Search results for: nonlinear analytical model
18440 Sequential Covering Algorithm for Nondifferentiable Global Optimization Problem and Applications
Authors: Mohamed Rahal, Djaouida Guetta
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In this paper, the one-dimensional unconstrained global optimization problem of continuous functions satifying a Hölder condition is considered. We extend the algorithm of sequential covering SCA for Lipschitz functions to a large class of Hölder functions. The convergence of the method is studied and the algorithm can be applied to systems of nonlinear equations. Finally, some numerical examples are presented and illustrate the efficiency of the present approach.Keywords: global optimization, Hölder functions, sequential covering method, systems of nonlinear equations
Procedia PDF Downloads 36918439 Effects of Soil-Structure Interaction on Seismic Performance of Steel Structures Equipped with Viscous Fluid Dampers
Authors: Faramarz Khoshnoudian, Saeed Vosoughiyan
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The main goal of this article is to clarify the soil-structure interaction (SSI) effects on the seismic performance of steel moment resisting frame buildings which are rested on soft soil and equipped with viscous fluid dampers (VFDs). For this purpose, detailed structural models of a ten-story SMRF with VFDs excluding and including the SSI are constructed first. In order to simulate the dynamic response of the foundation, in this paper, the simple cone model is applied. Then, the nonlinear time-history analysis of the models is conducted using three kinds of earthquake excitations with different intensities. The analysis results have demonstrated that the SSI effects on the seismic performance of a structure equipped with VFDs and supported by rigid foundation on soft soil need to be considered. Also VFDs designed based on rigid foundation hypothesis fail to achieve the expected seismic objective while SSI goes into effect.Keywords: nonlinear time-history analysis, soil-structure interaction, steel moment resisting frame building, viscous fluid dampers
Procedia PDF Downloads 33518438 Effects of Wind Load on the Tank Structures with Various Shapes and Aspect Ratios
Authors: Doo Byong Bae, Jae Jun Yoo, Il Gyu Park, Choi Seowon, Oh Chang Kook
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There are several wind load provisions to evaluate the wind response on tank structures such as API, Euro-code, etc. the assessment of wind action applying these provisions is made by performing the finite element analysis using both linear bifurcation analysis and geometrically nonlinear analysis. By comparing the pressure patterns obtained from the analysis with the results of wind tunnel test, most appropriate wind load criteria will be recommended.Keywords: wind load, finite element analysis, linear bifurcation analysis, geometrically nonlinear analysis
Procedia PDF Downloads 63718437 Estimation of the Road Traffic Emissions and Dispersion in the Developing Countries Conditions
Authors: Hicham Gourgue, Ahmed Aharoune, Ahmed Ihlal
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We present in this work our model of road traffic emissions (line sources) and dispersion of these emissions, named DISPOLSPEM (Dispersion of Poly Sources and Pollutants Emission Model). In its emission part, this model was designed to keep the consistent bottom-up and top-down approaches. It also allows to generate emission inventories from reduced input parameters being adapted to existing conditions in Morocco and in the other developing countries. While several simplifications are made, all the performance of the model results are kept. A further important advantage of the model is that it allows the uncertainty calculation and emission rate uncertainty according to each of the input parameters. In the dispersion part of the model, an improved line source model has been developed, implemented and tested against a reference solution. It provides improvement in accuracy over previous formulas of line source Gaussian plume model, without being too demanding in terms of computational resources. In the case study presented here, the biggest errors were associated with the ends of line source sections; these errors will be canceled by adjacent sections of line sources during the simulation of a road network. In cases where the wind is parallel to the source line, the use of the combination discretized source and analytical line source formulas minimizes remarkably the error. Because this combination is applied only for a small number of wind directions, it should not excessively increase the calculation time.Keywords: air pollution, dispersion, emissions, line sources, road traffic, urban transport
Procedia PDF Downloads 44218436 Fault Diagnosis of Nonlinear Systems Using Dynamic Neural Networks
Authors: E. Sobhani-Tehrani, K. Khorasani, N. Meskin
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This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPE) associated with a set of single-parameter fault models. The NPEs continuously estimate unknown fault parameters (FP) that are indicators of faults in the system. Two NPE structures including series-parallel and parallel are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. On the contrary, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the NPEs to systems with partial-state measurement.Keywords: hybrid fault diagnosis, dynamic neural networks, nonlinear systems, fault tolerant observer
