Search results for: numerical solving method

Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye

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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.

Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model

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Authors: Apurva Patil, Maithilee Kulkarni, Ashay Aswale

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This paper proposes an algorithm to develop the kinematic model of a 5 DOF robot arm. The formulation of the problem is based on finding the D-H parameters of the arm. Brute Force iterative method is employed to solve the system of non linear equations. The focus of the paper is to obtain the accurate solutions by reducing the root mean square error. The result obtained will be implemented to grip the objects. The trajectories followed by the end effector for the required workspace coordinates are plotted. The methodology used here can be used in solving the problem for any other kinematic chain of up to six DOF.

Keywords: 5 DOF robot arm, D-H parameters, inverse kinematics, iterative method, trajectories

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Authors: Andrew R. Winters, Gregor J. Gassner

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A high-order numerical magentohydrodynamics (MHD) solver built upon a non-linear entropy stable numerical flux function that supports eight traveling wave solutions will be described. The method is designed to treat the divergence-free constraint on the magnetic field in a similar fashion to a hyperbolic divergence cleaning technique. The solver is especially well-suited for flows involving strong discontinuities due to its strong stability without the need to enforce artificial low density or energy limits. Furthermore, a new formulation of the numerical algorithm to guarantee positivity of the pressure during the simulation is described and presented. By construction, the solver conserves mass, momentum, and energy and is entropy stable. High spatial order is obtained through the use of a third order limiting technique. High temporal order is achieved by utilizing the family of strong stability preserving (SSP) Runge-Kutta methods. Main attributes of the solver are presented as well as details on an implementation of the new solver into the multi-physics, multi-scale simulation code FLASH. The accuracy, robustness, and computational efficiency is demonstrated with a variety of numerical tests. Comparisons are also made between the new solver and existing methods already present in FLASH framework.

Keywords: entropy stability, finite volume scheme, magnetohydrodynamics, pressure positivity

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Authors: Mohammad Sadeghian, Mohsen Sadeghian

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In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. For hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected as carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed, as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.

Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics

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Authors: Bruno RamaëL, GwenaëL Page, Catherine Knopf-Lenoir, Olivier Baledent, Anne-Virginie Salsac

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No routine technique currently exists for clinicians to measure the mechanical properties of vascular walls non-invasively. Most of the data available in the literature come from traction or dilatation tests conducted ex vivo on native blood vessels. The objective of the study is to develop a non-invasive characterization technique based on Magnetic Resonance Imaging (MRI) measurements of the deformation of vascular walls under pulsating blood flow conditions. The goal is to determine the mechanical properties of the vessels by inverse analysis, coupling imaging measurements and numerical simulations of the fluid-structure interactions. The hyperelastic properties are identified using Solidworks and Ansys workbench (ANSYS Inc.) solving an optimization technique. The vessel of interest targeted in the study is the common carotid artery. In vivo MRI measurements of the vessel anatomy and inlet velocity profiles was acquired along the facial vascular network on a cohort of 30 healthy volunteers: - The time-evolution of the blood vessel contours and, thus, of the cross-section surface area was measured by 3D imaging angiography sequences of phase-contrast MRI. - The blood flow velocity was measured using a 2D CINE MRI phase contrast (PC-MRI) method. Reference arterial pressure waveforms were simultaneously measured in the brachial artery using a sphygmomanometer. The three-dimensional (3D) geometry of the arterial network was reconstructed by first creating an STL file from the raw MRI data using the open source imaging software ITK-SNAP. The resulting geometry was then transformed with Solidworks into volumes that are compatible with Ansys softwares. Tetrahedral meshes of the wall and fluid domains were built using the ANSYS Meshing software, with a near-wall mesh refinement method in the case of the fluid domain to improve the accuracy of the fluid flow calculations. Ansys Structural was used for the numerical simulation of the vessel deformation and Ansys CFX for the simulation of the blood flow. The fluid structure interaction simulations showed that the systolic and diastolic blood pressures of the common carotid artery could be taken as reference pressures to identify the mechanical properties of the different arteries of the network. The coefficients of the hyperelastic law were identified using Ansys Design model for the common carotid. Under large deformations, a stiffness of 800 kPa is measured, which is of the same order of magnitude as the Young modulus of collagen fibers. Areas of maximum deformations were highlighted near bifurcations. This study is a first step towards patient-specific characterization of the mechanical properties of the facial vessels. The method is currently applied on patients suffering from facial vascular malformations and on patients scheduled for facial reconstruction. Information on the blood flow velocity as well as on the vessel anatomy and deformability will be key to improve surgical planning in the case of such vascular pathologies.

