Search results for: dynamic trading

Authors: Walid Chkili

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This paper investigates the dynamic relationship between gold and stock markets using data for BRICS counties. For this purpose, we estimate three multivariate GARCH models (namely CCC, DCC and BEKK) for weekly stock and gold data. Our main objective is to examine time variations in conditional correlations between the two assets and to check the effectiveness use of gold as a hedge for equity markets. Empirical results reveal that dynamic conditional correlations switch between positive and negative values over the period under study. This correlation is negative during the major financial crises suggesting that gold can act as a safe haven during the major stress period of stock markets. We also evaluate the implications for portfolio diversification and hedging effectiveness for the pair gold/stock. Our findings suggest that adding gold in the stock portfolio enhance its risk-adjusted return.

Keywords: gold, financial markets, hedge, multivariate GARCH

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Authors: Rodrigo Zepeda

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Transaction cost analysis (TCA) is a way of analyzing the relative performance of different intermediaries and different trading strategies for trades undertaken in financial instruments. It is a way for an investor to determine the overall quality of execution of a particular trade, and there are many different approaches to undertaking TCA. Under the updated Markets in Financial Instruments Directive (2014/65/EU) (MiFID II), investment firms are required when executing orders, to take all sufficient steps to obtain the best possible result for their clients. This requirement for 'Best Execution' must take into account price, costs, speed, likelihood of execution and settlement, size, nature or any other consideration relevant to the execution of the order. The new regulatory compliance framework under MiFID II will now also apply across a very broad range of financial instruments. This article will provide a comprehensive technical analysis of how TCA and Best Execution will significantly change under MiFID II. It will also explain why harmonization of post-trade reporting requirements under MiFID II could potentially support the development of peer group analysis, which in turn could provide a new and highly advanced framework for TCA that could more effectively support Best Execution requirements under MiFID II. The study is significant because there are no studies that have dealt with TCA and Best Execution under MiFID II in the literature.

Keywords: transaction cost analysis, execution quality, best execution, MiFID II, financial instruments

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Authors: Yifang Gong

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Pulse diagnosis is one of the most important diagnosis methods in traditional Chinese medicine. It is also the trickiest method to learn. It is known as that it can only to be sensed not explained. This becomes a serious threat to the survival of this diagnostic method. However, there are a large amount of experiences accumulated during the several thousand years of practice of Chinese doctors. A pulse pattern called 'Slippery pulse' is one of the indications of pregnancy. A simple fluid dynamic model is proposed to simulate the effects of the existence of a placenta. The placenta is modeled as an extra plenum in an extremely simplified fluid network model. It is found that because of the existence of the extra plenum, indeed the pulse pattern shows a secondary peak in one pulse period. As for the author’s knowledge, this work is the first time to show the link between Pulse diagnoses and basic physical principle. Key parameters which might affect the pattern are also investigated.

Keywords: Chinese medicine, flow network, pregnancy, pulse

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Authors: Reza Sedaghati

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The use of Flexible AC Transmission System (FACTS) devices in a power system can potentially overcome limitations of the present mechanically controlled transmission system. Also, the advance of technology makes possible to include new energy storage devices in the electrical power system. The integration of Superconducting Magnetic Energy Storage (SMES) into Static Synchronous Compensator (STATCOM) can lead to increase their flexibility in improvement of power system dynamic behaviour by exchanging both active and reactive powers with power grids. This paper describes structure and behaviour of SMES, specifications and performance principles of the STATCOM/SMES compensator. Moreover, the benefits and effectiveness of integrated SMES with STATCOM in power systems is presented. Also, the performance of the STATCOM/SMES compensator is evaluated using an IEEE 3-bus system through the dynamic simulation by PSCAD/EMTDC software.

Keywords: STATCOM/SMES compensator, chopper, converter, energy storage system, power systems

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Authors: M. Adjabi, A. Amiar, P. O. Logerais

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Flexible Alternative Current Systems Transmission (FACTS) are used since nearly four decades and present very good dynamic performances. The purpose of this work is to study the behavior of a system where Static Compensator (STATCOM) is located at the midpoint of a transmission line which is the idea of the project functioning in disturbed modes with various levels of load. The studied model and starting from the analysis of various alternatives will lead to the checking of the aptitude of the STATCOM to maintain the voltage plan and to improve the power flow in electro-energetic system which is the east region of Algerian 400 kV transmission network. The steady state performance of STATCOM’s controller is analyzed through computer simulations with Matlab/Simulink program. The simulation results have demonstrated that STATCOM can be effectively applied in power transmission systems to solve the problems of poor dynamic performance and voltage regulation.

