Search results for: fractional Black-Scholes equations

Authors: Rangoli Goyal, Rama Bhargava

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The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.

Keywords: FEM, thermophoresis, diffusiophoresis, Brownian motion

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Authors: Mahdad M’hamed, Belaidi Idir

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This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate hole

Keywords: numerical computation, element-free Galerkin (EFG), moving least squares (MLS), meshless methods

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Authors: Zhiguo Shi, Cheng Ning Loong, Jiazeng Shan, Weichao Wu

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This study proposes an equivalent circuit model to simulate the eddy current damping force with shaking table tests and finite element modeling. The model is firstly proposed and applied to a simple eddy current damper, which is modelled in ANSYS, indicating that the proposed model can simulate the eddy current damping force under different types of excitations. Then, a non-contact and friction-free eddy current damper is designed and tested, and the proposed model can reproduce the experimental observations. The excellent agreement between the simulated results and the experimental data validates the accuracy and reliability of the equivalent circuit model. Furthermore, a more complicated model is performed in ANSYS to verify the feasibility of the equivalent circuit model in complex eddy current damper, and the higher-order fractional model and viscous model are adopted for comparison.

Keywords: equivalent circuit model, eddy current damping, finite element model, shake table test

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Authors: Man Young Kim

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Catalytic combustion is generally accepted as an environmentally preferred alternative for the generation of heat and power from fossil fuels mainly due to its advantages related to the stable combustion under very lean conditions with low emissions of NOx, CO, and UHC at temperatures lower than those occurred in conventional flame combustion. Despite these advantages, the commercial application of catalytic combustion has been delayed because of complicated reaction processes and the difficulty in developing appropriate catalysts with the required stability and durability. To develop the catalytic combustors, detailed studies on the combustion characteristics of catalytic combustion should be conducted. To the end, in current research, quantitative studies on the combustion characteristics of the catalytic combustors, with a Pd-based catalyst for MCFC power generation systems, relying on numerical simulations have been conducted. In addition, data from experimental studies of variations in outlet temperatures and fuel conversion, taken after operating conditions have been used to validate the present numerical approach. After introducing the governing equations for mass, momentum, and energy equations as well as a description of catalytic combustion kinetics, the effects of the excess air ratio, space velocity, and inlet gas temperature on the catalytic combustion characteristics are extensively investigated. Quantitative comparisons are also conducted with previous experimental data. Finally, some concluding remarks are presented.

Keywords: catalytic combustion, methane, BOP, MCFC power generation system, inlet temperature, excess air ratio, space velocity

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Authors: Mohsen Torabi, Nader Karimi, Kaili Zhang

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This work aims to provide a comprehensive study on the heat transfer and entropy generation rates of a horizontal channel partially filled with a porous medium which experiences internal heat generation or consumption due to exothermic or endothermic chemical reaction. The focus has been given to the local thermal non-equilibrium (LTNE) model. The LTNE approach helps us to deliver more accurate data regarding temperature distribution within the system and accordingly to provide more accurate Nusselt number and entropy generation rates. Darcy-Brinkman model is used for the momentum equations, and constant heat flux is assumed for boundary conditions for both upper and lower surfaces. Analytical solutions have been provided for both velocity and temperature fields. By incorporating the investigated velocity and temperature formulas into the provided fundamental equations for the entropy generation, both local and total entropy generation rates are plotted for a number of cases. Bifurcation phenomena regarding temperature distribution and interface heat flux ratio are observed. It has been found that the exothermicity or endothermicity characteristic of the channel does have a considerable impact on the temperature fields and entropy generation rates.

