Search results for: direct numerical simulation

Authors: Titus G. Kassem, Izang A. Nyam

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A mathematical model is constructed to study the effect of predation on two competing species in which one of the competing species is a prey to the predator whilst the other species are not under predation. Conditions for the existence and stability of equilibrium solutions were determined. Numerical simulation results indicate the possibility of a stable coexistence of the three interacting species in form of stable oscillations under certain parameter values. We also noticed that under some certain parameter values, species under predation go into extinction.

Keywords: competition, predator-prey, species, ecology

Procedia PDF Downloads 275

Authors: Nicoly Coelho, Eduardo Vieira Vilas Boas, Paulo Orestes Formigoni

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Faced with the remarkable developments in the various segments of modern engineering, provided by the increasing technological development, professionals of all educational areas need to overcome the difficulties generated due to the good understanding of those who are starting their academic journey. Aiming to overcome these difficulties, this article aims at an introduction to the basic study of numerical methods applied to fluid mechanics and thermodynamics, demonstrating the modeling and simulations with its substance, and a detailed explanation of the fundamental numerical solution for the use of finite difference method, using SCILAB, a free software easily accessible as it is free and can be used for any research center or university, anywhere, both in developed and developing countries. It is known that the Computational Fluid Dynamics (CFD) is a necessary tool for engineers and professionals who study fluid mechanics, however, the teaching of this area of knowledge in undergraduate programs faced some difficulties due to software costs and the degree of difficulty of mathematical problems involved in this way the matter is treated only in postgraduate courses. This work aims to bring the use of DFC low cost in teaching Transport Phenomena for graduation analyzing a small classic case of fundamental thermodynamics with Scilab® program. The study starts from the basic theory involving the equation the partial differential equation governing heat transfer problem, implies the need for mastery of students, discretization processes that include the basic principles of series expansion Taylor responsible for generating a system capable of convergence check equations using the concepts of Sassenfeld, finally coming to be solved by Gauss-Seidel method. In this work we demonstrated processes involving both simple problems solved manually, as well as the complex problems that required computer implementation, for which we use a small algorithm with less than 200 lines in Scilab® in heat transfer study of a heated plate in rectangular shape on four sides with different temperatures on either side, producing a two-dimensional transport with colored graphic simulation. With the spread of computer technology, numerous programs have emerged requiring great researcher programming skills. Thinking that this ability to program DFC is the main problem to be overcome, both by students and by researchers, we present in this article a hint of use of programs with less complex interface, thus enabling less difficulty in producing graphical modeling and simulation for DFC with an extension of the programming area of experience for undergraduates.

Keywords: numerical methods, finite difference method, heat transfer, Scilab

Procedia PDF Downloads 385

Authors: Babak Safaei, A. M. Fattahi

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Polymer/carbon nanotube nanocomposites have a wide range of promising applications Due to their enhanced properties. In this work, free vibration analysis of single-walled carbon nanotube-reinforced composite plates is conducted in which carbon nanotubes are embedded in an amorphous polyethylene. The rule of mixture based on various types of plate model namely classical plate theory (CLPT), first-order shear deformation theory (FSDT), and higher-order shear deformation theory (HSDT) was employed to obtain fundamental frequencies of the nanocomposite plates. Generalized differential quadrature (GDQ) method was used to discretize the governing differential equations along with the simply supported and clamped boundary conditions. The material properties of the nanocomposite plates were evaluated using molecular dynamic (MD) simulation corresponding to both short-(10,10) SWCNT and long-(10,10) SWCNT composites. Then the results obtained directly from MD simulations were fitted with those calculated by the rule of mixture to extract appropriate values of carbon nanotube efficiency parameters accounting for the scale-dependent material properties. The selected numerical results are presented to address the influences of nanotube volume fraction and edge supports on the value of fundamental frequency of carbon nanotube-reinforced composite plates corresponding to both long- and short-nanotube composites.

Keywords: nanocomposites, molecular dynamics simulation, free vibration, generalized, differential quadrature (GDQ) method

Procedia PDF Downloads 329

Authors: Mohammed Ali

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In this paper, evaluation of flexible manufacturing system is made under different manufacturing strategies. The objective of this paper is to test the impact of pallets and routing flexibility on system performance operating at different sequencing rules, dispatching rules and at unbalanced load condition. A computer simulation model is developed to evaluate the effects of aforementioned manufacturing strategies on the make-span performance of flexible manufacturing system. The impact of number of pallets is shown with the different levels of routing flexibility. In this paper, the same manufacturing system is modeled under different combination of sequencing and dispatching rules. A series of simulation experiments are conducted and results analyzed. The result of the simulation shows that there is impact of pallets and routing flexibility on the performance of the system.

