Search results for: nonlinear analytical model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19045

Search results for: nonlinear analytical model

18565 A Modified Nonlinear Conjugate Gradient Algorithm for Large Scale Unconstrained Optimization Problems

Authors: Tsegay Giday Woldu, Haibin Zhang, Xin Zhang, Yemane Hailu Fissuh

Abstract:

It is well known that nonlinear conjugate gradient method is one of the widely used first order methods to solve large scale unconstrained smooth optimization problems. Because of the low memory requirement, attractive theoretical features, practical computational efficiency and nice convergence properties, nonlinear conjugate gradient methods have a special role for solving large scale unconstrained optimization problems. Large scale optimization problems are with important applications in practical and scientific world. However, nonlinear conjugate gradient methods have restricted information about the curvature of the objective function and they are likely less efficient and robust compared to some second order algorithms. To overcome these drawbacks, the new modified nonlinear conjugate gradient method is presented. The noticeable features of our work are that the new search direction possesses the sufficient descent property independent of any line search and it belongs to a trust region. Under mild assumptions and standard Wolfe line search technique, the global convergence property of the proposed algorithm is established. Furthermore, to test the practical computational performance of our new algorithm, numerical experiments are provided and implemented on the set of some large dimensional unconstrained problems. The numerical results show that the proposed algorithm is an efficient and robust compared with other similar algorithms.

Keywords: conjugate gradient method, global convergence, large scale optimization, sufficient descent property

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18564 Numerical Approach to a Mathematical Modeling of Bioconvection Due to Gyrotactic Micro-Organisms over a Nonlinear Inclined Stretching Sheet

Authors: Madhu Aneja, Sapna Sharma

Abstract:

The water-based bioconvection of a nanofluid containing motile gyrotactic micro-organisms over nonlinear inclined stretching sheet has been investigated. The governing nonlinear boundary layer equations of the model are reduced to a system of ordinary differential equations via Oberbeck-Boussinesq approximation and similarity transformations. Further, the modified set of equations with associated boundary conditions are solved using Finite Element Method. The impact of various pertinent parameters on the velocity, temperature, nanoparticles concentration, density of motile micro-organisms profiles are obtained and analyzed in details. The results show that with the increase in angle of inclination δ, velocity decreases while temperature, nanoparticles concentration, a density of motile micro-organisms increases. Additionally, the skin friction coefficient, Nusselt number, Sherwood number, density number are computed for various thermophysical parameters. It is noticed that increasing Brownian motion and thermophoresis parameter leads to an increase in temperature of fluid which results in a reduction in Nusselt number. On the contrary, Sherwood number rises with an increase in Brownian motion and thermophoresis parameter. The findings have been validated by comparing the results of special cases with existing studies.

Keywords: bioconvection, finite element method, gyrotactic micro-organisms, inclined stretching sheet, nanofluid

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18563 On the Use of Analytical Performance Models to Design a High-Performance Active Queue Management Scheme

Authors: Shahram Jamali, Samira Hamed

Abstract:

One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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18562 The Characteristics of Settlement Owing to the Construction of Several Parallel Tunnels with Short Distances

Authors: Lojain Suliman, Xinrong Liu, Xiaohan Zhou

Abstract:

Since most tunnels are built in crowded metropolitan settings, the excavation process must take place in highly condensed locations, including high-density cities. In this way, the tunnels are typically located close together, which leads to more interaction between the parallel existing tunnels, and this, in turn, leads to more settlement. This research presents an examination of the impact of a large-scale tunnel excavation on two forms of settlement: surface settlement and settlement surrounding the tunnel. Additionally, research has been done on the properties of interactions between two and three parallel tunnels. The settlement has been evaluated using three primary techniques: theoretical modeling, numerical simulation, and data monitoring. Additionally, a parametric investigation on how distance affects the settlement characteristic for parallel tunnels with short distances has been completed. Additionally, it has been observed that the sequence of excavation has an impact on the behavior of settlements. Nevertheless, a comparison of the model test and numerical simulation yields significant agreement in terms of settlement trend and value. Additionally, when compared to the FEM study, the suggested analytical solution exhibits reduced sensitivity in the settlement prediction. For example, the settlement of the small tunnel diameter does not appear clearly on the settlement curve, while it is notable in the FEM analysis. It is advised, however, that additional studies be conducted in the future employing analytical solutions for settlement prediction for parallel tunnels.

