Search results for: computational study

Authors: Mengke Zhan, Cheng-Gang Xie, Jian-Jun Shu

Abstract:

A venturi flowmeter is a common device used in multiphase flow rate measurement in the upstream oil and gas industry. Having a robust computational model for multiphase flow in a venturi is desirable for understanding the gas-liquid and fluid-pipe interactions and predicting pressure and phase distributions under various flow conditions. A steady Eulerian-Eulerian framework is used to simulate upward gas-liquid flow in a vertical venturi. The simulation results are compared with experimental measurements of venturi differential pressure and chord-averaged gas holdup in the venturi throat section. The choice of turbulence model is nontrivial in the multiphase flow modelling in a venturi. The performance cross-comparison of the k-ϵ model, Reynolds stress model (RSM) and shear-stress transport (SST) k-ω turbulence model is made in the study. In terms of accuracy and computational cost, the SST k-ω turbulence model is observed to be the most efficient.

Keywords: computational fluid dynamics (CFD), gas-liquid flow, turbulence modelling, venturi

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Authors: Mehdi Ghommem, Daniel Garcia, Nathan Collier, Victor Calo

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We develop a fast, user-friendly implementation of a potential flow solver based on the unsteady vortex lattice method (UVLM). The computational framework uses the Python programming language which has easy integration with the scripts requiring computationally-expensive operations written in Fortran. The mixed-language approach enables high performance in terms of solution time and high flexibility in terms of easiness of code adaptation to different system configurations and applications. This computational tool is intended to predict the unsteady aerodynamic behavior of multiple moving bodies (e.g., flapping wings, rotating blades, suspension bridges...) subject to an incoming air. We simulate different aerodynamic problems to validate and illustrate the usefulness and effectiveness of the developed computational tool.

Keywords: unsteady aerodynamics, numerical simulations, mixed-language approach, potential flow

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Authors: Xue Xiao, Sun Hao, Liu Donghua

Abstract:

E-commerce is experiencing rapid development and evolution, but traditional research methods are difficult to fully demonstrate the relationship between micro factors and macro evolution in the development process of e-commerce, which cannot provide accurate assessment for the existing strategies and predict the future evolution trends. To solve these problems, this paper presents the concept of e-commerce service ecosystem based on the characteristics of e-commerce and business ecosystem theory, describes e-commerce environment as a complex adaptive system from the perspective of ecology, constructs a e-commerce service ecosystem model by using Agent-based modeling method and Java language in RePast simulation platform and conduct experiment through the way of computational experiment, attempt to provide a suitable and effective researching method for the research on e-commerce evolution. By two experiments, it can be found that system model built in this paper is able to show the evolution process of e-commerce service ecosystem and the relationship between micro factors and macro emergence. Therefore, the system model constructed by Agent-based method and computational experiment provides proper means to study the evolution of e-commerce ecosystem.

Keywords: e-commerce service ecosystem, complex system, agent-based modeling, computational experiment

Procedia PDF Downloads 330

Authors: Momoh Omeiza Sheidu

Abstract:

Finite element method as a method of providing solutions to problems in computational bio mechanics provides a framework for modeling the function of tissues that integrates structurally from cell to organ system and functionally across the physiological processes that affect tissue mechanics or are regulated by mechanical forces. In this paper, we present an integrative finite element strategy for solution to problems in tissue bio mechanics as a case study.

Keywords: finite element, biomechanics, modeling, computational biomechanics

Procedia PDF Downloads 478

Authors: Kianoosh Ahadi, Mustafa Ergil

Abstract:

In this study, the event of vibrations caused by vortexes and the distribution of induced hydrodynamic forces due to vortexes on the sliding gate valves has been investigated. For this reason, a sliding valve with the help of computational fluid dynamics (CFD) software was simulated in two-dimensional )2D(, where the flow and turbulence equations were solved for three different valve openings (full, half, and 16.7 %) models. The variety of vortexes formed within the vicinity of the valve structure was investigated based on time where the trend of fluctuations and their occurrence regions have been detected. From the gathered solution dataset of the numerical simulations, the pressure coefficient (CP), the lift force coefficient (CL), the drag force coefficient (CD), and the momentum coefficient due to hydrodynamic forces (CM) were examined, and relevant figures were generated were from these results, the vortex-induced vibrations were analyzed.