Keywords: STATCOM, reactive power, power flow, voltage plan, Algerian network

Procedia PDF Downloads 569

Authors: M. Adjabi, A. Amiar, P. O. Logerais

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Flexible Alternative Current Systems Transmission (FACTS) are used since nearly four decades and present very good dynamic performances. The purpose of this work is to study the behavior of a system where Static Compensator (STATCOM) is located at the midpoint of a transmission line which is the idea of the project functioning in disturbed modes with various levels of load. The studied model and starting from the analysis of various alternatives will lead to the checking of the aptitude of the STATCOM to maintain the voltage plan and to improve the power flow in electro-energetic system which is the east region of Algerian 400 kV transmission network. The steady state performance of STATCOM’s controller is analyzed through computer simulations with Matlab/Simulink program. The simulation results have demonstrated that STATCOM can be effectively applied in power transmission systems to solve the problems of poor dynamic performance and voltage regulation.

Keywords: STATCOM, reactive power, power flow, voltage plan, Algerian network

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Authors: Bohli Afef

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The fifth-generation (5G) wireless systems is featured by extreme densities of cell stations to overcome the higher future demand. Hence, interference management is a crucial challenge in 5G ultra-dense cellular networks. In contrast to the classical inter-cell interference coordination approach, which is no longer fit for the high density of cell-tiers, this paper proposes a novel virtual coordination based on the dynamic common cognitive monitor channel protocol to deal with the inter-cell interference issue. A tractable and flexible model for the coverage probability of a typical user is developed through the use of the stochastic geometry model. The analyses of the performance of the suggested protocol are illustrated both analytically and numerically in terms of coverage probability.

Keywords: ultra dense heterogeneous networks, dynamic common channel protocol, cognitive radio, stochastic geometry, coverage probability

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Authors: G. Krishna Mohana Rao, P. Ravi Kumar

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Milling is the process of removing unwanted material with suitable tool. Even though the milling process is having wider application, the vibration of machine tool and work piece during the process produces chatter on the products. Various methods of preventing the chatter have been incorporated into machine tool systems. Damper is cut into equal number of parts. Each part is called as finger. Multiple fingers were inserted in the hollow portion of the shank to reduce tool vibrations. In the present work, nonlinear static and dynamic analysis of the damper inserted end milling cutter used to reduce the chatter was done. A comparison is made for the milling cutter with multiple dampers. Surface roughness was determined by machining with multiple finger inserted milling cutters.

Keywords: damping inserts, end milling, vibrations, nonlinear dynamic analysis, number of fingers

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Authors: Rupam Saikia, Ashim Kanti Dey

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Sonapur is an intense hilly region on the border of Assam and Meghalaya lying in North-East India and is very near to a seismic fault named as Dauki besides which makes the region seismically active. Besides, these recently two earthquakes of magnitude 6.7 and 6.9 have struck North-East India in January and April 2016. Also, the slope concerned for this study is adjacent to NH 44 which for a long time has been a sole important connecting link to the states of Manipur and Mizoram along with some parts of Assam and so has been a cause of considerable loss to life and property since past decades as there has been several recorded incidents of landslide, road-blocks, etc. mostly during the rainy season which comes into news. Based on this issue this paper reports a static and dynamic slope stability analysis of Sonapur which has been carried out in MIDAS GTS NX. The slope being highly unreachable due to terrain and thick vegetation in-situ test was not feasible considering the current scope available so disturbed soil sample was collected from the site for the determination of strength parameters. The strength parameters were so determined for varying relative density with further variation in water content. The slopes were analyzed considering plane strain condition for three slope heights of 5 m, 10 m and 20 m which were then further categorized based on slope angles 30, 40, 50, 60, and 70 considering the possible extent of steepness. Initially static analysis under dry state was performed then considering the worst case that can develop during rainy season the slopes were analyzed for fully saturated condition along with partial degree of saturation with an increase in the waterfront. Furthermore, dynamic analysis was performed considering the El-Centro Earthquake which had a magnitude of 6.7 and peak ground acceleration of 0.3569g at 2.14 sec for the slope which were found to be safe during static analysis under both dry and fully saturated condition. Some of the conclusions were slopes with inclination above 40 onwards were found to be highly vulnerable for slopes of height 10 m and above even under dry static condition. Maximum horizontal displacement showed an exponential increase with an increase in inclination from 30 to 70. The vulnerability of the slopes was seen to be further increased during rainy season as even slopes of minimal steepness of 30 for height 20 m was seen to be on the verge of failure. Also, during dynamic analysis slopes safe during static analysis were found to be highly vulnerable. Lastly, as a part of the study a comparative study on Strength Reduction Method (SRM) versus Limit Equilibrium Method (LEM) was also carried out and some of the advantages and disadvantages were figured out.

