Search results for: fractional Black-Scholes equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1999

Search results for: fractional Black-Scholes equations

1309 Physics-Informed Convolutional Neural Networks for Reservoir Simulation

Authors: Jiangxia Han, Liang Xue, Keda Chen

Abstract:

Despite the significant progress over the last decades in reservoir simulation using numerical discretization, meshing is complex. Moreover, the high degree of freedom of the space-time flow field makes the solution process very time-consuming. Therefore, we present Physics-Informed Convolutional Neural Networks(PICNN) as a hybrid scientific theory and data method for reservoir modeling. Besides labeled data, the model is driven by the scientific theories of the underlying problem, such as governing equations, boundary conditions, and initial conditions. PICNN integrates governing equations and boundary conditions into the network architecture in the form of a customized convolution kernel. The loss function is composed of data matching, initial conditions, and other measurable prior knowledge. By customizing the convolution kernel and minimizing the loss function, the neural network parameters not only fit the data but also honor the governing equation. The PICNN provides a methodology to model and history-match flow and transport problems in porous media. Numerical results demonstrate that the proposed PICNN can provide an accurate physical solution from a limited dataset. We show how this method can be applied in the context of a forward simulation for continuous problems. Furthermore, several complex scenarios are tested, including the existence of data noise, different work schedules, and different good patterns.

Keywords: convolutional neural networks, deep learning, flow and transport in porous media, physics-informed neural networks, reservoir simulation

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1308 Flood Modeling in Urban Area Using a Well-Balanced Discontinuous Galerkin Scheme on Unstructured Triangular Grids

Authors: Rabih Ghostine, Craig Kapfer, Viswanathan Kannan, Ibrahim Hoteit

Abstract:

Urban flooding resulting from a sudden release of water due to dam-break or excessive rainfall is a serious threatening environment hazard, which causes loss of human life and large economic losses. Anticipating floods before they occur could minimize human and economic losses through the implementation of appropriate protection, provision, and rescue plans. This work reports on the numerical modelling of flash flood propagation in urban areas after an excessive rainfall event or dam-break. A two-dimensional (2D) depth-averaged shallow water model is used with a refined unstructured grid of triangles for representing the urban area topography. The 2D shallow water equations are solved using a second-order well-balanced discontinuous Galerkin scheme. Theoretical test case and three flood events are described to demonstrate the potential benefits of the scheme: (i) wetting and drying in a parabolic basin (ii) flash flood over a physical model of the urbanized Toce River valley in Italy; (iii) wave propagation on the Reyran river valley in consequence of the Malpasset dam-break in 1959 (France); and (iv) dam-break flood in October 1982 at the town of Sumacarcel (Spain). The capability of the scheme is also verified against alternative models. Computational results compare well with recorded data and show that the scheme is at least as efficient as comparable second-order finite volume schemes, with notable efficiency speedup due to parallelization.

Keywords: dam-break, discontinuous Galerkin scheme, flood modeling, shallow water equations

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1307 A Three-Dimensional Investigation of Stabilized Turbulent Diffusion Flames Using Different Type of Fuel

Authors: Moataz Medhat, Essam E. Khalil, Hatem Haridy

Abstract:

In the present study, a numerical simulation study is used to 3-D model the steady-state combustion of a staged natural gas flame in a 300 kW swirl-stabilized burner, using ANSYS solver to find the highest combustion efficiency by changing the inlet air swirl number and burner quarl angle in a furnace and showing the effect of flue gas recirculation, type of fuel and staging. The combustion chamber of the gas turbine is a cylinder of diameter 1006.8 mm, and a height of 1651mm ending with a hood until the exhaust cylinder has been reached, where the exit of combustion products which have a diameter of 300 mm, with a height of 751mm. The model was studied by 15 degree of the circumference due to axisymmetric of the geometry and divided into a mesh of about 1.1 million cells. The numerical simulations were performed by solving the governing equations in a three-dimensional model using realizable K-epsilon equations to express the turbulence and non-premixed flamelet combustion model taking into consideration radiation effect. The validation of the results was done by comparing it with other experimental data to ensure the agreement of the results. The study showed two zones of recirculation. The primary one is at the center of the furnace, and the location of the secondary one varies by changing the quarl angle of the burner. It is found that the increase in temperature in the external recirculation zone is a result of increasing the swirl number of the inlet air stream. Also it was found that recirculating part of the combustion products back to the combustion zone decreases pollutants formation especially nitrogen monoxide.

Keywords: burner selection, natural gas, analysis, recirculation

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1306 Modeling Route Selection Using Real-Time Information and GPS Data

Authors: William Albeiro Alvarez, Gloria Patricia Jaramillo, Ivan Reinaldo Sarmiento

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Understanding the behavior of individuals and the different human factors that influence the choice when faced with a complex system such as transportation is one of the most complicated aspects of measuring in the components that constitute the modeling of route choice due to that various behaviors and driving mode directly or indirectly affect the choice. During the last two decades, with the development of information and communications technologies, new data collection techniques have emerged such as GPS, geolocation with mobile phones, apps for choosing the route between origin and destination, individual service transport applications among others, where an interest has been generated to improve discrete choice models when considering the incorporation of these developments as well as psychological factors that affect decision making. This paper implements a discrete choice model that proposes and estimates a hybrid model that integrates route choice models and latent variables based on the observation on the route of a sample of public taxi drivers from the city of Medellín, Colombia in relation to its behavior, personality, socioeconomic characteristics, and driving mode. The set of choice options includes the routes generated by the individual service transport applications versus the driver's choice. The hybrid model consists of measurement equations that relate latent variables with measurement indicators and utilities with choice indicators along with structural equations that link the observable characteristics of drivers with latent variables and explanatory variables with utilities.