Keywords: induced vibrations, computational fluid dynamics, sliding gate valves, vortexes

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Authors: Dipak Sen, Rajdeep Ghosh

Abstract:

This paper presents a computational study of steady state three dimensional very high turbulent flow and heat transfer characteristics in a constant temperature-surfaced circular duct fitted with 900 hemispherical inline baffles. The computations are based on realizable k-ɛ model with standard wall function considering the finite volume method, and the SIMPLE algorithm has been implemented. Computational Study are carried out for Reynolds number, Re ranging from 80000 to 120000, Prandtl Number, Pr of 0.73, Pitch Ratios, PR of 1,2,3,4,5 based on the hydraulic diameter of the channel, hydrodynamic entry length, thermal entry length and the test section. Ansys Fluent 15.0 software has been used to solve the flow field. Study reveals that circular pipe having baffles has a higher Nusselt number and friction factor compared to the smooth circular pipe without baffles. Maximum Nusselt number and friction factor are obtained for the PR=5 and PR=1 respectively. Nusselt number increases while pitch ratio increases in the range of study; however, friction factor also decreases up to PR 3 and after which it becomes almost constant up to PR 5. Thermal enhancement factor increases with increasing pitch ratio but with slightly decreasing Reynolds number in the range of study and becomes almost constant at higher Reynolds number. The computational results reveal that optimum thermal enhancement factor of 900 inline hemispherical baffle is about 1.23 for pitch ratio 5 at Reynolds number 120000.It also shows that the optimum pitch ratio for which the baffles can be installed in such very high turbulent flows should be 5. Results show that pitch ratio and Reynolds number play an important role on both fluid flow and heat transfer characteristics.

Keywords: friction factor, heat transfer, turbulent flow, circular duct, baffle, pitch ratio

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Authors: M. H. Korayem, Sh. Ameri, N. Yousefi Lademakhi

Abstract:

To ensure the stability of closed-loop nonlinear model predictive control (NMPC) within a finite horizon, there is a need for appropriate design terminal ingredients, which can be a time-consuming and challenging effort. Otherwise, in order to ensure the stability of the control system, it is necessary to consider an infinite predictive horizon. Increasing the prediction horizon increases computational demand and slows down the implementation of the method. In this study, a new technique has been proposed to ensure system stability without terminal ingredients. This technique has been employed in the design of the NMPC algorithm, leading to a reduction in the computational complexity of designing terminal ingredients and computational burden. The studied system is a wheeled mobile robot (WMR) subjected to non-holonomic constraints. Simulation has been investigated for two problems: trajectory tracking and adjustment mode.

Keywords: wheeled mobile robot, nonlinear model predictive control, stability, without terminal ingredients

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Authors: John Allard, Alex Rich, Iris Aguilar, Zachary Dodds

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With this paper we present several experiences deploying novel, low-cost resources for computing with 3D spatial models. Certainly, computing with 3D models undergirds some of our field’s most important contributions to the human experience. Most often, those are contrived artifacts. This work extends that tradition by focusing on novel resources that deliver uncontrived models of a system’s current surroundings. Atop this new capability, we present several projects investigating the student-accessibility of the computational tools for reasoning about the 3D space around us. We conclude that, with current scaffolding, real-world 3D models are now an accessible and viable foundation for creative computational work.

Keywords: 3D vision, matterport model, real-world 3D models, mathematical and computational methods

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Authors: Waziri Victor Onomza, John K. Alhassan, Idris Ismaila, Noel Dogonyaro Moses

Abstract:

This paper describes the problem of building secure computational services for encrypted information in the Cloud Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy, confidentiality, availability of the users. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute theoretical presentations in high-level computational processes that are based on number theory and algebra that can easily be integrated and leveraged in the Cloud computing with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based cryptographic security algorithm.

