Search results for: numerical simulation.
6809 A Study of Recent Contribution on Simulation Tools for Network-on-Chip
Authors: Muthana Saleh Alalaki, Michael Opoku Agyeman
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The growth in the number of Intellectual Properties (IPs) or the number of cores on the same chip becomes a critical issue in System-on-Chip (SoC) due to the intra-communication problem between the chip elements. As a result, Network-on-Chip (NoC) has emerged as a system architecture to overcome intra-communication issues. This paper presents a study of recent contributions on simulation tools for NoC. Furthermore, an overview of NoC is covered as well as a comparison between some NoC simulators to help facilitate research in on-chip communication.Keywords: WiNoC, simulation tool, network-on-chip, SoC
Procedia PDF Downloads 4986808 Parallel Computation of the Covariance-Matrix
Authors: Claude Tadonki
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We address the issues related to the computation of the covariance matrix. This matrix is likely to be ill conditioned following its canonical expression, thus consequently raises serious numerical issues. The underlying linear system, which therefore should be solved by means of iterative approaches, becomes computationally challenging. A huge number of iterations is expected in order to reach an acceptable level of convergence, necessary to meet the required accuracy of the computation. In addition, this linear system needs to be solved at each iteration following the general form of the covariance matrix. Putting all together, its comes that we need to compute as fast as possible the associated matrix-vector product. This is our purpose in the work, where we consider and discuss skillful formulations of the problem, then propose a parallel implementation of the matrix-vector product involved. Numerical and performance oriented discussions are provided based on experimental evaluations.Keywords: covariance-matrix, multicore, numerical computing, parallel computing
Procedia PDF Downloads 3126807 Influence of Hydrophobic Surface on Flow Past Square Cylinder
Authors: S. Ajith Kumar, Vaisakh S. Rajan
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In external flows, vortex shedding behind the bluff bodies causes to experience unsteady loads on a large number of engineering structures, resulting in structural failure. Vortex shedding can even turn out to be disastrous like the Tacoma Bridge failure incident. We need to have control over vortex shedding to get rid of this untoward condition by reducing the unsteady forces acting on the bluff body. In circular cylinders, hydrophobic surface in an otherwise no-slip surface is found to be delaying separation and minimizes the effects of vortex shedding drastically. Flow over square cylinder stands different from this behavior as separation can takes place from either of the two corner separation points (front or rear). An attempt is made in this study to numerically elucidate the effect of hydrophobic surface in flow over a square cylinder. A 2D numerical simulation has been done to understand the effects of the slip surface on the flow past square cylinder. The details of the numerical algorithm will be presented at the time of the conference. A non-dimensional parameter, Knudsen number is defined to quantify the slip on the cylinder surface based on Maxwell’s equation. The slip surface condition of the wall affects the vorticity distribution around the cylinder and the flow separation. In the numerical analysis, we observed that the hydrophobic surface enhances the shedding frequency and damps down the amplitude of oscillations of the square cylinder. We also found that the slip has a negative effect on aerodynamic force coefficients such as the coefficient of lift (CL), coefficient of drag (CD) etc. and hence replacing the no slip surface by a hydrophobic surface can be treated as an effective drag reduction strategy and the introduction of hydrophobic surface could be utilized for reducing the vortex induced vibrations (VIV) and is found as an effective method in controlling VIV thereby controlling the structural failures.Keywords: drag reduction, flow past square cylinder, flow control, hydrophobic surfaces, vortex shedding
Procedia PDF Downloads 3756806 Hydrodynamic Analysis on the Body of a Solar Autonomous Underwater Vehicle by Numerical Method
Authors: Mohammad Moonesun, Ehsan Asadi Asrami, Julia Bodnarchuk