Keywords: entropy generation, exothermicity or endothermicity, forced convection, local thermal non-equilibrium, analytical modelling

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Authors: Hammad Majeed, Hanna Knuutila, Magne Hillestad, Hallvard F. Svendsen

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Formation of aerosols can cause serious complications in industrial exhaust gas CO2 capture processes. SO3 present in the flue gas can cause aerosol formation in an absorption based capture process. Small mist droplets and fog formed can normally not be removed in conventional demisting equipment because their submicron size allows the particles or droplets to follow the gas flow. As a consequence of this aerosol based emissions in the order of grams per Nm3 have been identified from PCCC plants. In absorption processes aerosols are generated by spontaneous condensation or desublimation processes in supersaturated gas phases. Undesired aerosol development may lead to amine emissions many times larger than what would be encountered in a mist free gas phase in PCCC development. It is thus of crucial importance to understand the formation and build-up of these aerosols in order to mitigate the problem. Rigorous modelling of aerosol dynamics leads to a system of partial differential equations. In order to understand mechanics of a particle entering an absorber an implementation of the model is created in Matlab. The model predicts the droplet size, the droplet internal variable profiles and the mass transfer fluxes as function of position in the absorber. The Matlab model is based on a subclass method of weighted residuals for boundary value problems named, orthogonal collocation method. The model comprises a set of mass transfer equations for transferring components and the essential diffusion reaction equations to describe the droplet internal profiles for all relevant constituents. Also included is heat transfer across the interface and inside the droplet. This paper presents results describing the basic simulation tool for the characterization of aerosols formed in CO2 absorption columns and gives examples as to how various entering droplets grow or shrink through an absorber and how their composition changes with respect to time. Below are given some preliminary simulation results for an aerosol droplet composition and temperature profiles.

Keywords: absorption columns, aerosol formation, amine emissions, internal droplet profiles, monoethanolamine (MEA), post combustion CO2 capture, simulation

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Authors: Haowen Xi

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We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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Authors: Gaoyang Meng, Philip Harrison

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When manufacturing composite laminates, the fibre directions within the laminate are never perfectly straight and inevitably contain some degree of stochastic in-plane waviness or ‘meandering’. In this work we aim to understand the relationship between the degree of meandering of the fibre paths, and the resulting uncertainty in the laminate’s final mechanical properties. To do this, a numerical tool is developed to automatically generate meandering fibre paths in each of the laminate's 8 plies (using Matlab) and after mapping this information into finite element simulations (using Abaqus), the statistical variability of the tensile mechanical properties of a [45°/90°/-45°/0°]s carbon/epoxy (IM7/8552) laminate is predicted. The stiffness, first ply failure strength and ultimate failure strength are obtained. Results are generated by inputting the degree of variability in the fibre paths and the laminate is then examined in all directions (from 0° to 359° in increments of 1°). The resulting predictions are output as flower (polar) plots for convenient analysis. The average fibre orientation of each ply in a given laminate is determined by the laminate layup code [45°/90°/-45°/0°]s. However, in each case, the plies contain increasingly large amounts of in-plane waviness (quantified by the standard deviation of the fibre direction in each ply across the laminate. Four different amounts of variability in the fibre direction are tested (2°, 4°, 6° and 8°). Results show that both the average tensile stiffness and the average tensile strength decrease, while the standard deviations increase, with an increasing degree of fibre meander. The variability in stiffness is found to be relatively insensitive to the rotation angle, but the variability in strength is sensitive. Specifically, the uncertainty in laminate strength is relatively low at orientations centred around multiples of 45° rotation angle, and relatively high between these rotation angles. To concisely represent all the information contained in the various polar plots, rotation-angle dependent Weibull distribution equations are fitted to the data. The resulting equations can be used to quickly estimate the size of the errors bars for the different mechanical properties, resulting from the amount of fibre directional variability contained within the laminate. A longer term goal is to use these equations to quickly introduce realistic variability at the component level.