Keywords: dynamic analysis, factor of safety, slope stability, strength reduction method

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Authors: Fouad. Inel, Lakhdar. Khochemane

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This article presents a comparative response specification performance between two controllers of three and four cable based robots for various applications. The main objective of this work is: The first is to use the direct and inverse geometric model to study and simulate the end effector position of the robot with three and four cables. A graphical user interface has been implemented in order to visualizing the position of the robot. Secondly, we present the determination of static and dynamic tensions and lengths of cables required to flow different trajectories. At the end, we study the response of our systems in closed loop with a Proportional-Integrated Derivative (PID) and Proportional-Integrated (PD) controllers then this last are compared the results of the same examples using MATLAB/Simulink; we found that the PID method gives the better performance, such as rapidly speed response, settling time, compared to PD controller.

Keywords: parallel cable-based robots, geometric modeling, dynamic modeling, graphical user interface, open loop, PID/PD controllers

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Authors: Ernesto A. Lagarda-Leyva, Manuel A. Valenzuela L., José G. Oshima C., Arnulfo A. Naranjo-Flores

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From August to December of 2016, a diagnostic and strategic planning study was carried out on the supply chain of the company Agropecuaria GABO S.A. de C.V. The final product of the study was the development of the strategic plan and a project portfolio to meet the demands of the three links in the supply chain of the Roma tomato exported annually to the United States of America. In this project, the strategic objective of ensuring the proper handling of the product was selected and one of the goals associated with this was the employment of quantitative methods to support decision making. Considering the antecedents, the objective of this case study was to develop a model to analyze the behavioral dynamics in the distribution chain, from the logistics of storage and shipment of Roma tomato in 81-case pallets (11.5 kg per case), to the two pre-cooling rooms and eventual loading onto transports, seeking to reduce the bottleneck and the associated costs by means of a dynamic interface. The methodology used was that of system dynamics, considering four phases that were adapted to the purpose of the study: 1) the conceptualization phase; 2) the formulation phase; 3) the evaluation phase; and 4) the communication phase. The main practical conclusions lead to the possibility of reducing both the bottlenecks in the cooling rooms and the costs by simulating scenarios and modifying certain policies. Furthermore, the creation of the dynamic interface between the model and the stakeholders was achieved by generating interaction with buttons and simple instructions that allow making modifications and observing diverse behaviors.

Keywords: agrilogistics, distribution, scenarios, system dynamics

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Authors: Mohammad Shams Esfand Abadi, Mohammad Ranjbar, Reza Ebrahimpour

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This work presents the distributed processing solution problem in a diffusion network based on the adapt then combine (ATC) and combine then adapt (CTA)selective partial update normalized least mean squares (SPU-NLMS) algorithms. Also, we extend this approach to dynamic selection affine projection algorithm (DS-APA) and ATC-DS-APA and CTA-DS-APA are established. The purpose of ATC-SPU-NLMS and CTA-SPU-NLMS algorithm is to reduce the computational complexity by updating the selected blocks of weight coefficients at every iteration. In CTA-DS-APA and ATC-DS-APA, the number of the input vectors is selected dynamically. Diffusion cooperation strategies have been shown to provide good performance based on these algorithms. The good performance of introduced algorithm is illustrated with various experimental results.