Keywords: identification, mechanical properties, arterial walls, MRI measurements, numerical simulations

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Authors: Arwin Malabanan, Carl Chester Ragudo, Jerome Tadiosa, John Dee Mangoba, Eric Augustus Tingatinga, Romeo Eliezer Longalong

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Concrete hollow blocks (CHB) are the most commonly used masonry block for walls in residential houses, school buildings and public buildings in the Philippines. During the recent 2013 Bohol earthquake (Mw 7.2), it has been proven that CHB walls are very vulnerable to severe external action like strong ground motion. In this paper, a numerical model of CHB structures is proposed, and seismic behavior of CHB houses is presented. In modeling, the Rigid Body Spring-Discrete Element method (RBS-DEM)) is used wherein masonry blocks are discretized into rigid elements and connected by nonlinear springs at preselected contact points. The shear and normal stiffness of springs are derived from the material properties of CHB unit incorporating the grout and mortar fillings through the volumetric transformation of the dimension using material ratio. Numerical models of reinforced and unreinforced walls are first subjected to linearly-increasing in plane loading to observe the different failure mechanisms. These wall models are then assembled to form typical model masonry houses and then subjected to the El Centro and Pacoima earthquake records. Numerical simulations show that the elastic, failure and collapse behavior of the model houses agree well with shaking table tests results. The effectiveness of the method in replicating failure patterns will serve as a basis for the improvement of the design and provides a good basis of strengthening the structure.

Keywords: concrete hollow blocks, discrete element method, earthquake, rigid body spring model

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Authors: Avinoam Rabinovich

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CO₂ geological storage is a proven technology for reducing anthropogenic carbon emissions, which is paramount for achieving the ambitious net zero emissions goal. Core flooding experiments are an important step in any CO₂ storage project, allowing us to gain information on the flow of CO₂ and brine in the porous rock extracted from the reservoir. This information is important for understanding basic mechanisms related to CO₂ geological storage as well as for reservoir modeling, which is an integral part of a field project. In this work, a different method for constructing accurate models of CO₂-brine core flooding will be presented. Results for synthetic cases and real experiments will be shown and compared with numerical models to exhibit their predictive capabilities. Furthermore, the various mechanisms which impact the CO₂ distribution and trapping in the rock samples will be discussed, and examples from models and experiments will be provided. The new method entails solving an inverse problem to obtain a three-dimensional permeability distribution which, along with the relative permeability and capillary pressure functions, constitutes a model of the flow experiments. The model is more accurate when data from a number of experiments are combined to solve the inverse problem. This model can then be used to test various other injection flow rates and fluid fractions which have not been tested in experiments. The models can also be used to bridge the gap between small-scale capillary heterogeneity effects (sub-core and core scale) and large-scale (reservoir scale) effects, known as the upscaling problem.

Keywords: CO₂ geological storage, residual trapping, capillary heterogeneity, core flooding, CO₂-brine flow

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Authors: Hsiang-Wen Tang, Cheng-Ying Lo

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In this study, the static behavior of super elliptical Winkler plate is analyzed by applying the double side approach method. The lack of information about super elliptical Winkler plates is the motivation of this study and we use the double side approach method to solve this problem because of its superior ability on efficiently treating problems with complex boundary shape. The double side approach method has the advantages of high accuracy, easy calculation procedure and less calculation load required. Most important of all, it can give the error bound of the approximate solution. The numerical results not only show that the double side approach method works well on this problem but also provide us the knowledge of static behavior of super elliptical Winkler plate in practical use.

Keywords: super elliptical winkler plate, double side approach method, error bound, mechanic

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Authors: Mohammad Ali Badri, Pouya Molana, Amin Rezvanpour

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In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. In order to hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected in carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.

Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics

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Authors: Abdullah S. AlKhalifa, Mohammad Nasim Uddin, Michael Atkinson

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The primary objective of this investigation is to explore the aerodynamic impact of adding trailing edge serrations to a Wells turbine. The baseline turbine consists of eight blades with NACA 0015 airfoils. The blade chord length was 0.125 m, and the span was 0.100 m. Two modified NACA 0015 serrated configurations were studied: 1) full-span and 2) partial span serrations covering the trailing edge from hub to tip. Numerical simulations were carried out by solving the three-dimensional, incompressible steady-state Reynolds Averaged Navier-Stokes (RANS) equations using the k-ω SST turbulence model in ANSYS™ (CFX). The aerodynamic performance of the modified Wells turbine to the baseline was made by comparing non-dimensional parameters of torque coefficient, pressure drop coefficient, and turbine efficiency. A comparison of the surface limiting streamlines was performed to analyze the flow topology of the turbine blades. The trailing edge serrations generated a substantial change in surface pressure and effectively reduced the separated flow region, thus improving efficiency in most cases. As a result, the average efficiency increased across the range of simulated flow coefficients.

Keywords: renewable energy, trailing edge serrations, Wells turbine, partial serration

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Authors: Asabe Ahmad Tijani, Y. A. Yahaya

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The paper considers the derivation of implicit Adams-Moulton type method, with k=4 and 5. We adopted the method of interpolation and collocation of power series approximation to generate the continuous formula which was evaluated at off-grid and some grid points within the step length to generate the proposed block schemes, the schemes were investigated and found to be consistent and zero stable. Finally, the methods were tested with numerical experiments to ascertain their level of accuracy.

Keywords: Adam-Moulton Type (AMT), off-grid, block method, consistent and zero stable

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Authors: A. Kazemi Jouybari, A. Mirabdolah Lavasani

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This paper seeks to the solution of condensation around of a flat plate, circular and elliptical tube in way of numerical and analytical methods. Also, it calculates the entropy production rates. The first, problem was solved by using mesh dynamic and rational assumptions, next it was compared with the numerical solution that the result had acceptable errors. An additional supporting relation was applied based on a characteristic of condensation phenomenon for condensing elements. As it has been shown here, due to higher rates of heat transfer for elliptical tubes, they have more entropy production rates, in comparison to circular ones. Findings showed that two methods were efficient. Furthermore, analytical methods can be used to optimize the problem and reduce the entropy production rate.

Keywords: condensation, numerical solution, analytical solution, entropy rate

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Authors: Mohamed Elshobaki, Alessandro Valiani, Valerio Caleffi

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In this paper, we solve 1-D shallow water equation for sub-critical and super-critical water flow at junction. The water flow at junction has been studied for the last 50 years from the physical-hydraulic point of views and for numerical computations need more attention. For numerical simulation, we need to establish an inner boundary condition at the junction to avoid an oscillation which rise from the waves interactions at the junction. Indeed, we introduce a new boundary condition at the junction based on the mass conservation, total head, and the admissible wave relations between the flow parameters in the three branches to predict the water depths and discharges at the junction. These boundary conditions are valid for sub-critical flow and super-critical flow.

Keywords: numerical simulation, junction flow, sub-critical flow, super-critical flow

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Fawwaz Eniola Fajingbesi, Nur Shahida Midia, Elsheikh M. A. Elsheikh, Siti Hajar Yusoff

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Empirical analysis of lightning related phenomena in real time is extremely dangerous due to the relatively high electric discharge involved. Hence, design and optimization of efficient grounding systems depending on real time empirical methods are impeded. Using numerical methods, the dynamics of complex systems could be modeled hence solved as sets of linear and non-linear systems . In this work, the induced current distribution as lightning strike traverses the soil have been numerically modeled in a 2D axial-symmetry and solved using finite element method (FEM) in COMSOL Multiphysics 5.2 AC/DC module. Stratified and non- stratified electrode system were considered in the solved model and soil conductivity (σ) varied between 10 – 58 mS/m. The result discussed therein were the electric field distribution, current distribution and soil ionization phenomena. It can be concluded that the electric field and current distribution is influenced by the injected electric potential and the non-linearity in soil conductivity. The result from numerical calculation also agrees with previously laboratory scale empirical results.