Keywords: advanced composite laminates, FE simulation, in-plane waviness, tensile properties, uncertainty quantification

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Authors: Olushola S. Ayanda, Olalekan S. Fatoki, Folahan A. Adekola, Bhekumusa J. Ximba, Cecilia O. Akintayo

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In the present study, the kinetics, equilibrium and thermodynamics of the adsorption of triphenyltin (TPT) from TPT-contaminated water onto nanoSiO2/fly ash/activated carbon composite was investigated in batch adsorption system. Equilibrium adsorption data were analyzed using Langmuir, Freundlich, Temkin and Dubinin–Radushkevich (D-R) isotherm models. Pseudo first- and second-order, Elovich and fractional power models were applied to test the kinetic data and in order to understand the mechanism of adsorption, thermodynamic parameters such as ΔG°, ΔSo and ΔH° were also calculated. The results showed a very good compliance with pseudo second-order equation while the Freundlich and D-R models fit the experiment data. Approximately 99.999 % TPT was removed from the initial concentration of 100 mg/L TPT at 80oC, contact time of 60 min, pH 8 and a stirring speed of 200 rpm. Thus, nanoSiO2/fly ash/activated carbon composite could be used as effective adsorbent for the removal of TPT from contaminated water and wastewater.

Keywords: isotherm, kinetics, nanoSiO₂/fly ash/activated carbon composite, tributyltin

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Authors: Dorota Miroslaw-Swiatek, Mateusz Grygoruk, Sylwia Szporak

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We applied a two-dimensional surface water flow model with irregular wet boundaries. In this model, flow equations are in the form of a 2-D, non-linear diffusion equations which allows to account spatial variations in flow resistance and topography. Calculation domain to simulate the flow pattern in the floodplain is congruent with a Digital Elevation Model (DEM) grid. The rate and direction of sheet flow in wetlands is affected by vegetation type and density, therefore the developed model take into account spatial distribution vegetation resistance to the water flow. The model was tested in a part of the Biebrza Valley, of an outstanding heterogeneity in the elevation and flow resistance distributions due to various ecohydrological conditions and management measures. In our approach we used the highest-possible quality of the DEM in order to obtain hydraulic slopes and vegetation distribution parameters for the modelling. The DEM was created from the cloud of points measured in the LiDAR technology. The LiDAR reflects both the land surface as well as all objects on top of it such as vegetation. Depending on the density of vegetation cover the ability of laser penetration is variable. Therefore to obtain accurate land surface model the “vegetation effect” was corrected using data collected in the field (mostly the vegetation height) and satellite imagery such as Ikonos (to distinguish different vegetation types of the floodplain and represent them spatially). Model simulation was performed for the spring thaw flood in 2009.

Keywords: floodplain flow, Biebrza valley, model simulation, 2D surface flow model

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Authors: Hiba Akrout, Khaoula Hidouri, Béchir Chaouachi, Romdhane Ben Slama

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A simple solar distiller has been constructed in order to desalt water via the solar distillation process. An experimental study has been conducted in June. The aim of this work is to study the effect of the distance between the cold condensing surface and the hot steam generation surface in order to optimize the geometric characteristics of a simple solar still. To do this, we have developed a mathematical model based on thermal and mass equations system. Subsequently, the equations system resolution has been made through a program developed on MATLAB software, which allowed us to evaluate the production of this system as a function of the distance separating the two surfaces. In addition, this model allowed us to determine the evolution of the humid air temperature inside the solar still as well as the humidity ratio profile all over the day. Simulations results show that the solar distiller production, as well as the humid air temperature, are proportional to the global solar radiation. It was also found that the air humidity ratio inside the solar still has a similar evolution of that of solar radiation. Moreover, the solar distiller average height augmentation, for constant water depth, induces the diminution of the production. However, increasing the water depth for a fixed average height of solar distiller reduces the production.