Keywords: behavior choice model, human factors, hybrid model, real time data

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1305 Numerical and Sensitivity Analysis of Modeling the Newcastle Disease Dynamics

Authors: Nurudeen Oluwasola Lasisi

Abstract:

Newcastle disease is a highly contagious disease of birds caused by a para-myxo virus. In this paper, we presented Novel quarantine-adjusted incident and linear incident of Newcastle disease model equations. We considered the dynamics of transmission and control of Newcastle disease. The existence and uniqueness of the solutions were obtained. The existence of disease-free points was shown, and the model threshold parameter was examined using the next-generation operator method. The sensitivity analysis was carried out in order to identify the most sensitive parameters of the disease transmission. This revealed that as parameters β,ω, and ᴧ increase while keeping other parameters constant, the effective reproduction number R_ev increases. This implies that the parameters increase the endemicity of the infection of individuals. More so, when the parameters μ,ε,γ,δ_1, and α increase, while keeping other parameters constant, the effective reproduction number R_ev decreases. This implies the parameters decrease the endemicity of the infection as they have negative indices. Analytical results were numerically verified by the Differential Transformation Method (DTM) and quantitative views of the model equations were showcased. We established that as contact rate (β) increases, the effective reproduction number R_ev increases, as the effectiveness of drug usage increases, the R_ev decreases and as the quarantined individual decreases, the R_ev decreases. The results of the simulations showed that the infected individual increases when the susceptible person approaches zero, also the vaccination individual increases when the infected individual decreases and simultaneously increases the recovery individual.

Keywords: disease-free equilibrium, effective reproduction number, endemicity, Newcastle disease model, numerical, Sensitivity analysis

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1304 Numerical Simulation of Two-Phase Flows Using a Pressure-Based Solver

Authors: Lei Zhang, Jean-Michel Ghidaglia, Anela Kumbaro

Abstract:

This work focuses on numerical simulation of two-phase flows based on the bi-fluid six-equation model widely used in many industrial areas, such as nuclear power plant safety analysis. A pressure-based numerical method is adopted in our studies due to the fact that in two-phase flows, it is common to have a large range of Mach numbers because of the mixture of liquid and gas, and density-based solvers experience stiffness problems as well as a loss of accuracy when approaching the low Mach number limit. This work extends the semi-implicit pressure solver in the nuclear component CUPID code, where the governing equations are solved on unstructured grids with co-located variables to accommodate complicated geometries. A conservative version of the solver is developed in order to capture exactly the shock in one-phase flows, and is extended to two-phase situations. An inter-facial pressure term is added to the bi-fluid model to make the system hyperbolic and to establish a well-posed mathematical problem that will allow us to obtain convergent solutions with refined meshes. The ability of the numerical method to treat phase appearance and disappearance as well as the behavior of the scheme at low Mach numbers will be demonstrated through several numerical results. Finally, inter-facial mass and heat transfer models are included to deal with situations when mass and energy transfer between phases is important, and associated industrial numerical benchmarks with tabulated EOS (equations of state) for fluids are performed.

Keywords: two-phase flows, numerical simulation, bi-fluid model, unstructured grids, phase appearance and disappearance

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1303 Improving the Frequency Response of a Circular Dual-Mode Resonator with a Reconfigurable Bandwidth

Authors: Muhammad Haitham Albahnassi, Adnan Malki, Shokri Almekdad

Abstract:

In this paper, a method for reconfiguring bandwidth in a circular dual-mode resonator is presented. The method concerns the optimized geometry of a structure that may be used to host the tuning elements, which are typically RF (Radio Frequency) switches. The tuning elements themselves, and their performance during tuning, are not the focus of this paper. The designed resonator is able to reconfigure its fractional bandwidth by adjusting the inter-coupling level between the degenerate modes, while at the same time improving its response by adjusting the external-coupling level and keeping the center frequency fixed. The inter-coupling level has been adjusted by changing the dimensions of the perturbation element, while the external-coupling level has been adjusted by changing one of the feeder dimensions. The design was arrived at via optimization. Agreeing simulation and measurement results of the designed and implemented filters showed good improvements in return loss values and the stability of the center frequency.

Keywords: dual-mode resonators, perturbation theory, reconfigurable filters, software defined radio, cognitine radio

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1302 Fructooligosaccharide Prebiotics: Optimization of Different Cultivation Parameters on Their Microbial Production

Authors: Elsayed Ahmed Elsayed, Azza Noor El-Deen, Mohamed A. Farid, Mohamed A. Wadaan

Abstract:

Recently, a great attention has been paid to the use of dietary carbohydrates as prebiotic functional foods. Among the new commercially available products, fructooligosaccharides (FOS), which are microbial produced from sucrose, have attracted special interest due to their valuable properties and, thus, have a great economic potential for the sugar industrial branch. They are non-cariogenic sweeteners of low caloric value, as they are not hydrolyzed by the gastro-intestinal enzymes, promoting selectively the growth of the bifidobacteria in the colon, helping to eliminate the harmful microbial species to human and animal health and preventing colon cancer. FOS has been also found to reduce cholesterol, phospholipids and triglyceride levels in blood. FOS has been mainly produced by microbial fructosyltransferase (FTase) enzymes. The present work outlines bioprocess optimization for different cultivation parameters affecting the production of FTase by Penicillium aurantiogriseum AUMC 5605. The optimization involves both traditional as well as fractional factorial design approaches. Additionally, the production process will be compared under batch and fed-batch conditions. Finally, the optimized process conditions will be applied to 5-L stirred tank bioreactor cultivations.