Keywords: settlement, FEM, analytical solution, parallel tunnels

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18561 Analyzing Transit Network Design versus Urban Dispersion

Authors: Hugo Badia

Abstract:

This research answers which is the most suitable transit network structure to serve specific demand requirements in an increasing urban dispersion process. Two main approaches of network design are found in the literature. On the one hand, a traditional answer, widespread in our cities, that develops a high number of lines to connect most of origin-destination pairs by direct trips; an approach based on the idea that users averse to transfers. On the other hand, some authors advocate an alternative design characterized by simple networks where transfer is essential to complete most of trips. To answer which of them is the best option, we use a two-step methodology. First, by means of an analytical model, three basic network structures are compared: a radial scheme, starting point for the other two structures, a direct trip-based network, and a transfer-based one, which represent the two alternative transit network designs. The model optimizes the network configuration with regard to the total cost for each structure. For a scenario of dispersion, the best alternative is the structure with the minimum cost. This dispersion degree is defined in a simple way considering that only a central area attracts all trips. If this area is small, we have a high concentrated mobility pattern; if this area is too large, the city is highly decentralized. In this first step, we can determine the area of applicability for each structure in function to that urban dispersion degree. The analytical results show that a radial structure is suitable when the demand is so centralized, however, when this demand starts to scatter, new transit lines should be implemented to avoid transfers. If the urban dispersion advances, the introduction of more lines is no longer a good alternative, in this case, the best solution is a change of structure, from direct trips to a network based on transfers. The area of applicability of each network strategy is not constant, it depends on the characteristics of demand, city and transport technology. In the second step, we translate analytical results to a real case study by the relationship between the parameters of dispersion of the model and direct measures of dispersion in a real city. Two dimensions of the urban sprawl process are considered: concentration, defined by Gini coefficient, and centralization by area based centralization index. Once it is estimated the real dispersion degree, we are able to identify in which area of applicability the city is located. In summary, from a strategic point of view, we can obtain with this methodology which is the best network design approach for a city, comparing the theoretical results with the real dispersion degree.

Keywords: analytical network design model, network structure, public transport, urban dispersion

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18560 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening

Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: damage mechanics, 3-D numerical analysis, RC, slab with opening

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18559 Evaluation of Duncan-Chang Deformation Parameters of Granular Fill Materials Using Non-Invasive Seismic Wave Methods

Authors: Ehsan Pegah, Huabei Liu

Abstract:

Characterizing the deformation properties of fill materials in a wide stress range always has been an important issue in geotechnical engineering. The hyperbolic Duncan-Chang model is a very popular model of stress-strain relationship that captures the nonlinear deformation of granular geomaterials in a very tractable manner. It consists of a particular set of the model parameters, which are generally measured from an extensive series of laboratory triaxial tests. This practice is both time-consuming and costly, especially in large projects. In addition, undesired effects caused by soil disturbance during the sampling procedure also may yield a large degree of uncertainty in the results. Accordingly, non-invasive geophysical seismic approaches may be utilized as the appropriate alternative surveys for measuring the model parameters based on the seismic wave velocities. To this end, the conventional seismic refraction profiles were carried out in the test sites with the granular fill materials to collect the seismic waves information. The acquired shot gathers are processed, from which the P- and S-wave velocities can be derived. The P-wave velocities are extracted from the Seismic Refraction Tomography (SRT) technique while S-wave velocities are obtained by the Multichannel Analysis of Surface Waves (MASW) method. The velocity values were then utilized with the equations resulting from the rigorous theories of elasticity and soil mechanics to evaluate the Duncan-Chang model parameters. The derived parameters were finally compared with those from laboratory tests to validate the reliability of the results. The findings of this study may confidently serve as the useful references for determination of nonlinear deformation parameters of granular fill geomaterials. Those are environmentally friendly and quite economic, which can yield accurate results under the actual in-situ conditions using the surface seismic methods.