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In the case of Solar Autonomous Underwater Vehicle, which uses photovoltaic panels to provide its required power, due to limitation of energy, accurate estimation of resistance and energy has major sensitivity. In this work, hydrodynamic calculations by numerical method for a solar autonomous underwater vehicle equipped by two 50 W photovoltaic panels has been studied. To evaluate the required power and energy, hull hydrodynamic resistance in several velocities should be taken into account. To do this assessment, the ANSYS FLUENT 18 applied as Computational Fluid Dynamics (CFD) tool that solves Reynolds Average Navier Stokes (RANS) equations around AUV hull, and K-ω SST is used as turbulence model. To validate of solution method and modeling approach, the model of Myring submarine that it’s experimental data was available, is simulated. There is good agreement between numerical and experimental results. Also, these results showed that the K-ω SST Turbulence model is an ideal method to simulate the AUV motion in low velocities.Keywords: underwater vehicle, hydrodynamic resistance, numerical modelling, CFD, RANS
Procedia PDF Downloads 2056805 MHD Equilibrium Study in Alborz Tokamak
Authors: Maryamosadat Ghasemi, Reza Amrollahi
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Plasma equilibrium geometry has a great influence on the confinement and magnetohydrodynamic stability in tokamaks. The poloidal field (PF) system of a tokamak should be able to support this plasma equilibrium geometry. In this work the prepared numerical code based on radial basis functions are presented and used to solve the Grad–Shafranov (GS) equation for the axisymmetric equilibrium of tokamak plasma. The radial basis functions (RBFs) which is a kind of numerical meshfree method (MFM) for solving partial differential equations (PDEs) has appeared in the last decade and is developing significantly in the last few years. This technique is applied in this study to obtain the equilibrium configuration for Alborz Tokamak. The behavior of numerical solution convergences show the validation of this calculations.Keywords: equilibrium, grad–shafranov, radial basis functions, Alborz Tokamak
Procedia PDF Downloads 4736804 Numerical Approach to Boost an Internal Combustion Engine
Authors: Mohamed Amine El Hameur, Lyes Tarabet, Mahfoudh Cerdoun, Boubkr Zebiri, Giovanni Ferrara
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Due to the drastic environmental and energy regulations regarding the reduction of exhaust emissions and fuel consumption, added to the increasing demand for powerful performance, several automotive manufacturers are constantly obliged to redesign their existing products and/or develop novel powertrain techniques to respond to the aforementioned restrictions. In this aspect, an implemented approach is proposed in the present work to boost a 1.5 L, three-cylinder Diesel engine with a new turbocharger, based on 1D preliminary design codes, 3D design, and numerical assessment of a suitable radial turbine followed by an accurate selection procedure of an adequate centrifugal compressor. Furthermore, to investigate the effect of the turbine’s rotor position on the simulation convergence, stability, and calculation time; two combinations (rotor blade- volute) have been assessed. Consequently, significant results are obtained when comparing the original turbocharged engine and the new one at the engine’s full load and rated speed (@4500rpm) conditions. A maximum improvement in terms of brake-specific fuel consumption, thermal efficiency, total-to-static turbine efficiency, and total-to-total compressor efficiency equal 6.5% (corresponding to a decrease of 2.3 litre/hr in fuel consumption), 7%, 10.9%, and 19.9%, respectively.Keywords: CFD investigation, engine boosting, turbine design, turbocharger, rotor blade positioning
Procedia PDF Downloads 1186803 A Unified Ghost Solid Method for the Elastic Solid-Solid Interface
Authors: Abouzar Kaboudian, Boo Cheong Khoo
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The Ghost Solid Method (GSM) based algorithms have been extensively used for numerical calculation of wave propagation in the limit of abrupt changes in materials. In this work, we present a unified version of the GSMs that can be successfully applied to both abrupt as well as smooth changes of the material properties in a medium. The application of this method enables us to use the previously-matured numerical algorithms which were developed to be applied to homogeneous mediums, with only minor modifications. This method is developed for one-dimensional settings and its extension to multi-dimensions is briefly discussed. Various numerical experiments are presented to show the applicability of this unified GSM to wave propagation problems in sharply as well as smoothly varying mediums.Keywords: elastic solid, functionally graded material, ghost solid method, solid-solid interaction
Procedia PDF Downloads 4146802 Analysis of the Secondary Stationary Flow Around an Oscillating Circular Cylinder
Authors: Artem Nuriev, Olga Zaitseva
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This paper is devoted to the study of a viscous incompressible flow around a circular cylinder performing harmonic oscillations, especially the steady streaming phenomenon. The research methodology is based on the asymptotic explanation method combined with the computational bifurcation analysis. Present studies allow to identify several regimes of the secondary streaming with different flow structures. The results of the research are in good agreement with experimental and numerical simulation data.Keywords: oscillating cylinder, secondary streaming, flow regimes, asymptotic and bifurcation analysis
