Search results for: delay equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2620

Search results for: delay equations

1930 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model

Procedia PDF Downloads 151
1929 Closed Form Solution for 4-D Potential Integrals for Arbitrary Coplanar Polygonal Surfaces

Authors: Damir Latypov

Abstract:

A closed-form solution for 4-D double surface integrals arising in boundary integrals equations of a potential theory is obtained for arbitrary coplanar polygonal surfaces. The solution method is based on the construction of exact differential forms followed by the application of Stokes' theorem for each surface integral. As a result, the 4-D double surface integral is reduced to a 2-D double line integral. By an appropriate change of variables, the integrand is transformed into a separable function of integration variables. The closed-form solutions to the corresponding 1-D integrals are readily available in the integration tables. Previously closed-form solutions were known only for the case of coincident triangle surfaces and coplanar rectangles. Solutions for these cases were obtained by surface-specific ad-hoc methods, while the present method is general. The method also works for non-polygonal surfaces. As an example, we compute in closed form the 4-D integral for the case of coincident surfaces in the shape of a circular disk. For an arbitrarily shaped surface, the proposed method provides an efficient quadrature rule. Extensions of the method for non-coplanar surfaces and other than 1/R integral kernels are also discussed.

Keywords: boundary integral equations, differential forms, integration, stokes' theorem

Procedia PDF Downloads 310
1928 Implication of the Exchange-Correlation on Electromagnetic Wave Propagation in Single-Wall Carbon Nanotubes

Authors: A. Abdikian

Abstract:

Using the linearized quantum hydrodynamic model (QHD) and by considering the role of quantum parameter (Bohm’s potential) and electron exchange-correlation potential in conjunction with Maxwell’s equations, electromagnetic wave propagation in a single-walled carbon nanotubes was studied. The electronic excitations are described. By solving the mentioned equations with appropriate boundary conditions and by assuming the low-frequency electromagnetic waves, two general expressions of dispersion relations are derived for the transverse magnetic (TM) and transverse electric (TE) modes, respectively. The dispersion relations are analyzed numerically and it was found that the dependency of dispersion curves with the exchange-correlation effects (which have been ignored in previous works) in the low frequency would be limited. Moreover, it has been realized that asymptotic behaviors of the TE and TM modes are similar in single wall carbon nanotubes (SWCNTs). The results show that by adding the function of electron exchange-correlation potential lead to the phenomena and make to extend the validity range of QHD model. The results can be important in the study of collective phenomena in nanostructures.

Keywords: transverse magnetic, transverse electric, quantum hydrodynamic model, electron exchange-correlation potential, single-wall carbon nanotubes

Procedia PDF Downloads 450
1927 Design and Assessment of Traffic Management Strategies for Improved Mobility on Major Arterial Roads in Lahore City

Authors: N. Ali, S. Nakayama, H. Yamaguchi, M. Nadeem

Abstract:

Traffic congestion is a matter of prime concern in developing countries. This can be primarily attributed due to poor design practices and biased allocation of resources based on political will neglecting the technical feasibilities in infrastructure design. During the last decade, Lahore has expanded at an unprecedented rate as compared to surrounding cities due to more funding and resource allocation by the previous governments. As a result of this, people from surrounding cities and areas moved to the Lahore city for better opportunities and quality of life. This migration inflow inherited the city with an increased population yielding the inefficiency of the existing infrastructure to accommodate enhanced traffic demand. This leads to traffic congestion on major arterial roads of the city. In this simulation study, a major arterial road was selected to evaluate the performance of the five intersections by changing the geometry of the intersections or signal control type. Simulations were done in two software; Highway Capacity Software (HCS) and Synchro Studio and Sim Traffic Software. Some of the traffic management strategies that were employed include actuated-signal control, semi-actuated signal control, fixed-time signal control, and roundabout. The most feasible solution for each intersection in the above-mentioned traffic management techniques was selected with the least delay time (seconds) and improved Level of Service (LOS). The results showed that Jinnah Hospital Intersection and Akbar Chowk Intersection improved 92.97% and 92.67% in delay time reduction, respectively. These results can be used by traffic planners and policy makers for decision making for the expansion of these intersections keeping in mind the traffic demand in future years.

Keywords: traffic congestion, traffic simulation, traffic management, congestion problems

Procedia PDF Downloads 470
1926 Derivation of Fragility Functions of Marine Drilling Risers Under Ocean Environment

Authors: Pranjal Srivastava, Piyali Sengupta

Abstract:

The performance of marine drilling risers is crucial in the offshore oil and gas industry to ensure safe drilling operation with minimum downtime. Experimental investigations on marine drilling risers are limited in the literature owing to the expensive and exhaustive test setup required to replicate the realistic riser model and ocean environment in the laboratory. Therefore, this study presents an analytical model of marine drilling riser for determining its fragility under ocean environmental loading. In this study, the marine drilling riser is idealized as a continuous beam having a concentric circular cross-section. Hydrodynamic loading acting on the marine drilling riser is determined by Morison’s equations. By considering the equilibrium of forces on the marine drilling riser for the connected and normal drilling conditions, the governing partial differential equations in terms of independent variables z (depth) and t (time) are derived. Subsequently, the Runge Kutta method and Finite Difference Method are employed for solving the partial differential equations arising from the analytical model. The proposed analytical approach is successfully validated with respect to the experimental results from the literature. From the dynamic analysis results of the proposed analytical approach, the critical design parameters peak displacements, upper and lower flex joint rotations and von Mises stresses of marine drilling risers are determined. An extensive parametric study is conducted to explore the effects of top tension, drilling depth, ocean current speed and platform drift on the critical design parameters of the marine drilling riser. Thereafter, incremental dynamic analysis is performed to derive the fragility functions of shallow water and deep-water marine drilling risers under ocean environmental loading. The proposed methodology can also be adopted for downtime estimation of marine drilling risers incorporating the ranges of uncertainties associated with the ocean environment, especially at deep and ultra-deepwater.