Keywords: distillation, solar energy, heat transfer, mass transfer, average height

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Authors: James Adewale, Joshua Sunday

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In this paper, we developed a linear multistep method, which is implemented in predictor corrector-method. The corrector is developed by method of collocation and interpretation of power series approximate solutions at some selected grid points, to give a continuous linear multistep method, which is evaluated at some selected grid points to give a discrete linear multistep method. The predictors were also developed by method of collocation and interpolation of power series approximate solution, to give a continuous linear multistep method. The continuous linear multistep method is then solved for the independent solution to give a continuous block formula, which is evaluated at some selected grid point to give discrete block method. Basic properties of the corrector were investigated and found to be zero stable, consistent and convergent. The efficiency of the method was tested on some linear, non-learn, oscillatory and stiff problems of first order, initial value problems of ordinary differential equations. The results were found to be better in terms of computer time and error bound when compared with the existing methods.

Keywords: predictor, corrector, collocation, interpolation, approximate solution, independent solution, zero stable, consistent, convergent

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Authors: Meng-Yu Lin, Wan-Ju Lee

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Pore-water pressure, which mediates effective stress and shear strength at grain contacts, has a great influence on the motion of debris flow. The factors that control the diffusion of excess pore-water pressure play very important roles in the debris-flow motion. This research investigates these effects by solving the distribution of pore-water pressure numerically in an unsteady, surging motion of debris flow. The governing equations are the depth-averaged equations for the motion of debris-flow surges coupled with the one-dimensional diffusion equation for excess pore-water pressures. The pore-pressure diffusion equation is solved using a Fourier series, which may improve the accuracy of the solution. The motion of debris-flow surge is modelled using a Lagrangian particle method. From the computational results, the effects of pore-pressure diffusivities and the initial excess pore pressure on the formations of debris-flow surges are investigated. Computational results show that the presence of pore water can increase surge velocities and then changes the profiles of depth distribution. Due to the linear distribution of the vertical component of pore-water velocity, pore pressure dissipates rapidly near the bottom and forms a parabolic distribution in the vertical direction. Increases in the diffusivity of pore-water pressure cause the pore pressures decay more rapidly and then decrease the mobility of the surge.

Keywords: debris flow, diffusion, Lagrangian particle method, pore-pressure diffusivity, pore-water pressure

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Authors: Hamed Khani Arani, Mohammad Shariyat, Armaghan Mohammadian

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In this research, the free vibration of a rectangular sandwich nano-plate (SNP) made of three smart layers in the visco Pasternak foundation is studied. The core of the sandwich is a piezo magnetic nano-plate integrated with two layers of piezoelectric materials. First-order shear deformation plate theory is utilized to derive the motion equations by using Hamilton’s principle, piezoelectricity, and modified couple stress theory. Elastic medium is modeled by visco Pasternak foundation, where the damping coefficient effect is investigated on the stability of sandwich nano-plate. These equations are solved by the differential quadrature method (DQM), considering different boundary conditions. Results indicate the effect of various parameters such as aspect ratio, thickness ratio, shear correction factor, damping coefficient, and boundary conditions on the dimensionless frequency of sandwich nano-plate. The results are also compared by those available in the literature, and these findings can be used for automotive industry, communications equipment, active noise, stability, and vibration cancellation systems and utilized for designing the magnetostrictive actuator, motor, transducer and sensors in nano and micro smart structures.

Keywords: free vibration, modified couple stress theory, sandwich nano-plate, visco Pasternak foundation

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Authors: Evln Ranga Charyulu, S. P. Venu Madhavarao, S. Udaya kumar, S. V. S. S. N. V. G. Krishna Murthy

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With the advent of new nanometer process technologies, it is possible to integrate billion transistors on a single substrate. When more and more functionality included there is the possibility of multi-million transistors switching simultaneously consuming more power and dissipating more power along with more leakage of current into the substrate of porous silicon or germanium material. These results in substrate heating and thermal noise generation coupled to signals of interest. The heating process is represented by coupled nonlinear partial differential equations in porous silicon and germanium. By identifying heat sources and heat fluxes may results in designing of ultra-low power circuits. The PDEs are solved by finite difference scheme assuming that boundary layer equations in porous silicon and germanium. Local heat fluxes along the vertical isothermal surface immersed in porous SI/Ge are considered. The parameters considered for optimization are thermal diffusivity, thermal expansion coefficient, thermal diffusion ratio, permeability, specific heat at constant temperatures, Rayleigh number, amplitude of wavy surface, mass expansion coefficient. The diffusion of heat was caused by the concentration gradient. Thermal physical properties are homogeneous and isotropic. By using L8, TAGUCHI method the parameters are optimized.