Procedia PDF Downloads 4366801 Free Vibration Analysis of Composite Beam with Non-Uniform Section Using Analytical, Numerical and Experimental Method
Authors: Kadda Boumediene, Mohamed Ziani
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Mainly because of their good ratio stiffness/mass, and in addition to adjustable mechanical properties, composite materials are more and more often used as an alternative to traditional materials in several domains. Before using these materials in practical application, a detailed and precise characterization of their mechanical properties is necessary. In the present work, we will find a dynamic analyze of composite beam (natural frequencies and mode shape), an experimental vibration technique, which presents a powerful tool for the estimation of mechanical characteristics, is used to characterize a dissimilar beam of a Mortar/ natural mineral fiber. The study is completed by an analytic (Rayleigh & Rayleigh-Ritz), experimental and numerical application for non-uniform composite beam of a Mortar/ natural mineral fiber. The study is supported by a comparison between numerical and analytic results as well as a comparison between experimental and numerical results.Keywords: composite beam, mortar/ natural mineral fiber, mechanical characteristics, natural frequencies, mode shape
Procedia PDF Downloads 3536800 Experimental and Numerical Study of Thermal Effects in Variable Density Turbulent Jets
Authors: DRIS Mohammed El-Amine, BOUNIF Abdelhamid
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This paper considers an experimental and numerical investigation of variable density in axisymmetric turbulent free jets. Special attention is paid to the study of the scalar dissipation rate. In this case, dynamic field equations are coupled to scalar field equations by the density which can vary by the thermal effect (jet heating). The numerical investigation is based on the first and second order turbulence models. For the discretization of the equations system characterizing the flow, the finite volume method described by Patankar (1980) was used. The experimental study was conducted in order to evaluate dynamical characteristics of a heated axisymmetric air flow using the Laser Doppler Anemometer (LDA) which is a very accurate optical measurement method. Experimental and numerical results are compared and discussed. This comparison do not show large difference and the results obtained are in general satisfactory.Keywords: Scalar dissipation rate, thermal effects, turbulent axisymmetric jets, second order modelling, Velocimetry Laser Doppler.
Procedia PDF Downloads 4506799 The Use of Electrical Resistivity Measurement, Cracking Test and Ansys Simulation to Predict Concrete Hydration Behavior and Crack Tendency
Authors: Samaila Bawa Muazu
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Hydration process, crack potential and setting time of concrete grade C30, C40 and C50 were separately monitored using non-contact electrical resistivity apparatus, a novel plastic ring mould and penetration resistance method respectively. The results show highest resistivity of C30 at the beginning until reaching the acceleration point when C50 accelerated and overtaken the others, and this period corresponds to its final setting time range, from resistivity derivative curve, hydration process can be divided into dissolution, induction, acceleration and deceleration periods, restrained shrinkage crack and setting time tests demonstrated the earliest cracking and setting time of C50, therefore, this method conveniently and rapidly determines the concrete’s crack potential. The highest inflection time (ti), the final setting time (tf) were obtained and used with crack time in coming up with mathematical models for the prediction of concrete’s cracking age for the range being considered. Finally, ANSYS numerical simulations supports the experimental findings in terms of the earliest crack age of C50 and the crack location that, highest stress concentration is always beneath the artificially introduced expansion joint of C50.Keywords: concrete hydration, electrical resistivity, restrained shrinkage crack, setting time, simulation
Procedia PDF Downloads 2106798 Simulation of the Large Hadrons Collisions Using Monte Carlo Tools
Authors: E. Al Daoud
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In many cases, theoretical treatments are available for models for which there is no perfect physical realization. In this situation, the only possible test for an approximate theoretical solution is to compare with data generated from a computer simulation. In this paper, Monte Carlo tools are used to study and compare the elementary particles models. All the experiments are implemented using 10000 events, and the simulated energy is 13 TeV. The mean and the curves of several variables are calculated for each model using MadAnalysis 5. Anomalies in the results can be seen in the muons masses of the minimal supersymmetric standard model and the two Higgs doublet model.Keywords: Feynman rules, hadrons, Lagrangian, Monte Carlo, simulation