Keywords: drilling riser, marine, analytical model, fragility

Procedia PDF Downloads 146
1925 New Hardy Type Inequalities of Two-Dimensional on Time Scales via Steklov Operator

Authors: Wedad Albalawi

Abstract:

The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques, and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then, dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is an arbitrary nonempty closed subset of the real numbers. Then, the dynamic inequalities on time scales have received a lot of attention in the literature and has become a major field in pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on Hardy and Coposon inequalities, using Steklov operator on time scale in double integrals to obtain special cases of time-scale inequalities of Hardy and Copson on high dimensions. The advantage of this study is that it uses the one-dimensional classical Hardy inequality to obtain higher dimensional on time scale versions that will be applied in the solution of the Cauchy problem for the wave equation. In addition, the obtained inequalities have various applications involving discontinuous domains such as bug populations, phytoremediation of metals, wound healing, maximization problems. The proof can be done by introducing restriction on the operator in several cases. The concepts in time scale version such as time scales calculus will be used that allows to unify and extend many problems from the theories of differential and of difference equations. In addition, using chain rule, and some properties of multiple integrals on time scales, some theorems of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of hardy, inequality of coposon, steklov operator

Procedia PDF Downloads 95
1924 A Parallel Computation Based on GPU Programming for a 3D Compressible Fluid Flow Simulation

Authors: Sugeng Rianto, P.W. Arinto Yudi, Soemarno Muhammad Nurhuda

Abstract:

A computation of a 3D compressible fluid flow for virtual environment with haptic interaction can be a non-trivial issue. This is especially how to reach good performances and balancing between visualization, tactile feedback interaction, and computations. In this paper, we describe our approach of computation methods based on parallel programming on a GPU. The 3D fluid flow solvers have been developed for smoke dispersion simulation by using combinations of the cubic interpolated propagation (CIP) based fluid flow solvers and the advantages of the parallelism and programmability of the GPU. The fluid flow solver is generated in the GPU-CPU message passing scheme to get rapid development of haptic feedback modes for fluid dynamic data. A rapid solution in fluid flow solvers is developed by applying cubic interpolated propagation (CIP) fluid flow solvers. From this scheme, multiphase fluid flow equations can be solved simultaneously. To get more acceleration in the computation, the Navier-Stoke Equations (NSEs) is packed into channels of texel, where computation models are performed on pixels that can be considered to be a grid of cells. Therefore, despite of the complexity of the obstacle geometry, processing on multiple vertices and pixels can be done simultaneously in parallel. The data are also shared in global memory for CPU to control the haptic in providing kinaesthetic interaction and felling. The results show that GPU based parallel computation approaches provide effective simulation of compressible fluid flow model for real-time interaction in 3D computer graphic for PC platform. This report has shown the feasibility of a new approach of solving the compressible fluid flow equations on the GPU. The experimental tests proved that the compressible fluid flowing on various obstacles with haptic interactions on the few model obstacles can be effectively and efficiently simulated on the reasonable frame rate with a realistic visualization. These results confirm that good performances and balancing between visualization, tactile feedback interaction, and computations can be applied successfully.

Keywords: CIP, compressible fluid, GPU programming, parallel computation, real-time visualisation

Procedia PDF Downloads 432
1923 Delay-Dependent Passivity Analysis for Neural Networks with Time-Varying Delays

Authors: H. Y. Jung, Jing Wang, J. H. Park, Hao Shen

Abstract:

This brief addresses the passivity problem for neural networks with time-varying delays. The aim is focus on establishing the passivity condition of the considered neural networks.

Keywords: neural networks, passivity analysis, time-varying delays, linear matrix inequality

Procedia PDF Downloads 570
1922 Code Evaluation on Web-Shear Capacity of Presstressed Hollow-Core Slabs

Authors: Min-Kook Park, Deuck Hang Lee, Hyun Mo Yang, Jae Hyun Kim, Kang Su Kim

Abstract:

Prestressed hollow-core slabs (HCS) are structurally optimized precast units with light-weight hollowed-sections and very economical due to the mass production by a unique production method. They have been thus widely used in the precast concrete constructions in many countries all around the world. It is, however, difficult to provide shear reinforcement in HCS units produced by the extrusion method, and thus all the shear forces should be resisted solely by concrete webs in the HCS units. This means that, for the HCS units, it is very important to estimate the contribution of web concrete to the shear resistance accurately. In design codes, however, the shear strengths for HCS units are estimated by the same equations that are used for typical prestressed concrete members, which were determined from the calibrations to experimental results of conventional prestressed concrete members other than HCS units. In this study, therefore, shear test results of HCS members with a wide range of influential variables were collected, and the shear strength equations in design codes were thoroughly examined by comparing to the experimental results in the shear database of HCS members. Acknowledgement: This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science, ICT & Future Planning(NRF-2016R1A2B2010277).