Procedia PDF Downloads 40118435 An Approach to Analyze Testing of Nano On-Chip Networks
Authors: Farnaz Fotovvatikhah, Javad Akbari
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Test time of a test architecture is an important factor which depends on the architecture's delay and test patterns. Here a new architecture to store the test results based on network on chip is presented. In addition, simple analytical model is proposed to calculate link test time for built in self-tester (BIST) and external tester (Ext) in multiprocessor systems. The results extracted from the model are verified using FPGA implementation and experimental measurements. Systems consisting 16, 25, and 36 processors are implemented and simulated and test time is calculated. In addition, BIST and Ext are compared in terms of test time at different conditions such as at different number of test patterns and nodes. Using the model the maximum frequency of testing could be calculated and the test structure could be optimized for high speed testing.Keywords: test, nano on-chip network, JTAG, modelling
Procedia PDF Downloads 48818434 Optimal-Based Structural Vibration Attenuation Using Nonlinear Tuned Vibration Absorbers
Authors: Pawel Martynowicz
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Vibrations are a crucial problem for slender structures such as towers, masts, chimneys, wind turbines, bridges, high buildings, etc., that is why most of them are equipped with vibration attenuation or fatigue reduction solutions. In this work, a slender structure (i.e., wind turbine tower-nacelle model) equipped with nonlinear, semiactive tuned vibration absorber(s) is analyzed. For this study purposes, magnetorheological (MR) dampers are used as semiactive actuators. Several optimal-based approaches to structural vibration attenuation are investigated against the standard ‘ground-hook’ law and passive tuned vibration absorber(s) implementations. The common approach to optimal control of nonlinear systems is offline computation of the optimal solution, however, so determined open loop control suffers from lack of robustness to uncertainties (e.g., unmodelled dynamics, perturbations of external forces or initial conditions), and thus perturbation control techniques are often used. However, proper linearization may be an issue for highly nonlinear systems with implicit relations between state, co-state, and control. The main contribution of the author is the development as well as numerical and experimental verification of the Pontriagin maximum-principle-based vibration control concepts that produce directly actuator control input (not the demanded force), thus force tracking algorithm that results in control inaccuracy is entirely omitted. These concepts, including one-step optimal control, quasi-optimal control, and optimal-based modified ‘ground-hook’ law, can be directly implemented in online and real-time feedback control for periodic (or semi-periodic) disturbances with invariant or time-varying parameters, as well as for non-periodic, transient or random disturbances, what is a limitation for some other known solutions. No offline calculation, excitations/disturbances assumption or vibration frequency determination is necessary, moreover, all of the nonlinear actuator (MR damper) force constraints, i.e., no active forces, lower and upper saturation limits, hysteresis-type dynamics, etc., are embedded in the control technique, thus the solution is optimal or suboptimal for the assumed actuator, respecting its limitations. Depending on the selected method variant, a moderate or decisive reduction in the computational load is possible compared to other methods of nonlinear optimal control, while assuring the quality and robustness of the vibration reduction system, as well as considering multi-pronged operational aspects, such as possible minimization of the amplitude of the deflection and acceleration of the vibrating structure, its potential and/or kinetic energy, required actuator force, control input (e.g. electric current in the MR damper coil) and/or stroke amplitude. The developed solutions are characterized by high vibration reduction efficiency – the obtained maximum values of the dynamic amplification factor are close to 2.0, while for the best of the passive systems, these values exceed 3.5.Keywords: magnetorheological damper, nonlinear tuned vibration absorber, optimal control, real-time structural vibration attenuation, wind turbines
Procedia PDF Downloads 12418433 Stability Analysis of Three-Dimensional Flow and Heat Transfer over a Permeable Shrinking Surface in a Cu-Water Nanofluid
Authors: Roslinda Nazar, Amin Noor, Khamisah Jafar, Ioan Pop
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In this paper, the steady laminar three-dimensional boundary layer flow and heat transfer of a copper (Cu)-water nanofluid in the vicinity of a permeable shrinking flat surface in an otherwise quiescent fluid is studied. The nanofluid mathematical model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Dual solutions (upper and lower branch solutions) are found for the similarity boundary layer equations for a certain range of the suction parameter. A stability analysis has been performed to show which branch solutions are stable and physically realizable. The numerical results for the skin friction coefficient and the local Nusselt number as well as the velocity and temperature profiles are obtained, presented and discussed in detail for a range of various governing parameters.Keywords: heat transfer, nanofluid, shrinking surface, stability analysis, three-dimensional flow