Keywords: flexibility, flexible manufacturing system, pallets, make-span, simulation

Procedia PDF Downloads 416

Authors: Danish Idrees, Vijay Kumar, Samudrala Gourinath

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Amyotrophic lateral sclerosis (ALS) is a neurodegenerative disease caused by misfolding and aggregation of Cu, Zn superoxide dismutase (SOD1). The use of small molecules has been shown to stabilize the SOD1 dimer and preventing its dissociation and aggregation. In this study, we employed molecular docking, molecular dynamics simulation and surface plasmon resonance (SPR) to study the interactions between SOD1 and natural polyphenolic compounds. In order to explore the noncovalent interaction between SOD1 and natural polyphenolic compounds, molecular docking and molecular dynamic (MD) simulations were employed to gain insights into the binding modes and free energies of SOD1-polyphenolic compounds. MM/PBSA methods were used to calculate free energies from obtained MD trajectories. The compounds, Hesperidin, Ergosterol, and Rutin showed the excellent binding affinity in micromolar range with SOD1. Ergosterol and Hesperidin have the strongest binding affinity to SOD1 and was subjected to further characterization. Biophysical experiments using Circular Dichroism and Thioflavin T fluorescence spectroscopy results show that the binding of these two compounds can stabilize SOD1 dimer and inhibit the aggregation of SOD1. Molecular simulation results also suggest that these compounds reduce the dissociation of SOD1 dimers through direct interaction with the dimer interface. This study will be helpful to develop other drug-like molecules which may have the effect to reduce the aggregation of SOD1.

Keywords: amyotrophic lateral sclerosis, molecular dynamics simulation, surface plasmon resonance, superoxide dismutase

Procedia PDF Downloads 135

Authors: Amira M. Attia, Karim H. Youssef, Nabil H. Abbasy

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Energy consumption schedule (ECS) technique shifts usage of loads from on peak hours and redistributes them throughout the day according to residents’ operating time preferences. This technique is used as form of indirect control from utility to improve the load curve and hence its load factor and reduce customer’s total electric bill as well. Similarly, load shifting technique achieves ECS purposes but as direct control form applied from utility. In this paper, ECS is simulated twice as optimal constrained mathematical formula, solved by using CVX program in MATLAB^® R2013b. First, it is utilized for single residential building with ten apartments to determine max allowable energy consumption per hour for each residential apartment. Then, it is used for single apartment with number of shiftable domestic devices, where operating schedule is deduced using previous simulation output results as constraints. The paper ends by giving differences between ECS technique and load shifting technique via literature and simulation. Based on results assessment, it will be shown whether using ECS or load shifting is more beneficial to both customer and utility.

Keywords: energy consumption schedule, load shifting, comparison, demand side mangement

Procedia PDF Downloads 181

Authors: Harendra Singh, Rajesh Pandey

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The paper presents a numerical method based on operational matrix of integration and Ryleigh method for the solution of a class of non-linear fractional variational problems (NLFVPs). Chebyshev first kind polynomials are used for the construction of operational matrix. Using operational matrix and Ryleigh method the NLFVP is converted into a system of non-linear algebraic equations, and solving these equations we obtained approximate solution for NLFVPs. Convergence analysis of the proposed method is provided. Numerical experiment is done to show the applicability of the proposed numerical method. The obtained numerical results are compared with exact solution and solution obtained from Chebyshev third kind. Further the results are shown graphically for different fractional order involved in the problems.

Keywords: non-linear fractional variational problems, Rayleigh-Ritz method, convergence analysis, error analysis

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Authors: R. Ziaie Moayed, B. Mohammadi-Haji

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Stone columns have been widely employed to improve the load-settlement characteristics of soft soils. The results of two small scale displacement control loading tests on stone columns were used in order to validate numerical finite element simulations. Additionally, a series of numerical calculations of static loading have been performed on strengthened raft footing to investigate the effects of using stone columns on bearing capacity of footings. The bearing capacity of single and group of stone columns under static loading compares with unimproved ground.