Keywords: big data analytics, security, privacy, bootstrapping, homomorphic, homomorphic encryption scheme

Procedia PDF Downloads 355

Authors: Junting Xiang, Jörg Uwe Schlüter, Fei Duan

Abstract:

The miniaturization of gas turbines promises many advantages. Miniature gas turbines can be used for local power generation or the propulsion of small aircraft, such as UAV and MAV. However, experience shows that the miniaturization of conventional gas turbines, which are optimized at their current large size, leads to a substantial loss of efficiency and performance at smaller scales. This may be due to a number of factors, such as the Reynolds-number effect, the increased heat transfer, and manufacturing tolerances. In the present work, we focus on computational investigations of the Reynolds number effect and the wall heat transfer on the performance of axial compressor during its size change. The NASA stage 35 compressors are selected as the configuration in this study and Computational Fluid Dynamics (CFD) is used to carry out the miniaturization process and simulations. We perform parameter studies on the effect of Reynolds number and wall thermal conditions. Our results indicate a decrease of efficiency, if the compressor is miniaturized based on its original geometry due to the increase of viscous effects. The increased heat transfer through wall has only a small effect and will actually benefit compressor performance based on our study.

Keywords: axial compressor, CFD, heat transfer, miniature gas turbines, Reynolds number

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Authors: Vineeth Siripuram, Abhineet Nigam

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A bioreactor is an engineered system that supports a biologically active environment. Along the years, the advancements in bioreactors have been widely accepted all over the world for varied applications ranging from sewage treatment to tissue cloning. Driven by tissue and organ shortage, tissue engineering has emerged as an alternative to transplantation for the reconstruction of lost or damaged organs. In this study, Computational fluid dynamics (CFD) has been used to model porous medium flow in scaffolds (taken from the literature) with different flow patterns. A detailed analysis of different scaffold geometries and their influence on cell deposition in the perfusion system is been carried out using Computational fluid dynamics (CFD). Considering the fact that, the scaffold should mimic the organs or tissues structures in a three-dimensional manner, certain assumptions were made accordingly. The research on scaffolds has been extensively carried out in different bioreactors. However, there has been less focus on the morphology of the scaffolds and the flow patterns in which the perfusion system is laid upon. The objective of this paper is to employ a computational approach using CFD simulation to determine the optimal morphology and the anisotropic measurements of the various samples of scaffolds. Using predictive computational modelling approach, variables which exert dominant effects on the cell deposition within the scaffold were prioritised and corresponding changes in morphology of scaffold and flow patterns in the perfusion systems are made. A Eulerian approach was carried on in multiple CFD simulations, and it is observed that the morphological and topological changes in the scaffold perfusion system are of great importance in the commercial applications of scaffolds.

Keywords: cell seeding, CFD, flow patterns, modelling, perfusion systems, scaffold

Procedia PDF Downloads 138

Authors: Haitham A. Hussein, Rozi Abdullah‏‎, Md Azlin Md Said ‎

Abstract:

Gravity separator tanks are used to separate oil from water in treatment units. Achieving the best flow ‎uniformity in a separator tank will improve the maximum removal efficiency of oil globules from water. ‎In this study, the effect on hydraulic performance of different baffle structure positions inside a tank ‎was investigated. Experimental data and 2D computation fluid dynamics were used for analysis. In the ‎numerical model, two-phase flow (drift flux model) was used to validate one-phase flow. For ‎laboratory measurements, the velocity fields were measured using an acoustic Doppler velocimeter. The ‎measurements were compared with the result of the computational model. The results of the ‎experimental and computational simulations indicate that the best location of a baffle structure is ‎achieved when the standard deviation of the velocity profile and the volume of the circulation zone ‎inside the tank are minimized.‎