Keywords: current distribution, grounding systems, lightning discharge, numerical model, soil conductivity, soil ionization

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Authors: Yao Jie, Yeo Khoon Seng

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In recent decades, flapping wing aerodynamics has attracted great interest. Understanding the physics of biological flyers such as birds and insects can help improve the performance of micro air vehicles. The present research focuses on the aerodynamics of insect-like flapping wing flight with the approach of numerical computation. Insect model of hawkmoth is adopted in the numerical study with rigid wing assumption currently. The numerical model integrates the computational fluid dynamics of the flow and active control of wing kinematics to achieve stable flight. The computation grid is a hybrid consisting of background Cartesian nodes and clouds of mesh-free grids around immersed boundaries. The generalized finite difference method is used in conjunction with single value decomposition (SVD-GFD) in computational fluid dynamics solver to study the dynamics of a free hovering hummingbird hawkmoth. The longitudinal dynamics of the hovering flight is governed by three control parameters, i.e., wing plane angle, mean positional angle and wing beating frequency. In present work, a PID controller works out the appropriate control parameters with the insect motion as input. The controller is adjusted to acquire desired maneuvering of the insect flight. The numerical scheme in present study is proven to be accurate and stable to simulate the flight of the hummingbird hawkmoth, which has relatively high Reynolds number. The PID controller is responsive to provide feedback to the wing kinematics during the hovering flight. The simulated hovering flight agrees well with the real insect flight. The present numerical study offers a promising route to investigate the free flight aerodynamics of insects, which could overcome some of the limitations of experiments.

Keywords: aerodynamics, flight control, computational fluid dynamics (CFD), flapping-wing flight

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Authors: Romulo D. C. Santos, Silvio M. A. Gama, Ramiro G. R. Camacho

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In this present paper, the thermos-fluid dynamics considering the mixed convection (natural and forced convections) and the principles of turbulence flow around complex geometries have been studied. In these applications, it was necessary to analyze the influence between the flow field and the heated immersed body with constant temperature on its surface. This paper presents a study about the Newtonian incompressible two-dimensional fluid around isothermal geometry using the immersed boundary method (IBM) with the virtual physical model (VPM). The numerical code proposed for all simulations satisfy the calculation of temperature considering Dirichlet boundary conditions. Important dimensionless numbers such as Strouhal number is calculated using the Fast Fourier Transform (FFT), Nusselt number, drag and lift coefficients, velocity and pressure. Streamlines and isothermal lines are presented for each simulation showing the flow dynamics and patterns. The Navier-Stokes and energy equations for mixed convection were discretized using the finite difference method for space and a second order Adams-Bashforth and Runge-Kuta 4th order methods for time considering the fractional step method to couple the calculation of pressure, velocity, and temperature. This work used for simulation of turbulence, the Smagorinsky, and Spalart-Allmaras models. The first model is based on the local equilibrium hypothesis for small scales and hypothesis of Boussinesq, such that the energy is injected into spectrum of the turbulence, being equal to the energy dissipated by the convective effects. The Spalart-Allmaras model, use only one transport equation for turbulent viscosity. The results were compared with numerical data, validating the effect of heat-transfer together with turbulence models. The IBM/VPM is a powerful tool to simulate flow around complex geometries. The results showed a good numerical convergence in relation the references adopted.

Keywords: immersed boundary method, mixed convection, turbulence methods, virtual physical model

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Authors: Samia Kouki

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Solving NP-hard combinatorial optimization problems by exact search methods, such as Branch-and-Bound, may degenerate to complete enumeration. For that reason, exact approaches limit us to solve only small or moderate size problem instances, due to the exponential increase in CPU time when problem size increases. One of the most promising ways to reduce significantly the computational burden of sequential versions of Branch-and-Bound is to design parallel versions of these algorithms which employ several processors. This paper describes a parallel Branch-and-Bound algorithm called GALB for solving the classical permutation flowshop scheduling problem as well as its implementation on a Grid computing infrastructure. The experimental study of our distributed parallel algorithm gives promising results and shows clearly the benefit of the parallel paradigm to solve large-scale instances in moderate CPU time.

