

Keywords: flight control clearance, LFR, stability analysis, robustness analysis

Procedia PDF Downloads 352