Search results for: non-linear dynamics
3522 Bidirectional Pendulum Vibration Absorbers with Homogeneous Variable Tangential Friction: Modelling and Design
Authors: Emiliano Matta
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Passive resonant vibration absorbers are among the most widely used dynamic control systems in civil engineering. They typically consist in a single-degree-of-freedom mechanical appendage of the main structure, tuned to one structural target mode through frequency and damping optimization. One classical scheme is the pendulum absorber, whose mass is constrained to move along a curved trajectory and is damped by viscous dashpots. Even though the principle is well known, the search for improved arrangements is still under way. In recent years this investigation inspired a type of bidirectional pendulum absorber (BPA), consisting of a mass constrained to move along an optimal three-dimensional (3D) concave surface. For such a BPA, the surface principal curvatures are designed to ensure a bidirectional tuning of the absorber to both principal modes of the main structure, while damping is produced either by horizontal viscous dashpots or by vertical friction dashpots, connecting the BPA to the main structure. In this paper, a variant of BPA is proposed, where damping originates from the variable tangential friction force which develops between the pendulum mass and the 3D surface as a result of a spatially-varying friction coefficient pattern. Namely, a friction coefficient is proposed that varies along the pendulum surface in proportion to the modulus of the 3D surface gradient. With such an assumption, the dissipative model of the absorber can be proven to be nonlinear homogeneous in the small displacement domain. The resulting homogeneous BPA (HBPA) has a fundamental advantage over conventional friction-type absorbers, because its equivalent damping ratio results independent on the amplitude of oscillations, and therefore its optimal performance does not depend on the excitation level. On the other hand, the HBPA is more compact than viscously damped BPAs because it does not need the installation of dampers. This paper presents the analytical model of the HBPA and an optimal methodology for its design. Numerical simulations of single- and multi-story building structures under wind and earthquake loads are presented to compare the HBPA with classical viscously damped BPAs. It is shown that the HBPA is a promising alternative to existing BPA types and that homogeneous tangential friction is an effective means to realize systems provided with amplitude-independent damping.Keywords: amplitude-independent damping, homogeneous friction, pendulum nonlinear dynamics, structural control, vibration resonant absorbers
Procedia PDF Downloads 1483521 Computational Fluid Dynamics (CFD) Simulations for Studying Flow Behaviors in Dipping Tank in Continuous Latex Gloves Production Lines
Authors: Worrapol Koranuntachai, Tonkid Chantrasmi, Udomkiat Nontakaew
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Medical latex gloves are made from the latex compound in production lines. Latex dipping is considered one of the most important processes that directly affect the final product quality. In a continuous production line, a chain conveyor carries the formers through the process and partially submerges them into an open channel flow in a latex dipping tank. In general, the conveyor speed is determined by the desired production capacity, and the latex-dipping tank can then be designed accordingly. It is important to understand the flow behavior in the dipping tank in order to achieve high quality in the process. In this work, Computational Fluid Dynamics (CFD) was used to simulate the flow past an array of formers in a simplified latex dipping process. The computational results showed both the flow structure and the vortex generation between two formers. The maximum shear stress over the surface of the formers was used as the quality metric of the latex-dipping process when adjusting operation parameters.Keywords: medical latex gloves, latex dipping, dipping tank, computational fluid dynamics
Procedia PDF Downloads 1333520 Finite Element Analysis of the Ordinary Reinforced Concrete Bridge Piers
Authors: Nabin Raj Chaulagain
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Most of the concrete bridges in Nepal constructed during 90's and before are made up of low strength ordinary concrete which might be one of the reasons for damage in higher magnitude earthquake. Those bridges were designed by the outdated bridge codes which might not account the large seismic loads. This research investigates the seismic vulnerability of the existing single column ordinary concrete bridge pier by finite element modeling, using the software Seismostruct. The existing bridge pier capacity has been assessed using nonlinear pushover analysis and performance is compared after retrofitting those pier models with CFRP. Furthermore, the seismic evaluation was made by conducting cyclic loading test at different drift percentage. The performance analysis of bridge pier by nonlinear pushover analysis is further validated by energy dissipation phenomenon measured from the hysteric loop for each model of ordinary concrete piers.Keywords: finite element modeling, ordinary concrete bridge pier, performance analysis, retrofitting
Procedia PDF Downloads 3203519 Three-Dimensional Optimal Path Planning of a Flying Robot for Terrain Following/Terrain Avoidance
Authors: Amirreza Kosari, Hossein Maghsoudi, Malahat Givar