Procedia PDF Downloads 3196797 Advanced Simulation of Power Consumption of Electric Vehicles
Authors: Ilya Kavalchuk, Hayrettin Arisoy, Alex Stojcevski, Aman Maun Than Oo
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Electric vehicles are one of the most complicated electric devices to simulate due to the significant number of different processes involved in electrical structure of it. There are concurrent processes of energy consumption and generation with different onboard systems, which make simulation tasks more complicated to perform. More accurate simulation on energy consumption can provide a better understanding of all energy management for electric transport. As a result of all those processes, electric transport can allow for a more sustainable future and become more convenient in relation to the distance range and recharging time. This paper discusses the problems of energy consumption simulations for electric vehicles using different software packages to provide ideas on how to make this process more precise, which can help engineers create better energy management strategies for electric vehicles.Keywords: electric vehicles, EV, power consumption, power management, simulation
Procedia PDF Downloads 5166796 Simulation of Reflectometry in Alborz Tokamak
Authors: S. Kohestani, R. Amrollahi, P. Daryabor
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Microwave diagnostics such as reflectometry are receiving growing attention in magnetic confinement fusionresearch. In order to obtain the better understanding of plasma confinement physics, more detailed measurements on density profile and its fluctuations might be required. A 2D full-wave simulation of ordinary mode propagation has been written in an effort to model effects seen in reflectometry experiment. The code uses the finite-difference-time-domain method with a perfectly-matched-layer absorption boundary to solve Maxwell’s equations.The code has been used to simulate the reflectometer measurement in Alborz Tokamak.Keywords: reflectometry, simulation, ordinary mode, tokamak
Procedia PDF Downloads 4206795 An Artificial Intelligence Supported QUAL2K Model for the Simulation of Various Physiochemical Parameters of Water
Authors: Mehvish Bilal, Navneet Singh, Jasir Mushtaq
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Water pollution puts people's health at risk, and it can also impact the ecology. For practitioners of integrated water resources management (IWRM), water quality modelling may be useful for informing decisions about pollution control (such as discharge permitting) or demand management (such as abstraction permitting). To comprehend the current pollutant load, movement of effective load movement of contaminants generates effective relation between pollutants, mathematical simulation, source, and water quality is regarded as one of the best estimating tools. The current study involves the Qual2k model, which includes manual simulation of the various physiochemical characteristics of water. To this end, various sensors could be installed for the automatic simulation of various physiochemical characteristics of water. An artificial intelligence model has been proposed for the automatic simulation of water quality parameters. Models of water quality have become an effective tool for identifying worldwide water contamination, as well as the ultimate fate and behavior of contaminants in the water environment. Water quality model research is primarily conducted in Europe and other industrialized countries in the first world, where theoretical underpinnings and practical research are prioritized.Keywords: artificial intelligence, QUAL2K, simulation, physiochemical parameters
Procedia PDF Downloads 1056794 Verification of Simulated Accumulated Precipitation
Authors: Nato Kutaladze, George Mikuchadze, Giorgi Sokhadze
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Precipitation forecasts are one of the most demanding applications in numerical weather prediction (NWP). Georgia, as the whole Caucasian region, is characterized by very complex topography. The country territory is prone to flash floods and mudflows, quantitative precipitation estimation (QPE) and quantitative precipitation forecast (QPF) at any leading time are very important for Georgia. In this study, advanced research weather forecasting model’s skill in QPF is investigated over Georgia’s territory. We have analyzed several convection parameterization and microphysical scheme combinations for different rainy episodes and heavy rainy phenomena. We estimate errors and biases in accumulated 6 h precipitation using