Keywords: circular raft footing, numerical analysis, validation, vertically encased stone column

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Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

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

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

Procedia PDF Downloads 319

Authors: Samar Akef, Ahdab M. K. El-Morshedy, Mohamed M. Samy, Ahmed M. Emam

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This paper presents a safe and realistic design for the proposed high voltage direct current grounding grid for the converter station at Badr City in Egypt. The outcomes show that the estimated results for touch and step voltages are below the safe limits for humans in monopolar operation and fault conditions. The cross-section area of earthing conductor is computed using IEC TS 62344. The results show that touch voltage in monopolar and fault conditions are 46.6 V and 167.68 V, respectively. The optimum number of required earthing rods is obtained by an analytical method. The step voltages are 12.9 and 43 V in monopolar operation and fault conditions. In addition, this paper presents an experimental case study to verify the simulation work executed using CYMGrd software (finite element method based). The percentage error between the measured and simulated surface potential is below 15.9%.

Keywords: grounding, monopolar, fault conditions, step potential, touch potential, CYMGrd, finite element method, experimental case study

Procedia PDF Downloads 66

Authors: M. Rahimi, F. Corman

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This paper study the travel behavior of passengers in a public transport disruption under information provision strategies. We develop a within-day approach for multi-agent simulation to evaluate the behavior of the agents, under comprehensive scenarios through various information exposure, equilibrium, and non-equilibrium scenarios. In particular, we quantify the effects of information strategies in disruption situation on passengers’ satisfaction, number of involved agents, and the caused delay. An agent-based micro-simulation model (MATSim) is applied for the city of Zürich, Switzerland, for the purpose of activity-based simulation in a multimodal network. Statistic outcome is analysed for all the agents who may be involved in the disruption. Agents’ movement in the public transport network illustrates agents’ adaptations to available information about the disruption. Agents’ delays and utility reveal that information significantly affects agents’ satisfaction and delay in public transport disruption. Besides, while the earlier availability of the information causes the fewer consequent delay for the involved agents, however, it also leads to more amount of affected agents.

Keywords: agent-based simulation, disruption management, passengers’ behavior simulation, public transport

Procedia PDF Downloads 151

Authors: Mounir Baccar, Amel Gammoudi, Abdelhak Ayadi

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The efficient mixing of highly viscous fluids is required for many industries such as food, polymers or paints production. The homogeneity is a challenging operation for this fluids type since they operate at low Reynolds number to reduce the required power of the used impellers. Particularly, close-clearance impellers, mainly helical ribbons, are chosen for highly viscous fluids agitated in laminar regime which is currently heated through vessel wall. Indeed, they are characterized by high shear strains closer to the vessel wall, which causes a disturbing thermal boundary layer and ensures the homogenization of the bulk volume by axial and radial vortices. The hydrodynamic and thermal behaviors of Newtonian fluids in vessels agitated by helical ribbon impellers, has been mostly studied by many researchers. However, rarely researchers investigated numerically the agitation of yield stress fluid by means of helical ribbon impellers. This paper aims to study the effect of the Double Helical Ribbon (DHR) stirrers on both the hydrodynamic and the thermal behaviors of yield stress fluids treated in a cylindrical vessel by means of numerical simulation approach. For this purpose, continuity, momentum, and thermal equations were solved by means of 3D finite volume technique. The effect of Oldroyd (Od) and Reynolds (Re) numbers on the power (Po) and Nusselt (Nu) numbers for the mentioned stirrer type have been studied. Also, the velocity and thermal fields, the dissipation function and the apparent viscosity have been presented in different (r-z) and (r-θ) planes.

Keywords: Bingham fluid, Hydrodynamic and thermal behavior, helical ribbon, mixing, numerical modelling

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Authors: Rusudan Kinkladze, Guguli Kurashvili, Ketevan Chitaladze

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Foreign direct investment is a driving force in the development of the interdependent national economies, and the study and analysis of investments is an urgent problem. It is particularly important for transitional economies, such as Georgia, and the study and analysis of investments is an urgent problem. Consequently, the goal of the research is the study and analysis of direct foreign investments in Georgia, and identification and forecasting of modern trends, and covers the period of 2006-2015. The study uses the methods of statistical observation, grouping and analysis, the methods of analytical indicators of time series, trend identification and the predicted values are calculated, as well as various literary and Internet sources relevant to the research. The findings showed that modern investment policy In Georgia is favorable for domestic as well as foreign investors. Georgia is still a net importer of investments. In 2015, the top 10 investing countries was led by Azerbaijan, United Kingdom and Netherlands, and the largest share of FDIs were allocated in the transport and communication sector; the financial sector was the second, followed by the health and social work sector, and the same trend will continue in the future. 