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In this study, the three-dimensional optimal path planning of a flying robot for Terrain Following / Terrain Avoidance (TF/TA) purposes using Direct Collocation has been investigated. To this purpose, firstly, the appropriate equations of motion representing the flying robot translational movement have been described. The three-dimensional optimal path planning of the flying vehicle in terrain following/terrain avoidance maneuver is formulated as an optimal control problem. The terrain profile, as the main allowable height constraint has been modeled using Fractal Generation Method. The resulting optimal control problem is discretized by applying Direct Collocation numerical technique, and then transformed into a Nonlinear Programming Problem (NLP). The efficacy of the proposed method is demonstrated by extensive simulations, and in particular, it is verified that this approach could produce a solution satisfying almost all performance and environmental constraints encountering a low-level flying maneuverKeywords: path planning, terrain following, optimal control, nonlinear programming
Procedia PDF Downloads 1883518 Creation of Ultrafast Ultra-Broadband High Energy Laser Pulses
Authors: Walid Tawfik
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The interaction of high intensity ultrashort laser pulses with plasma generates many significant applications, including soft x-ray lasers, time-resolved laser induced plasma spectroscopy LIPS, and laser-driven accelerators. The development in producing of femtosecond down to ten femtosecond optical pulses has facilitates scientists with a vital tool in a variety of ultrashort phenomena, such as high field physics, femtochemistry and high harmonic generation HHG. In this research, we generate a two-octave-wide ultrashort supercontinuum pulses with an optical spectrum extending from 3.5 eV (ultraviolet) to 1.3 eV (near-infrared) using a capillary fiber filled with neon gas. These pulses are formed according to nonlinear self-phase modulation in the neon gas as a nonlinear medium. The investigations of the created pulses were made using spectral phase interferometry for direct electric-field reconstruction (SPIDER). A complete description of the output pulses was considered. The observed characterization of the produced pulses includes the beam profile, the pulse width, and the spectral bandwidth. After reaching optimization conditions, the intensity of the reconstructed pulse autocorrelation function was applied for the shorts pulse duration to achieve transform limited ultrashort pulses with durations below 6-fs energies up to 600μJ. Moreover, the effect of neon pressure variation on the pulse width was examined. The nonlinear self-phase modulation realized to be increased with the pressure of the neon gas. The observed results may lead to an advanced method to control and monitor ultrashort transit interaction in femtochemistry.Keywords: supercontinuum, ultrafast, SPIDER, ultra-broadband
Procedia PDF Downloads 2243517 Use of In-line Data Analytics and Empirical Model for Early Fault Detection
Authors: Hyun-Woo Cho
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Automatic process monitoring schemes are designed to give early warnings for unusual process events or abnormalities as soon as possible. For this end, various techniques have been developed and utilized in various industrial processes. It includes multivariate statistical methods, representation skills in reduced spaces, kernel-based nonlinear techniques, etc. This work presents a nonlinear empirical monitoring scheme for batch type production processes with incomplete process measurement data. While normal operation data are easy to get, unusual fault data occurs infrequently and thus are difficult to collect. In this work, noise filtering steps are added in order to enhance monitoring performance by eliminating irrelevant information of the data. The performance of the monitoring scheme was demonstrated using batch process data. The results showed that the monitoring performance was improved significantly in terms of detection success rate of process fault.Keywords: batch process, monitoring, measurement, kernel method
Procedia PDF Downloads 3233516 The Nonlinear Research on Rotational Stiffness of Cuplock Joint
Authors: Liuyu Zhang, Di Mo, Qiang Yan, Min Liu
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As the important equipment in the construction field, cuplock scaffold plays an important role in the construction process. As a scaffold connecting member, cuplock joint is of great importance. In order to explore the rotational stiffness nonlinear characteristics changing features of different structural forms of cuplock joint in different tightening torque condition under different conditions of load, ANSYS is used to establish four kinds of cuplock joint models with different forces to simulate the real force situation. By setting the different load conditions which means the cuplock is loaded at a certain distance from the cuplock joint in a certain direction until the cuplock is damaged and considering the gap between the cross bar joint and the vertical bar, the differences in the influence of the structural form and tightening torque on the rotation stiffness of the cuplock under different load conditions are compared. It is significantly important to improve the accuracy of calculating bearing capacity and stability of the cuplock steel pipe scaffold.Keywords: cuplock joint, highway tunnel, non-linear characteristics, rotational stiffness, scaffold stability, theoretical analysis
Procedia PDF Downloads 1233515 Analytical Solution for Thermo-Hydro-Mechanical Analysis of Unsaturated Porous Media Using AG Method
Authors: Davood Yazdani Cherati, Hussein Hashemi Senejani