Keywords: gravity separator tanks, CFD, baffle position, two phase flow, ADV, oil droplet

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Authors: M. H. Alhajeri, Hamad M. Alhajeri, A. H. Alenezi

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Computational fluid dynamics (CFD) investigation of heat transfer in U-duct with turbulators is presented in this paper. The duct passages used to cool internally the blades in gas turbine. The study is focused in the flow behavior and the Nusselt number (Nu) distributions. The model of the u-duct contains two square legs that are connected by 180* turn. Four turbulators are located in each surface of the leg and distributed in a staggered arrangement. The turbulator height and width are equal to 0.1 of the duct width, and the turbulator height is 0.1 of the distance between the turbulators. The Reynolds number (Re) used in this study is 95000 and the inlet velocity is 10 m/s. It was noticed that, after the flow resettles from the interruptions generated by the first turbulator or the turn, the flow construct two eddies, one large and the other is small after and before the turbulator, respectively. The maximum values of the Nu are found at a distance of approximately one turbulator width w before of the flow reattachment point.

Keywords: computational fluid dynamics, CFD, rib, heat transfer, blade

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Authors: Changshan Zhang, Zhijin Yu, Shixing Fan

Abstract:

A comprehensive hazard evaluation for coal self-heating in composite long-wall gobs is heavily dependent on computational simulation. In this study, the spatial distributions of cracks which caused significant air leakage were simulated by universal distinct element code (UDEC) simulation. Based on the main routes of air leakage and characteristics of coal self-heating, a computational fluid dynamics (CFD) modeling was conducted to model the coal spontaneous combustion dangerous area in composite long-wall gobs. The results included the oxygen concentration distributions and temperature profiles showed that the numerical approach is validated by comparison with the test data. Furthermore, under the conditions of specific engineering, the major locations where some techniques for extinguishing and preventing long-wall gob fires need to be put into practice were also examined.

Keywords: computational simulation, UDEC simulation, coal self-heating, CFD modeling, long-wall gobs

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Authors: Hidouri Sami, Aguili Taoufik

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We consider fast and accurate solutions of scattering problems by large perfectly conducting objects (PEC) formulated by an optimization of the Method of Auxiliary Sources (MAS). We present various techniques used to reduce the total computational cost of the scattering problem. The first technique is based on replacing the object by an array of finite number of small (PEC) object with the same shape. The second solution reduces the problem on considering only the half of the object.These two solutions are compared to results from the reference bibliography.

Keywords: method of auxiliary sources, scattering, large object, RCS, computational resources

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Authors: Radhe Tado, Ashish B. Deoghare, K. M. Pandey

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The aim of this study is to estimate the effect of blood flow through the coronary artery in human heart so as to assess the coronary artery disease.Velocity, wall shear stress (WSS), strain rate and wall pressure distribution are some of the important hemodynamic parameters that are non-invasively assessed with computational fluid dynamics (CFD). These parameters are used to identify the mechanical factors responsible for the plaque progression and/or rupture in left coronary arteries (LCA) in coronary arteries.The initial step for CFD simulations was the construction of a geometrical model of the LCA. Patient specific artery model is constructed using computed tomography (CT) scan data with the help of MIMICS Research 19.0. For CFD analysis ANSYS FLUENT-14.5 is used.Hemodynamic parameters were quantified and flow patterns were visualized both in the absence and presence of coronary plaques. The wall pressure continuously decreased towards distal segments and showed pressure drops in stenotic segments. Areas of high WSS and high flow velocities were found adjacent to plaques deposition.