Keywords: hollow-core, web-shear, precast concrete, prestress, capacity

Procedia PDF Downloads 506
1921 Investigation of Grid Supply Harmonic Effects in Wound Rotor Induction Machines

Authors: Nur Sarma, Paul M. Tuohy, Siniša Djurović

Abstract:

This paper presents an in-depth investigation of the effects of several grid supply harmonic voltages on the stator currents of an example wound rotor induction machine. The observed effects of higher order grid supply harmonics are identified using a finite element time stepping transient model, as well as a time-stepping electromagnetic model. In addition, a number of analytical equations to calculate the spectral content of the stator currents are presented in the paper. The presented equations are validated through comparison with the obtained spectra predicted using the finite element and electromagnetic models. The presented study provides a better understanding of the origin of supply harmonic effects identified in the stator currents of the example wound rotor induction machine. Furthermore, the study helps to understand the effects of higher order supply harmonics on the harmonic emissions of the wound rotor induction machine.  

Keywords: wound rotor induction machine, supply harmonics, current spectrum, power spectrum, power quality, harmonic emmisions, finite element analysis

Procedia PDF Downloads 177
1920 Numerical Study of Rayleight Number and Eccentricity Effect on Free Convection Fluid Flow and Heat Transfer of Annulus

Authors: Ali Reza Tahavvor‚ Saeed Hosseini, Behnam Amiri

Abstract:

Concentric and eccentric annulus is used frequently in technical and industrial applications such as nuclear reactors, thermal storage system and etc. In this paper, computational fluid dynamics (CFD) is used to investigate two dimensional free convection of laminar flow in annulus with isotherm cylinders surface and cooler inner surface. Problem studied in thirty different cases. Due to natural convection continuity and momentum equations are coupled and must be solved simultaneously. Finite volume method is used for solving governing equations. The purpose was to obtain the eccentricity effect on Nusselt number in different Rayleight numbers, so streamlines and temperature fields must be determined. Results shown that the highest Nusselt number values occurs in degree of eccentricity equal to 0.5 upward for inner cylinder and degree of eccentricity equal to 0.3 upward for outer cylinder. Side eccentricity reduces the outer cylinder Nusselt number but increases inner cylinder Nusselt number. The trend in variation of Nusselt number with respect to eccentricity remain similar in different Rayleight numbers. Correlations are included to calculate the Nusselt number of the cylinders.

Keywords: natural convection, concentric, eccentric, Nusselt number, annulus

Procedia PDF Downloads 370
1919 Study of Morning-Glory Spillway Structure in Hydraulic Characteristics by CFD Model

Authors: Mostafa Zandi, Ramin Mansouri

Abstract:

Spillways are one of the most important hydraulic structures of dams that provide the stability of the dam and downstream areas at the time of flood. Morning-Glory spillway is one of the common spillways for discharging the overflow water behind dams, these kinds of spillways are constructed in dams with small reservoirs. In this research, the hydraulic flow characteristics of a morning-glory spillways are investigated with CFD model. Two dimensional unsteady RANS equations were solved numerically using Finite Volume Method. The PISO scheme was applied for the velocity-pressure coupling. The mostly used two-equation turbulence models, k- and k-, were chosen to model Reynolds shear stress term. The power law scheme was used for discretization of momentum, k , and  equations. The VOF method (geometrically reconstruction algorithm) was adopted for interface simulation. The results show that the fine computational grid, the input speed condition for the flow input boundary, and the output pressure for the boundaries that are in contact with the air provide the best possible results. Also, the standard wall function is chosen for the effect of the wall function, and the turbulent model k -ε (Standard) has the most consistent results with experimental results. When the jet is getting closer to end of basin, the computational results increase with the numerical results of their differences. The lower profile of the water jet has less sensitivity to the hydraulic jet profile than the hydraulic jet profile. In the pressure test, it was also found that the results show that the numerical values of the pressure in the lower landing number differ greatly in experimental results. The characteristics of the complex flows over a Morning-Glory spillway were studied numerically using a RANS solver. Grid study showed that numerical results of a 57512-node grid had the best agreement with the experimental values. The desired downstream channel length was preferred to be 1.5 meter, and the standard k-ε turbulence model produced the best results in Morning-Glory spillway. The numerical free-surface profiles followed the theoretical equations very well.

Keywords: morning-glory spillway, CFD model, hydraulic characteristics, wall function

Procedia PDF Downloads 77
1918 Thermal Radiation Effect on Mixed Convection Boundary Layer Flow over a Vertical Plate with Varying Density and Volumetric Expansion Coefficient

Authors: Sadia Siddiqa, Z. Khan, M. A. Hossain

Abstract:

In this article, the effect of thermal radiation on mixed convection boundary layer flow of a viscous fluid along a highly heated vertical flat plate is considered with varying density and volumetric expansion coefficient. The density of the fluid is assumed to vary exponentially with temperature, however; volumetric expansion coefficient depends linearly on temperature. Boundary layer equations are transformed into convenient form by introducing primitive variable formulations. Solutions of transformed system of equations are obtained numerically through implicit finite difference method along with Gaussian elimination technique. Results are discussed in view of various parameters, like thermal radiation parameter, volumetric expansion parameter and density variation parameter on the wall shear stress and heat transfer rate. It is concluded from the present investigation that increase in volumetric expansion parameter decreases wall shear stress and enhances heat transfer rate.