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In this paper, a convenient analytical solution for a system of coupled differential equations, derived from thermo-hydro-mechanical analysis of three-phase porous media such as unsaturated soils is developed. This kind of analysis can be used in various fields such as geothermal energy systems and seepage of leachate from buried municipal and domestic waste in geomaterials. Initially, a system of coupled differential equations, including energy, mass, and momentum conservation equations is considered, and an analytical method called AGM is employed to solve the problem. The method is straightforward and comprehensible and can be used to solve various nonlinear partial differential equations (PDEs). Results indicate the accuracy of the applied method for solving nonlinear partial differential equations.Keywords: AGM, analytical solution, porous media, thermo-hydro-mechanical, unsaturated soils
Procedia PDF Downloads 2293514 Analysis of the Diffusion Behavior of an Information and Communication Technology Platform for City Logistics
Authors: Giulio Mangano, Alberto De Marco, Giovanni Zenezini
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The concept of City Logistics (CL) has emerged to improve the impacts of last mile freight distribution in urban areas. In this paper, a System Dynamics (SD) model exploring the dynamics of the diffusion of a ICT platform for CL management across different populations is proposed. For the development of the model two sources have been used. On the one hand, the major diffusion variables and feedback loops are derived from a literature review of existing diffusion models. On the other hand, the parameters are represented by the value propositions delivered by the platform as a response to some of the users’ needs. To extract the most important value propositions the Business Model Canvas approach has been used. Such approach in fact focuses on understanding how a company can create value for her target customers. These variables and parameters are thus translated into a SD diffusion model with three different populations namely municipalities, logistics service providers, and own account carriers. Results show that, the three populations under analysis fully adopt the platform within the simulation time frame, highlighting a strong demand by different stakeholders for CL projects aiming at carrying out more efficient urban logistics operations.Keywords: city logistics, simulation, system dynamics, business model
Procedia PDF Downloads 2673513 Three Dimensional Flexible Dynamics of Continuous Cislunar Payloads Transfer System
Authors: Y. Yang, Dian Ming Xing, Qiu Hua Du
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Based on the Motorized Momentum Exchange Tether (MMET), with the principle of momentum exchange, the three dimension flexible dynamics of continuous cislunar payloads transferring system (CCPTS) is built by Lagrange method and its numerical solution is solved by Mathematica software. In the derivation precession of potential energy, this paper uses the Tylor expansion method to simplify the Lagrange equation. Furthermore, the tension coming from the centripetal load is considered in the elastic potential energy. The comparison simulation results between the 3D rigid model and 3D flexible model of CCPTS shows that the tether flexibility has important influence on CCPTS’s orbital parameters (such as radius of CCPTS’s COM and the true anomaly) and the tether’s rotational movement, the relative deviation of radius and the true anomaly between the two dynamic models is about 0.00678% and 0.00259%, the relative deviation of the angle of tether-span and local gravity gradient is about 3.55%. Additionally, the external torque has an apparent influence on the tether’s axial vibration.Keywords: cislunar transfer, dynamics, momentum exchange, tether
Procedia PDF Downloads 2693512 Housing Price Dynamics: Comparative Study of 1980-1999 and the New Millenium
Authors: Janne Engblom, Elias Oikarinen
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The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.Keywords: dynamic model, panel data, cross-sectional dependence, interaction model
Procedia PDF Downloads 2513511 Accidental Compartment Fire Dynamics: Experiment, Computational Fluid Dynamics Weakness and Expert Interview Analysis
Authors: Timothy Onyenobi
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Accidental fires and its dynamic as it relates to building compartmentation and the impact of the compartment morphology, is still an on-going area of study; especially with the use of computational fluid dynamics (CFD) modeling methods. With better knowledge on this subject come better solution recommendations by fire engineers. Interviews were carried out for this study where it was identified that the response perspectives to accidental fire were different with the fire engineer providing qualitative data which is based on “what is expected in real fires” and the fire fighters provided information on “what actually obtains in real fires”. This further led to a study and analysis of two real and comprehensively instrumented fire experiments: the Open Plan Office Project by National Institute of Standard and Technology (NIST) USA (to study time to flashover) and the TF2000 project by the Building Research Establishment (BRE) UK (to test for conformity with Building Regulation requirements). The findings from the analysis of the experiments revealed the relative yet critical weakness of fire prediction using a CFD model (usually used by fire engineers) as well as explained the differences in response perspectives of the fire engineers and firefighters from the interview analysis.Keywords: CFD, compartment fire, experiment, fire fighters, fire engineers
Procedia PDF Downloads 3383510 Fuzzy Logic Driven PID Controller for PWM Based Buck Converter
Authors: Bandreddy Anand Babu, Mandadi Srinivasa Rao, Chintala Pradeep Reddy