Keywords: angiography, computational fluid dynamics (CFD), time-average wall shear stress (TAWSS), wall pressure, wall shear stress (WSS)

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Authors: Hamza Rekab Djabri, Salah Daoud

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The present paper deals with the computational of structural and electronic properties of ThC and ThN compounds using density functional theory within generalized-gradient (GGA) apraximation and local density approximation (LDA). We employ the full potential linear muffin-tin orbitals (FP-LMTO) as implemented in the Lmtart code. We have used to examine structure parameter in eight different structures such as in NaCl (B1), CsCl (B2), ZB (B3), NiAs (B8), PbO (B10), Wurtzite (B4) , HCP (A3) βSn (A5) structures . The equilibrium lattice parameter, bulk modulus, and its pressure derivative were presented for all calculated phases. The calculated ground state properties are in good agreement with available experimental and theoretical results.

Keywords: DFT, GGA, LDA, properties structurales, ThC, ThN

Procedia PDF Downloads 76

Authors: M. H. Alhajeri, Hamad M. Alhajeri, A. H. Alenezi

Abstract:

This paper reports a Computational Fluid Dynamics (CFD) investigation for a high-temperature high-pressure filtration (ceramic candle filter). However, parallel flow to the filter is considered in this study. Different face (filtration) velocities are examined using the CFD code, FLUENT. Different sizes of particles are tracked through the domain to find the height at which the particles will impinge on the filter surface. Furthermore, particle distribution around the filter (or filter cake) is studied to design efficient cleaning mechanisms. Gravity effect to the particles with various inlet velocities and pressure drop are both considered. In the CFD study, it is found that the gravity influence should not be ignored if the particle sizes exceed 1 micron.

Keywords: fluid flow, CFD, filtration, HTHP

Procedia PDF Downloads 186

Authors: Sarantos Psycharis

Abstract:

Physical Computing, as an instructional model, is applied in the framework of the Engineering Pedagogy to teach “transversal/cross-cutting ideas” in a STEM content approach. Labview and Arduino were used in order to connect the physical world with real data in the framework of the so called Computational Experiment. Tertiary prospective engineering educators were engaged during their course and Computational Thinking (CT) concepts were registered before and after the intervention across didactic activities using validated questionnaires for the relationship between self-efficacy, computer programming, and CT concepts when STEM content epistemology is implemented in alignment with the Computational Pedagogy model. Results show a significant change in students’ responses for self-efficacy for CT before and after the instruction. Results also indicate a significant relation between the responses in the different CT concepts/practices. According to the findings, STEM content epistemology combined with Physical Computing should be a good candidate as a learning and teaching approach in university settings that enhances students’ engagement in CT concepts/practices.

Keywords: arduino, computational thinking, computer programming, Labview, self-efficacy, STEM

Procedia PDF Downloads 91

Authors: Chahid K. Ghaddar

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The spreadsheet engine is exploited via a non-conventional mechanism to enable novel worksheet solver functions for computational calculus. The solver functions bypass inherent restrictions on built-in math and user defined functions by taking variable formulas as a new type of argument while retaining purity and recursion properties. The enabling mechanism permits integration of numerical algorithms into worksheet functions for solving virtually any computational problem that can be modelled by formulas and variables. Several examples are presented for computing integrals, derivatives, and systems of deferential-algebraic equations. Incorporation of the worksheet solver functions with the ubiquitous spreadsheet extend the utility of the latter as a powerful tool for computational mathematics.

Keywords: calculus, differential algebraic equations, solvers, spreadsheet

Procedia PDF Downloads 334

Authors: David Nagy

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This paper exemplifies the influence of the purpose of an aircraft on the aerodynamic properties of its airfoil. In particular, the research takes into consideration two types of aircraft, namely cargo aircraft and military high-speed aircraft and compares their airfoil characteristics using their NACA airfoils as well as computational fluid dynamics. The results show that airfoils of aircraft designed for cargo have a heavier focus on maintaining a large lift force whereas speed-oriented airplanes focus on minimizing the drag force.