Keywords: heat transfer, pde, taguchi optimization, SI/Ge

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Authors: Ibrahim Yakubu Seini, Oluwole Daniel Makinde

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MHD chemically reacting viscous fluid flow towards a vertical surface with slip and convective boundary conditions has been conducted. The temperature and the chemical species concentration of the surface and the velocity of the external flow are assumed to vary linearly with the distance from the vertical surface. The governing differential equations are modeled and transformed into systems of ordinary differential equations, which are then solved numerically by a shooting method. The effects of various parameters on the heat and mass transfer characteristics are discussed. Graphical results are presented for the velocity, temperature, and concentration profiles whilst the skin-friction coefficient and the rate of heat and mass transfers near the surface are presented in tables and discussed. The results revealed that increasing the strength of the magnetic field increases the skin-friction coefficient and the rate of heat and mass transfers toward the surface. The velocity profiles are increased towards the surface due to the presence of the Lorenz force, which attracts the fluid particles near the surface. The rate of chemical reaction is seen to decrease the concentration boundary layer near the surface due to the destructive chemical reaction occurring near the surface.

Keywords: boundary layer, surface slip, MHD flow, chemical reaction, heat transfer, mass transfer

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Authors: Jasvinder Singh, Manjinder Singh

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Welding of dissimilar materials is a complicated process due to the difference in melting point of two materials. Thermal conductivity and coefficient of thermal expansion of dissimilar materials also different; therefore, residual stresses produced in the weldment and base metal are the most critical problem associated with the joining of dissimilar materials. Tensile strength and impact toughness also reduced due to the residual stresses. In the present research work, an attempt has been made to weld SS304 and MS1018 dissimilar materials by submerged arc welding (SAW). By conducting trail, runs most effective parameters welding current, Arc voltage, welding speed and nozzle to plate distance were selected to weld these materials. The fractional factorial technique was used to optimize the welding parameters. Effect on tensile strength (TS), fracture toughness (FT) and microhardness of weldment were studied. It was concluded that by optimizing welding current, voltage and welding speed the properties of weldment can be enhanced.

Keywords: SAW, Tensile Strength (TS), fracture toughness, micro hardness

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Authors: Emmanuel Agunloye, Asterios Gavriilidis, Luca Mazzei

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Gold nanoparticles are commonly synthesized by reducing chloroauric acid with sodium citrate. This method, referred to as the citrate method, can produce spherical gold nanoparticles (NPs) in the size range 10-150 nm. Gold NPs of this size are useful in many applications. However, the NPs are usually polydisperse and irreproducible. A better understanding of the synthesis mechanisms is thus required. This work thoroughly investigated the only model that describes the synthesis. This model combines mass and population balance equations, describing the NPs synthesis through a sequence of chemical reactions. Chloroauric acid reacts with sodium citrate to form aurous chloride and dicarboxy acetone. The latter organizes aurous chloride in a nucleation step and concurrently degrades into acetone. The unconsumed precursor then grows the formed nuclei. However, depending on the pH, both the precursor and the reducing agent react differently thus affecting the synthesis. In this work, we investigated the model for different conditions of pH, temperature and initial reactant concentrations. To solve the model, we used Parsival, a commercial numerical code, whilst to test it, we considered various conditions studied experimentally by different researchers, for which results are available in the literature. The model poorly predicted the experimental data. We believe that this is because the model does not account for the acid-base properties of both chloroauric acid and sodium citrate.