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The main theme of this paper is to design fuzzy logic Proportional Integral Derivative controller for controlling of Pulse Width Modulator (PWM) based DCDC buck converter in continuous conduction mode of operation and comparing the results of FPID and ANFIS. Simulation is done to fuzzy the given input variables and membership functions of input values, creating the interference rules linking the input and output variables and after then defuzzfies the output variables. Fuzzy logic is simple for nonlinear models like buck converter. Fuzzy logic based PID controller technique is to control, nonlinear plants like buck converters in switching variables of power electronics. The characteristics of FPID are in terms of rise time, settling time, rise time, steady state errors for different inputs and load disturbances.Keywords: fuzzy logic, PID controller, DC-DC buck converter, pulse width modulation
Procedia PDF Downloads 10133509 Nonlinear Finite Element Modeling of Unbonded Steel Reinforced Concrete Beams
Authors: Fares Jnaid, Riyad Aboutaha
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In this paper, a nonlinear Finite Element Analysis (FEA) was carried out using ANSYS software to build a model able of predicting the behavior of Reinforced Concrete (RC) beams with unbonded reinforcement. The FEA model was compared to existing experimental data by other researchers. The existing experimental data consisted of 16 beams that varied from structurally sound beams to beams with unbonded reinforcement with different unbonded lengths and reinforcement ratios. The model was able to predict the ultimate flexural strength, load-deflection curve, and crack pattern of concrete beams with unbonded reinforcement. It was concluded that when the when the unbonded length is less than 45% of the span, there will be no decrease in the ultimate flexural strength due to the loss of bond between the steel reinforcement and the surrounding concrete regardless of the reinforcement ratio. Moreover, when the reinforcement ratio is relatively low, there will be no decrease in ultimate flexural strength regardless of the length of unbond.Keywords: FEA, ANSYS, unbond, strain
Procedia PDF Downloads 2533508 Submodeling of Mega-Shell Reinforced Concrete Solar Chimneys
Authors: Areeg Shermaddo, Abedulgader Baktheer
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Solar updraft power plants (SUPPs) made from reinforced concrete (RC) are an innovative technology to generate solar electricity. An up to 1000 m high chimney represents the major part of each SUPP ensuring the updraft of the warmed air from the ground. Numerical simulation of nonlinear behavior of such large mega shell concrete structures is a challenging task, and computationally expensive. A general finite element approach to simulate reinforced concrete bearing behavior is presented and verified on a simply supported beam, as well as the technique of submodeling. The verified numerical approach is extended and consecutively transferred to a more complex chimney structure of a SUPP. The obtained results proved the reliability of submodeling technique in analyzing critical regions of simple and complex mega concrete structures with high accuracy and dramatic decrease in the computation time.Keywords: ABAQUS, nonlinear analysis, submodeling, SUPP
Procedia PDF Downloads 2193507 Nonlinear Evolution of the Pulses of Elastic Waves in Geological Materials
Authors: Elena B. Cherepetskaya, Alexander A. Karabutov, Natalia B. Podymova, Ivan Sas
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Nonlinear evolution of broadband ultrasonic pulses passed through the rock specimens is studied using the apparatus ‘GEOSCAN-02M’. Ultrasonic pulses are excited by the pulses of Q-switched Nd:YAG laser with the time duration of 10 ns and with the energy of 260 mJ. This energy can be reduced to 20 mJ by some light filters. The laser beam radius did not exceed 5 mm. As a result of the absorption of the laser pulse in the special material – the optoacoustic generator–the pulses of longitudinal ultrasonic waves are excited with the time duration of 100 ns and with the maximum pressure amplitude of 10 MPa. The immersion technique is used to measure the parameters of these ultrasonic pulses passed through a specimen, the immersion liquid is distilled water. The reference pulse passed through the cell with water has the compression and the rarefaction phases. The amplitude of the rarefaction phase is five times lower than that of the compression phase. The spectral range of the reference pulse reaches 10 MHz. The cubic-shaped specimens of the Karelian gabbro are studied with the rib length 3 cm. The ultimate strength of the specimens by the uniaxial compression is (300±10) MPa. As the reference pulse passes through the area of the specimen without cracks the compression phase decreases and the rarefaction one increases due to diffraction and scattering of ultrasound, so the ratio of these phases becomes 2.3:1. After preloading some horizontal cracks appear in the specimens. Their location is found by one-sided scanning of the specimen using the backward mode detection of the ultrasonic pulses reflected from the structure defects. Using the computer processing of these signals the images are obtained of the cross-sections of the specimens with cracks. By the increase of the reference pulse amplitude from 0.1 MPa to 5 MPa the nonlinear transformation of the ultrasonic pulse passed through the specimen with horizontal cracks results in the decrease by 2.5 times of the amplitude of the rarefaction phase and in the increase of its duration by 2.1 times. By the increase of the reference pulse amplitude from 5 MPa to 10 MPa the time splitting of the phases is observed for the bipolar pulse passed through the specimen. The compression and rarefaction phases propagate with different velocities. These features of the powerful broadband ultrasonic pulses passed through the rock specimens can be described by the hysteresis model of Preisach-Mayergoyz and can be used for the location of cracks in the optically opaque materials.Keywords: cracks, geological materials, nonlinear evolution of ultrasonic pulses, rock