Keywords: prebiotics, fructooligosaccharides, optimization, cultivation

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1301 Reliability of Diffusion Tensor Imaging in Differentiation of Salivary Gland Tumors

Authors: Sally Salah El Menshawy, Ghada M. Ahmed GabAllah, Doaa Khedr M. Khedr

Abstract:

Background: Our study aims to detect the diagnostic role of DTI in the differentiation of salivary glands benign and malignant lesions. Results: Our study included 50 patients (25males and 25 females) divided into 4 groups (benign lesions n=20, malignant tumors n=13, post-operative changes n=10 and normal n=7). 28 patients were with parotid gland lesions, 4 patients were with submandibular gland lesions and only 1 case with sublingual gland affection. The mean fractional anisotropy (FA) and apparent diffusion coefficient (ADC) of malignant salivary gland tumors (n = 13) (0.380±0.082 and 0.877±0.234× 10⁻³ mm² s⁻¹) were significantly different (P<0.001) than that of benign tumors (n = 20) (0.147±0.03 and 1.47±0.605 × 10⁻³ mm² s⁻¹), respectively. The mean FA and ADC of post-operative changes (n = 10) were (0.211±0.069 and 1.63±0.20× 10⁻³ mm² s⁻¹) while that of normal glands (n =7) was (0.251±0.034and 1.54±0.29× 10⁻³ mm² s⁻¹), respectively. Using ADC to differentiate malignant lesions from benign lesions has an (AUC) of 0.810, with an accuracy of 69.7%. ADC used to differentiate malignant lesions from post-operative changes has (AUC) of 1.0, and an accuracy of 95.7%. FA used to discriminate malignant from benign lesions has (AUC) of 1.0, and an accuracy of 93.9%. FA used to differentiate malignant from post-operative changes has (AUC) of 0.923, and an accuracy of 95.7%. Combined FA and ADC used to differentiate malignant from benign lesions has (AUC) of 1.0, and an accuracy of 100%. Combined FA and ADC used to differentiate malignant from post-operative changes has (AUC) of 1.0, and an accuracy of 100%. Conclusion: Combined FA and ADC can differentiate malignant tumors from benign salivary gland lesions.

Keywords: diffusion tensor imaging, MRI, salivary gland, tumors

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1300 Optical Breather in Phosphorene Monolayer

Authors: Guram Adamashvili

Abstract:

Surface plasmon polariton is a surface optical wave which undergoes a strong enhancement and spatial confinement of its wave amplitude near an interface of two-dimensional layered structures. Phosphorene (single-layer black phosphorus) and other two-dimensional anisotropic phosphorene-like materials are recognized as promising materials for potential future applications of surface plasmon polariton. A theory of an optical breather of self-induced transparency for surface plasmon polariton propagating in monolayer or few-layer phosphorene is developed. A theory of an optical soliton of self-induced transparency for surface plasmon polariton propagating in monolayer or few-layer phosphorene have been investigated earlier Starting from the optical nonlinear wave equation for surface TM-modes interacting with a two-dimensional layer of atomic systems or semiconductor quantum dots and a phosphorene monolayer (or other two-dimensional anisotropic material), we have obtained the evolution equations for the electric field of the breather. In this case, one finds that the evolution of these pulses become described by the damped Bloch-Maxwell equations. For surface plasmon polariton fields, breathers are found to occur. Explicit relations of the dependence of breathers on the local media, phosphorene anisotropic conductivity, transition layer properties and transverse structures of the SPP, are obtained and will be given. It is shown that the phosphorene conductivity reduces exponentially the amplitude of the surface breather of SIT in the process of propagation. The direction of propagation corresponding to the maximum and minimum damping of the amplitude are assigned along the armchair and zigzag directions of black phosphorus nano-film, respectively. The most rapid damping of the intensity occurs when the polarization of breather is along the armchair direction.

Keywords: breathers, nonlinear waves, solitons, surface plasmon polaritons

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1299 Suitability of Direct Strength Method-Based Approach for Web Crippling Strength of Flange Fastened Cold-Formed Steel Channel Beams Subjected to Interior Two-Flange Loading: A Comprehensive Investigation

Authors: Hari Krishnan K. P., Anil Kumar M. V.

Abstract:

The Direct Strength Method (DSM) is used for the computation of the design strength of members whose behavior is governed by any form of buckling. DSM based semiempirical equations have been successfully used for cold-formed steel (CFS) members subjected to compression, bending, and shear. The DSM equations for the strength of a CFS member are based on the parameters accounting for strength [yield load (Py), yield moment (My), and shear yield load (Vy) for compression, bending, and shear respectively] and stability [buckling load (Pcr), buckling moment (Mcr), and shear buckling load (Vcr) for compression, bending and shear respectively]. The buckling of column and beam shall be governed by local, distortional, or global buckling modes and their interaction. Recently DSM-based methods are extended for the web crippling strength of CFS beams also. Numerous DSM-based expressions were reported in the literature, which is the function of loading case, cross-section shape, and boundary condition. Unlike members subjected to axial load, bending, or shear, no unified expression for the design web crippling strength irrespective of the loading case, cross-section shape, and end boundary conditions are available yet. This study, based on nonlinear finite element analysis results, shows that the slenderness of the web, which shall be represented either using web height to thickness ratio (h=t) or Pcr has negligible contribution to web crippling strength. Hence, the results in this paper question the suitability of DSM based approach for the web crippling strength of CFS beams.