Keywords: foreign direct investments, methods, statistics, analysis

Procedia PDF Downloads 329

Authors: Mostafa Zandi, Ramin Mansouri

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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 75

Authors: Wanru Huang, Fujun Wang, Chaoyue Wang, Yuan Tang, Zhifeng Yao, Ruofu Xiao, Xin Chen

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Rotating stall in centrifugal pump is an unsteady flow phenomenon that causes instabilities and high hydraulic losses. It typically occurs at low flow rates due to large flow separation in impeller blade passage. In order to reveal the influence of incoming flow conditions on rotating stall in centrifugal pump, a numerical method for investigating rotating stall was established. This method is based on a modified SST k-ω turbulence model and a fine mesh model was adopted. The calculated flow velocity in impeller by this method was in good agreement with PIV results. The effects of flow rate and sealing-ring leakage on stall characteristics of centrifugal pump were studied by using the proposed numerical approach. The flow structures in impeller under typical flow rates and typical sealing-ring leakages were analyzed. It is found that the stall vortex frequency and circumferential propagation velocity increase as flow rate decreases. With the flow rate decreases from 0.40Qd to 0.30Qd, the stall vortex frequency increases from 1.50Hz to 2.34Hz, the circumferential propagation velocity of the stall vortex increases from 3.14rad/s to 4.90rad/s. Under almost all flow rate conditions where rotating stall is present, there is low frequency of pressure pulsation between 0Hz-5Hz. The corresponding pressure pulsation amplitude increases with flow rate decreases. Taking the measuring point at the leading edge of the blade pressure surface as an example, the flow rate decreases from 0.40Qd to 0.30Qd, the pressure fluctuation amplitude increases by 86.9%. With the increase of leakage, the flow structure in the impeller becomes more complex, and the 8-shaped stall vortex is no longer stable. On the basis of the 8-shaped stall vortex, new vortex nuclei are constantly generated and fused with the original vortex nuclei under large leakage. The upstream and downstream vortex structures of the 8-shaped stall vortex have different degrees of swimming in the flow passage, and the downstream vortex swimming is more obvious. The results show that the proposed numerical approach could capture the detail vortex characteristics, and the incoming flow conditions have significant effects on the stall vortex in centrifugal pumps.

Keywords: centrifugal pump, rotating stall, numerical simulation, flow condition, vortex frequency

Procedia PDF Downloads 136

Authors: Zhichao Song, Swanand Vaidya

Abstract:

Nowadays, most portable (e.g., smartphones) and wearable (e.g., smartwatches and earphones) consumer hardware are designed to be dustproof following IP5 or IP6 ratings to ensure the product is able to handle potentially dusty outdoor environments. On the other hand, the design guideline is relatively vague for indoor devices (e.g., smart displays and speakers). While it is generally believed that the indoor environment is much less dusty, in certain circumstances, dust ingression is still able to cause functional failures, such as microphone frequency response shift and camera black spot, or cosmetic dissatisfaction, mainly the dust build up in visible pockets and gaps which is hard to clean. In this paper, we developed a simulation methodology to analyze dust settlement and ingression into known ports of a device. A closed system is initialized with dust particles whose sizes follow Weibull distribution based on data collected in a user study, and dust particle movement was approximated as a settlement in stationary fluid, which is governed by Stokes’ law. Following this method, we simulated dust ingression into MEMS microphone through the acoustic port and protective mesh. Various design and environmental parameters are evaluated including mesh pore size, acoustic port depth-to-diameter ratio, mass density of dust material and inclined angle of microphone port. Although the dependencies of dust resistance on these parameters are all monotonic, smaller mesh pore size, larger acoustic depth-to-opening ratio and more inclined microphone placement (towards horizontal direction) are preferred for dust resistance; these preferences may represent certain trade-offs in audio performance and compromise in industrial design. The simulation results suggest the quantitative ranges of these parameters, with more pronounced effects in the improvement of dust resistance. Based on the simulation results, we proposed several design guidelines that intend to achieve an overall balanced design from audio performance, dust resistance, and flexibility in industrial design.