Keywords: Duncan-Chang deformation parameters, granular fill materials, seismic waves velocity, multichannel analysis of surface waves, seismic refraction tomography

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18558 Iterative Estimator-Based Nonlinear Backstepping Control of a Robotic Exoskeleton

Authors: Brahmi Brahim, Mohammad Habibur Rahman, Maarouf Saad, Cristóbal Ochoa Luna

Abstract:

A repetitive training movement is an efficient method to improve the ability and movement performance of stroke survivors and help them to recover their lost motor function and acquire new skills. The ETS-MARSE is seven degrees of freedom (DOF) exoskeleton robot developed to be worn on the lateral side of the right upper-extremity to assist and rehabilitate the patients with upper-extremity dysfunction resulting from stroke. Practically, rehabilitation activities are repetitive tasks, which make the assistive/robotic systems to suffer from repetitive/periodic uncertainties and external perturbations induced by the high-order dynamic model (seven DOF) and interaction with human muscle which impact on the tracking performance and even on the stability of the exoskeleton. To ensure the robustness and the stability of the robot, a new nonlinear backstepping control was implemented with designed tests performed by healthy subjects. In order to limit and to reject the periodic/repetitive disturbances, an iterative estimator was integrated into the control of the system. The estimator does not need the precise dynamic model of the exoskeleton. Experimental results confirm the robustness and accuracy of the controller performance to deal with the external perturbation, and the effectiveness of the iterative estimator to reject the repetitive/periodic disturbances.

Keywords: backstepping control, iterative control, Rehabilitation, ETS-MARSE

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18557 A Performance Model for Designing Network in Reverse Logistic

Authors: S. Dhib, S. A. Addouche, T. Loukil, A. Elmhamedi

Abstract:

In this paper, a reverse supply chain network is investigated for a decision making. This decision is surrounded by complex flows of returned products, due to the increasing quantity, the type of returned products and the variety of recovery option products (reuse, recycling, and refurbishment). The most important problem in the reverse logistic network (RLN) is to orient returned products to the suitable type of recovery option. However, returned products orientations from collect sources to the recovery disposition have not well considered in performance model. In this study, we propose a performance model for designing a network configuration on reverse logistics. Conceptual and analytical models are developed with taking into account operational, economic and environmental factors on designing network.

Keywords: reverse logistics, network design, performance model, open loop configuration

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18556 Optimization of Economic Order Quantity of Multi-Item Inventory Control Problem through Nonlinear Programming Technique

Authors: Prabha Rohatgi

Abstract:

To obtain an efficient control over a huge amount of inventory of drugs in pharmacy department of any hospital, generally, the medicines are categorized on the basis of their cost ‘ABC’ (Always Better Control), first and then categorize on the basis of their criticality ‘VED’ (Vital, Essential, desirable) for prioritization. About one-third of the annual expenditure of a hospital is spent on medicines. To minimize the inventory investment, the hospital management may like to keep the medicines inventory low, as medicines are perishable items. The main aim of each and every hospital is to provide better services to the patients under certain limited resources. To achieve the satisfactory level of health care services to outdoor patients, a hospital has to keep eye on the wastage of medicines because expiry date of medicines causes a great loss of money though it was limited and allocated for a particular period of time. The objectives of this study are to identify the categories of medicines requiring incentive managerial control. In this paper, to minimize the total inventory cost and the cost associated with the wastage of money due to expiry of medicines, an inventory control model is used as an estimation tool and then nonlinear programming technique is used under limited budget and fixed number of orders to be placed in a limited time period. Numerical computations have been given and shown that by using scientific methods in hospital services, we can give more effective way of inventory management under limited resources and can provide better health care services. The secondary data has been collected from a hospital to give empirical evidence.