Keywords: grid computing, permutation flow shop problem, branch and bound, load balancing

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Authors: Leila Maleki, Ezatollah Ahmadi

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The aim of this study was to investigate the effectiveness of memory training exercise on cognitive flexibility. The method of this study was experimental. The statistical population selected 40 students 14 years old, samples were chosen by available sampling method and then they were replaced in experimental (training program) group and control group randomly and answered to Wisconsin Card Sorting Test; covariance test results indicated that there were a significant in post-test scores of experimental group (p<0.005).

Keywords: cognitive flexibility, working memory exercises, problem solving, reaction time

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Authors: Majid Yazdandoust

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This study, tries to suggest a design method based on displacement using finite difference numerical modeling in reinforcing soil retaining wall with steel strip. In this case, dynamic loading characteristics such as duration, frequency, peak ground acceleration, geometrical characteristics of reinforced soil structure and type of the site are considered to correct the pseudo static method and finally introduce the pseudo static coefficient as a function of seismic performance level and peak ground acceleration. For this purpose, the influence of dynamic loading characteristics, reinforcement length, height of reinforced system and type of the site are investigated on seismic behavior of reinforcing soil retaining wall with steel strip. Numerical results illustrate that the seismic response of this type of wall is highly dependent to cumulative absolute velocity, maximum acceleration, and height and reinforcement length so that the reinforcement length can be introduced as the main factor in shape of failure. Considering the loading parameters, mechanically stabilized earth wall parameters and type of the site showed that the used method in this study leads to most efficient designs in comparison with other methods which are generally suggested in cods that are usually based on limit-equilibrium concept. The outputs show the over-estimation of equilibrium design methods in comparison with proposed displacement based methods here.

Keywords: pseudo static coefficient, seismic performance design, numerical modeling, steel strip reinforcement, retaining walls, cumulative absolute velocity, failure shape

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin

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Authors: Malika Ourabia

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A new and efficient method is presented for the analysis of arbitrarily shaped discontinuities. The discontinuities is characterized using a hybrid spectral/numerical technique. This structure presents an arbitrary number of ports, each one with different orientation and dimensions. This article presents a hybrid method based on multimode contour integral and mode matching techniques. The process is based on segmentation and dividing the structure into key building blocks. We use the multimode contour integral method to analyze the blocks including irregular shape discontinuities. Finally, the multimode scattering matrix of the whole structure can be found by cascading the blocks. Therefore, the new method is suitable for analysis of a wide range of waveguide problems. Therefore, the present approach can be applied easily to the analysis of any multiport junctions and cascade blocks. The accuracy of the method is validated comparing with results for several complex problems found in the literature. CPU times are also included to show the efficiency of the new method proposed.

Keywords: segmentation, s parameters, simulation, optimization

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Authors: P. Suresh, K. Gunasekaran, R. Thanigaivelan

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Radio frequency identification (RFID) technology has been attracting considerable attention with the expectation of improved supply chain visibility for consumer goods, apparel, and pharmaceutical manufacturers, as well as retailers and government procurement agencies. It is also expected to improve the consumer shopping experience by making it more likely that the products they want to purchase are available. Recent announcements from some key retailers have brought interest in RFID to the forefront. A modified K- Means Cluster based Heuristic approach, Hybrid Genetic Algorithm (GA) - Simulated Annealing (SA) approach, Hybrid K-Means Cluster based Heuristic-GA and Hybrid K-Means Cluster based Heuristic-GA-SA for Open Loop Supply Chain Network problem are proposed. The study incorporated uniform crossover operator and combined crossover operator in GAs for solving open loop supply chain distribution network problem. The algorithms are tested on 50 randomly generated data set and compared with each other. The results of the numerical experiments show that the Hybrid K-means cluster based heuristic-GA-SA, when tested on 50 randomly generated data set, shows superior performance to the other methods for solving the open loop supply chain distribution network problem.