Keywords: cold-formed steel, beams, DSM-based procedure, interior two flanged loading, web crippling

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1298 Use of the Gas Chromatography Method for Hydrocarbons' Quality Evaluation in the Offshore Fields of the Baltic Sea

Authors: Pavel Shcherban, Vlad Golovanov

Abstract:

Currently, there is an active geological exploration and development of the subsoil shelf of the Kaliningrad region. To carry out a comprehensive and accurate assessment of the volumes and degree of extraction of hydrocarbons from open deposits, it is necessary to establish not only a number of geological and lithological characteristics of the structures under study, but also to determine the oil quality, its viscosity, density, fractional composition as accurately as possible. In terms of considered works, gas chromatography is one of the most capacious methods that allow the rapid formation of a significant amount of initial data. The aspects of the application of the gas chromatography method for determining the chemical characteristics of the hydrocarbons of the Kaliningrad shelf fields are observed in the article, as well as the correlation-regression analysis of these parameters in comparison with the previously obtained chemical characteristics of hydrocarbon deposits located on the land of the region. In the process of research, a number of methods of mathematical statistics and computer processing of large data sets have been applied, which makes it possible to evaluate the identity of the deposits, to specify the amount of reserves and to make a number of assumptions about the genesis of the hydrocarbons under analysis.

Keywords: computer processing of large databases, correlation-regression analysis, hydrocarbon deposits, method of gas chromatography

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1297 Computational Fluid Dynamics Simulation on Heat Transfer of Hot Air Bubble Injection into Water Column

Authors: Jae-Yeong Choi, Gyu-Mok Jeon, Jong-Chun Park, Yong-Jin Cho, Seok-Tae Yoon

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When air flow is injected into water, bubbles are formed in various types inside the water pool along with the air flow rate. The bubbles are floated in equilibrium with forces such as buoyancy, surface tension and shear force. Single bubble generated at low flow rate maintains shape, but bubbles with high flow rate break up to make mixing and turbulence. In addition to this phenomenon, as the hot air bubbles are injected into the water, heat affects the interface of phases. Therefore, the main scope of the present work reveals how to proceed heat transfer between water and hot air bubbles injected into water. In the present study, a series of CFD simulation for the heat transfer of hot bubbles injected through a nozzle near the bottom in a cylindrical water column are performed using a commercial CFD software, STAR-CCM+. The governing equations for incompressible and viscous flow are the continuous and the RaNS (Reynolds- averaged Navier-Stokes) equations and discretized by the FVM (Finite Volume Method) manner. For solving multi-phase flow, the Eulerian multiphase model is employed and the interface is defined by VOF (Volume-of-Fluid) technique. As a turbulence model, the SST k-w model considering the buoyancy effects is introduced. For spatial differencing the 3th-order MUSCL scheme is adopted and the 2nd-order implicit scheme for time integration. As the results, the dynamic behavior of the rising hot bubbles with the flow rate injected and regarding heat transfer mechanism are discussed based on the simulation results.

Keywords: heat transfer, hot bubble injection, eulerian multiphase model, flow rate, CFD (Computational Fluid Dynamics)

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1296 Effect of Be, Zr, and Heat Treatment on Mechanical Behavior of Cast Al-Mg-Zn-Cu Alloys (7075)

Authors: Mahmoud M. Tash

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The present study was undertaken to investigate the effect of aging parameters (time and temperature) on the mechanical properties of Be-and/or Zr- treated Al-Mg-Zn (7075) alloys. Ultimate tensile strength, 0.5% offset yield strength and % elongation measurements were carried out on specimens prepared from cast and heat treated 7075 alloys containing Be and/or Zr. Different aging treatment were carried out for the as solution treated (SHT) specimens. The specimens were aged at different conditions; Natural and artificial aging was carried out at room temperature, 120C, 150C, 180C and 220C for different periods of time. Duplex aging was performed for SHT conditions (pre-aged at different time and temperature followed by high temperature aging). Ultimate tensile strength, yield strength and % elongation data results as a function of different aging parameters are analysed. A statistical design of experiments (DOE) approach using fractional factorial design is applied to acquire an understanding of the effects of these variables and their interactions on the mechanical properties of Be- and/or Zr- treated 7075 alloys. Mathematical models are developed to relate the alloy mechanical properties with the different aging parameters.

Keywords: casting aging treatment, mechanical properties, Al-Mg-Zn alloys, Be- and/or Zr-treatment, experimental correlation

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1295 Finite Element Model to Investigate the Dynamic Behavior of Ring-Stiffened Conical Shell Fully and Partially Filled with Fluid

Authors: Mohammadamin Esmaeilzadehazimi, Morteza Shayan Arani, Mohammad Toorani, Aouni Lakis

Abstract:

This study uses a hybrid finite element method to predict the dynamic behavior of both fully and partially-filled truncated conical shells stiffened with ring stiffeners. The method combines classical shell theory and the finite element method, and employs displacement functions derived from exact solutions of Sanders' shell equilibrium equations for conical shells. The shell-fluid interface is analyzed by utilizing the velocity potential, Bernoulli's equation, and impermeability conditions to determine an explicit expression for fluid pressure. The equations of motion presented in this study apply to both conical and cylindrical shells. This study presents the first comparison of the method applied to ring-stiffened shells with other numerical and experimental findings. Vibration frequencies for conical shells with various boundary conditions and geometries in a vacuum and filled with water are compared with experimental and numerical investigations, achieving good agreement. The study thoroughly investigates the influence of geometric parameters, stiffener quantity, semi-vertex cone angle, level of water filled in the cone, and applied boundary conditions on the natural frequency of fluid-loaded ring-stiffened conical shells, and draws some useful conclusions. The primary advantage of the current method is its use of a minimal number of finite elements while achieving highly accurate results.