Keywords: citrate method, gold nanoparticles, Parsival, population balance equations, Turkevich organizer theory

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Authors: H. Ozbasaran

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Lateral torsional buckling is a global stability loss which should be considered in the design of slender structural members under flexure about their strong axis. It is possible to compute the load which causes lateral torsional buckling of a beam by finite element analysis, however, closed form equations are needed in engineering practice. Such equations can be obtained by using energy method. Unfortunately, this method has a vital drawback. In lateral torsional buckling applications of energy method, a proper function for the critical lateral torsional buckling mode should be chosen which can be thought as the variation of twisting angle along the buckled beam. The accuracy of the results depends on how close is the chosen function to the exact mode. Since critical lateral torsional buckling mode of the cantilever I-beams varies due to material properties, section properties, and loading case, the hardest step is to determine a proper mode function. This paper presents an approximate function for critical lateral torsional buckling mode of doubly symmetric cantilever I-beams. Coefficient matrices are calculated for the concentrated load at the free end, uniformly distributed load and constant moment along the beam cases. Critical lateral torsional buckling modes obtained by presented function and exact solutions are compared. It is found that the modes obtained by presented function coincide with differential equation solutions for considered loading cases.

Keywords: buckling mode, cantilever, lateral-torsional buckling, I-beam

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Authors: P. G. Siddheshwar, R. K. Vanishree, C. Kanchana

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A local nonlinear stability analysis using a eight-mode expansion is performed in arriving at the coupled amplitude equations for Rayleigh-Bénard-Brinkman convection (RBBC) in the presence of LTNE effects. Streamlines and isotherms are obtained in the two-dimensional unsteady finite-amplitude convection regime. The parameters’ influence on heat transport is found to be more pronounced at small time than at long times. Results of the Rayleigh-Bénard convection is obtained as a particular case of the present study. Additional modes are shown not to significantly influence the heat transport thus leading us to infer that five minimal modes are sufficient to make a study of RBBC. The present problem that uses rolls as a pattern of manifestation of instability is a needed first step in the direction of making a very general non-local study of two-dimensional unsteady convection. The results may be useful in determining the preferred range of parameters’ values while making rheometric measurements in fluids to ascertain fluid properties such as viscosity. The results of LTE are obtained as a limiting case of the results of LTNE obtained in the paper.

Keywords: coupled Ginzburg–Landau model, local thermal non-equilibrium (LTNE), local thermal equilibrium (LTE), Rayleigh–Bénard-Brinkman convection

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Authors: G. Sarojamma, K. Vendabai

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An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: casson nanofluid, boundary layer flow, internal heat generation/absorption, exponentially stretching cylinder, heat transfer, brownian motion, thermophoresis

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Authors: Carlos A. Vega-Posada, Jeisson Alejandro Higuita-Villa, Julio C. Saldarriaga-Molina

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This paper presents a simplified analytical approach to conduct elastic stability and second-order lateral stiffness analyses of beam-column elements (i.e., piles) with generalized end-boundary conditions embedded on a homogeneous or non-homogeneous Pasternak foundation. The solution is derived using the well-known Differential Transformation Method (DTM), and it consists simply of solving a system of two linear algebraic equations. Using other conventional approaches to solve the governing differential equation of the proposed element can be cumbersome and the solution challenging to implement, especially when the non-homogeneity of the soil is considered. The proposed formulation includes the effects of i) any rotational or lateral transverse spring at the ends of the pile, ii) any external transverse load acting along the pile, iii) soil non-homogeneity, and iv) the second-parameter of the elastic foundation (i.e., shear layer connecting the springs at the top). A parametric study is conducted to investigate the effects of different modulus of subgrade reactions, degrees of non-homogeneities, and intermediate end-boundary conditions on the pile response. The same set of equations can be used to conduct both elastic stability and static analyses. Comprehensive examples are presented to show the simplicity and practicability of the proposed method.