Keywords: selective partial update, affine projection, dynamic selection, diffusion, adaptive distributed networks

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Authors: Ahmed A. D. Sarhan, S. R. Besharaty, Javad Akbaria, M. Hamdi

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The capability of CNC gantry milling machines in manufacturing long components has caused the expanded use of such machines. On the other hand, the machines’ gantry rigidity can reduce under severe loads or vibration during operation. Indeed, the quality of machining is dependent on the machine’s dynamic behavior throughout the operating process. For this reason, this type of machines has always been used prudently and are non efficient. Therefore, they can usually be employed for rough machining and may not produce adequate surface finishing. In this paper, a CNC gantry milling machine with the potential to produce good surface finish has been designed and analyzed. The lowest natural frequency of this machine is 202 Hz at all motion amplitudes with a full range of suitable frequency responses. Meanwhile, the maximum deformation under dead loads for the gantry machine is 0.565µm, indicating that this machine tool is capable of producing higher product quality.

Keywords: frequency response, finite element, gantry machine, gantry design, static and dynamic analysis

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Authors: Nicolò Vaiana, Giorgio Serino

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In this paper, a one-dimensional (1d) Parallel Elasto- Plastic Model (PEPM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement, is presented. The parallel modeling concept is applied to discretize the continuously decreasing tangent stiffness function, thus allowing to simulate the dynamic behavior of seismic isolation bearings by putting linear elastic and nonlinear elastic-perfectly plastic elements in parallel. The mathematical model has been validated by comparing the experimental force-displacement hysteresis loops, obtained testing a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted numerically. Good agreement between the simulated and experimental results shows that the proposed model can be an effective numerical tool to predict the forcedisplacement relationship of seismic isolators within relatively large displacements. Compared to the widely used Bouc-Wen model, the proposed one allows to avoid the numerical solution of a first order ordinary nonlinear differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort, and requires the evaluation of only three model parameters from experimental tests, namely the initial tangent stiffness, the asymptotic tangent stiffness, and a parameter defining the transition from the initial to the asymptotic tangent stiffness.

Keywords: base isolation, earthquake engineering, parallel elasto-plastic model, seismic isolators, softening hysteresis loops

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Authors: Sandra Mitrovic, Gaurav Singh

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In many industries, including telecommunications, churn prediction has been a topic of active research. A lot of attention has been drawn on devising the most informative features, and this area of research has gained even more focus with spread of (social) network analytics. The call detail records (CDRs) have been used to construct customer networks and extract potentially useful features. However, to the best of our knowledge, no studies including network features have yet proposed a generic way of representing network information. Instead, ad-hoc and dataset dependent solutions have been suggested. In this work, we build upon a recently presented method (node2vec) to obtain representations for nodes in observed network. The proposed approach is generic and applicable to any network and domain. Unlike node2vec, which assumes a static network, we consider a dynamic and time-evolving network. To account for this, we propose an approach that constructs the feature representation of each node by generating its node2vec representations at different timestamps, concatenating them and finally compressing using an auto-encoder-like method in order to retain reasonably long and informative feature vectors. We test the proposed method on churn prediction task in telco domain. To predict churners at timestamp ts+1, we construct training and testing datasets consisting of feature vectors from time intervals [t1, ts-1] and [t2, ts] respectively, and use traditional supervised classification models like SVM and Logistic Regression. Observed results show the effectiveness of proposed approach as compared to ad-hoc feature selection based approaches and static node2vec.

Keywords: churn prediction, dynamic networks, node2vec, auto-encoders

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Authors: Yang Chen

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The property-led regeneration has played an important role in the process of rapid urbanization during the past twenty years in China, but it is also been criticized unsustainable as it always focuses on the economic aspect and overlooks the social issues, especially it has exacerbated the residential segregation in the inner city. Based on author’s studying the area around Nanjing railway station, this paper demonstrates that residential segregation indeed exists in the inner city through synthetic analysis on patterns of residents’ living, consumption and welfare, and to some extent, the segregation distribution characteristics represent in a concentric ring model. According to author’s further investigation on the property right and age of the dwelling buildings, the housing-commercialization-led regeneration is defined as the mainspring of the segregation. To solve these problems, the system of sustainable community should be established in both policy and practice, above all, well-designed public facilities including green infrastructure will be appropriate to promote the residential integration and sustainable development in contemporary China.