Keywords: finite element method, fluid–structure interaction, conical shell, natural frequency, ring-stiffener

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1294 Prediction of Metals Available to Maize Seedlings in Crude Oil Contaminated Soil

Authors: Stella O. Olubodun, George E. Eriyamremu

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The study assessed the effect of crude oil applied at rates, 0, 2, 5, and 10% on the fractional chemical forms and availability of some metals in soils from Usen, Edo State, with no known crude oil contamination and soil from a crude oil spill site in Ubeji, Delta State, Nigeria. Three methods were used to determine the bioavailability of metals in the soils: maize (Zea mays) plant, EDTA and BCR sequential extraction. The sequential extract acid soluble fraction of the BCR extraction (most labile fraction of the soils, normally associated with bioavailability) were compared with total metal concentration in maize seedlings as a means to compare the chemical and biological measures of bioavailability. Total Fe was higher in comparison to other metals for the crude oil contaminated soils. The metal concentrations were below the limits of 4.7% Fe, 190mg/kg Cu and 720mg/kg Zn intervention values and 36mg/kg Cu and 140mg/kg Zn target values for soils provided by the Department of Petroleum Resources (DPR) guidelines. The concentration of the metals in maize seedlings increased with increasing rates of crude oil contamination. Comparison of the metal concentrations in maize seedlings with EDTA extractable concentrations showed that EDTA extracted more metals than maize plant.

Keywords: availability, crude oil contamination, EDTA, maize, metals

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1293 Optimizing Volume Fraction Variation Profile of Bidirectional Functionally Graded Circular Plate under Mechanical Loading to Minimize Its Stresses

Authors: Javad Jamali Khouei, Mohammadreza Khoshravan

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Considering that application of functionally graded material is increasing in most industries, it seems necessary to present a methodology for designing optimal profile of structures such as plate under mechanical loading which is highly consumed in industries. Therefore, volume fraction variation profile of functionally graded circular plate which has been considered two-directional is optimized so that stress of structure is minimized. For this purpose, equilibrium equations of two-directional functionally graded circular plate are solved by applying semi analytical-numerical method under mechanical loading and support conditions. By solving equilibrium equations, deflections and stresses are obtained in terms of control variables of volume fraction variation profile. As a result, the problem formula can be defined as an optimization problem by aiming at minimization of critical von-mises stress under constraints of deflections, stress and a physical constraint relating to structure of material. Then, the related problem can be solved with help of one of the metaheuristic algorithms such as genetic algorithm. Results of optimization for the applied model under constraints and loadings and boundary conditions show that functionally graded plate should be graded only in radial direction and there is no need for volume fraction variation of the constituent particles in thickness direction. For validating results, optimal values of the obtained design variables are graphically evaluated.

Keywords: two-directional functionally graded material, single objective optimization, semi analytical-numerical solution, genetic algorithm, graphical solution with contour

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1292 Basins of Attraction for Quartic-Order Methods

Authors: Young Hee Geum

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We compare optimal quartic order method for the multiple zeros of nonlinear equations illustrating the basins of attraction. To construct basins of attraction effectively, we take a 600×600 uniform grid points at the origin of the complex plane and paint the initial values on the basins of attraction with different colors according to the iteration number required for convergence.

Keywords: basins of attraction, convergence, multiple-root, nonlinear equation

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1291 Multifield Problems in 3D Structural Analysis of Advanced Composite Plates and Shells

Authors: Salvatore Brischetto, Domenico Cesare

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Major improvements in future aircraft and spacecraft could be those dependent on an increasing use of conventional and unconventional multilayered structures embedding composite materials, functionally graded materials, piezoelectric or piezomagnetic materials, and soft foam or honeycomb cores. Layers made of such materials can be combined in different ways to obtain structures that are able to fulfill several structural requirements. The next generation of aircraft and spacecraft will be manufactured as multilayered structures under the action of a combination of two or more physical fields. In multifield problems for multilayered structures, several physical fields (thermal, hygroscopic, electric and magnetic ones) interact each other with different levels of influence and importance. An exact 3D shell model is here proposed for these types of analyses. This model is based on a coupled system including 3D equilibrium equations, 3D Fourier heat conduction equation, 3D Fick diffusion equation and electric and magnetic divergence equations. The set of partial differential equations of second order in z is written using a mixed curvilinear orthogonal reference system valid for spherical and cylindrical shell panels, cylinders and plates. The order of partial differential equations is reduced to the first one thanks to the redoubling of the number of variables. The solution in the thickness z direction is obtained by means of the exponential matrix method and the correct imposition of interlaminar continuity conditions in terms of displacements, transverse stresses, electric and magnetic potentials, temperature, moisture content and transverse normal multifield fluxes. The investigated structures have simply supported sides in order to obtain a closed form solution in the in-plane directions. Moreover, a layerwise approach is proposed which allows a 3D correct description of multilayered anisotropic structures subjected to field loads. Several results will be proposed in tabular and graphical formto evaluate displacements, stresses and strains when mechanical loads, temperature gradients, moisture content gradients, electric potentials and magnetic potentials are applied at the external surfaces of the structures in steady-state conditions. In the case of inclusions of piezoelectric and piezomagnetic layers in the multilayered structures, so called smart structures are obtained. In this case, a free vibration analysis in open and closed circuit configurations and a static analysis for sensor and actuator applications will be proposed. The proposed results will be useful to better understand the physical and structural behaviour of multilayered advanced composite structures in the case of multifield interactions. Moreover, these analytical results could be used as reference solutions for those scientists interested in the development of 3D and 2D numerical shell/plate models based, for example, on the finite element approach or on the differential quadrature methodology. The correct impositions of boundary geometrical and load conditions, interlaminar continuity conditions and the zigzag behaviour description due to transverse anisotropy will be also discussed and verified.