Keywords: thermal radiation, mixed convection, variable density, variable volumetric expansion coefficient

Procedia PDF Downloads 368
1917 Hardy Type Inequalities of Two-Dimensional on Time Scales via Steklov Operator

Authors: Wedad Albalawi

Abstract:

The mathematical inequalities have been the core of mathematical study and used in almost all branches of mathematics as well in various areas of science and engineering. The inequalities by Hardy, Littlewood and Polya were the first significant composition of several science. This work presents fundamental ideas, results and techniques and it has had much influence on research in various branches of analysis. Since 1934, various inequalities have been produced and studied in the literature. Furthermore, some inequalities have been formulated by some operators; in 1989, weighted Hardy inequalities have been obtained for integration operators. Then, they obtained weighted estimates for Steklov operators that were used in the solution of the Cauchy problem for the wave equation. They were improved upon in 2011 to include the boundedness of integral operators from the weighted Sobolev space to the weighted Lebesgue space. Some inequalities have been demonstrated and improved using the Hardy–Steklov operator. Recently, a lot of integral inequalities have been improved by differential operators. Hardy inequality has been one of the tools that is used to consider integrity solutions of differential equations. Then dynamic inequalities of Hardy and Coposon have been extended and improved by various integral operators. These inequalities would be interesting to apply in different fields of mathematics (functional spaces, partial differential equations, mathematical modeling). Some inequalities have been appeared involving Copson and Hardy inequalities on time scales to obtain new special version of them. A time scale is defined as a closed subset contains real numbers. Then the inequalities of time scales version have received a lot of attention and has had a major field in both pure and applied mathematics. There are many applications of dynamic equations on time scales to quantum mechanics, electrical engineering, neural networks, heat transfer, combinatorics, and population dynamics. This study focuses on double integrals to obtain new time-scale inequalities of Copson driven by Steklov operator. They will be applied in the solution of the Cauchy problem for the wave equation. The proof can be done by introducing restriction on the operator in several cases. In addition, the obtained inequalities done by using some concepts in time scale version such as time scales calculus, theorem of Fubini and the inequality of H¨older.

Keywords: time scales, inequality of Hardy, inequality of Coposon, Steklov operator

Procedia PDF Downloads 76
1916 Inviscid Steady Flow Simulation Around a Wing Configuration Using MB_CNS

Authors: Muhammad Umar Kiani, Muhammad Shahbaz, Hassan Akbar

Abstract:

Simulation of a high speed inviscid steady ideal air flow around a 2D/axial-symmetry body was carried out by the use of mb_cns code. mb_cns is a program for the time-integration of the Navier-Stokes equations for two-dimensional compressible flows on a multiple-block structured mesh. The flow geometry may be either planar or axisymmetric and multiply-connected domains can be modeled by patching together several blocks. The main simulation code is accompanied by a set of pre and post-processing programs. The pre-processing programs scriptit and mb_prep start with a short script describing the geometry, initial flow state and boundary conditions and produce a discretized version of the initial flow state. The main flow simulation program (or solver as it is sometimes called) is mb_cns. It takes the files prepared by scriptit and mb_prep, integrates the discrete form of the gas flow equations in time and writes the evolved flow data to a set of output files. This output data may consist of the flow state (over the whole domain) at a number of instants in time. After integration in time, the post-processing programs mb_post and mb_cont can be used to reformat the flow state data and produce GIF or postscript plots of flow quantities such as pressure, temperature and Mach number. The current problem is an example of supersonic inviscid flow. The flow domain for the current problem (strake configuration wing) is discretized by a structured grid and a finite-volume approach is used to discretize the conservation equations. The flow field is recorded as cell-average values at cell centers and explicit time stepping is used to update conserved quantities. MUSCL-type interpolation and one of three flux calculation methods (Riemann solver, AUSMDV flux splitting and the Equilibrium Flux Method, EFM) are used to calculate inviscid fluxes across cell faces.

Keywords: steady flow simulation, processing programs, simulation code, inviscid flux

Procedia PDF Downloads 429
1915 Analytical Solutions of Josephson Junctions Dynamics in a Resonant Cavity for Extended Dicke Model

Authors: S.I.Mukhin, S. Seidov, A. Mukherjee

Abstract:

The Dicke model is a key tool for the description of correlated states of quantum atomic systems, excited by resonant photon absorption and subsequently emitting spontaneous coherent radiation in the superradiant state. The Dicke Hamiltonian (DH) is successfully used for the description of the dynamics of the Josephson Junction (JJ) array in a resonant cavity under applied current. In this work, we have investigated a generalized model, which is described by DH with a frustrating interaction term. This frustrating interaction term is explicitly the infinite coordinated interaction between all the spin half in the system. In this work, we consider an array of N superconducting islands, each divided into two sub-islands by a Josephson Junction, taken in a charged qubit / Cooper Pair Box (CPB) condition. The array is placed inside the resonant cavity. One important aspect of the problem lies in the dynamical nature of the physical observables involved in the system, such as condensed electric field and dipole moment. It is important to understand how these quantities behave with time to define the quantum phase of the system. The Dicke model without frustrating term is solved to find the dynamical solutions of the physical observables in analytic form. We have used Heisenberg’s dynamical equations for the operators and on applying newly developed Rotating Holstein Primakoff (HP) transformation and DH we have arrived at the four coupled nonlinear dynamical differential equations for the momentum and spin component operators. It is possible to solve the system analytically using two-time scales. The analytical solutions are expressed in terms of Jacobi's elliptic functions for the metastable ‘bound luminosity’ dynamic state with the periodic coherent beating of the dipoles that connect the two double degenerate dipolar ordered phases discovered previously. In this work, we have proceeded the analysis with the extended DH with a frustrating interaction term. Inclusion of the frustrating term involves complexity in the system of differential equations and it gets difficult to solve analytically. We have solved semi-classical dynamic equations using the perturbation technique for small values of Josephson energy EJ. Because the Hamiltonian contains parity symmetry, thus phase transition can be found if this symmetry is broken. Introducing spontaneous symmetry breaking term in the DH, we have derived the solutions which show the occurrence of finite condensate, showing quantum phase transition. Our obtained result matches with the existing results in this scientific field.