Procedia PDF Downloads 3503506 Optimal Dynamic Economic Load Dispatch Using Artificial Immune System
Authors: I. A. Farhat
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The dynamic economic dispatch (DED) problem is one of the complex, constrained optimization problems that have nonlinear, con-convex and non-smooth objective functions. The purpose of the DED is to determine the optimal economic operation of the committed units while meeting the load demand. Associated to this constrained problem there exist highly nonlinear and non-convex practical constraints to be satisfied. Therefore, classical and derivative-based methods are likely not to converge to an optimal or near optimal solution to such a dynamic and large-scale problem. In this paper, an Artificial Immune System technique (AIS) is implemented and applied to solve the DED problem considering the transmission power losses and the valve-point effects in addition to the other operational constraints. To demonstrate the effectiveness of the proposed technique, two case studies are considered. The results obtained using the AIS are compared to those obtained by other methods reported in the literature and found better.Keywords: artificial immune system, dynamic economic dispatch, optimal economic operation, large-scale problem
Procedia PDF Downloads 2363505 Back Stepping Sliding Mode Control of Blood Glucose for Type I Diabetes
Authors: N. Tadrisi Parsa, A. R. Vali, R. Ghasemi
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Diabetes is a growing health problem in worldwide. Especially, the patients with Type 1 diabetes need strict glycemic control because they have deficiency of insulin production. This paper attempts to control blood glucose based on body mathematical body model. The Bergman minimal mathematical model is used to develop the nonlinear controller. A novel back-stepping based sliding mode control (B-SMC) strategy is proposed as a solution that guarantees practical tracking of a desired glucose concentration. In order to show the performance of the proposed design, it is compared with conventional linear and fuzzy controllers which have been done in previous researches. The numerical simulation result shows the advantages of sliding mode back stepping controller design to linear and fuzzy controllers.Keywords: bergman model, nonlinear control, back stepping, sliding mode control
Procedia PDF Downloads 3823504 A Nonlinear Feature Selection Method for Hyperspectral Image Classification
Authors: Pei-Jyun Hsieh, Cheng-Hsuan Li, Bor-Chen Kuo
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For hyperspectral image classification, feature reduction is an important pre-processing for avoiding the Hughes phenomena due to the difficulty for collecting training samples. Hence, lots of researches developed feature selection methods such as F-score, HSIC (Hilbert-Schmidt Independence Criterion), and etc., to improve hyperspectral image classification. However, most of them only consider the class separability in the original space, i.e., a linear class separability. In this study, we proposed a nonlinear class separability measure based on kernel trick for selecting an appropriate feature subset. The proposed nonlinear class separability was formed by a generalized RBF kernel with different bandwidths with respect to different features. Moreover, it considered the within-class separability and the between-class separability. A genetic algorithm was applied to tune these bandwidths such that the smallest with-class separability and the largest between-class separability simultaneously. This indicates the corresponding feature space is more suitable for classification. In addition, the corresponding nonlinear classification boundary can separate classes very well. These optimal bandwidths also show the importance of bands for hyperspectral image classification. The reciprocals of these bandwidths can be viewed as weights of bands. The smaller bandwidth, the larger weight of the band, and the more importance for classification. Hence, the descending order of the reciprocals of the bands gives an order for selecting the appropriate feature subsets. In the experiments, three hyperspectral image data sets, the Indian Pine Site data set, the PAVIA data set, and the Salinas A data set, were used to demonstrate the selected feature subsets by the proposed nonlinear feature selection method are more appropriate for hyperspectral image classification. Only ten percent of samples were randomly selected to form the training dataset. All non-background samples were used to form the testing dataset. The support vector machine was applied to classify these testing samples based on selected feature subsets. According to the experiments on the Indian Pine Site data set with 220 bands, the highest accuracies by applying the proposed method, F-score, and HSIC are 0.8795, 0.8795, and 0.87404, respectively. However, the proposed method selects 158 features. F-score and HSIC select 168 features and 217 features, respectively. Moreover, the classification accuracies increase dramatically only using first few features. The classification accuracies with respect to feature subsets of 10 features, 20 features, 50 features, and 110 features are 0.69587, 0.7348, 0.79217, and 0.84164, respectively. Furthermore, only using half