Keywords: dust settlement, numerical simulation, microphone design, Weibull distribution, Stoke's equation

Procedia PDF Downloads 106

Authors: M. Li, V. D. Thi, M. Khelifa, M. El Ganaoui

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This study presents an overview of the work carried out by the use of wood waste as coarse aggregate in mortar. The paper describes experimental and numerical investigations carried on pervious concrete made of wood chips and also sheds lights on the mechanical properties of this new product. The properties of pervious wood-concrete such as strength, elastic modulus, and failure modes are compared and evaluated. The characterization procedure of the mechanical properties of wood waste ash are presented and discussed. The numerical and tested load–deflection response results are compared. It was observed that the numerical results are in good agreement with the experimental results.

Keywords: wood waste ash, characterization, mechanical properties, bending tests

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Authors: V. Geza, J. Vencels, G. Zageris, S. Pavlovs

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One of the most perspective methods to produce SoG-Si is refinement via metallurgical route. The most critical part of this route is refinement from boron and phosphorus. Therefore, a new approach could address this problem. We propose an approach of creating surface waves on silicon melt’s surface in order to enlarge its area and accelerate removal of boron via chemical reactions and evaporation of phosphorus. A two dimensional numerical model is created which includes coupling of electromagnetic and fluid dynamic simulations with free surface dynamics. First results show behaviour similar to experimental results from literature.

Keywords: numerical modelling, silicon refinement, surface waves, VOF method

Procedia PDF Downloads 250

Authors: Bastian Vollrath, Hartwig Hubel

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In case of over-elastic and cyclic loading, strain may accumulate due to a ratcheting mechanism until the state of shakedown is possibly achieved. Load history dependent numerical investigations by a step-by-step analysis are rather costly in terms of engineering time and numerical effort. In the case of multi-parameter loading, where various independent loadings affect the final state of shakedown, the computational effort becomes an additional challenge. Therefore, direct methods like the Simplified Theory of Plastic Zones (STPZ) are developed to solve the problem with a few linear elastic analyses. Post-shakedown quantities such as strain ranges and cyclic accumulated strains are calculated approximately by disregarding the load history. The STPZ is based on estimates of a transformed internal variable, which can be used to perform modified elastic analyses, where the elastic material parameters are modified, and initial strains are applied as modified loading, resulting in residual stresses and strains. The STPZ already turned out to work well with respect to cyclic loading between two states of loading. Usually, few linear elastic analyses are sufficient to obtain a good approximation to the post-shakedown quantities. In a multi-dimensional load domain, the approximation of the transformed internal variable transforms from a plane problem into a hyperspace problem, where time-consuming approximation methods need to be applied. Therefore, a solution restricted to structures with four stress components was developed to estimate the transformed internal variable by means of three-dimensional vector algebra. This paper presents the extension to cyclic multi-parameter loading so that an unlimited number of load cases can be taken into account. The theoretical basis and basic presumptions of the Simplified Theory of Plastic Zones are outlined for the case of elastic shakedown. The extension of the method to many load cases is explained, and a workflow of the procedure is illustrated. An example, adopting the FE-implementation of the method into ANSYS and considering multilinear hardening is given which highlights the advantages of the method compared to incremental, step-by-step analysis.

Keywords: cyclic loading, direct method, elastic shakedown, multi-parameter loading, STPZ

Procedia PDF Downloads 161

Authors: Jens Friedrich, Matthias A. Gebele, Armin Lechler, Alexander Verl

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Chatter vibrations and process instabilities are the most important factors limiting the productivity of the milling process. Chatter can leads to damage of the tool, the part or the machine tool. Therefore, the estimation and prediction of the process stability is very important. The process stability depends on the spindle speed, the depth of cut and the width of cut. In milling, the process conditions are defined in the NC-program. While the spindle speed is directly coded in the NC-program, the depth and width of cut are unknown. This paper presents a new simulation based approach for the prediction of the depth and width of cut of a milling process. The prediction is based on a material removal simulation with an analytically represented tool shape and a multi-dexel approach for the work piece. The new calculation method allows the direct estimation of the depth and width of cut, which are the influencing parameters of the process stability, instead of the removed volume as existing approaches do. The knowledge can be used to predict the stability of new, unknown parts. Moreover with an additional vibration sensor, the stability lobe diagram of a milling process can be estimated and improved based on the estimated depth and width of cut.