Keywords: Dicke Model, nonlinear dynamics, perturbation theory, superconductivity

Procedia PDF Downloads 134
1914 Experimental Study on Post-Fire Mechanical Properties of S235 Steel

Authors: Mahyar Maali, Merve Sagiroglu, Mahmut Kilic, Abdulkadir Cuneyt Aydin

Abstract:

In order to evaluate the residual strength of S235 (St37) steel structures after the fire, an experimental program was undertaken to investigate the post-fire mechanical properties. Tensile coupons taken from S235 sheets were exposed to varying temperatures as 200°C, 400°C, 600°C, and 800 °C. The samples were then allowed to cool down to ambient temperature before they were tested to failure. To obtain the mechanical properties of steels; tensile tests are performed, and the post-fire stress-strain curves are evaluated. The microstructures of the heat-treated specimens were examined by Scanning Electron Microscope (SEM). It is seen that morphology and size of the precipitates in the specimens change, as the heat increases. The modulus of elasticity decreases, and deformation increases with temperature. Energy dissipation decreases due to lower stress according to the stress-strain curves of the specimens. Especially, the mechanical properties were decreased compared with the pre-fire ones. As a result of the post-fire and pre-fire behavior of S235, a set of equations is evaluated to predict the mechanical properties after the fire. These types of equations may allow the structural and/or fire engineers to predict accurately the post-fire behavior of the buildings constructed with S235 type steel.

Keywords: post-fire behavior, stress-strain curves, experimental study, S235 steel

Procedia PDF Downloads 349
1913 Chemical Kinetics and Computational Fluid-Dynamics Analysis of H2/CO/CO2/CH4 Syngas Combustion and NOx Formation in a Micro-Pilot-Ignited Supercharged Dual Fuel Engine

Authors: Ulugbek Azimov, Nearchos Stylianidis, Nobuyuki Kawahara, Eiji Tomita

Abstract:

A chemical kinetics and computational fluid-dynamics (CFD) analysis was performed to evaluate the combustion of syngas derived from biomass and coke-oven solid feedstock in a micro-pilot ignited supercharged dual-fuel engine under lean conditions. For this analysis, a new reduced syngas chemical kinetics mechanism was constructed and validated by comparing the ignition delay and laminar flame speed data with those obtained from experiments and other detail chemical kinetics mechanisms available in the literature. The reaction sensitivity analysis was conducted for ignition delay at elevated pressures in order to identify important chemical reactions that govern the combustion process. The chemical kinetics of NOx formation was analyzed for H2/CO/CO2/CH4 syngas mixtures by using counter flow burner and premixed laminar flame speed reactor models. The new mechanism showed a very good agreement with experimental measurements and accurately reproduced the effect of pressure, temperature and equivalence ratio on NOx formation. In order to identify the species important for NOx formation, a sensitivity analysis was conducted for pressures 4 bar, 10 bar and 16 bar and preheat temperature 300 K. The results show that the NOx formation is driven mostly by hydrogen based species while other species, such as N2, CO2 and CH4, have also important effects on combustion. Finally, the new mechanism was used in a multidimensional CFD simulation to predict the combustion of syngas in a micro-pilot-ignited supercharged dual-fuel engine and results were compared with experiments. The mechanism showed the closest prediction of the in-cylinder pressure and the rate of heat release (ROHR).

Keywords: syngas, chemical kinetics mechanism, internal combustion engine, NOx formation

Procedia PDF Downloads 409
1912 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation

Authors: M. A. Talha, M. Osman Gani, M. Ferdows

Abstract:

This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: convection flow, similarity, numerical analysis, spectral method, Williamson nanofluid, internal heat generation

Procedia PDF Downloads 182
1911 Good Functional Outcome after Late Surgical Treatment for Traumatic Rotator Cuff Tear, a Retrospective Cohort Study

Authors: Soheila Zhaeentan, Anders Von Heijne, Elisabet Hagert, André Stark, Björn Salomonsson

Abstract:

Recommended treatment for traumatic rotator cuff tear (TRCT) is surgery within a few weeks after injury if the diagnosis is made early, especially if a functional impairment of the shoulder exists. This may lead to the assumption that a poor outcome then can be expected in delayed surgical treatment, when the patient is diagnosed at a later stage. The aim of this study was to investigate if a surgical repair later than three months after injury may result in successful outcomes and patient satisfaction. There is evidence in literature that good results of treatment can be expected up to three months after the injury, but little is known of later treatment with cuff repair. 73 patients (75 shoulders), 58 males/17 females, mean age 59 (range 34-­‐72), who had undergone surgical intervention for TRCT between January 1999 to December 2011 at our clinic, were included in this study. Patients were assessed by MRI investigation, clinical examination, Western Ontario Rotator Cuff index (WORC), Oxford Shoulder Score, Constant-­‐Murley Score, EQ-­‐5D and patient subjective satisfaction at follow-­‐up. The patients treated surgically within three months ( < 12 weeks) after injury (39 cases) were compared with patients treated more than three months ( ≥ 12 weeks) after injury (36 cases). WORC was used as the primary outcome measure and the other variables as secondary. A senior consultant radiologist, blinded to patient category and clinical outcome, evaluated all MRI-­‐images. Rotator cuff integrity, presence of arthritis, fatty degeneration and muscle atrophy was evaluated in all cases. The average follow-­‐up time was 56 months (range 14-­‐149) and the average time from injury to repair was 16 weeks (range 3-­‐104). No statistically significant differences were found for any of the assessed parameters or scores between the two groups. The mean WORC score was 77 (early group, range 25-­‐ 100 and late group, range 27-­‐100) for both groups (p= 0.86), Constant-­‐Murley Score (p= 0.91), Oxford Shoulder Score (p= 0.79), EQ-­‐5D index (p= 0.86). Re-­‐tear frequency was 24% for both groups, and the patients with re-­‐tear reported less satisfaction with outcome. Discussion and conclusion: This study shows that surgical repair of TRCT performed later than three months after injury may result in good functional outcomes and patient satisfaction. However, this does not motivate an intentional delay in surgery when there is an indication for surgical repair as that delay may adversely affect the possibility to perform a repair. Our results show that surgeons may safely consider surgical repair even if a delay in diagnosis has occurred. A retrospective cohort study on 75 shoulders shows good functional result after traumatic rotator cuff tear (TRCT) treated surgically up to one year after the injury.