different spatial resolution during model performance verification for 12-hour and 24-hour lead time against corresponding rain gouge observations and satellite data. Various statistical parameters have been calculated for the 8-month comparison period, and some skills of model simulation have been evaluated. Our focus is on the formation and organization of convective precipitation systems in a low-mountain region. Several problems in connection with QPF have been identified for mountain regions, which include the overestimation and underestimation of precipitation on the windward and lee side of the mountains, respectively, and a phase error in the diurnal cycle of precipitation leading to the onset of convective precipitation in model forecasts several hours too early.Keywords: extremal dependence index, false alarm, numerical weather prediction, quantitative precipitation forecasting
Procedia PDF Downloads 1476793 Assessment of Slope Stability by Continuum and Discontinuum Methods
Authors: Taleb Hosni Abderrahmane, Berga Abdelmadjid
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The development of numerical analysis and its application to geomechanics problems have provided geotechnical engineers with extremely powerful tools. One of the most important problems in geotechnical engineering is the slope stability assessment. It is a very difficult task due to several aspects such the nature of the problem, experimental consideration, monitoring, controlling, and assessment. The main objective of this paper is to perform a comparative numerical study between the following methods: The Limit Equilibrium (LEM), Finite Element (FEM), Limit Analysis (LAM) and Distinct Element (DEM). The comparison is conducted in terms of the safety factors and the critical slip surfaces. Through the results, we see the feasibility to analyse slope stability by many methods.Keywords: comparison, factor of safety, geomechanics, numerical methods, slope analysis, slip surfaces
Procedia PDF Downloads 5336792 Comparative Study of Expository and Simulation Method of Teaching Woodwork at Federal University of Technology, Minna, Nigeria
Authors: Robert Ogbanje Okwori
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The research studied expository and simulation method of teaching woodwork at Federal University of Technology, Minna, Niger State, Nigeria. The purpose of the study was to compare expository and simulation method of teaching woodwork and determine the method that is more effective in improving performance of students in woodwork. Two research questions and two hypotheses were formulated to guide the study. Fifteen objective questions and two theory questions were used for data collection. The questions set were on structure of timber. The study used the quasi experimental design. The population of the study consisted of 25 woodwork students of Federal University of Technology, Minna, Niger State, Nigeria and three hundred (300) level students were used for the study. The lesson plans for expository method and questions were validated by three lecturers in the Department of Industrial and Technology Education, Federal University of Technology, Minna, Nigeria. The validators checked the appropriates of test items and all the corrections and inputs were effected before administration of the instrument. Data obtained were analyzed using mean, standard deviation and t-test statistical tool. The null hypotheses were formulated and tested using t-test statistics at 0.05 level of significance. The findings of the study showed that simulation method of teaching has improved students’ performance in woodwork and the performance of the students was not influenced by gender. Based on the findings of the study, it was concluded that there was a significant difference in the mean achievement scores of students taught woodwork using simulation method. This implies that simulation method is more effective than expository method of teaching woodwork. Therefore, woodwork teachers should adopt simulation method of teaching woodwork towards better performance. It was recommended that simulation method should be used by woodwork lecturers to teach woodwork since students perform better using the method and also the teachers needs to be trained and re-trained in using simulation method for teaching woodwork. Teachers should be encouraged to use simulation method for their instructional delivery because it will allow them to identify their areas of strength and weakness when imparting knowledge to woodwork students. Government and different agencies should assist in procuring materials and equipment for wood workshops to enable students effectively practice what they have been taught using simulation method.Keywords: comparative, expository, simulation, woodwork
Procedia PDF Downloads 4256791 Numerical Multi-Scale Modeling of Rubber Friction on Rough Pavements Using Finite Element Method
Authors: Ashkan Nazari, Saied Taheri