selected features (110 features) of the proposed method, the corresponding classification accuracy (0.84168) is approximate to the highest classification accuracy, 0.8795. For other two hyperspectral image data sets, the PAVIA data set and Salinas A data set, we can obtain the similar results. These results illustrate our proposed method can efficiently find feature subsets to improve hyperspectral image classification. One can apply the proposed method to determine the suitable feature subset first according to specific purposes. Then researchers can only use the corresponding sensors to obtain the hyperspectral image and classify the samples. This can not only improve the classification performance but also reduce the cost for obtaining hyperspectral images.Keywords: hyperspectral image classification, nonlinear feature selection, kernel trick, support vector machine
Procedia PDF Downloads 2653503 Cointegration Dynamics in Asian Stock Markets: Implications for Long-Term Portfolio Management
Authors: Xinyi Xu
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This study conducts a detailed examination of Asian stock markets over the period from 2008 to 2023, with a focus on the dynamics of cointegration and their relevance for long-term investment strategies. Specifically, we assess the co-movement and potential for pairs trading—a strategy where investors take opposing positions on two stocks, indices, or financial instruments that historically move together. For example, we explore the relationship between the Nikkei 225 (N225), Japan’s benchmark stock index, and the Straits Times Index (STI) of Singapore, as well as the relationship between the Korea Composite Stock Price Index (KS11) and the STI. The methodology includes tests for normality, stationarity, cointegration, and the application of Vector Error Correction Modeling (VECM). Our findings reveal significant long-term relationships between these pairs, indicating opportunities for pairs trading strategies. Furthermore, the research underscores the challenges posed by model instability and the influence of major global incidents, which are identified as structural breaks. These findings pave the way for further exploration into the intricacies of financial market dynamics.Keywords: normality tests, stationarity, cointegration, VECM, pairs trading
Procedia PDF Downloads 563502 The Effect of Different Parameters on a Single Invariant Lateral Displacement Distribution to Consider the Higher Modes Effect in a Displacement-Based Pushover Procedure
Authors: Mohamad Amin Amini, Mehdi Poursha
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Nonlinear response history analysis (NL-RHA) is a robust analytical tool for estimating the seismic demands of structures responding in the inelastic range. However, because of its conceptual and numerical complications, the nonlinear static procedure (NSP) is being increasingly used as a suitable tool for seismic performance evaluation of structures. The conventional pushover analysis methods presented in various codes (FEMA 356; Eurocode-8; ATC-40), are limited to the first-mode-dominated structures, and cannot take higher modes effect into consideration. Therefore, since more than a decade ago, researchers developed enhanced pushover analysis procedures to take higher modes effect into account. The main objective of this study is to propose an enhanced invariant lateral displacement distribution to take higher modes effect into consideration in performing a displacement-based pushover analysis, whereby a set of laterally applied displacements, rather than forces, is monotonically applied to the structure. For this purpose, the effect of different parameters such as the spectral displacement of ground motion, the modal participation factor, and the effective modal participating mass ratio on the lateral displacement distribution is investigated to find the best distribution. The major simplification of this procedure is that the effect of higher modes is concentrated into a single invariant lateral load distribution. Therefore, only one pushover analysis is sufficient without any need to utilize a modal combination rule for combining the responses. The invariant lateral displacement distribution for pushover analysis is then calculated by combining the modal story displacements using the modal combination rules. The seismic demands resulting from the different procedures are compared to those from the more accurate nonlinear response history analysis (NL-RHA) as a benchmark solution. Two structures of different heights including 10 and 20-story special steel moment resisting frames (MRFs) were selected and evaluated. Twenty ground motion records were used to conduct the NL-RHA. The results show that more accurate responses can be obtained in comparison with the conventional lateral loads when the enhanced modal lateral displacement distributions are used.Keywords: displacement-based pushover, enhanced lateral load distribution, higher modes effect, nonlinear response history analysis (NL-RHA)
Procedia PDF Downloads 2793501 Spherical Nonlinear Wave Propagation in Relativistic Quantum Plasma
Authors: Alireza Abdikian
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By assuming a quantum relativistic degenerate electron-positron (e-p) plasma media, the nonlinear acoustic solitary propagation in the presence of the stationary ions for neutralizing the plasma background of bounded cylindrical geometry was investigated. By using the standard reductive perturbation technique with cooperation the quantum hydrodynamics model for the e-p fluid, the spherical Kadomtsev-Petviashvili equation was derived for small but finite amplitude waves and was given the solitary wave solution for the parameters relevant for dense astrophysical objects such as white dwarf stars. By using a suitable coordinate transformation and using improved F-expansion technique, the SKP equation can be solved analytically. The numerical results reveal that the relativistic effects lead to propagate the electrostatic bell shape structures and by increasing the relativistic effects, the amplitude and the width of the e-p acoustic solitary wave will decrease.Keywords: Electron-positron plasma, Acoustic solitary wave, Relativistic plasmas, the spherical Kadomtsev-Petviashvili equation