Keywords: China, dynamic mechanism, residential segregation, sustainable regeneration

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Authors: Sonia Sassi, Mostapha Tarfaoui, Hamza Benyahia

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Composite materials are increasingly being used as a substitute for metallic materials in many technological applications like aeronautics, aerospace, marine and civil engineering applications. For composite materials, the thermomechanical response evolves with the strain rate. The energy balance equation for anisotropic, elastic materials includes heat source terms that govern the conversion of some of the kinetic work into heat. The remainder contributes to the stored energy creating the damage process in the composite material. In this paper, we investigate the bulk thermomechanical behavior of adhesively-bonded composite assemblies to quantitatively asses the temperature rise which accompanies adiabatic deformations. In particular, adhesively bonded joints in glass/vinylester composite material are subjected to in-plane dynamic loads under a range of strain rates. Dynamic thermomechanical behavior of this material is investigated using compression Split Hopkinson Pressure Bars (SHPB) coupled with a high speed infrared camera and a high speed camera to measure in real time the dynamic behavior, the damage kinetic and the temperature variation in the material. The interest of using high speed IR camera is in order to view in real time the evolution of heat dissipation in the material when damage occurs. But, this technique does not produce thermal values in correlation with the stress-strain curves of composite material because of its high time response in comparison with the dynamic test time. For this reason, the authors revisit the application of specific thermocouples placed on the surface of the material to ensure the real thermal measurements under dynamic loading using small thermocouples. Experiments with dynamically loaded material show that the thermocouples record temperatures values with a short typical rise time as a result of the conversion of kinetic work into heat during compression test. This results show that small thermocouples can be used to provide an important complement to other noncontact techniques such as the high speed infrared camera. Significant temperature rise was observed in in-plane compression tests especially under high strain rates. During the tests, it has been noticed that sudden temperature rise occur when macroscopic damage occur. This rise in temperature is linked to the rate of damage. The more serve the damage is, a higher localized temperature is detected. This shows the strong relationship between the occurrence of damage and induced heat dissipation. For the case of the in plane tests, the damage takes place more abruptly as the strain rate is increased. The difference observed in the obtained thermomechanical response in plane compression is explained only by the difference in the damage process being active during the compression tests. In this study, we highlighted the dependence of the thermomechanical response on the strain rate of bonded specimens. The effect of heat dissipation of this material cannot hence be ignored and should be taken into account when defining damage models during impact loading.

Keywords: adhesively-bonded composite joints, damage, dynamic compression tests, energy balance, heat dissipation, SHPB, thermomechanical behavior

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Authors: Johanna Schumacher, Toribio F. Otero, Victor H. Pascual

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Bending dual sensing-actuators based on electroactive polymers are faradaic motors meaning the consumed charge determines the actuator’s tip position. During actuation, consumed charges during oxidation and reduction result in different tip positions showing dynamic hysteresis effects with errors up to 25%. For a precise position control of these actuators, the characterization of the hysteresis effect due to irreversible reactions is crucial. Here, the investigation and modelling of dynamic hysteresis effects of polypyrrole-dodezylbenzenesulfonate (PPyDBS) actuators under ambient working conditions are presented. The hysteresis effect is studied for charge consumption at different frequencies and a rate-dependent hysteresis model is derived. The hysteresis model is implemented as closed loop system and is verified experimentally.

Keywords: dual sensing-actuator, electroactive polymers, hysteresis, position control

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Authors: Neeraj Kumar, J. P. Narayan

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The effects of multiple Structure-Soil-Structure Interactions (SSSI) on the seismic wave-field is generally disregarded by earthquake engineers, particularly the surface waves which cause more damage to buildings. Closely built high rise buildings exchange substantial seismic energy with each other and act as a full-coupled dynamic system. In this paper, SSI effects on the building responses and the free field motion due to a small city consisting 25- homogenous buildings blocks of 10-storey are quantified. The rocking and translational behavior of building under Rayleigh wave loading is studied for different dimensions of the building. The obtained dynamic parameters of buildings revealed a reduction in building roof drift with an increase in number of buildings ahead of the considered building. The strain developed by vertical component of Rayleigh may cause tension in structural components of building. A matching of fundamental frequency of building for the horizontal component of Rayleigh wave with that for vertically incident SV-wave is obtained. Further, the fundamental frequency of building for the vertical vibration is approximately twice to that for horizontal vibration. The city insulation has caused a reduction of amplitude of Rayleigh wave up to 19.3% and 21.6% in the horizontal and vertical components, respectively just outside the city. Further, the insulating effect of city was very large at fundamental frequency of buildings for both the horizontal and vertical components. Therefore, it is recommended to consider the insulating effects of city falling in the path of Rayleigh wave propagation in seismic hazard assessment for an area.