Keywords: ABC-VED inventory classification, multi item inventory problem, nonlinear programming technique, optimization of EOQ

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18555 Analytical and Statistical Study of the Parameters of Expansive Soil

Authors: A. Medjnoun, R. Bahar

Abstract:

The disorders caused by the shrinking-swelling phenomenon are prevalent in arid and semi-arid in the presence of swelling clay. This soil has the characteristic of changing state under the effect of water solicitation (wetting and drying). A set of geotechnical parameters is necessary for the characterization of this soil type, such as state parameters, physical and chemical parameters and mechanical parameters. Some of these tests are very long and some are very expensive, hence the use or methods of predictions. The complexity of this phenomenon and the difficulty of its characterization have prompted researchers to use several identification parameters in the prediction of swelling potential. This document is an analytical and statistical study of geotechnical parameters affecting the potential of swelling clays. This work is performing on a database obtained from investigations swelling Algerian soil. The obtained observations have helped us to understand the soil swelling structure and its behavior.

Keywords: analysis, estimated model, parameter identification, swelling of clay

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18554 The Influence of Language on Music Consumption in Japan: An Experimental Study

Authors: Timur Zhukov, Yuko Yamashita

Abstract:

Music as a product of hedonic consumption has been researched at least since the early 20th century, but little light has been shed on how language affects its consumption process. At the intersection of music consumption, language impact, and consumer behavior, this research explores the influence of language on music consumption in Japan. Its aim is to clarify how listening to music in different languages affects the listener’s purchase intention and sharing intention by conducting a survey where respondents listen to three versions of the same song in different languages in random order. It uses an existing framework that views the flow of music consumption as a combination of responses (emotional response, sensory response, imaginal response, analytical responses) affecting the experiential response, which then affects the overall affective response, followed by the need to reexperience and lastly the purchase intention. In this research, the sharing intention has been added to the model to better fit the modern consumption model (e.g., AISAS). This research shows how positive and negative emotions and imaginal and analytical responses change depending on the language and what impact it has on consumer behavior. It concludes by proposing how modern music businesses can learn from the language differences and cater to the needs of the audiences who speak different languages.

Keywords: AISAS, consumer behavior, first language, music consumption, second language

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18553 A Quick Method for Seismic Vulnerability Evaluation of Offshore Structures by Static and Dynamic Nonlinear Analyses

Authors: Somayyeh Karimiyan

Abstract:

To evaluate the seismic vulnerability of vital offshore structures with the highest possible precision, Nonlinear Time History Analyses (NLTHA), is the most reliable method. However, since it is very time-consuming, a quick procedure is greatly desired. This paper presents a quick method by combining the Push Over Analysis (POA) and the NLTHA. The POA is preformed first to recognize the more critical members, and then the NLTHA is performed to evaluate more precisely the critical members’ vulnerability. The proposed method has been applied to jacket type structure. Results show that combining POA and NLTHA is a reliable seismic evaluation method, and also that none of the earthquake characteristics alone, can be a dominant factor in vulnerability evaluation.

Keywords: jacket structure, seismic evaluation, push-over and nonlinear time history analyses, critical members

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18552 On Deterministic Chaos: Disclosing the Missing Mathematics from the Lorenz-Haken Equations

Authors: Meziane Belkacem

Abstract:

We aim at converting the original 3D Lorenz-Haken equations, which describe laser dynamics –in terms of self-pulsing and chaos- into 2-second-order differential equations, out of which we extract the so far missing mathematics and corroborations with respect to nonlinear interactions. Leaning on basic trigonometry, we pull out important outcomes; a fundamental result attributes chaos to forbidden periodic solutions inside some precisely delimited region of the control parameter space that governs the bewildering dynamics.