Keywords: composite structures, 3D shell model, stress analysis, multifield loads, exponential matrix method, layer wise approach

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1290 Numerical Study of Fluid Flow and Heat Transfer in Microchannel with Thin Obstacles

Authors: Malorzata Kmiotek, Anna Kucaba-Pietal, Robert Smusz

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Due to the miniaturisation process, in many technical devices, microchannels are used in cooling systems. Because of the small size of microchannels, the flow inside is laminar, which caused a slow heat exchange. In order to intensify the heat exchange, the flow must be disturbed, for example, by introducing obstacles. We present results on the influence of a thin obstacle, placed on microchannel wall, on the fluid and heat flow in the aspect of their use by constructors of heat exchangers. The obstacle is called 'thin' when its geometrical parameter (o=w/h, w- width, h - height of the obstacle) satisfies inequality: o < 0.5. In this work, we report numerical results on heat and mass transfer in the microchannels of 400 micrometer height (H - height of the microchannel), where thin obstacles are immersed on the walls, to disturb the flow. The Reynolds number of the flow in microchannel varies between 20 and 200 and is typical for the flow in micro heat exchangers. The equations describing the fluid and heat flows in microchannels were solved numerically by using the finite element method with an application of CFD&FSI package of ADINA R&D, Inc. 9.4 solver. In the case of flows in the microchannels with sequences of thin rectangular obstacles placed on the bottom and the top wall of a microchannel, the influence of distances s (s is the distance between two thin obstacles) and heights of obstacles on the fluid and heat transfer was investigated. Thermal and flow conditions of the application area of microchannels in electronic cooling systems, i.e., wall temperature of 60 °C, the fluid temperature of 20°C were used to solve equations. Additionally, the distance s between the thin obstacles in microchannels as a multiple of the amount of the channel height was determined. Results show that placing thin obstacles on microchannel walls increase the length of recirculation zones of the flow and improves the heat transfer.

Keywords: Finite Element Method, heat transfer, mechanical engineering, microchannel

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1289 A Study on the Role of Human Rights in the Aid Allocations of China and the United States

Authors: Shazmeen Maroof

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The study is motivated by a desire to investigate whether there is substance to claims that, relative to traditional donors, China disregards human rights considerations when allocating overseas aid. While the stated policy of the U.S. is that consideration of potential aid recipients’ respect for human rights is mandatory, some quantitative studies have cast doubt on whether this is reflected in actual allocations. There is a lack of academic literature that formally assesses the extent to which the two countries' aid allocations differ; which is essential to test whether the criticisms of China's aid policy in comparison to that of the U.S. are justified. Using data on two standard human rights measures, 'Political Terror Scale' and 'Civil Liberties', the study analyse the two donors’ aid allocations among 125 countries over the period 2000 to 2014. The bivariate analysis demonstrated that a significant share of China’s aid flow to countries with poor human rights record. At the same time, the U.S. seems little different in providing aid to these countries. The empirical results obtained from the Fractional Logit model also provided some support to the general pessimism regarding China’s provision of aid to countries with poor human rights record, yet challenge the optimists expecting better targeted aid from the U.S. These findings are consistent with the split between humanitarian and non-humanitarian aid and in the sample of countries whose human rights record is below some threshold level.

Keywords: China's aid policy, foreign aid allocation, human rights, United States Foreign Assistance Act

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1288 Methods for Solving Identification Problems

Authors: Fadi Awawdeh

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In this work, we highlight the key concepts in using semigroup theory as a methodology used to construct efficient formulas for solving inverse problems. The proposed method depends on some results concerning integral equations. The experimental results show the potential and limitations of the method and imply directions for future work.

Keywords: identification problems, semigroup theory, methods for inverse problems, scientific computing

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1287 Analytical Method for Seismic Analysis of Shaft-Tunnel Junction under Longitudinal Excitations

Authors: Jinghua Zhang

Abstract:

Shaft-tunnel junction is a typical case of the structural nonuniformity in underground structures. The shaft and the tunnel possess greatly different structural features. Even under uniform excitations, they tend to behave discrepantly. Studies on shaft-tunnel junctions are mainly performed numerically. Shaking table tests are also conducted. Although many numerical and experimental data are obtained, an analytical solution still has great merits of gaining more insights into the shaft-tunnel problem. This paper will try to remedy the situation. Since the seismic responses of shaft-tunnel junctions are very related to directions of the excitations, they are studied in two scenarios: the longitudinal-excitation scenario and the transverse-excitation scenario. The former scenario will be addressed in this paper. Given that responses of the tunnel are highly dependent on the shaft, the analytical solutions would be developed firstly for the vertical shaft. Then, the seismic responses of the tunnel would be discussed. Since vertical shafts bear a resemblance to rigid caissons, the solution proposed in this paper is derived by introducing terms of shaft-tunnel and soil-tunnel interactions into equations originally developed for rigid caissons. The validity of the solution is examined by a validation model computed by finite element method. The mutual influence between the shaft and the tunnel is introduced. The soil-structure interactions are discussed parametrically based on the proposed equations. The shaft-tunnel relative displacement and the soil-tunnel relative stiffness are found to be the most important parameters affecting the magnitudes and distributions of the internal forces of the tunnel. A hinge-joint at the shaft-tunnel junction could significantly reduce the degree of stress concentration compared with a rigid joint.