Keywords: elastic stability, second-order lateral stiffness, soil-non-homogeneity, pile analysis

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration-free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results are in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes. Semi-Lagrangian method, iteration-free method, nonlinear advection-diffusion equation, second-order backward difference formula

Keywords: Semi-Lagrangian method, iteration free method, nonlinear advection-diffusion equation, second-order backward difference formula

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Authors: Deva Kanta Phukan

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An investigation is made to carry out to study the thermal-diffusion and diffusion thermo-effects in hydro-magnetic unsteady flow by a mixed convection boundary layer past an impermeable vertical stretching sheet embedded in a conducting fluid-saturated porous medium in the presence of a chemical reaction effect. The velocity of stretching surface, the surface temperature and the concentration are assumed to vary linearly with the distance along the surface. The governing partial differential equations are transformed in to self similar unsteady equations using similarity transformations and solved numerically by the Runge kutta fourth order scheme in association with the shooting method for the whole transient domain from the initial state to the final steady state flow. Numerical results for the velocity, temperature, the concentration, the skin friction , and the Nusselt and Sherwood numbers are shown graphically for various flow parameters. The results reveal that there is a smooth transition of flow from unsteady state to the final steady state. A special case of our results is in good agreement with an earlier published work.

Keywords: heat and mass transfer, boundary layer flow, porous media, magnetic field, Soret number, Dufour’s number

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: electricity price, k-factor GARMA, LLWNN, G-GARCH, forecasting

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

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This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: non-stationary, BINARMA(1, 1) model, Poisson innovations, conditional maximum likelihood, CML

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Authors: Nazli Uren, Ayse Okur

Abstract:

Tactile comfort of a textile product is an essential property and a major concern when it comes to customer perceptions and preferences. The subjective nature of comfort and the difficulties regarding the simulation of human hand sensory feelings make it hard to establish a well-accepted link between tactile comfort and objective evaluations. On the other hand, shear behavior of a fabric is a mechanical parameter which can be measured by various objective test methods. The principal aim of this study is to determine the tactile comfort of commercially available denim fabrics by subjective measurements, create a tactile score database for denim fabrics and investigate the relations between tactile comfort and shear behavior. In-plane shear behaviors of 17 different commercially available denim fabrics with a variety of raw material and weave structure were measured by a custom design shear frame and conventional bias extension method in two corresponding diagonal directions. Tactile comfort of denim fabrics was determined via subjective customer evaluations as well. Aforesaid relations were statistically investigated and introduced as regression equations. The analyses regarding the relations between tactile comfort and shear behavior showed that there are considerably high correlation coefficients. The suggested regression equations were likewise found out to be statistically significant. Accordingly, it was concluded that the tactile comfort of denim fabrics can be estimated with a high precision, based on the results of in-plane shear behavior measurements.

Keywords: denim fabrics, in-plane shear behavior, linear regression estimation, tactile comfort

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Authors: Karim Kheloufi, El Hachemi Amara

Abstract:

In the present study, a three-dimensional transient numerical model was developed to study the temperature field and cutting kerf shape during laser fusion cutting. The finite volume model has been constructed, based on the Navier–Stokes equations and energy conservation equation for the description of momentum and heat transport phenomena, and the Volume of Fluid (VOF) method for free surface tracking. The Fresnel absorption model is used to handle the absorption of the incident wave by the surface of the liquid metal and the enthalpy-porosity technique is employed to account for the latent heat during melting and solidification of the material. To model the physical phenomena occurring at the liquid film/gas interface, including momentum/heat transfer, a new approach is proposed which consists of treating friction force, pressure force applied by the gas jet and the heat absorbed by the cutting front surface as source terms incorporated into the governing equations. All these physics are coupled and solved simultaneously in Fluent CFD®. The main objective of using a transient phase change model in the current case is to simulate the dynamics and geometry of a growing laser-cutting generated kerf until it becomes fully developed. The model is used to investigate the effect of some process parameters on temperature fields and the formed kerf geometry.