Keywords: Physics, optics, nonlinear dynamics, chaos

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18551 Powder Flow with Normalized Powder Particles Size Distribution and Temperature Analyses in Laser Melting Deposition: Analytical Modelling and Experimental Validation

Authors: Muhammad Arif Mahmood, Andrei C. Popescu, Mihai Oane, Diana Chioibascu, Carmen Ristoscu, Ion N. Mihailescu

Abstract:

Powder flow and temperature distributions are recognized as influencing factors during laser melting deposition (LMD) process, that not only affect the consolidation rate but also characteristics of the deposited layers. Herewith, two simplified analytical models will be presented to simulate the powder flow with the inclusion of powder particles size distribution in Gaussian form, under three powder jet nozzles, and temperature analyses during LMD process. The output of the 1st model will serve as the input in the 2nd model. The models will be validated with experimental data, i.e., weight measurement method for powder particles distribution and infrared imaging for temperature analyses. This study will increase the cost-efficiency of the LMD process by adjustment of the operating parameters for reaching optimal powder debit and energy. This research has received funds under the Marie Sklodowska-Curie grant agreement No. 764935, from the European Union’s Horizon 2020 research and innovation program.

Keywords: laser additive manufacturing, powder particles size distribution in Gaussian form, powder stream distribution, temperature analyses

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18550 Error Amount in Viscoelasticity Analysis Depending on Time Step Size and Method used in ANSYS

Authors: A. Fettahoglu

Abstract:

Theory of viscoelasticity is used by many researchers to represent behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain like pavements of bridges can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell elements and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Subsequently, a practical problem, which has an analytical solution given in literature, is used to verify the applicability of viscoelasticity tool embedded in ANSYS. Finally, amount of error in the results of ANSYS is compared with the analytical results to indicate the influence of used method and time step size.

Keywords: generalized Maxwell model, finite element method, prony series, time step size, viscoelasticity

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18549 Fully Coupled Porous Media Model

Authors: Nia Mair Fry, Matthew Profit, Chenfeng Li

Abstract:

This work focuses on the development and implementation of a fully implicit-implicit, coupled mechanical deformation and porous flow, finite element software tool. The fully implicit software accurately predicts classical fundamental analytical solutions such as the Terzaghi consolidation problem. Furthermore, it can capture other analytical solutions less well known in the literature, such as Gibson’s sedimentation rate problem and Coussy’s problems investigating wellbore stability for poroelastic rocks. The mechanical volume strains are transferred to the porous flow governing equation in an implicit framework. This will overcome some of the many current industrial issues, which use explicit solvers for the mechanical governing equations and only implicit solvers on the porous flow side. This can potentially lead to instability and non-convergence issues in the coupled system, plus giving results with an accountable degree of error. The specification of a fully monolithic implicit-implicit coupled porous media code sees the solution of both seepage-mechanical equations in one matrix system, under a unified time-stepping scheme, which makes the problem definition much easier. When using an explicit solver, additional input such as the damping coefficient and mass scaling factor is required, which are circumvented with a fully implicit solution. Further, improved accuracy is achieved as the solution is not dependent on predictor-corrector methods for the pore fluid pressure solution, but at the potential cost of reduced stability. In testing of this fully monolithic porous media code, there is the comparison of the fully implicit coupled scheme against an existing staggered explicit-implicit coupled scheme solution across a range of geotechnical problems. These cases include 1) Biot coefficient calculation, 2) consolidation theory with Terzaghi analytical solution, 3) sedimentation theory with Gibson analytical solution, and 4) Coussy well-bore poroelastic analytical solutions.

Keywords: coupled, implicit, monolithic, porous media

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18548 Analytical Modelling of Surface Roughness during Compacted Graphite Iron Milling Using Ceramic Inserts

Authors: Ş. Karabulut, A. Güllü, A. Güldaş, R. Gürbüz

Abstract:

This study investigates the effects of the lead angle and chip thickness variation on surface roughness during the machining of compacted graphite iron using ceramic cutting tools under dry cutting conditions. Analytical models were developed for predicting the surface roughness values of the specimens after the face milling process. Experimental data was collected and imported to the artificial neural network model. A multilayer perceptron model was used with the back propagation algorithm employing the input parameters of lead angle, cutting speed and feed rate in connection with chip thickness. Furthermore, analysis of variance was employed to determine the effects of the cutting parameters on surface roughness. Artificial neural network and regression analysis were used to predict surface roughness. The values thus predicted were compared with the collected experimental data, and the corresponding percentage error was computed. Analysis results revealed that the lead angle is the dominant factor affecting surface roughness. Experimental results indicated an improvement in the surface roughness value with decreasing lead angle value from 88° to 45°.