Keywords: traumatic rotator cuff injury, time to surgery, surgical outcome, retrospective cohort study

Procedia PDF Downloads 223
1910 Extension-Torsion-Inflation Coupling in Compressible Magnetoelastomeric Tubes with Helical Magnetic Anisotropy

Authors: Darius Diogo Barreto, Ajeet Kumar, Sushma Santapuri

Abstract:

We present an axisymmetric variational formulation for coupled extension-torsion-inflation deformation in magnetoelastomeric thin tubes when both azimuthal and axial magnetic fields are applied. The tube's material is assumed to have a preferred magnetization direction which imparts helical magnetic anisotropy to the tube. We have also derived the expressions of the first derivative of free energy per unit tube's undeformed length with respect to various imposed strain parameters. On applying the thin tube limit, the two nonlinear ordinary differential equations to obtain the in-plane radial displacement and radial component of the Lagrangian magnetic field get converted into a set of three simple algebraic equations. This allows us to obtain simple analytical expressions in terms of the applied magnetic field, magnetization direction, and magnetoelastic constants, which tell us how these parameters can be tuned to generate positive/negative Poisson's effect in such tubes. We consider both torsionally constrained and torsionally relaxed stretching of the tube. The study can be useful in designing magnetoelastic tubular actuators.

Keywords: nonlinear magnetoelasticity, extension-torsion coupling, negative Poisson's effect, helical anisotropy, thin tube

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1909 Quality of Service Based Routing Algorithm for Real Time Applications in MANETs Using Ant Colony and Fuzzy Logic

Authors: Farahnaz Karami

Abstract:

Routing is an important, challenging task in mobile ad hoc networks due to node mobility, lack of central control, unstable links, and limited resources. An ant colony has been found to be an attractive technique for routing in Mobile Ad Hoc Networks (MANETs). However, existing swarm intelligence based routing protocols find an optimal path by considering only one or two route selection metrics without considering correlations among such parameters making them unsuitable lonely for routing real time applications. Fuzzy logic combines multiple route selection parameters containing uncertain information or imprecise data in nature, but does not have multipath routing property naturally in order to provide load balancing. The objective of this paper is to design a routing algorithm using fuzzy logic and ant colony that can solve some of routing problems in mobile ad hoc networks, such as nodes energy consumption optimization to increase network lifetime, link failures rate reduction to increase packet delivery reliability and providing load balancing to optimize available bandwidth. In proposed algorithm, the path information will be given to fuzzy inference system by ants. Based on the available path information and considering the parameters required for quality of service (QoS), the fuzzy cost of each path is calculated and the optimal paths will be selected. NS2.35 simulation tools are used for simulation and the results are compared and evaluated with the newest QoS based algorithms in MANETs according to packet delivery ratio, end-to-end delay and routing overhead ratio criterions. The simulation results show significant improvement in the performance of these networks in terms of decreasing end-to-end delay, and routing overhead ratio, and also increasing packet delivery ratio.

Keywords: mobile ad hoc networks, routing, quality of service, ant colony, fuzzy logic

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1908 CFD Modeling of Insect Flight at Low Reynolds Numbers

Authors: Wu Di, Yeo Khoon Seng, Lim Tee Tai

Abstract:

The typical insects employ a flapping-wing mode of flight. The numerical simulations on free flight of a model fruit fly (Re=143) including hovering and are presented in this paper. Unsteady aerodynamics around a flapping insect is studied by solving the three-dimensional Newtonian dynamics of the flyer coupled with Navier-Stokes equations. A hybrid-grid scheme (Generalized Finite Difference Method) that combines great geometry flexibility and accuracy of moving boundary definition is employed for obtaining flow dynamics. The results show good points of agreement and consistency with the outcomes and analyses of other researchers, which validate the computational model and demonstrate the feasibility of this computational approach on analyzing fluid phenomena in insect flight. The present modeling approach also offers a promising route of investigation that could complement as well as overcome some of the limitations of physical experiments in the study of free flight aerodynamics of insects. The results are potentially useful for the design of biomimetic flapping-wing flyers.

Keywords: free hovering flight, flapping wings, fruit fly, insect aerodynamics, leading edge vortex (LEV), computational fluid dynamics (CFD), Navier-Stokes equations (N-S), fluid structure interaction (FSI), generalized finite-difference method (GFD)

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1907 A Comparison of South East Asian Face Emotion Classification based on Optimized Ellipse Data Using Clustering Technique

Authors: M. Karthigayan, M. Rizon, Sazali Yaacob, R. Nagarajan, M. Muthukumaran, Thinaharan Ramachandran, Sargunam Thirugnanam

Abstract:

In this paper, using a set of irregular and regular ellipse fitting equations using Genetic algorithm (GA) are applied to the lip and eye features to classify the human emotions. Two South East Asian (SEA) faces are considered in this work for the emotion classification. There are six emotions and one neutral are considered as the output. Each subject shows unique characteristic of the lip and eye features for various emotions. GA is adopted to optimize irregular ellipse characteristics of the lip and eye features in each emotion. That is, the top portion of lip configuration is a part of one ellipse and the bottom of different ellipse. Two ellipse based fitness equations are proposed for the lip configuration and relevant parameters that define the emotions are listed. The GA method has achieved reasonably successful classification of emotion. In some emotions classification, optimized data values of one emotion are messed or overlapped to other emotion ranges. In order to overcome the overlapping problem between the emotion optimized values and at the same time to improve the classification, a fuzzy clustering method (FCM) of approach has been implemented to offer better classification. The GA-FCM approach offers a reasonably good classification within the ranges of clusters and it had been proven by applying to two SEA subjects and have improved the classification rate.