Procedia PDF Downloads 28718432 [Keynote Talk]: Analysis of One Dimensional Advection Diffusion Model Using Finite Difference Method
Authors: Vijay Kumar Kukreja, Ravneet Kaur
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In this paper, one dimensional advection diffusion model is analyzed using finite difference method based on Crank-Nicolson scheme. A practical problem of filter cake washing of chemical engineering is analyzed. The model is converted into dimensionless form. For the grid Ω × ω = [0, 1] × [0, T], the Crank-Nicolson spatial derivative scheme is used in space domain and forward difference scheme is used in time domain. The scheme is found to be unconditionally convergent, stable, first order accurate in time and second order accurate in space domain. For a test problem, numerical results are compared with the analytical ones for different values of parameter.Keywords: Crank-Nicolson scheme, Lax-Richtmyer theorem, stability, consistency, Peclet number, Greschgorin circle
Procedia PDF Downloads 22318431 Detection of Flood Prone Areas Using Multi Criteria Evaluation, Geographical Information Systems and Fuzzy Logic. The Ardas Basin Case
Authors: Vasileiou Apostolos, Theodosiou Chrysa, Tsitroulis Ioannis, Maris Fotios
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The severity of extreme phenomena is due to their ability to cause severe damage in a small amount of time. It has been observed that floods affect the greatest number of people and induce the biggest damage when compared to the total of annual natural disasters. The detection of potential flood-prone areas constitutes one of the fundamental components of the European Natural Disaster Management Policy, directly connected to the European Directive 2007/60. The aim of the present paper is to develop a new methodology that combines geographical information, fuzzy logic and multi-criteria evaluation methods so that the most vulnerable areas are defined. Therefore, ten factors related to geophysical, morphological, climatological/meteorological and hydrological characteristics of the basin were selected. Afterwards, two models were created to detect the areas pronest to flooding. The first model defined the gravitas of each factor using Analytical Hierarchy Process (AHP) and the final map of possible flood spots were created using GIS and Boolean Algebra. The second model made use of the fuzzy logic and GIS combination and a respective map was created. The application area of the aforementioned methodologies was in Ardas basin due to the frequent and important floods that have taken place these last years. Then, the results were compared to the already observed floods. The result analysis shows that both models can detect with great precision possible flood spots. As the fuzzy logic model is less time-consuming, it is considered the ideal model to apply to other areas. The said results are capable of contributing to the delineation of high risk areas and to the creation of successful management plans dealing with floods.Keywords: analytical hierarchy process, flood prone areas, fuzzy logic, geographic information system
Procedia PDF Downloads 37918430 The Network Relative Model Accuracy (NeRMA) Score: A Method to Quantify the Accuracy of Prediction Models in a Concurrent External Validation
Authors: Carl van Walraven, Meltem Tuna
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Background: Network meta-analysis (NMA) quantifies the relative efficacy of 3 or more interventions from studies containing a subgroup of interventions. This study applied the analytical approach of NMA to quantify the relative accuracy of prediction models with distinct inclusion criteria that are evaluated on a common population (‘concurrent external validation’). Methods: We simulated binary events in 5000 patients using a known risk function. We biased the risk function and modified its precision by pre-specified amounts to create 15 prediction models with varying accuracy and distinct patient applicability. Prediction model accuracy was measured using the Scaled Brier Score (SBS). Overall prediction model accuracy was measured using fixed-effects methods that accounted for model applicability patterns. Prediction model accuracy was summarized as the Network Relative Model Accuracy (NeRMA) Score which ranges from -∞ through 0 (accuracy of random guessing) to 1 (accuracy of most accurate model in concurrent external validation). Results: The unbiased prediction model had the highest SBS. The NeRMA score correctly ranked all simulated prediction models by the extent of bias from the known risk function. A SAS macro and R-function was created to implement the NeRMA Score. Conclusions: The NeRMA Score makes it possible to quantify the accuracy of binomial prediction models having distinct inclusion criteria in a concurrent external validation.Keywords: prediction model accuracy, scaled brier score, fixed effects methods, concurrent external validation
Procedia PDF Downloads 23518429 Quality Control of Distinct Cements by IR Spectroscopy: First, insights into Perspectives and Opportunities
Authors: Tobias Bader, Joerg Rickert