Keywords: CGI, milling, surface roughness, ANN, regression, modeling, analysis

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18547 Commissioning of a Flattening Filter Free (FFF) using an Anisotropic Analytical Algorithm (AAA)

Authors: Safiqul Islam, Anamul Haque, Mohammad Amran Hossain

Abstract:

Aim: To compare the dosimetric parameters of the flattened and flattening filter free (FFF) beam and to validate the beam data using anisotropic analytical algorithm (AAA). Materials and Methods: All the dosimetric data’s (i.e. depth dose profiles, profile curves, output factors, penumbra etc.) required for the beam modeling of AAA were acquired using the Blue Phantom RFA for 6 MV, 6 FFF, 10MV & 10FFF. Progressive resolution Optimizer and Dose Volume Optimizer algorithm for VMAT and IMRT were are also configured in the beam model. Beam modeling of the AAA were compared with the measured data sets. Results: Due to the higher and lover energy component in 6FFF and 10 FFF the surface doses are 10 to 15% higher compared to flattened 6 MV and 10 MV beams. FFF beam has a lower mean energy compared to the flattened beam and the beam quality index were 6 MV 0.667, 6FFF 0.629, 10 MV 0.74 and 10 FFF 0.695 respectively. Gamma evaluation with 2% dose and 2 mm distance criteria for the Open Beam, IMRT and VMAT plans were also performed and found a good agreement between the modeled and measured data. Conclusion: We have successfully modeled the AAA algorithm for the flattened and FFF beams and achieved a good agreement with the calculated and measured value.

Keywords: commissioning of a Flattening Filter Free (FFF) , using an Anisotropic Analytical Algorithm (AAA), flattened beam, parameters

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18546 Analytical Soliton Solutions of the Fractional Jaulent-Miodek System

Authors: Sajeda Elbashabsheh, Kamel Al-Khaled

Abstract:

This paper applies a modified Laplace Adomian decomposition method to solve the time-fractional JaulentMiodek system. The method produce convergent series solutions with easily compatible components. This paper considers the Caputo fractional derivative. The effectiveness and applicability of the method are demonstrated by comparing its results with those of prior studies. Results are presented in tables and figures. These solutions might be imperative and significant for the explanation of some practical physical phenomena. All computations and figures in the work are done using MATHEMATICA. The numerical results demonstrate that the current methods are effective, reliable, and simple to i implement for nonlinear fractional partial differential equations.

Keywords: approximate solutions, Jaulent-Miodek system, Adomian decomposition method, solitons

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18545 Evaluation of Diagnosis Performance Based on Pairwise Model Construction and Filtered Data

Authors: Hyun-Woo Cho

Abstract:

It is quite important to utilize right time and intelligent production monitoring and diagnosis of industrial processes in terms of quality and safety issues. When compared with monitoring task, fault diagnosis represents the task of finding process variables responsible causing a specific fault in the process. It can be helpful to process operators who should investigate and eliminate root causes more effectively and efficiently. This work focused on the active use of combining a nonlinear statistical technique with a preprocessing method in order to implement practical real-time fault identification schemes for data-rich cases. To compare its performance to existing identification schemes, a case study on a benchmark process was performed in several scenarios. The results showed that the proposed fault identification scheme produced more reliable diagnosis results than linear methods. In addition, the use of the filtering step improved the identification results for the complicated processes with massive data sets.

Keywords: diagnosis, filtering, nonlinear statistical techniques, process monitoring

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18544 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process

Authors: Hong-Ming Chen

Abstract:

This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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18543 Flow Dynamics of Nanofluids in a Horizontal Cylindrical Annulus Using Nonhomogeneous Dynamic Model

Authors: M. J. Uddin, M. M. Rahman

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Transient natural convective flow dynamics of nanofluids in a horizontal homocentric annulus using nonhomogeneous dynamic model has been experimented numerically. The simulation is carried out for four different shapes of the inner wall, which is either cylindrical, elliptical, square or triangular. The outer surface of the annulus is maintained at constant low temperature while the inner wall is maintained at a uniform temperature; higher than the outer one. The enclosure is permeated by a uniform magnetic field having variable orientation. The Brownian motion and thermophoretic deposition 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 find the best performer, the local Nusselt number is demonstrated for different shapes of the inner wall. The heat transfer enhancement for different nanofluids for four different shapes of the inner wall is exhibited.