Keywords: ellipse fitness function, genetic algorithm, emotion recognition, fuzzy clustering

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1906 A Numerical Study on Electrophoresis of a Soft Particle with Charged Core Coated with Polyelectrolyte Layer

Authors: Partha Sarathi Majee, S. Bhattacharyya

Abstract:

Migration of a core-shell soft particle under the influence of an external electric field in an electrolyte solution is studied numerically. The soft particle is coated with a positively charged polyelectrolyte layer (PEL) and the rigid core is having a uniform surface charge density. The Darcy-Brinkman extended Navier-Stokes equations are solved for the motion of the ionized fluid, the non-linear Nernst-Planck equations for the ion transport and the Poisson equation for the electric potential. A pressure correction based iterative algorithm is adopted for numerical computations. The effects of convection on double layer polarization (DLP) and diffusion dominated counter ions penetration are investigated for a wide range of Debye layer thickness, PEL fixed surface charge density, and permeability of the PEL. Our results show that when the Debye layer is in order of the particle size, the DLP effect is significant and produces a reduction in electrophoretic mobility. However, the double layer polarization effect is negligible for a thin Debye layer or low permeable cases. The point of zero mobility and the existence of mobility reversal depending on the electrolyte concentration are also presented.

Keywords: debye length, double layer polarization, electrophoresis, mobility reversal, soft particle

Procedia PDF Downloads 345
1905 Effects of Non-Motorized Vehicles on a Selected Intersection in Dhaka City for Non Lane Based Heterogeneous Traffic Using VISSIM 5.3

Authors: A. C. Dey, H. M. Ahsan

Abstract:

Heterogeneous traffic composed of both motorized and non-motorized vehicles that are a common feature of urban Bangladeshi roads. Popular non-motorized vehicles include rickshaws, rickshaw-van, and bicycle. These modes performed an important role in moving people and goods in the absence of a dependable mass transport system. However, rickshaws play a major role in meeting the demand for door-to-door public transport services to the city dwellers. But there is no separate lane for non-motorized vehicles in this city. Non-motorized vehicles generally occupy the outermost or curb-side lanes, however, at intersections non-motorized vehicles get mixed with the motorized vehicles. That’s why the conventional models fail to analyze the situation completely. Microscopic traffic simulation software VISSIM 5.3, itself a lane base software but default behavioral parameters [such as driving behavior, lateral distances, overtaking tendency, CCO=0.4m, CC1=1.5s] are modified for calibrating a model to analyze the effects of non-motorized traffic at an intersection (Mirpur-10) in a non-lane based mixed traffic condition. It is seen from field data that NMV occupies an average 20% of the total number of vehicles almost all the link roads. Due to the large share of non-motorized vehicles, capacity significantly drop. After analyzing simulation raw data, significant variation is noticed. Such as the average vehicular speed is reduced by 25% and the number of vehicles decreased by 30% only for the presence of NMV. Also the variation of lateral occupancy and queue delay time increase by 2.37% and 33.75% respectively. Thus results clearly show the negative effects of non-motorized vehicles on capacity at an intersection. So special management technics or restriction of NMV at major intersections may be an effective solution to improve this existing critical condition.

Keywords: lateral occupancy, non lane based intersection, nmv, queue delay time, VISSIM 5.3

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1904 Mathematical Modelling of Spatial Distribution of Covid-19 Outbreak Using Diffusion Equation

Authors: Kayode Oshinubi, Brice Kammegne, Jacques Demongeot

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The use of mathematical tools like Partial Differential Equations and Ordinary Differential Equations have become very important to predict the evolution of a viral disease in a population in order to take preventive and curative measures. In December 2019, a novel variety of Coronavirus (SARS-CoV-2) was identified in Wuhan, Hubei Province, China causing a severe and potentially fatal respiratory syndrome, i.e., COVID-19. Since then, it has become a pandemic declared by World Health Organization (WHO) on March 11, 2020 which has spread around the globe. A reaction-diffusion system is a mathematical model that describes the evolution of a phenomenon subjected to two processes: a reaction process in which different substances are transformed, and a diffusion process that causes a distribution in space. This article provides a mathematical study of the Susceptible, Exposed, Infected, Recovered, and Vaccinated population model of the COVID-19 pandemic by the bias of reaction-diffusion equations. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined using the Lyapunov function are considered and the endemic equilibrium point exists and is stable if it satisfies Routh–Hurwitz criteria. Also, adequate conditions for the existence and uniqueness of the solution of the model have been proved. We showed the spatial distribution of the model compartments when the basic reproduction rate $\mathcal{R}_0 < 1$ and $\mathcal{R}_0 > 1$ and sensitivity analysis is performed in order to determine the most sensitive parameters in the proposed model. We demonstrate the model's effectiveness by performing numerical simulations. We investigate the impact of vaccination and the significance of spatial distribution parameters in the spread of COVID-19. The findings indicate that reducing contact with an infected person and increasing the proportion of susceptible people who receive high-efficacy vaccination will lessen the burden of COVID-19 in the population. To the public health policymakers, we offered a better understanding of the COVID-19 management.