Keywords: laser cutting, numerical simulation, heat transfer, fluid flow

Procedia PDF Downloads 339

Authors: Abhishek Agarwal, Manoj Sarda, Juhi Kaushik, Vatsal Sanjay, Arup Kumar Das

Abstract:

Propagation of fire through a non-air conditioned railway compartment is studied by virtue of numerical simulations. Simultaneous computational fire dynamics equations, such as Navier-Stokes, lumped species continuity, overall mass and energy conservation, and heat transfer are solved using finite volume based (for radiation) and finite difference based (for all other equations) solver, Fire Dynamics Simulator (FDS). A single coupe with an eight berth occupancy is used to establish the numerical model, followed by the selection of a three coupe system as the fundamental unit of the locomotive compartment. Heat Release Rate Per Unit Area (HRRPUA) of the initial fire is varied to consider a wide range of compartmental fires. Parameters, such as air inlet velocity relative to the locomotive at the windows, the level of interaction with the ambiance and closure of middle berth are studied through a wide range of numerical simulations. Almost all the loss of lives and properties due to fire breakout can be attributed to the direct or indirect exposure to flames or to the inhalation of toxic gases and resultant suffocation due to smoke and soot. Therefore, the temporal stature of fire and smoke are reported for each of the considered cases which can be used in the present or extended form to develop guidelines to be followed in case of a fire breakout.

Keywords: fire dynamics, flame propagation, locomotive fire, soot flow pattern, non-air-conditioned coaches

Procedia PDF Downloads 293

Authors: Takoua Soltani, Imen Soltani, Taoufik Aguili

Abstract:

The communications' and radar systems' demands give rise to new developments in the domain of active integrated antennas (AIA) and arrays. The main advantages of AIA arrays are the simplicity of fabrication, low cost of manufacturing, and the combination between free space power and the scanner without a phase shifter. The integrated active antenna modeling is the coupling between the electromagnetic model and the transport model that will be affected in the high frequencies. Global modeling of active circuits is important for simulating EM coupling, interaction between active devices and the EM waves, and the effects of EM radiation on active and passive components. The current review focuses on the modeling of the active element which is a MESFET transistor immersed in a rectangular waveguide. The proposed EM analysis is based on the Method of Moments combined with the Generalised Equivalent Circuit method (MOM-GEC). The Method of Moments which is the most common and powerful software as numerical techniques have been used in resolving the electromagnetic problems. In the class of numerical techniques, MOM is the dominant technique in solving of Maxwell and Transport’s integral equations for an active integrated antenna. In this situation, the equivalent circuit is introduced to the development of an integral method formulation based on the transposition of field problems in a Generalised equivalent circuit that is simpler to treat. The method of Generalised Equivalent Circuit (MGEC) was suggested in order to represent integral equations circuits that describe the unknown electromagnetic boundary conditions. The equivalent circuit presents a true electric image of the studied structures for describing the discontinuity and its environment. The aim of our developed method is to investigate the antenna parameters such as the input impedance and the current density distribution and the electric field distribution. In this work, we propose a global EM modeling of the MESFET AsGa transistor using an integral method. We will begin by describing the modeling structure that allows defining an equivalent EM scheme translating the electromagnetic equations considered. Secondly, the projection of these equations on common-type test functions leads to a linear matrix equation where the unknown variable represents the amplitudes of the current density. Solving this equation resulted in providing the input impedance, the distribution of the current density and the electric field distribution. From electromagnetic calculations, we were able to present the convergence of input impedance for different test function number as a function of the guide mode numbers. This paper presents a pilot study to find the answer to map out the variation of the existing current evaluated by the MOM-GEC. The essential improvement of our method is reducing computing time and memory requirements in order to provide a sufficient global model of the MESFET transistor.

Keywords: active integrated antenna, current density, input impedance, MESFET transistor, MOM-GEC method

Procedia PDF Downloads 198