Procedia PDF Downloads 1423500 Population Dynamics of Early Oak Defoliators in Correlation with Micro-climatic Temperature Conditions in Kragujevac Area in Serbia
Authors: Miroslava Marković, Renata Gagić, Serdar, Aleksandar Lučić, Ljubinko Rakonjac
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Forest dieback that comes in waves since the early 20th century has lately grown into an epidemic, in particular in oak stands. For this reason, research was conducted of the population dynamics of early oak defoliators, which represent a grave danger in oak stands due to their gradogenic attributes. The research was carried out over a 5-year period in oak forests in the area of forest administrations Kragujevac and Gornji Milanovac. The samples used in the research were collected from bottom branches, where Geometridae were found in the largest numbers, as well as from the mid and upper parts of the crowns, where other species were found. Population levels of these pests were presented in laboratory conditions on winter branch samples and in newly foliated stands on site, depending on the basic parameters of the climatic conditions. The greatest deviation of the population level of early oak defoliators was noted in 2018 on all 6 presented localities through the analysis of winter branches and the analysis of their presence in newly foliated stands on site, and it was followed by the highest average air temperature.Keywords: defoliators, oak, population level, population dynamics
Procedia PDF Downloads 963499 Multiscale Modelling of Citrus Black Spot Transmission Dynamics along the Pre-Harvest Supply Chain
Authors: Muleya Nqobile, Winston Garira
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We presented a compartmental deterministic multi-scale model which encompass internal plant defensive mechanism and pathogen interaction, then we consider nesting the model into the epidemiological model. The objective was to improve our understanding of the transmission dynamics of within host and between host of Guignardia citricapa Kiely. The inflow of infected class was scaled down to individual level while the outflow was scaled up to average population level. Conceptual model and mathematical model were constructed to display a theoretical framework which can be used for predicting or identify disease pattern.Keywords: epidemiological model, mathematical modelling, multi-scale modelling, immunological model
Procedia PDF Downloads 4593498 Investigating the Dynamics of Knowledge Acquisition in Learning Using Differential Equations
Authors: Gilbert Makanda, Roelf Sypkens
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A mathematical model for knowledge acquisition in teaching and learning is proposed. In this study we adopt the mathematical model that is normally used for disease modelling into teaching and learning. We derive mathematical conditions which facilitate knowledge acquisition. This study compares the effects of dropping out of the course at early stages with later stages of learning. The study also investigates effect of individual interaction and learning from other sources to facilitate learning. The study fits actual data to a general mathematical model using Matlab ODE45 and lsqnonlin to obtain a unique mathematical model that can be used to predict knowledge acquisition. The data used in this study was obtained from the tutorial test results for mathematics 2 students from the Central University of Technology, Free State, South Africa in the department of Mathematical and Physical Sciences. The study confirms already known results that increasing dropout rates and forgetting taught concepts reduce the population of knowledgeable students. Increasing teaching contacts and access to other learning materials facilitate knowledge acquisition. The effect of increasing dropout rates is more enhanced in the later stages of learning than earlier stages. The study opens up a new direction in further investigations in teaching and learning using differential equations.Keywords: differential equations, knowledge acquisition, least squares nonlinear, dynamical systems
Procedia PDF Downloads 3643497 Super Harmonic Nonlinear Lateral Vibration of an Axially Moving Beam with Rotating Prismatic Joint
Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan
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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.Keywords: super harmonic resonances, non-linear vibration, axially moving beam, Galerkin method
Procedia PDF Downloads 3923496 Chaotic Electronic System with Lambda Diode
Authors: George Mahalu