Keywords: analytical solution, longitudinal excitation, numerical validation , shaft-tunnel junction

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1286 Effect of Pre-Aging and Aging Parameters on Mechanical Behavior of Be-Treated 7075 Aluminum Alloys: Experimental Correlation using Minitab Software

Authors: M. Tash, S. Alkahtani

Abstract:

The present study was undertaken to investigate the effect of pre-aging and aging parameters (time and temperature) on the mechanical properties of Al-Mg-Zn (7075) alloys. Ultimate tensile strength, 0.5% offset yield strength and % elongation measurements were carried out on specimens prepared from cast and heat treated 7075 alloys. Duplex aging treatments were carried out for the as solution treated (SHT) specimens (pre-aged at different time and temperature followed by high temperature aging). A statistical design of experiments (DOE) approach using fractional factorial design was applied to determine the influence of controlling variables of pre-aging and aging treatment parameters and any interactions between them on the mechanical properties of 7075 alloys. A mathematical models are developed to relate the alloy ultimate tensile strength, yield strength and % elongation with the different pre-aging and aging parameters i.e. Pre-aging Temperature (PA T0C), Pre-aging time (PA t h), Aging temperature (AT0C), Aging time (At h), to acquire an understanding of the effects of these variables and their interactions on the mechanical properties of be-treated 7075 alloys.

Keywords: aging heat Treatment, tensile properties, be-treated cast Al-Mg-Zn (7075) alloys, experimental correlation

Procedia PDF Downloads 258
1285 A Geometrical Multiscale Approach to Blood Flow Simulation: Coupling 2-D Navier-Stokes and 0-D Lumped Parameter Models

Authors: Azadeh Jafari, Robert G. Owens

Abstract:

In this study, a geometrical multiscale approach which means coupling together the 2-D Navier-Stokes equations, constitutive equations and 0-D lumped parameter models is investigated. A multiscale approach, suggest a natural way of coupling detailed local models (in the flow domain) with coarser models able to describe the dynamics over a large part or even the whole cardiovascular system at acceptable computational cost. In this study we introduce a new velocity correction scheme to decouple the velocity computation from the pressure one. To evaluate the capability of our new scheme, a comparison between the results obtained with Neumann outflow boundary conditions on the velocity and Dirichlet outflow boundary conditions on the pressure and those obtained using coupling with the lumped parameter model has been performed. Comprehensive studies have been done based on the sensitivity of numerical scheme to the initial conditions, elasticity and number of spectral modes. Improvement of the computational algorithm with stable convergence has been demonstrated for at least moderate Weissenberg number. We comment on mathematical properties of the reduced model, its limitations in yielding realistic and accurate numerical simulations, and its contribution to a better understanding of microvascular blood flow. We discuss the sophistication and reliability of multiscale models for computing correct boundary conditions at the outflow boundaries of a section of the cardiovascular system of interest. In this respect the geometrical multiscale approach can be regarded as a new method for solving a class of biofluids problems, whose application goes significantly beyond the one addressed in this work.

Keywords: geometrical multiscale models, haemorheology model, coupled 2-D navier-stokes 0-D lumped parameter modeling, computational fluid dynamics

Procedia PDF Downloads 347
1284 Nuclear Fuel Safety Threshold Determined by Logistic Regression Plus Uncertainty

Authors: D. S. Gomes, A. T. Silva

Abstract:

Analysis of the uncertainty quantification related to nuclear safety margins applied to the nuclear reactor is an important concept to prevent future radioactive accidents. The nuclear fuel performance code may involve the tolerance level determined by traditional deterministic models producing acceptable results at burn cycles under 62 GWd/MTU. The behavior of nuclear fuel can simulate applying a series of material properties under irradiation and physics models to calculate the safety limits. In this study, theoretical predictions of nuclear fuel failure under transient conditions investigate extended radiation cycles at 75 GWd/MTU, considering the behavior of fuel rods in light-water reactors under reactivity accident conditions. The fuel pellet can melt due to the quick increase of reactivity during a transient. Large power excursions in the reactor are the subject of interest bringing to a treatment that is known as the Fuchs-Hansen model. The point kinetic neutron equations show similar characteristics of non-linear differential equations. In this investigation, the multivariate logistic regression is employed to a probabilistic forecast of fuel failure. A comparison of computational simulation and experimental results was acceptable. The experiments carried out use the pre-irradiated fuels rods subjected to a rapid energy pulse which exhibits the same behavior during a nuclear accident. The propagation of uncertainty utilizes the Wilk's formulation. The variables chosen as essential to failure prediction were the fuel burnup, the applied peak power, the pulse width, the oxidation layer thickness, and the cladding type.