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One key factor in achieving net zero emissions along the cement and concrete value chain in Europe by 2050 is the use of distinct constituents to produce improved and advanced cements. These cements will contain e.g. calcined clays, recycled concrete fines that are chemically similar as well as X-ray amorphous and therefore difficult to distinguish. This leads to enhanced requirements on the analytical methods for quality control regarding accuracy as well as reproducibility due to the more complex cement composition. With the methods currently provided for in the European standards, it will be a challenge to ensure reliable analyses of the composition of the cements. In an ongoing research project, infrared (IR) spectroscopy in combination with mathematical tools (chemometrics) is going to be evaluated as an additional analytical method with fast and low preparation effort for the characterization of silicate-based cement constituents. The resulting comprehensive database should facilitate determination of the composition of new cements. First results confirmed the applicability of near-infrared IR for the characterization of traditional silicate-based cement constituents (e.g. clinker, granulated blast furnace slag) and modern X-ray amorphous constituents (e.g. calcined clay, recycled concrete fines) as well as different sulfate species (e.g. gypsum, hemihydrate, anhydrite). A multivariant calibration model based on numerous calibration mixtures is in preparation. The final analytical concept to be developed will form the basis for establishing IR spectroscopy as a rapid analytical method for characterizing material flows of known and unknown inorganic substances according to their material properties online and offline. The underlying project was funded by the Federal Institute for Research on Building, Urban Affairs and Spatial Development on behalf of the Federal Ministry of Housing, Urban Development and Building with funds from the ‘Zukunft Bau’ research programme.Keywords: cement, infrared spectroscopy, quality control, X-ray amorphous
Procedia PDF Downloads 3918428 Calculation Of Energy Gap Of (Ga,Mn)As Diluted Magnetic Semiconductor From The Eight-Band k.p Model
Authors: Khawlh A. Alzubaidi, Khadijah B. Alziyadi, Amor M. Alsayari
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Now a days (Ga, Mn) is one of the most extensively studied and best understood diluted magnetic semiconductors. Also, the study of (Ga, Mn)As is a fervent research area since it allows to explore of a variety of novel functionalities and spintronics concepts that could be implemented in the future. In this work, we will calculate the energy gap of (Ga, Mn)As using the eight-band model. In the Hamiltonian, the effects of spin-orbit, spin-splitting, and strain will be considered. The dependence of the energy gap on Mn content, and the effect of the strain, which is varied continuously from tensile to compressive, will be studied. Finally, analytical expressions for the (Ga, Mn)As energy band gap, taking into account both parameters (Mn concentration and strain), will be provided.Keywords: energy gap, diluted magnetic semiconductors, k.p method, strain
Procedia PDF Downloads 12218427 Analysis of Brain Signals Using Neural Networks Optimized by Co-Evolution Algorithms
Authors: Zahra Abdolkarimi, Naser Zourikalatehsamad,
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Up to 40 years ago, after recognition of epilepsy, it was generally believed that these attacks occurred randomly and suddenly. However, thanks to the advance of mathematics and engineering, such attacks can be predicted within a few minutes or hours. In this way, various algorithms for long-term prediction of the time and frequency of the first attack are presented. In this paper, by considering the nonlinear nature of brain signals and dynamic recorded brain signals, ANFIS model is presented to predict the brain signals, since according to physiologic structure of the onset of attacks, more complex neural structures can better model the signal during attacks. Contribution of this work is the co-evolution algorithm for optimization of ANFIS network parameters. Our objective is to predict brain signals based on time series obtained from brain signals of the people suffering from epilepsy using ANFIS. Results reveal that compared to other methods, this method has less sensitivity to uncertainties such as presence of noise and interruption in recorded signals of the brain as well as more accuracy. Long-term prediction capacity of the model illustrates the usage of planted systems for warning medication and preventing brain signals.Keywords: co-evolution algorithms, brain signals, time series, neural networks, ANFIS model, physiologic structure, time prediction, epilepsy suffering, illustrates model
Procedia PDF Downloads 28218426 Geometric Nonlinear Dynamic Analysis of Cylindrical Composite Sandwich Shells Subjected to Underwater Blast Load
Authors: Mustafa Taskin, Ozgur Demir, M. Mert Serveren