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Knowledge of tire-pavement interaction plays a crucial role in designing safer and more reliable tires. Characterizing the tire-pavement frictional interaction leads to a better understanding of vehicle performance in braking and acceleration. In this work, we devise a multi-scale simulation approach to incorporate the effect of pavement surface asperities in different length-scales. We construct two- and three-dimensional Finite Element (FE) models to simulate the interaction between a rubber block and a rough pavement surface with asperities in different scales. To achieve this, the road profile is scanned via a laser profilometer and the obtained asperities are implemented in an FE software (ABAQUS) in micro and macro length-scales. The hysteresis friction, which is due to the dissipative nature of rubber, is the main component of the friction force and therefore is the subject of study in this work. Using different scales not only will assist in characterizing the pavement asperities with sufficient details but also, it is highly effective in preventing extreme local deformations and stress gradients which results in divergence in FE simulations. The simulation results will be validated with experimental results as well as the results reported in the literature.Keywords: friction, finite element, multi-scale modeling, rubber
Procedia PDF Downloads 1376790 Numerical Investigation of Multiphase Flow in Pipelines
Authors: Gozel Judakova, Markus Bause
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We present and analyze reliable numerical techniques for simulating complex flow and transport phenomena related to natural gas transportation in pipelines. Such kind of problems are of high interest in the field of petroleum and environmental engineering. Modeling and understanding natural gas flow and transformation processes during transportation is important for the sake of physical realism and the design and operation of pipeline systems. In our approach a two fluid flow model based on a system of coupled hyperbolic conservation laws is considered for describing natural gas flow undergoing hydratization. The accurate numerical approximation of two-phase gas flow remains subject of strong interest in the scientific community. Such hyperbolic problems are characterized by solutions with steep gradients or discontinuities, and their approximation by standard finite element techniques typically gives rise to spurious oscillations and numerical artefacts. Recently, stabilized and discontinuous Galerkin finite element techniques have attracted researchers’ interest. They are highly adapted to the hyperbolic nature of our two-phase flow model. In the presentation a streamline upwind Petrov-Galerkin approach and a discontinuous Galerkin finite element method for the numerical approximation of our flow model of two coupled systems of Euler equations are presented. Then the efficiency and reliability of stabilized continuous and discontinous finite element methods for the approximation is carefully analyzed and the potential of the either classes of numerical schemes is investigated. In particular, standard benchmark problems of two-phase flow like the shock tube problem are used for the comparative numerical study.Keywords: discontinuous Galerkin method, Euler system, inviscid two-fluid model, streamline upwind Petrov-Galerkin method, twophase flow
Procedia PDF Downloads 3296789 Lumped Parameter Models for Numerical Simulation of The Dynamic Response of Hoisting Appliances
Authors: Candida Petrogalli, Giovanni Incerti, Luigi Solazzi
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This paper describes three lumped parameters models for the study of the dynamic behaviour of a boom crane. The models proposed here allow evaluating the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.Keywords: crane, dynamic model, overloading condition, vibration
Procedia PDF Downloads 5756788 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening
Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah
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This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.Keywords: damage mechanics, 3-D numerical analysis, RC, slab with opening
Procedia PDF Downloads 1746787 Determination of Inflow Performance Relationship for Naturally Fractured Reservoirs: Numerical Simulation Study
Authors: Melissa Ramirez, Mohammad Awal