Keywords: COVID-19, SEIRV epidemic model, reaction-diffusion equation, basic reproduction number, vaccination, spatial distribution

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1903 Chebyshev Collocation Method for Solving Heat Transfer Analysis for Squeezing Flow of Nanofluid in Parallel Disks

Authors: Mustapha Rilwan Adewale, Salau Ayobami Muhammed

Abstract:

This study focuses on the heat transfer analysis of magneto-hydrodynamics (MHD) squeezing flow between parallel disks, considering a viscous incompressible fluid. The upper disk exhibits both upward and downward motion, while the lower disk remains stationary but permeable. By employing similarity transformations, a system of nonlinear ordinary differential equations is derived to describe the flow behavior. To solve this system, a numerical approach, namely the Chebyshev collocation method, is utilized. The study investigates the influence of flow parameters and compares the obtained results with existing literature. The significance of this research lies in understanding the heat transfer characteristics of MHD squeezing flow, which has practical implications in various engineering and industrial applications. By employing the similarity transformations, the complex governing equations are simplified into a system of nonlinear ordinary differential equations, facilitating the analysis of the flow behavior. To obtain numerical solutions for the system, the Chebyshev collocation method is implemented. This approach provides accurate approximations for the nonlinear equations, enabling efficient computations of the heat transfer properties. The obtained results are compared with existing literature, establishing the validity and consistency of the numerical approach. The study's major findings shed light on the influence of flow parameters on the heat transfer characteristics of the squeezing flow. The analysis reveals the impact of parameters such as magnetic field strength, disk motion amplitude, fluid viscosity on the heat transfer rate between the disks, the squeeze number(S), suction/injection parameter(A), Hartman number(M), Prandtl number(Pr), modified Eckert number(Ec), and the dimensionless length(δ). These findings contribute to a comprehensive understanding of the system's behavior and provide insights for optimizing heat transfer processes in similar configurations. In conclusion, this study presents a thorough heat transfer analysis of magneto-hydrodynamics squeezing flow between parallel disks. The numerical solutions obtained through the Chebyshev collocation method demonstrate the feasibility and accuracy of the approach. The investigation of flow parameters highlights their influence on heat transfer, contributing to the existing knowledge in this field. The agreement of the results with previous literature further strengthens the reliability of the findings. These outcomes have practical implications for engineering applications and pave the way for further research in related areas.

Keywords: squeezing flow, magneto-hydro-dynamics (MHD), chebyshev collocation method(CCA), parallel manifolds, finite difference method (FDM)

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1902 Stabilization Control of the Nonlinear AIDS Model Based on the Theory of Polynomial Fuzzy Control Systems

Authors: Shahrokh Barati

Abstract:

In this paper, we introduced AIDS disease at first, then proposed dynamic model illustrate its progress, after expression of a short history of nonlinear modeling by polynomial phasing systems, we considered the stability conditions of the systems, which contained a huge amount of researches in order to modeling and control of AIDS in dynamic nonlinear form, in this approach using a frame work of control any polynomial phasing modeling system which have been generalized by part of phasing model of T-S, in order to control the system in better way, the stability conditions were achieved based on polynomial functions, then we focused to design the appropriate controller, firstly we considered the equilibrium points of system and their conditions and in order to examine changes in the parameters, we presented polynomial phase model that was the generalized approach rather than previous Takagi Sugeno models, then with using case we evaluated the equations in both open loop and close loop and with helping the controlling feedback, the close loop equations of system were calculated, to simulate nonlinear model of AIDS disease, we used polynomial phasing controller output that was capable to make the parameters of a nonlinear system to follow a sustainable reference model properly.

Keywords: polynomial fuzzy, AIDS, nonlinear AIDS model, fuzzy control systems

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1901 Physicochemistry of Pozzolanic Stabilization of a Class A-2-7 Lateritic Soil

Authors: Ahmed O. Apampa, Yinusa A. Jimoh

Abstract:

The paper examines the mechanism of pozzolan-soil reactions, using a recent study on the chemical stabilization of a Class A-2-7 (3) lateritic soil, with corn cob ash (CCA) as case study. The objectives are to establish a nexus between cation exchange capacity of the soil, the alkaline forming compounds in CCA and percentage CCA addition to soil beyond which no more improvement in strength properties can be achieved; and to propose feasible chemical reactions to explain the chemical stabilization of the lateritic soil with CCA alone. The lateritic soil, as well as CCA of pozzolanic quality Class C were separately analysed for their metallic oxide composition using the X-Ray Fluorescence technique. The cation exchange capacity (CEC) of the soil and the CCA were computed theoretically using the percentage composition of the base cations Ca2+, Mg2+ K+ and Na2+ as 1.48 meq/100 g and 61.67 meq/100 g respectively, thus indicating a ratio of 0.024 or 2.4%. This figure, taken as the theoretical amount required to just fill up the exchangeable sites of the clay molecules, compares well with the laboratory observation of 1.5% for the optimum level of CCA addition to lateritic soil. The paper went on to present chemical reaction equations between the alkaline earth metals in the CCA and the silica in the lateritic soil to form silicates, thereby proposing an extension of the theory of mechanism of soil stabilization to cover chemical stabilization with pozzolanic ash only. The paper concluded by recommending further research on the molecular structure of soils stabilized with pozzolanic waste ash alone, with a view to confirming the chemical equations advanced in the study.

Keywords: cation exchange capacity, corn cob ash, lateritic soil, soil stabilization

Procedia PDF Downloads 248