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The precise study of the impact of underwater explosions on structures is of great importance in the design and engineering calculations of floating structures, especially those used for military purposes, as well as power generation facilities such as offshore platforms that can become a target in case of war. Considering that ship and submarine structures are mostly curved surfaces, it is extremely important and interesting to examine the destructive effects of underwater explosions on curvilinear surfaces. In this study, geometric nonlinear dynamic analysis of cylindrical composite sandwich shells subjected to instantaneous pressure load is performed. The instantaneous pressure load is defined as an underwater explosion and the effects of the liquid medium are taken into account. There are equations in the literature for pressure due to underwater explosions, but these equations have been obtained for flat plates. For this reason, the instantaneous pressure load equations are arranged to be suitable for curvilinear structures before proceeding with the analyses. Fluid-solid interaction is defined by using Taylor's Plate Theory. The lower and upper layers of the cylindrical composite sandwich shell are modeled as composite laminate and the middle layer consists of soft core. The geometric nonlinear dynamic equations of the shell are obtained by Hamilton's principle, taken into account the von Kàrmàn theory of large displacements. Then, time dependent geometric nonlinear equations of motion are solved with the help of generalized differential quadrature method (GDQM) and dynamic behavior of cylindrical composite sandwich shells exposed to underwater explosion is investigated. An algorithm that can work parametrically for the solution has been developed within the scope of the study.Keywords: cylindrical composite sandwich shells, generalized differential quadrature method, geometric nonlinear dynamic analysis, underwater explosion
Procedia PDF Downloads 19218425 Revolving Ferrofluid Flow in Porous Medium with Rotating Disk
Authors: Paras Ram, Vikas Kumar
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The transmission of Malaria with seasonal were studied through the use of mathematical models. The data from the annual number of Malaria cases reported to the Division of Epidemiology, Ministry of Public Health, Thailand during the period 1997-2011 were analyzed. The transmission of Malaria with seasonal was studied by formulating a mathematical model which had been modified to describe different situations encountered in the transmission of Malaria. In our model, the population was separated into two groups: the human and vector groups, and then constructed a system of nonlinear differential equations. Each human group was divided into susceptible, infectious in hot season, infectious in rainy season, infectious in cool season and recovered classes. The vector population was separated into two classes only: susceptible and infectious vectors. The analysis of the models was given by the standard dynamical modeling.Keywords: ferrofluid, magnetic field, porous medium, rotating disk, Neuringer-Rosensweig Model
Procedia PDF Downloads 42118424 Investigation of Rehabilitation Effects on Fire Damaged High Strength Concrete Beams
Authors: Eun Mi Ryu, Ah Young An, Ji Yeon Kang, Yeong Soo Shin, Hee Sun Kim
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As the number of fire incidents has been increased, fire incidents significantly damage economy and human lives. Especially when high strength reinforced concrete is exposed to high temperature due to a fire, deterioration occurs such as loss in strength and elastic modulus, cracking, and spalling of the concrete. Therefore, it is important to understand risk of structural safety in building structures by studying structural behaviors and rehabilitation of fire damaged high strength concrete structures. This paper aims at investigating rehabilitation effect on fire damaged high strength concrete beams using experimental and analytical methods. In the experiments, flexural specimens with high strength concrete are exposed to high temperatures according to ISO 834 standard time temperature curve. After heated, the fire damaged reinforced concrete (RC) beams having different cover thicknesses and fire exposure time periods are rehabilitated by removing damaged part of cover thickness and filling polymeric mortar into the removed part. From four-point loading test, results show that maximum loads of the rehabilitated RC beams are 1.8~20.9% higher than those of the non-fire damaged RC beam. On the other hand, ductility ratios of the rehabilitated RC beams are decreased than that of the non-fire damaged RC beam. In addition, structural analyses are performed using ABAQUS 6.10-3 with same conditions as experiments to provide accurate predictions on structural and mechanical behaviors of rehabilitated RC beams. For the rehabilitated RC beam models, integrated temperature–structural analyses are performed in advance to obtain geometries of the fire damaged RC beams. After spalled and damaged parts are removed, rehabilitated part is added to the damaged model with material properties of polymeric mortar. Three dimensional continuum brick elements are used for both temperature and structural analyses. The same loading and boundary conditions as experiments are implemented to the rehabilitated beam models and nonlinear geometrical analyses are performed. Structural analytical results show good rehabilitation effects, when the result predicted from the rehabilitated models are compared to structural behaviors of the non-damaged RC beams. In this study, fire damaged high strength concrete beams are rehabilitated using polymeric mortar. From four point loading tests, it is found that such rehabilitation is able to make the structural performance of fire damaged beams similar to non-damaged RC beams. The predictions from the finite element models show good agreements with the experimental results and the modeling approaches can be used to investigate applicability of various rehabilitation methods for further study.Keywords: fire, high strength concrete, rehabilitation, reinforced concrete beam