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The Inflow Performance Relationship (IPR) of a well is a relation between the oil production rate and flowing bottom-hole pressure. This relationship is an important tool for petroleum engineers to understand and predict the well performance. In the petroleum industry, IPR correlations are used to design and evaluate well completion, optimizing well production, and designing artificial lift. The most commonly used IPR correlations models are Vogel and Wiggins, these models are applicable to homogeneous and isotropic reservoir data. In this work, a new IPR model is developed to determine inflow performance relationship of oil wells in a naturally fracture reservoir. A 3D black-oil reservoir simulator is used to develop the oil mobility function for the studied reservoir. Based on simulation runs, four flow rates are run to record the oil saturation and calculate the relative permeability for a naturally fractured reservoir. The new method uses the result of a well test analysis along with permeability and pressure-volume-temperature data in the fluid flow equations to obtain the oil mobility function. Comparisons between the new method and two popular correlations for non-fractured reservoirs indicate the necessity for developing and using an IPR correlation specifically developed for a fractured reservoir.Keywords: inflow performance relationship, mobility function, naturally fractured reservoir, well test analysis
Procedia PDF Downloads 2836786 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: integral differential equations, jump–diffusion model, American options, rational approximation
Procedia PDF Downloads 1206785 Non-Centrifugal Cane Sugar Production: Heat Transfer Study to Optimize the Use of Energy
Authors: Fabian Velasquez, John Espitia, Henry Hernadez, Sebastian Escobar, Jader Rodriguez
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Non-centrifuged cane sugar (NCS) is a concentrated product obtained through the evaporation of water contain from sugarcane juice inopen heat exchangers (OE). The heat supplied to the evaporation stages is obtained from the cane bagasse through the thermochemical process of combustion, where the thermal energy released is transferred to OE by the flue gas. Therefore, the optimization of energy usage becomes essential for the proper design of the production process. For optimize the energy use, it is necessary modeling and simulation of heat transfer between the combustion gases and the juice and to understand the major mechanisms involved in the heat transfer. The main objective of this work was simulated heat transfer phenomena between the flue gas and open heat exchangers using Computational Fluid Dynamics model (CFD). The simulation results were compared to field measured data. Numerical results about temperature profile along the flue gas pipeline at the measurement points are in good accordance with field measurements. Thus, this study could be of special interest in design NCS production process and the optimization of the use of energy.Keywords: mathematical modeling, design variables, computational fluid dynamics, overall thermal efficiency
Procedia PDF Downloads 1256784 Quartic Spline Method for Numerical Solution of Self-Adjoint Singularly Perturbed Boundary Value Problems
Authors: Reza Mohammadi
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Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis
Procedia PDF Downloads 3616783 Numerical Modelling of Dust Propagation in the Atmosphere of Tbilisi City in Case of Western Background Light Air
Authors: N. Gigauri, V. Kukhalashvili, A. Surmava, L. Intskirveli, L. Gverdtsiteli
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Tbilisi, a large city of the South Caucasus, is a junction point connecting Asia and Europe, Russia and republics of the Asia Minor. Over the last years, its atmosphere has been experienced an increasing anthropogenic load. Numerical modeling method is used for study of Tbilisi atmospheric air pollution. By means of 3D non-linear non-steady numerical model a peculiarity of city atmosphere pollution is investigated during background western light air. Dust concentration spatial and time changes are determined. There are identified the zones of high, average and less pollution, dust accumulation areas, transfer directions etc. By numerical modeling, there is shown that the process of air pollution by the dust proceeds in four stages, and they depend on the intensity of motor traffic, the micro-relief of the city, and the location of city mains. In the interval of time 06:00-09:00 the intensive growth, 09:00-15:00 a constancy or weak decrease, 18:00-21:00 an increase, and from 21:00 to 06:00 a reduction of the dust concentrations take place. The highly polluted areas are located in the vicinity of the city center and at some peripherical territories of the city, where the maximum dust concentration at 9PM is equal to 2 maximum allowable concentrations. The similar investigations conducted in case of various meteorological situations will enable us to compile the map of background urban pollution and to elaborate practical measures for ambient air protection.Keywords: air pollution, dust, numerical modeling, urban
Procedia PDF Downloads 1876782 A Hybrid Artificial Intelligence and Two Dimensional Depth Averaged Numerical Model for Solving Shallow Water and Exner Equations Simultaneously
Authors: S. Mehrab Amiri, Nasser Talebbeydokhti