Keywords: structure-soil-structure interactions, Rayleigh wave propagation, finite difference simulation, dynamic response of buildings

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Authors: Tolulope Babawarun, Harry Ngwangwa

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The wind turbine blade may sustain structural damage from external loads such as high winds or collisions, which could compromise its aerodynamic efficiency. The wind turbine blade vibrates at significant intensities and amplitudes under these conditions. The effect of these vibrations on the dynamic flow field surrounding the blade changes the forces operating on it. The structural dynamic analysis of a small wind turbine blade is considered in this study. It entails creating a finite element model, validating the model, and doing structural analysis on the verified finite element model. The analysis is based on the structural reaction of a small-scale wind turbine blade to various loading sources. Although there are many small-scale off-shore wind turbine systems in use, only preliminary structural analysis is performed during design phases; these systems' performance under various loading conditions as they are encountered in real-world situations has not been properly researched. This will allow us to record the same Equivalent von Mises stress and deformation that the blade underwent. A higher stress contour was found to be more concentrated near the middle span of the blade under the various loading scenarios studied. The highest stress that the blade in this study underwent is within the range of the maximum stress that blade material can withstand. The maximum allowable stress of the blade material is 1,770 MPa. The deformation of the blade was highest at the blade tip. The critical speed of the blade was determined to be 4.3 Rpm with a rotor speed range of 0 to 608 Rpm. The blade's mode form under loading conditions indicates a bending mode, the most prevalent of which is flapwise bending.

Keywords: ANSYS, finite element analysis, static loading, dynamic analysis

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Authors: Tim Wollert, Fabian Behrendt

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Value Stream Management (VSM) is a widely used methodology in the context of Lean Management for improving end-to-end material and information flows from a supplier to a customer from a company’s perspective. Whereas the design principles, e.g. Pull, value-adding, customer-orientation and further ones are still valid against the background of an increasing digitalized and dynamic environment, the methodology itself for mapping a value stream is characterized as time- and resource-intensive due to the high degree of manual activities. The digitalization of processes in the context of Industry 4.0 enables new opportunities to reduce these manual efforts and make the VSM approach more agile. The paper at hand aims at providing a modular data and calculation framework, utilizing the available business data, provided by information and communication technologies for automizing the value stream mapping process with focus on the manufacturing process.

Keywords: lean management 4.0, value stream management (VSM) 4.0, dynamic value stream mapping, enterprise resource planning (ERP)

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Authors: Zohreh Mohammadi, Jan Kaspar, Peter Lohmander, Robert Marusak, Harald Vacik, Ljusk Ola Eriksson

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Storms are important damaging agents in European forest ecosystems. In the latest decades, significant economic losses in European forestry occurred due to storms. This study investigates the problem of optimal harvest planning when forest stands risk to be felled by storms. One of the most applicable mathematical methods which are being used to optimize forest management is stochastic dynamic programming (SDP). This method belongs to the adaptive optimization class. Sequential decisions, such as harvest decisions, can be optimized based on sequential information about events that cannot be perfectly predicted, such as the future storms and the future states of wind protection from other forest stands. In this paper, stochastic dynamic programming is used to maximize the expected present value of the profits from an area consisting of several forest stands. The region of analysis is the Czech Republic. The harvest decisions, in a particular time period, should be simultaneously taken in all neighbor stands. The reason is that different stands protect each other from possible winds. The optimal harvest age of a particular stand is a function of wind speed and different wind protection effects. The optimal harvest age often decreases with wind speed, but it cannot be determined for one stand at a time. When we consider a particular stand, this stand also protects other stands. Furthermore, the particular stand is protected by neighbor stands. In some forest stands, it may even be rational to increase the harvest age under the influence of stronger winds, in order to protect more valuable stands in the neighborhood. It is important to integrate wind risk in forestry decision-making.

Keywords: Czech republic, forest stands, stochastic dynamic programming, wind risk

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Authors: Ozden Saygili, Eser Cakti

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The masonry building stock in Istanbul and in other cities of Turkey are exposed to significant earthquake hazard. Determination of the safety of masonry structures against earthquakes is a complex challenge. This study deals with experimental tests and non-linear dynamic analysis of masonry structures modeled through discrete element method. The 1:10 scale model of Mustafa Paşa Mosque was constructed and the data were obtained from the sensors on it during its testing on the shake table. The results were used in the calibration/validation of the numerical model created on the basis of the 1:10 scale model built for shake table testing. 3D distinct element model was developed that represents the linear and nonlinear behavior of the shake table model as closely as possible during experimental tests. Results of numerical analyses with those from the experimental program were compared and discussed.