Procedia PDF Downloads 44518423 Shock Response Analysis of Soil-Structure Systems Induced by Near-Fault Pulses
Authors: H. Masaeli, R. Ziaei, F. Khoshnoudian
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Shock response analysis of the soil–structure systems induced by near–fault pulses is investigated. Vibration transmissibility of the soil–structure systems is evaluated by Shock Response Spectra (SRS). Medium–to–high rise buildings with different aspect ratios located on different soil types as well as different foundations with respect to vertical load bearing safety factors are studied. Two types of mathematical near–fault pulses, i.e. forward directivity and fling step, with different pulse periods as well as pulse amplitudes are selected as incident ground shock. Linear versus nonlinear Soil–Structure Interaction (SSI) condition are considered alternatively and the corresponding results are compared. The results show that nonlinear SSI is likely to amplify the acceleration responses when subjected to long–period incident pulses with normalized period exceeding a threshold. It is also shown that this threshold correlates with soil type, so that increased shear–wave velocity of the underlying soil makes the threshold period decrease.Keywords: nonlinear soil–structure interaction, shock response spectrum, near–fault ground shock, rocking isolation
Procedia PDF Downloads 31418422 Bright–Dark Pulses in Nonlinear Polarisation Rotation Based Erbium-Doped Fiber Laser
Authors: R. Z. R. R. Rosdin, N. M. Ali, S. W. Harun, H. Arof
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We have experimentally demonstrated bright-dark pulses in a nonlinear polarization rotation (NPR) based mode-locked Erbium-doped fiber laser (EDFL) with a long cavity configuration. Bright–dark pulses could be achieved when the laser works in the passively mode-locking regime and the net group velocity dispersion is quite anomalous. The EDFL starts to generate a bright pulse train with degenerated dark pulse at the mode-locking threshold pump power of 35.09 mW by manipulating the polarization states of the laser oscillation modes using a polarization controller (PC). A split bright–dark pulse is generated when further increasing the pump power up to 37.95 mW. Stable bright pulses with no obvious evidence of a dark pulse can also be generated when further adjusting PC and increasing the pump power up to 52.19 mW. At higher pump power of 54.96 mW, a new form of bright-dark pulse emission was successfully identified with the repetition rate of 29 kHz. The bright and dark pulses have a duration of 795.5 ns and 640 ns, respectively.Keywords: Erbium-doped fiber laser, nonlinear polarization rotation, bright-dark pulse, photonic
Procedia PDF Downloads 52418421 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options
Authors: Wajih Abbassi, Zouhaier Ben Khelifa
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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options
Procedia PDF Downloads 42918420 Characterization of InGaAsP/InP Quantum Well Lasers
Authors: K. Melouk, M. Dellakrachaï
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Analytical formula for the optical gain based on a simple parabolic-band by introducing theoretical expressions for the quantized energy is presented. The model used in this treatment take into account the effects of intraband relaxation. It is shown, as a result, that the gain for the TE mode is larger than that for TM mode and the presence of acceptor impurity increase the peak gain.Keywords: InGaAsP, laser, quantum well, semiconductor
Procedia PDF Downloads 37418419 Set-point Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electro-Hydraulic Servo System
Authors: Maria Ahmadnezhad, Seyedgharani Ghoreishi
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Electrohydraulic servo system have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this thesis, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the set-point performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired set-point performance and has robustness to the disturbances and system uncertainties of EHS systems.Keywords: electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign
Procedia PDF Downloads 100418418 Industrial Ecology Perspectives of Food Supply Chains: A Framework of Analysis
Authors: Luciano Batista, Sylvia Saes, Nuno Fouto, Liam Fassam
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This paper introduces the theoretical and methodological basis of an analytical framework conceived with the purpose of bringing industrial ecology perspectives into the core of the underlying disciplines supporting analyses in studies concerned with environmental sustainability aspects beyond the product cycle in a supply chain. Given the pressing challenges faced by the food sector, the framework focuses upon waste minimization through industrial linkages in food supply chains. The combination of industrial ecology practice with basic LCA elements, the waste hierarchy model, and the spatial scale of industrial symbiosis allows the standardization of qualitative analyses and associated outcomes. Such standardization enables comparative analysis not only between different stages of a supply chain, but also between different supply chains. The analytical approach proposed contributes more coherently to the wider circular economy aspiration of optimizing the flow of goods to get the most out of raw materials and cuts wastes to a minimum.Keywords: by-product synergy, food supply chain, industrial ecology, industrial symbiosis