Keywords: aerodynamic simulation, aircraft, airfoil, computational fluid dynamics, lift to drag ratio, NACA 64-206, NACA 65-415

Procedia PDF Downloads 339

Authors: Ashish Kumar Agrahari, Amit Kumar

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Paroxysmal nocturnal hemoglobinuria (PNH) is an acquired clonal blood disorder that manifests with hemolytic anemia, thrombosis, and peripheral blood cytopenias. The disease is caused by the deficiency of two glycosylphosphatidylinositols (GPI)-anchored proteins (CD55 and CD59) in the hemopoietic stem cells. The deficiency of GPI-anchored proteins has been associated with the somatic mutations in phosphatidylinositol glycan class A (PIGA). However, the mutations that do not cause PNH is associated with the multiple congenital anomalies-hypotonia-seizures syndrome 2 (MCAHS2). To best of our knowledge, no computational study has been performed to explore the atomistic level impact of PIGA mutations on the structure and dynamics of the protein. In the current work, we are mainly interested to get insights into the molecular mechanism of PIGA mutations. In the initial step, we screened the most pathogenic mutations from the pool of publicly available mutations. Further, to get a better understanding, pathogenic mutations were mapped to the modeled structure and subjected to 50ns molecular dynamics simulation. Our computational study suggests that four mutations are highly vulnerable to altering the structural conformation and stability of the PIGA protein, which illustrates its association with PNH and MCAHS2 phenotype.

Keywords: homology modeling, molecular dynamics simulation, missense mutations PNH, MCAHS2, PIGA

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Authors: Victor Onomza Waziri, John K. Alhassan, Idris Ismaila, Noel Dogonyara

Abstract:

This paper describes the problem of building secure computational services for encrypted information in the Cloud. Computing without decrypting the encrypted data; therefore, it meets the yearning of computational encryption algorithmic aspiration model that could enhance the security of big data for privacy or confidentiality, availability and integrity of the data and user’s security. The cryptographic model applied for the computational process of the encrypted data is the Fully Homomorphic Encryption Scheme. We contribute a theoretical presentations in a high-level computational processes that are based on number theory that is derivable from abstract algebra which can easily be integrated and leveraged in the Cloud computing interface with detail theoretic mathematical concepts to the fully homomorphic encryption models. This contribution enhances the full implementation of big data analytics based on cryptographic security algorithm.

Keywords: big data analytics, security, privacy, bootstrapping, Fully Homomorphic Encryption Scheme

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Authors: Cagri Memis, Muzaffer Kapanoglu

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The school bus routing problem (SBRP) is a variant of the Vehicle Routing Problem (VRP) classified as a location-allocation-routing problem. In this study, the SBRP is decomposed into two sub-problems: (1) bus route generation and (2) bus stop selection to solve large instances of the SBRP in reasonable computational times. To solve the first sub-problem, we propose a genetic algorithm to generate bus routes. Once the routes have been fixed, a sub-problem remains of allocating students to stops considering the capacity of the buses and the walkability constraints of the students. While the exact method solves small-scale problems, treating large-scale problems with the exact method becomes complex due to computational problems, a deficiency that the genetic algorithm can overcome. Results obtained from the proposed approach on 150 instances up to 250 stops show that the matheuristic algorithm provides better solutions in reasonable computational times with respect to benchmark algorithms.

Keywords: genetic algorithm, matheuristic, school bus routing problem, vehicle routing problem

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Authors: Salah Al-Din I. Badran, Samad Ahmadi, Ismail Shahin

Abstract:

A blind source separation method is proposed; in this method we use a non-uniform filter bank and a novel normalisation. This method provides a reduced computational complexity and increased convergence speed comparing to the full-band algorithm. Recently, adaptive sub-band scheme has been recommended to solve two problems: reduction of computational complexity and increase the convergence speed of the adaptive algorithm for correlated input signals. In this work the reduction in computational complexity is achieved with the use of adaptive filters of orders less than the full-band adaptive filters, which operate at a sampling rate lower than the sampling rate of the input signal. The decomposed signals by analysis bank filter are less correlated in each sub-band than the input signal at full bandwidth, and can promote better rates of convergence.