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Modeling sediment transport processes by means of numerical approach often poses severe challenges. In this way, a number of techniques have been suggested to solve flow and sediment equations in decoupled, semi-coupled or fully coupled forms. Furthermore, in order to capture flow discontinuities, a number of techniques, like artificial viscosity and shock fitting, have been proposed for solving these equations which are mostly required careful calibration processes. In this research, a numerical scheme for solving shallow water and Exner equations in fully coupled form is presented. First-Order Centered scheme is applied for producing required numerical fluxes and the reconstruction process is carried out toward using Monotonic Upstream Scheme for Conservation Laws to achieve a high order scheme. In order to satisfy C-property of the scheme in presence of bed topography, Surface Gradient Method is proposed. Combining the presented scheme with fourth order Runge-Kutta algorithm for time integration yields a competent numerical scheme. In addition, to handle non-prismatic channels problems, Cartesian Cut Cell Method is employed. A trained Multi-Layer Perceptron Artificial Neural Network which is of Feed Forward Back Propagation (FFBP) type estimates sediment flow discharge in the model rather than usual empirical formulas. Hydrodynamic part of the model is tested for showing its capability in simulation of flow discontinuities, transcritical flows, wetting/drying conditions and non-prismatic channel flows. In this end, dam-break flow onto a locally non-prismatic converging-diverging channel with initially dry bed conditions is modeled. The morphodynamic part of the model is verified simulating dam break on a dry movable bed and bed level variations in an alluvial junction. The results show that the model is capable in capturing the flow discontinuities, solving wetting/drying problems even in non-prismatic channels and presenting proper results for movable bed situations. It can also be deducted that applying Artificial Neural Network, instead of common empirical formulas for estimating sediment flow discharge, leads to more accurate results.Keywords: artificial neural network, morphodynamic model, sediment continuity equation, shallow water equations
Procedia PDF Downloads 1876781 Ultrasonic Evaluation of Periodic Rough Inaccessible Surfaces from Back Side
Authors: Chanh Nghia Nguyen, Yu Kurokawa, Hirotsugu Inoue
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The surface roughness is an important parameter for evaluating the quality of material surfaces since it affects functions and performance of industrial components. Although stylus and optical techniques are commonly used for measuring the surface roughness, they are applicable only to accessible surfaces. In practice, surface roughness measurement from the back side is sometimes demanded, for example, in inspection of safety-critical parts such as inner surface of pipes. However, little attention has been paid to the measurement of back surface roughness so far. Since back surface is usually inaccessible by stylus or optical techniques, ultrasonic technique is one of the most effective among others. In this research, an ultrasonic pulse-echo technique is considered for evaluating the pitch and the height of back surface having periodic triangular profile as a very first step. The pitch of the surface profile is measured by applying the diffraction grating theory for oblique incidence; then the height is evaluated by numerical analysis based on the Kirchhoff theory for normal incidence. The validity of the proposed method was verified by both numerical simulation and experiment. It was confirmed that the pitch is accurately measured in most cases. The height was also evaluated with good accuracy when it is smaller than a half of the pitch because of the approximation in the Kirchhoff theory.Keywords: back side, inaccessible surface, periodic roughness, pulse-echo technique, ultrasonic NDE
Procedia PDF Downloads 2756780 Simulation Data Summarization Based on Spatial Histograms
Authors: Jing Zhao, Yoshiharu Ishikawa, Chuan Xiao, Kento Sugiura
Abstract:
In order to analyze large-scale scientific data, research on data exploration and visualization has gained popularity. In this paper, we focus on the exploration and visualization of scientific simulation data, and define a spatial V-Optimal histogram for data summarization. We propose histogram construction algorithms based on a general binary hierarchical partitioning as well as a more specific one, the l-grid partitioning. For effective data summarization and efficient data visualization in scientific data analysis, we propose an optimal algorithm as well as a heuristic algorithm for histogram construction. To verify the effectiveness and efficiency of the proposed methods, we conduct experiments on the massive evacuation simulation data.Keywords: simulation data, data summarization, spatial histograms, exploration, visualization
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