Procedia PDF Downloads 42018417 Analytical and Numerical Results for Free Vibration of Laminated Composites Plates
Authors: Mohamed Amine Ben Henni, Taher Hassaine Daouadji, Boussad Abbes, Yu Ming Li, Fazilay Abbes
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The reinforcement and repair of concrete structures by bonding composite materials have become relatively common operations. Different types of composite materials can be used: carbon fiber reinforced polymer (CFRP), glass fiber reinforced polymer (GFRP) as well as functionally graded material (FGM). The development of analytical and numerical models describing the mechanical behavior of structures in civil engineering reinforced by composite materials is necessary. These models will enable engineers to select, design, and size adequate reinforcements for the various types of damaged structures. This study focuses on the free vibration behavior of orthotropic laminated composite plates using a refined shear deformation theory. In these models, the distribution of transverse shear stresses is considered as parabolic satisfying the zero-shear stress condition on the top and bottom surfaces of the plates without using shear correction factors. In this analysis, the equation of motion for simply supported thick laminated rectangular plates is obtained by using the Hamilton’s principle. The accuracy of the developed model is demonstrated by comparing our results with solutions derived from other higher order models and with data found in the literature. Besides, a finite-element analysis is used to calculate the natural frequencies of laminated composite plates and is compared with those obtained by the analytical approach.Keywords: composites materials, laminated composite plate, finite-element analysis, free vibration
Procedia PDF Downloads 29018416 Coupled Spacecraft Orbital and Attitude Modeling and Simulation in Multi-Complex Modes
Authors: Amr Abdel Azim Ali, G. A. Elsheikh, Moutaz Hegazy
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This paper presents verification of a modeling and simulation for a Spacecraft (SC) attitude and orbit control system. Detailed formulation of coupled SC orbital and attitude equations of motion is performed in order to achieve accepted accuracy to meet the requirements of multitargets tracking and orbit correction complex modes. Correction of the target parameter based on the estimated state vector during shooting time to enhance pointing accuracy is considered. Time-optimal nonlinear feedback control technique was used in order to take full advantage of the maximum torques that the controller can deliver. This simulation provides options for visualizing SC trajectory and attitude in a 3D environment by including an interface with V-Realm Builder and VR Sink in Simulink/MATLAB. Verification data confirms the simulation results, ensuring that the model and the proposed control law can be used successfully for large and fast tracking and is robust enough to keep the pointing accuracy within the desired limits with considerable uncertainty in inertia and control torque.Keywords: attitude and orbit control, time-optimal nonlinear feedback control, modeling and simulation, pointing accuracy, maximum torques
Procedia PDF Downloads 33118415 Comparison of ANN and Finite Element Model for the Prediction of Ultimate Load of Thin-Walled Steel Perforated Sections in Compression
Authors: Zhi-Jun Lu, Qi Lu, Meng Wu, Qian Xiang, Jun Gu
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The analysis of perforated steel members is a 3D problem in nature, therefore the traditional analytical expressions for the ultimate load of thin-walled steel sections cannot be used for the perforated steel member design. In this study, finite element method (FEM) and artificial neural network (ANN) were used to simulate the process of stub column tests based on specific codes. Results show that compared with those of the FEM model, the ultimate load predictions obtained from ANN technique were much closer to those obtained from the physical experiments. The ANN model for the solving the hard problem of complex steel perforated sections is very promising.Keywords: artificial neural network (ANN), finite element method (FEM), perforated sections, thin-walled Steel, ultimate load
Procedia PDF Downloads 35218414 Theoretical Analysis and Design Consideration of Screened Heat Pipes for Low-Medium Concentration Solar Receivers
Authors: Davoud Jafari, Paolo Di Marco, Alessandro Franco, Sauro Filippeschi