Keywords: RFID, supply chain distribution network, open loop supply chain, genetic algorithm, simulated annealing

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Authors: Aimad Koulali

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Flow structure evolution around a single pair of Delta vortex generators (VGs) is studied numerically. For laminar, transient, and turbulent flow regimes, numerical simulations have been performed in a duct with a pair of Delta vortex generators. The finiteelementmethodwasused to simulate the flow. To formulate the fluid structure interaction problem, the ALE formulation was used. The aim of this study is to provide a detailed insight into the generation and dissipation of longitudinal vortices over a wide range of flow regimes, including the laminar-turbulent transition. A wide range of parameters has been exploited to describe the inducedphenomenawithin the flow. Weexaminedvariousparametersdepending on the VG geometry, the flow regime, and the channel geometry. A detailed analysis of the turbulence and wall shear stress properties has been evaluated. The results affirm that there are still optimal values to obtain better performing vortices in order to improve the exchange performance.

Keywords: finte element method, deformable vortex generator, numerical analysis, fluid structure interaction, ALE formlation, turbulent flow

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Sonia Ben Hamza, Sabra Habli, Nejla Mahjoub Said, Hervé Bournot, Georges Le Palec

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The distribution characteristics of pollutants released at different vertical inlet positions of an open channel are investigated with a three-dimensional numerical model. Pollutants are injected from time-dependent sources in a turbulent free surface flow. Numerical computations were carried out using ANSYS Fluent which is based on the finite volume approach. The air/water interface was modeled with the volume of the fluid method (VOF). By focusing on investigating the influences of flow on pollutants, it is found that pollutant released from the bottom position of the channel takes more time to disperse in the longitudinal direction of the flow in comparison with the case of pollutant released near the free surface. On the other hand, the pollutant released from the bottom position generates a vertical dispersion with decreased amplitude. These findings may assist in cost-effective scientific countermeasures to be taken for accident or planned pollutant discharged into a river.

Keywords: numerical simulation, pollutant release, turbulent free surface flow, VOF model

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Authors: Daniel N. L. Alves, Marcelo C. Rodrigues, Jose G. de Almeida

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The search for structural efficiency in mechanical systems has been strongly exerted with aim of economic optimization and structural safety. As soon, to understand the response of materials when submitted to adverse conditions is essential to design a safety project. This work investigates the presence of cracks in dissimilar welded joints (DWJ). Its fracture toughness responses depend upon the heterogeneity present in these joints. Thus, this work aim analyzing the behavior of the crack tip zone located in a buttery dissimilar welded joint (ASTM A-36, Inconel, and AISI 8630 M) used in the union of pipes present in the offshore oil production lines. The crack was placed 1 mm from fusion line (FL) Inconel-AISI 8630 M toward the AISI 8630 M. Finite Element Method (FEM) was used to analyze stress and strain fields generated during the loading imposed on the specimen. It was possible observing critical stress area by the numerical tool as well as a preferential plastic flow was also observed in the sample of dissimilar welded joint, which can be considered a harbinger of the crack growth path. The results obtained through numerical analysis showed a convergent behavior in relation to the plastic flow, qualitatively and quantitatively, in agreement with previous performed.

Keywords: crack, dissimilar welded joint, numerical analysis, strain field, the stress field

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Authors: Niladri Sekhar Barma, Satish Dhandole

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Damage identification in the context of safety, nowadays, has become a fundamental research interest area in the field of mechanical, civil, and aerospace engineering structures. The following research is aimed to identify damage in a mechanical beam structure and quantify the severity or extent of damage in terms of loss of stiffness, and obtain an updated analytical Finite Element (FE) model. An FE model is used for analysis, and the location of damage for single and multiple damage cases is identified numerically using the modal strain energy method and mode shape curvature method. Experimental data has been acquired with the help of an accelerometer. Fast Fourier Transform (FFT) algorithm is applied to the measured signal, and subsequently, post-processing is done in MEscopeVes software. The two sets of data, the numerical FE model and experimental results, are compared to locate the damage accurately. The extent of the damage is identified via modal frequencies using a mixed numerical-experimental technique. Mode shape comparison is performed by Modal Assurance Criteria (MAC). The analytical FE model is adjusted by the direct method of model updating. The same study has been extended to some real-life structures such as plate and GARTEUR structures.

Keywords: damage identification, damage quantification, damage detection using modal analysis, structural damage identification

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Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

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Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: structural reliability, reinforced concrete bridges, combined approach, point estimate method, monte carlo simulation

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Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

Abstract:

Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

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