Keywords: blind source separation, computational complexity, subband, convergence speed, mixture

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Authors: Abdusalam Sharf

Abstract:

In the oil and gas industries, one of the most important issues in drilling wells is understanding the behavior of a flow through an annulus gap in a vertical position, whose outer wall is stationary whilst the inner wall rotates. The main emphasis is placed on a comparison of experimental and computational investigations into the effects of the rotation speed of the inner pipe on the axial velocity profiles. The computational investigations were carried out by employing CFD software, and Gambit and Fluent. Three turbulence models were used: standard, RNG with enhanced wall treatment, and SST model. The profiles of the axial velocity had investigated at different rotation speeds of the inner pipe with three different volumetric flow rates. The comparison results showed that the calculations satisfactorily predict the qualitative features of the axial and swirl velocity profiles and the RNG model performs the best results.

Keywords: computational fluid dynamics (CFD), SST k−ω shear-stress transport (k−ω mode variant), RNG k–ε renormalisation group (k−ε mode variant), y+ dimensionless distance from wall

Procedia PDF Downloads 356

Authors: Jing Zhao, Yongqing Bai, Qiaofang Shi, Huaihao Zhang

Abstract:

Advances in software technology enable computational chemistry to be commonly applied in various research fields, especially in pedagogy. Thus, in order to expand and improve experimental instructions of computational chemistry for undergraduates, we designed an introductory experiment—research on acrylamide molecular structure and physicochemical properties. Initially, students construct molecular models of acrylamide and polyacrylamide in Gaussian and Materials Studio software respectively. Then, the infrared spectral data, atomic charge and molecular orbitals of acrylamide as well as solvation effect of polyacrylamide are calculated to predict their physicochemical performance. At last, rheological experiments are used to validate these predictions. Through the combination of molecular simulation (performed on Gaussian, Materials Studio) with experimental verification (rheology experiment), learners have deeply comprehended the chemical nature of acrylamide and polyacrylamide, achieving good learning outcomes.

Keywords: upper-division undergraduate, computer-based learning, laboratory instruction, molecular modeling

Procedia PDF Downloads 117

Authors: Salah Al-Din I. Badran, Samad Ahmadi, Ismail Shahin

Abstract:

A blind source separation method is proposed; in this method, we use a non-uniform filter bank and a novel normalisation. This method provides a reduced computational complexity and increased convergence speed comparing to the full-band algorithm. Recently, adaptive sub-band scheme has been recommended to solve two problems: reduction of computational complexity and increase the convergence speed of the adaptive algorithm for correlated input signals. In this work, the reduction in computational complexity is achieved with the use of adaptive filters of orders less than the full-band adaptive filters, which operate at a sampling rate lower than the sampling rate of the input signal. The decomposed signals by analysis bank filter are less correlated in each subband than the input signal at full bandwidth, and can promote better rates of convergence.

Keywords: blind source separation, computational complexity, subband, convergence speed, mixture

Procedia PDF Downloads 556

Authors: Keltoum Chahour, Mickael Binois

Abstract:

Due to a lack of standardization during the invasive fractional flow reserve (FFR) procedure, the index is subject to many sources of uncertainties. In this paper, we investigate -through simulation- the effect of the (FFR) device position and configuration on the obtained value of the (FFR) fraction. For this purpose, we use computational fluid dynamics (CFD) in a 3D domain corresponding to a diseased arterial portion. The (FFR) pressure captor is introduced inside it with a given length and coefficient of bending to capture the (FFR) value. To get over the computational limitations, basically, the time of the simulation is about 2h 15min for one (FFR) value; we generate a Gaussian Process (GP) model for (FFR) prediction. The (GP) model indicates good accuracy and demonstrates the effective error in the measurement created by the random configuration of the pressure captor.

Keywords: fractional flow reserve, Gaussian processes, computational fluid dynamics, drift

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Authors: Vinayak Bassi, Rajpreet Singh

Abstract:

Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

Procedia PDF Downloads 142