Keywords: dexel, process stability, material removal, milling

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Authors: Won Kyung Ham, Kang Hoon Cho, Sang C. Park

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Presented in this paper is a framework of a software ‘WEMax’. The WEMax is invented for analysis and simulation for manned assembly lines to sustain and improve performance of manufacturing systems. In a manufacturing system, performance, such as productivity, is a key of competitiveness for output products. However, the manned assembly lines are difficult to forecast performance, because human labors are not expectable factors by computer simulation models or mathematical models. Existing approaches to performance forecasting of the manned assembly lines are limited to matters of the human itself, such as ergonomic and workload design, and non-human-factor-relevant simulation. Consequently, an approach for the forecasting and improvement of manned assembly line performance is needed to research. As a solution of the current problem, this study proposes a framework that is for generation and simulation of virtual manned assembly lines, and the framework has been implemented as a software.

Keywords: performance forecasting, simulation, virtual manned assembly line, WEMax

Procedia PDF Downloads 324

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 149

Authors: Ruiyang Bi

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Natural rock masses are cut into rock blocks of different shapes and sizes by intersecting joints. These rock blocks often determine the mechanical properties of the rock mass. In this study, fine sandstone cube specimens were produced, and three intersecting joint cracks were cut inside the specimen. Uniaxial compression tests were conducted using mechanical tests and numerical simulation methods to study the mechanical properties and crack propagation mechanism of triangular blocks within the rock. During the test, the mechanical strength, acoustic emission characteristics and strain field evolution of the specimen were analyzed. Discrete element software was used to study the expansion of microcracks during the specimen failure process, and the crack types were divided. The simulation results show that as the inclination angles of the three joints increase simultaneously, the mechanical strength of the specimen first decreases and then increases, and the crack type is mainly shear. As the inclination angle of a single joint increases, the strength of the specimen gradually decreases. When the inclination angles of the two joints increase at the same time, the strength of the specimen gradually decreases. The research results show that the stability of the rock mass is affected by the joint inclination angle and the size of the cut blocks. The greater the joint dip and block size, the more significant the development of micro-cracks in the rock mass, and the worse the stability.

Keywords: rock joints, uniaxial compression, crack extension, discrete element simulation

Procedia PDF Downloads 64

Authors: Sai Sudarshan, Harsh Vyas, Riddhiman Sherlekar

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The oil and gas industry has been unwilling to adopt stochastic definition of reserves. Nevertheless, Monte Carlo simulation methods have gained acceptance by engineers, geoscientists and other professionals who want to evaluate prospects or otherwise analyze problems that involve uncertainty. One of the common applications of Monte Carlo simulation is the estimation of recoverable hydrocarbon from a reservoir.Monte Carlo Simulation makes use of random samples of parameters or inputs to explore the behavior of a complex system or process. It finds application whenever one needs to make an estimate, forecast or decision where there is significant uncertainty. First, the project focuses on performing Monte-Carlo Simulation on a given data set using U. S Department of Energy’s MonteCarlo Software, which is a freeware e&p tool. Further, an algorithm for simulation has been developed for MATLAB and program performs simulation by prompting user for input distributions and parameters associated with each distribution (i.e. mean, st.dev, min., max., most likely, etc.). It also prompts user for desired probability for which reserves are to be calculated. The algorithm so developed and tested in MATLAB further finds implementation in Python where existing libraries on statistics and graph plotting have been imported to generate better outcome. With PyQt designer, codes for a simple graphical user interface have also been written. The graph so plotted is then validated with already available results from U.S DOE MonteCarlo Software.

Keywords: simulation, probability, confidence interval, sensitivity analysis

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Authors: C. Patrascioiu, M. Jamali

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The paper deals with the simulation of the crude distillation process using the Unisim Design simulator. The necessity of simulating this process is argued both by considerations related to the design of the crude distillation column, but also by considerations related to the design of advanced control systems. In order to use the Unisim Design simulator to simulate the crude distillation process, the identification of the simulators used in Romania and an analysis of the PRO/II, HYSYS, and Aspen HYSYS simulators were carried out. Analysis of the simulators for the crude distillation process has allowed the authors to elaborate the conclusions of the success of the crude modelling. A first aspect developed by the authors is the implementation of specific problems of petroleum liquid-vapors equilibrium using Unisim Design simulator. The second major element of the article is the development of the methodology and the elaboration of the simulation program for the crude distillation process, using Unisim Design resources. The obtained results validate the proposed methodology and will allow dynamic simulation of the process.  