Keywords: nanofluids, annulus, nonhomogeneous dynamic model, heat transfer

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18542 Finding the Elastic Field in an Arbitrary Anisotropic Media by Implementing Accurate Generalized Gaussian Quadrature Solution

Authors: Hossein Kabir, Amir Hossein Hassanpour Mati-Kolaie

Abstract:

In the current study, the elastic field in an anisotropic elastic media is determined by implementing a general semi-analytical method. In this specific methodology, the displacement field is computed as a sum of finite functions with unknown coefficients. These aforementioned functions satisfy exactly both the homogeneous and inhomogeneous boundary conditions in the proposed media. It is worth mentioning that the unknown coefficients are determined by implementing the principle of minimum potential energy. The numerical integration is implemented by employing the Generalized Gaussian Quadrature solution. Furthermore, with the aid of the calculated unknown coefficients, the displacement field, as well as the other parameters of the elastic field, are obtainable as well. Finally, the comparison of the previous analytical method with the current semi-analytical method proposes the efficacy of the present methodology.

Keywords: anisotropic elastic media, semi-analytical method, elastic field, generalized gaussian quadrature solution

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18541 Blood Flow in Stenosed Arteries: Analytical and Numerical Study

Authors: Shashi Sharma, Uaday Singh, V. K. Katiyar

Abstract:

Blood flow through a stenosed tube, which is of great interest to mechanical engineers as well as medical researchers. If stenosis exists in an artery, normal blood flow is disturbed. The deposition of fatty substances, cholesterol, cellular waste products in the inner lining of an artery results to plaque formation .The present study deals with a mathematical model for blood flow in constricted arteries. Blood is considered as a Newtonian, incompressible, unsteady and laminar fluid flowing in a cylindrical rigid tube along the axial direction. A time varying pressure gradient is applied in the axial direction. An analytical solution is obtained using the numerical inversion method for Laplace Transform for calculating the velocity profile of fluid as well as particles.

Keywords: blood flow, stenosis, Newtonian fluid, medical biology and genetics

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18540 Statistical Data Analysis of Migration Impact on the Spread of HIV Epidemic Model Using Markov Monte Carlo Method

Authors: Ofosuhene O. Apenteng, Noor Azina Ismail

Abstract:

Over the last several years, concern has developed over how to minimize the spread of HIV/AIDS epidemic in many countries. AIDS epidemic has tremendously stimulated the development of mathematical models of infectious diseases. The transmission dynamics of HIV infection that eventually developed AIDS has taken a pivotal role of much on building mathematical models. From the initial HIV and AIDS models introduced in the 80s, various improvements have been taken into account as how to model HIV/AIDS frameworks. In this paper, we present the impact of migration on the spread of HIV/AIDS. Epidemic model is considered by a system of nonlinear differential equations to supplement the statistical method approach. The model is calibrated using HIV incidence data from Malaysia between 1986 and 2011. Bayesian inference based on Markov Chain Monte Carlo is used to validate the model by fitting it to the data and to estimate the unknown parameters for the model. The results suggest that the migrants stay for a long time contributes to the spread of HIV. The model also indicates that susceptible individual becomes infected and moved to HIV compartment at a rate that is more significant than the removal rate from HIV compartment to AIDS compartment. The disease-free steady state is unstable since the basic reproduction number is 1.627309. This is a big concern and not a good indicator from the public heath point of view since the aim is to stabilize the epidemic at the disease equilibrium.