Keywords: logistic regression, reactivity-initiated accident, safety margins, uncertainty propagation

Procedia PDF Downloads 279
1283 Mathematical Modeling of Nonlinear Process of Assimilation

Authors: Temur Chilachava

Abstract:

In work the new nonlinear mathematical model describing assimilation of the people (population) with some less widespread language by two states with two various widespread languages, taking into account demographic factor is offered. In model three subjects are considered: the population and government institutions with the widespread first language, influencing by means of state and administrative resources on the third population with some less widespread language for the purpose of their assimilation; the population and government institutions with the widespread second language, influencing by means of state and administrative resources on the third population with some less widespread language for the purpose of their assimilation; the third population (probably small state formation, an autonomy), exposed to bilateral assimilation from two rather powerful states. Earlier by us it was shown that in case of zero demographic factor of all three subjects, the population with less widespread language completely assimilates the states with two various widespread languages, and the result of assimilation (redistribution of the assimilated population) is connected with initial quantities, technological and economic capabilities of the assimilating states. In considered model taking into account demographic factor natural decrease in the population of the assimilating states and a natural increase of the population which has undergone bilateral assimilation is supposed. At some ratios between coefficients of natural change of the population of the assimilating states, and also assimilation coefficients, for nonlinear system of three differential equations are received the two first integral. Cases of two powerful states assimilating the population of small state formation (autonomy), with different number of the population, both with identical and with various economic and technological capabilities are considered. It is shown that in the first case the problem is actually reduced to nonlinear system of two differential equations describing the classical model "predator - the victim", thus, naturally a role of the victim plays the population which has undergone assimilation, and a predator role the population of one of the assimilating states. The population of the second assimilating state in the first case changes in proportion (the coefficient of proportionality is equal to the relation of the population of assimilators in an initial time point) to the population of the first assimilator. In the second case the problem is actually reduced to nonlinear system of two differential equations describing type model "a predator – the victim", with the closed integrated curves on the phase plane. In both cases there is no full assimilation of the population to less widespread language. Intervals of change of number of the population of all three objects of model are found. The considered mathematical models which in some approach can model real situations, with the real assimilating countries and the state formations (an autonomy or formation with the unrecognized status), undergone to bilateral assimilation, show that for them the only possibility to avoid from assimilation is the natural demographic increase in population and hope for natural decrease in the population of the assimilating states.

Keywords: nonlinear mathematical model, bilateral assimilation, demographic factor, first integrals, result of assimilation, intervals of change of number of the population

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1282 An Estimation of Rice Output Supply Response in Sierra Leone: A Nerlovian Model Approach

Authors: Alhaji M. H. Conteh, Xiangbin Yan, Issa Fofana, Brima Gegbe, Tamba I. Isaac

Abstract:

Rice grain is Sierra Leone’s staple food and the nation imports over 120,000 metric tons annually due to a shortfall in its cultivation. Thus, the insufficient level of the crop's cultivation in Sierra Leone is caused by many problems and this led to the endlessly widening supply and demand for the crop within the country. Consequently, this has instigated the government to spend huge money on the importation of this grain that would have been otherwise cultivated domestically at a cheaper cost. Hence, this research attempts to explore the response of rice supply with respect to its demand in Sierra Leone within the period 1980-2010. The Nerlovian adjustment model to the Sierra Leone rice data set within the period 1980-2010 was used. The estimated trend equations revealed that time had significant effect on output, productivity (yield) and area (acreage) of rice grain within the period 1980-2010 and this occurred generally at the 1% level of significance. The results showed that, almost the entire growth in output had the tendency to increase in the area cultivated to the crop. The time trend variable that was included for government policy intervention showed an insignificant effect on all the variables considered in this research. Therefore, both the short-run and long-run price response was inelastic since all their values were less than one. From the findings above, immediate actions that will lead to productivity growth in rice cultivation are required. To achieve the above, the responsible agencies should provide extension service schemes to farmers as well as motivating them on the adoption of modern rice varieties and technology in their rice cultivation ventures.

Keywords: Nerlovian adjustment model, price elasticities, Sierra Leone, trend equations

Procedia PDF Downloads 215
1281 Hypersonic Flow of CO2-N2 Mixture around a Spacecraft during the Atmospheric Reentry

Authors: Zineddine Bouyahiaoui, Rabah Haoui

Abstract:

The aim of this work is to analyze a flow around the axisymmetric blunt body taken into account the chemical and vibrational nonequilibrium flow. This work concerns the entry of spacecraft in the atmosphere of the planet Mars. Since the equations involved are non-linear partial derivatives, the volume method is the only way to solve this problem. The choice of the mesh and the CFL is a condition for the convergence to have the stationary solution.

Keywords: blunt body, finite volume, hypersonic flow, viscous flow

Procedia PDF Downloads 220
1280 Chern-Simons Equation in Financial Theory and Time-Series Analysis

Authors: Ognjen Vukovic

Abstract:

Chern-Simons equation represents the cornerstone of quantum physics. The question that is often asked is if the aforementioned equation can be successfully applied to the interaction in international financial markets. By analysing the time series in financial theory, it is proved that Chern-Simons equation can be successfully applied to financial time-series. The aforementioned statement is based on one important premise and that is that the financial time series follow the fractional Brownian motion. All variants of Chern-Simons equation and theory are applied and analysed. Financial theory time series movement is, firstly, topologically analysed. The main idea is that exchange rate represents two-dimensional projections of three-dimensional Brownian motion movement. Main principles of knot theory and topology are applied to financial time series and setting is created so the Chern-Simons equation can be applied. As Chern-Simons equation is based on small particles, it is multiplied by the magnifying factor to mimic the real world movement. Afterwards, the following equation is optimised using Solver. The equation is applied to n financial time series in order to see if it can capture the interaction between financial time series and consequently explain it. The aforementioned equation represents a novel approach to financial time series analysis and hopefully it will direct further research.

Keywords: Brownian motion, Chern-Simons theory, financial time series, econophysics

Procedia PDF Downloads 457