Keywords: crude oil, distillation, simulation, Unisim Design, simulators

Procedia PDF Downloads 247

Authors: Rudan Xue, Annika Moscati, Rehel Zeleke Kebede, Peter Johansson

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Successful buildings’ simulation and analysis inevitably require information exchange between multiple building information modeling (BIM) software. The BIM infor-mation exchange based on IFC is widely used. However, Industry Foundation Classifi-cation (IFC) files are not always reliable and information can get lost when using dif-ferent software for modeling and simulations. In this research, interviews with lighting simulation experts and a case study provided by a company producing lighting devices have been the research methods used to identify the necessary steps and data for suc-cessful information exchange between lighting simulation tools and authoring design tools. Model creation, information exchange, and model simulation have been identi-fied as key aspects for the success of information exchange. The paper concludes with recommendations for improved information exchange and more reliable simulations that take all the needed parameters into consideration.

Keywords: BIM, data exchange, interoperability issues, lighting simulations

Procedia PDF Downloads 237

Authors: Shubham Jaiswal

Abstract:

During modeling of transport phenomena in porous media, many nonlinear partial differential equations (NPDEs) encountered which greatly described the convection, diffusion and reaction process. To solve such types of nonlinear problems, a reliable and efficient technique is needed. In this article, the numerical solution of NPDEs encountered in porous media is derived. Here Jacobi collocation method is used to solve the considered problems which convert the NPDEs in systems of nonlinear algebraic equations that can be solved using Newton-Raphson method. The numerical results of some illustrative examples are reported to show the efficiency and high accuracy of the proposed approach. The comparison of the numerical results with the existing analytical results already reported in the literature and the error analysis for each example exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: nonlinear porous media equation, shifted Jacobi polynomials, operational matrix, spectral collocation method

Procedia PDF Downloads 437

Authors: M. Sasajima, M. Watanabe, T. Yamaguchi Y. Kurosawa, Y. Koike

Abstract:

In very narrow pathways, the speed of sound propagation and the phase of sound waves change due to the air viscosity. We have developed a new Finite Element Method (FEM) that includes the effects of air viscosity for modeling a narrow sound pathway. This method is developed as an extension of the existing FEM for porous sound-absorbing materials. The numerical calculation results for several three-dimensional slit models using the proposed FEM are validated against existing calculation methods.

Keywords: simulation, FEM, air viscosity, slit

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Authors: A. Shishkin, V. Mironovs, D. Goljandin, A. Korjakins

Abstract:

The goal of this work is to develop sustainable and durable ceramic cellular structures using widely available natural resources- clay and milled waste glass. Present paper describes method of obtaining clay ceramic foam (CCF) with addition of milled waste glass in 5, 7 and 10 wt% by direct foaming with high speed mixer-disperser (HSMD). For more efficient clay and waste glass milling and mixing, the high velocity disintegrator was used. The CCF with 5, 7, and 10 wt% were obtained at 900, 950, 1000 and 1050 °C firing temperature and they have demonstrated mechanical compressive strength for all 12 samples ranging from 3.8 to 14.3 MPa and porosity 76-65%. Obtained CCF has compressive strength 14.3 MPa and porosity 65.3%.

Keywords: ceramic foam, waste glass, clay foam, glass foam, open cell, direct foaming

Procedia PDF Downloads 308

Authors: M. R. Bengourina, M. Rahli, L. Hassaine, S. Saadi

Abstract:

In this study, we present a control method entitled virtual flux direct power control of a grid connected photovoltaic system associated with an active power filter. The virtual flux direct control of power (VF-DPC) is employed for the calculation of reference current generation. In this technique, the switches states of inverter are selected from a table of switching based on the immediate errors between the active and reactive powers and their reference values. The objectives of this paper are the reduction of Total Harmonic Distortion (THD) of source current, compensating reactive power and injecting the maximum active power available from the PV array into the load and/or grid. MATLAB/SIMULINK simulations are provided to demonstrate the performance of the proposed approach.

Keywords: shunt active power filter, VF-DPC, photovoltaic, MPPT

Procedia PDF Downloads 321