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The Chua diode has been configured over time in various ways, using electronic structures like as operational amplifiers (OAs) or devices with gas or semiconductors. When discussing the use of semiconductor devices, tunnel diodes (Esaki diodes) are most often considered, and more recently, transistorized configurations such as lambda diodes. The paper-work proposed here uses in the modeling a lambda diode type configuration consisting of two Junction Field Effect Transistors (JFET). The original scheme is created in the MULTISIM electronic simulation environment and is analyzed in order to identify the conditions for the appearance of evolutionary unpredictability specific to nonlinear dynamic systems with chaos-induced behavior. The chaotic deterministic oscillator is one autonomous type, a fact that places it in the class of Chua’s type oscillators, the only significant and most important difference being the presence of a nonlinear device like the one mentioned structure above. The chaotic behavior is identified both by means of strange attractor-type trajectories and visible during the simulation and by highlighting the hypersensitivity of the system to small variations of one of the input parameters. The results obtained through simulation and the conclusions drawn are useful in the further research of ways to implement such constructive electronic solutions in theoretical and practical applications related to modern small signal amplification structures, to systems for encoding and decoding messages through various modern ways of communication, as well as new structures that can be imagined both in modern neural networks and in those for the physical implementation of some requirements imposed by current research with the aim of obtaining practically usable solutions in quantum computing and quantum computers.Keywords: chaos, lambda diode, strange attractor, nonlinear system
Procedia PDF Downloads 863495 Molecular Dynamics Studies of Main Factors Affecting Mass Transport Phenomena on Cathode of Polymer Electrolyte Membrane Fuel Cell
Authors: Jingjing Huang, Nengwei Li, Guanghua Wei, Jiabin You, Chao Wang, Junliang Zhang
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In this work, molecular dynamics (MD) simulation is applied to analyze the mass transport process in the cathode of proton exchange membrane fuel cell (PEMFC), of which all types of molecules situated in the cathode is considered. a reasonable and effective MD simulation process is provided, and models were built and compared using both Materials Studio and LAMMPS. The mass transport is one of the key issues in the study of proton exchange membrane fuel cells (PEMFCs). In this report, molecular dynamics (MD) simulation is applied to analyze the influence of Nafion ionomer distribution and Pt nano-particle size on mass transport process in the cathode. It is indicated by the diffusion coefficients calculation that a larger quantity of Nafion, as well as a higher equivalent weight (EW) value, will hinder the transport of oxygen. In addition, medium-sized Pt nano-particles (1.5~2nm) are more advantageous in terms of proton transport compared with other particle sizes (0.94~2.55nm) when the center-to-center distance between two Pt nano-particles is around 5 nm. Then mass transport channels are found to be formed between the hydrophobic backbone and the hydrophilic side chains of Nafion ionomer according to the radial distribution function (RDF) curves. And the morphology of these channels affected by the Pt size is believed to influence the transport of hydronium ions and, consequently the performance of PEMFC.Keywords: cathode catalytic layer, mass transport, molecular dynamics, proton exchange membrane fuel cell
Procedia PDF Downloads 2433494 Analytical Modeling of Equivalent Magnetic Circuit in Multi-segment and Multi-barrier Synchronous Reluctance Motor
Authors: Huai-Cong Liu,Tae Chul Jeong,Ju Lee
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This paper describes characteristic analysis of a synchronous reluctance motor (SynRM)’s rotor with the Multi-segment and Multi-layer structure. The magnetic-saturation phenomenon in SynRM is often appeared. Therefore, when modeling analysis of SynRM the calculation of nonlinear magnetic field needs to be considered. An important influence factor on the convergence process is how to determine the relative permeability. An improved method, which ensures the calculation, is convergence by linear iterative method for saturated magnetic field. If there are inflection points on the magnetic curve,an optimum convergence method of solution for nonlinear magnetic field was provided. Then the equivalent magnetic circuit is calculated, and d,q-axis inductance can be got. At last, this process is applied to design a 7.5Kw SynRM and its validity is verified by comparing with the result of finite element method (FEM) and experimental test data.Keywords: SynRM, magnetic-saturation, magnetic circuit, analytical modeling
Procedia PDF Downloads 5033493 Sliding Velocity in Impact with Friction in Three-Dimensional Multibody Systems
Authors: Hesham A. Elkaranshawy, Amr Abdelrazek, Hosam Ezzat
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This paper analyzes a single point rough collision in three dimensional rigid-multibody systems. A set of nonlinear different equations describing the progress and outcome of the impact are obtained. Specifically in case of the tangential, referred to as sliding, component of impact velocity is of great importance. Numerical methods are used to solve this problem. In this work, all these possible sliding behaviors during impact are identified, conditions leading to each behavior are specified, and an appropriate numerical procedure is suggested. A case of a four-degrees-of-freedom spatial robot that collides with its environment is investigated. The phase portrait of the tangential velocity, which presents the flow trajectories for different initial conditions, is calculated. Using the coefficient of friction as a control parameter, few phase portraits are drawn, each for a specific value of this coefficient. In addition, the bifurcation associated with the variation of this coefficient will be investigated.Keywords: friction impact, three-dimensional rigid multibody systems, sliding velocity, nonlinear ordinary differential equations, phase portrait
Procedia PDF Downloads 381