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This paper summarizes the results of an investigation into the heat pipe heat transfer for solar collector applications. The study aims to show the feasibility of a concentrating solar collector, which is coupled with a heat pipe. Particular emphasis is placed on the capillary and boiling limits in capillary porous structures, with different mesh numbers and wick thicknesses. A mathematical model of a cylindrical heat pipe is applied to study its behaviour when it is exposed to higher heat input at the evaporator. The steady state analytical model includes two-dimensional heat conduction in the HP’s wall, the liquid flow in the wick and vapor hydrodynamics. A sensitivity analysis was conducted by considering different design criteria and working conditions. Different wicks (mesh 50, 100, 150, 200, 250, and, 300), different porosities (0.5, 0.6, 0.7, 0.8, and 0.9) with different wick thicknesses (0.25, 0.5, 1, 1.5, and 2 mm) are analyzed with water as a working fluid. Results show that it is possible to improve heat transfer capability (HTC) of a HP by selecting the appropriate wick thickness, the effective pore radius, and lengths for a given HP configuration, and there exist optimal design criteria (optimal thick, evaporator adiabatic and condenser sections). It is shown that the boiling and wicking limits are connected and occurs in dependence on each other. As different parts of the HP external surface collect different fractions of the total incoming insolation, the analysis of non-uniform heat flux distribution indicates that peak heat flux is not affecting parameter. The parametric investigations are aimed to determine working limits and thermal performance of HP for medium temperature SC application.Keywords: screened heat pipes, analytical model, boiling and capillary limits, concentrating collector
Procedia PDF Downloads 56018413 Modelling and Optimisation of Floating Drum Biogas Reactor
Authors: L. Rakesh, T. Y. Heblekar
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This study entails the development and optimization of a mathematical model for a floating drum biogas reactor from first principles using thermal and empirical considerations. The model was derived on the basis of mass conservation, lumped mass heat transfer formulations and empirical biogas formation laws. The treatment leads to a system of coupled nonlinear ordinary differential equations whose solution mapped four-time independent controllable parameters to five output variables which adequately serve to describe the reactor performance. These equations were solved numerically using fourth order Runge-Kutta method for a range of input parameter values. Using the data so obtained an Artificial Neural Network with a single hidden layer was trained using Levenberg-Marquardt Damped Least Squares (DLS) algorithm. This network was then fine-tuned for optimal mapping by varying hidden layer size. This fast forward model was then employed as a health score generator in the Bacterial Foraging Optimization code. The optimal operating state of the simplified Biogas reactor was thus obtained.Keywords: biogas, floating drum reactor, neural network model, optimization
Procedia PDF Downloads 14318412 Fixed Point Iteration of a Damped and Unforced Duffing's Equation
Authors: Paschal A. Ochang, Emmanuel C. Oji
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The Duffing’s Equation is a second order system that is very important because they are fundamental to the behaviour of higher order systems and they have applications in almost all fields of science and engineering. In the biological area, it is useful in plant stem dependence and natural frequency and model of the Brain Crash Analysis (BCA). In Engineering, it is useful in the study of Damping indoor construction and Traffic lights and to the meteorologist it is used in the prediction of weather conditions. However, most Problems in real life that occur are non-linear in nature and may not have analytical solutions except approximations or simulations, so trying to find an exact explicit solution may in general be complicated and sometimes impossible. Therefore we aim to find out if it is possible to obtain one analytical fixed point to the non-linear ordinary equation using fixed point analytical method. We started by exposing the scope of the Duffing’s equation and other related works on it. With a major focus on the fixed point and fixed point iterative scheme, we tried different iterative schemes on the Duffing’s Equation. We were able to identify that one can only see the fixed points to a Damped Duffing’s Equation and not to the Undamped Duffing’s Equation. This is because the cubic nonlinearity term is the determining factor to the Duffing’s Equation. We finally came to the results where we identified the stability of an equation that is damped, forced and second order in nature. Generally, in this research, we approximate the solution of Duffing’s Equation by converting it to a system of First and Second Order Ordinary Differential Equation and using Fixed Point Iterative approach. This approach shows that for different versions of Duffing’s Equations (damped), we find fixed points, therefore the order of computations and running time of applied software in all fields using the Duffing’s equation will be reduced.Keywords: damping, Duffing's equation, fixed point analysis, second order differential, stability analysis
Procedia PDF Downloads 29218411 Fast Terminal Sliding Mode Controller For Quadrotor UAV
Authors: Vahid Tabrizi, Reza GHasemi, Ahmadreza Vali
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This paper presents robust nonlinear control law for a quadrotor UAV using fast terminal sliding mode control. Fast terminal sliding mode idea is used for introducing a nonlinear sliding variable that guarantees the finite time convergence in sliding phase. Then, in reaching phase for removing chattering and producing smooth control signal, continuous approximation idea is used. Simulation results show that the proposed algorithm is robust against parameter uncertainty and has better performance than conventional sliding mode for controlling a quadrotor UAV.Keywords: quadrotor UAV, fast terminal sliding mode, second order sliding mode t
Procedia PDF Downloads 547