Keywords: epidemic model, HIV, MCMC, parameter estimation

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18539 Non-Linear Finite Element Analysis of Bonded Single Lap Joint in Composite Material

Authors: A. Benhamena, L. Aminallah, A. Aid, M. Benguediab, A. Amrouche

Abstract:

The goal of this work is to analyze the severity of interfacial stress distribution in the single lap adhesive joint under tensile loading. The three-dimensional and non-linear finite element method based on the computation of the peel and shear stresses was used to analyze the fracture behaviour of single lap adhesive joint. The effect of the loading magnitude and the overlap length on the distribution of peel and shear stresses was highlighted. A good correlation was found between the FEM simulations and the analytical results.

Keywords: aluminum 2024-T3 alloy, single-lap adhesive joints, Interface stress distributions, material nonlinear analysis, adhesive, bending moment, finite element method

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18538 Theoretical Study on the Nonlinear Optical Responses of Peptide Bonds Created between Alanine and Some Unnatural Amino Acids

Authors: S. N. Derrar, M. Sekkal-Rahal

Abstract:

The Nonlinear optics (NLO) technique is widely used in the field of biological imaging. In fact, grafting biological entities with a high NLO response on tissues and cells enhances the NLO responses of these latter, and ameliorates, consequently, their biological imaging quality. In this optics, we carried out a theoretical study, in the aim of analyzing the peptide bonds created between alanine amino acid and both unnatural amino acids: L-Dopa and Azatryptophan, respectively. Ramachandran plots have been performed for these systems, and their structural parameters have been analyzed. The NLO responses of these peptides have been reported by calculating the first hyperpolarizability values of all the minima found on the plots. The use of such unnatural amino acids as endogenous probing molecules has been investigated through this study. The Density Functional Theory (DFT) has been used for structural properties, while the Second-order Møller-Plesset Perturbation Theory (MP2) has been employed for the NLO calculations.

Keywords: biological imaging, hyperpolarizability, nonlinear optics, probing molecule

Procedia PDF Downloads 379
18537 Mathematical Model for Defection between Two Political Parties

Authors: Abdullahi Mohammed Auwal

Abstract:

Formation and change or decamping from one political party to another have now become a common trend in Nigeria. Many of the parties’ members who could not secure positions and or win elections in their parties or are not very much satisfied with the trends occurring in the party’s internal democratic principles and mechanisms, change their respective parties. This paper developed/presented and analyzed the used of non linear mathematical model for defections between two political parties using epidemiological approach. The whole population was assumed to be a constant and homogeneously mixed. Equilibria have been analytically obtained and their local and global stability discussed. Conditions for the co-existence of both the political parties have been determined, in the study of defections between People Democratic Party (PDP) and All Progressive Congress (APC) in Nigeria using numerical simulations to support the analytical results.

Keywords: model, political parties, deffection, stability, equilibrium, epidemiology

Procedia PDF Downloads 637
18536 Numerical Simulation of Fluid-Structure Interaction on Wedge Slamming Impact by Using Particle Method

Authors: Sung-Chul Hwang, Di Ren, Sang-Moon Yoon, Jong-Chun Park, Abbas Khayyer, Hitoshi Gotoh

Abstract:

The slamming impact problem has a very important engineering background. For seaplane landing, recycling for the satellite re-entry capsule, and the impact load of the bow in the adverse sea conditions, the slamming problem always plays the important role. Due to its strong nonlinear effect, however, it seems to be not easy to obtain the accurate simulation results. Combined with the strong interaction between the fluid field and the elastic structure, the difficulty for the simulation leads to a new level for challenging. This paper presents a fully Lagrangian coupled solver for simulations of fluid-structure interactions, which is based on the Moving Particle Semi-implicit (MPS) method to solve the governing equations corresponding to incompressible flows as well as elastic structures. The developed solver is verified by reproducing the high velocity impact loads of deformable thin wedges with two different materials such as aluminum and steel on water entry. The present simulation results are compared with analytical solution derived using the hydrodynamic Wagner model and linear theory by Wan.

Keywords: fluid-structure interaction, moving particle semi-implicit (MPS) method, elastic structure, incompressible flow, wedge slamming impact

Procedia PDF Downloads 602