Keywords: dynamic analysis, non-linear modeling, shake table tests, masonry

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Authors: Piyush V. Surjagade, Jiamei Deng, Paul Doney, S. R. Shimjith, A. John Arul

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In sophisticated and complex systems such as nuclear power plants, maintaining the system's stability in the presence of uncertainties and disturbances and obtaining a fast dynamic response are the most challenging problems. Thus, to ensure the satisfactory and safe operation of nuclear power plants, this work proposes a new fast, robust optimal switching control strategy for pressurized water reactor-type nuclear power plants. The proposed control strategy guarantees a substantial degree of robustness, fast dynamic response over the entire operational envelope, and optimal performance during the nominal operation of the plant. To improve the robustness, obtain a fast dynamic response, and make the system optimal, a bank of controllers is designed. Various controllers, like a baseline proportional-integral-derivative controller, an optimal linear quadratic Gaussian controller, and a robust adaptive L1 controller, are designed to perform distinct tasks in a specific situation. At any instant of time, the most suitable controller from the bank of controllers is selected using the switching logic unit that designates the controller by monitoring the health of the nuclear power plant or transients. The proposed switching control strategy optimizes the overall performance and increases operational safety and efficiency. Simulation studies have been performed considering various uncertainties and disturbances that demonstrate the applicability and effectiveness of the proposed switching control strategy over some conventional control techniques.

Keywords: switching control, robust control, optimal control, nuclear power control

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Authors: Ali Fallah Yeznabad, Mohammad H. Baziar, Alireza Saedi Azizkandi

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Rafts may be used when a low bearing capacity exists underneath the foundation and may be combined by piles in some special circumstances; such as to reduce settlements or high groundwater to control buoyancy. From structural point of view, these piles could be both connected or disconnected from the raft and are to be classified as Piled Rafts (PR) or Disconnected Piled Rafts (DPR). Although the researches about the behavior of piled rafts subjected to vertical loading is really extensive, in the context of dynamic load and earthquake loading, the studies are very limited. In this study, to clarify these foundations’ performance under dynamic loading, series of Shaking Table tests have been performed. The square raft and four piles in connected and disconnected configurations were used in dry silica sand and the model was experimented using a shaking table under 1-g conditions. Moreover, numerical investigation using finite element software have been conducted to better understand the differences and advantages. Our observations demonstrates that in connected Piled Rafts piles have to bear greater amount of moment in their upper parts, however this moments are approximately 40% lower in disconnected piled rafts in the same conditions and loading. Considering the Rafts’ lateral movement which be of crucial importance in foundations performance evaluation, connected piled rafts show much better performance with about 30% less lateral movement. Further, it was observed on confirmed both through laboratory tests and numerical analysis, that adding the superstructure over the piled raft foundation the raft separates from the soil and it significantly increases rocking of the raft which was observed to be the main reason of increase in piles’ moments under superstructure interaction with the foundation.

Keywords: Piled Rafts (PR), Disconnected Piled Rafts (DPR), dynamic loading, shaking table, seismic performance

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Authors: Maria Tsompanoglou, Dimitris Armenis

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Vessel behavior in different operational and weather conditions constitutes the main area of interest for the ship operator. Ship speed and fuel consumption are the most decisive parameters in this respect, as their correlation provides information about the economic and environmental efficiency of the vessel, becoming the basis of decision making in terms of maintenance and trading. In the analysis of vessel operational profile for the evaluation of fuel consumption and the equivalent CO2 emissions footprint, the indications of Speed Through Water are widely used. The seasonal and regional variations in seawater characteristics, which are available nowadays, can provide the basis for accurate estimation of the errors in Speed Through Water indications at any time. Accuracy in the speed value on a route basis can enable operator identify the ship fuel and propulsion efficiency and proceed with improvements. This paper discusses case studies, where the actual vessel speed was corrected by a post-processing algorithm. The effects of the vessel correction to standard Key Performance Indicators, as well as operational findings not identified earlier, are also discussed.

Keywords: data analytics, MATLAB, vessel performance monitoring, speed through water

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Authors: P. Saleh, G. Challita, R. Hazimeh, K. Khalil

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In this paper 3D FEM analysis was carried out on double lap bonded joint with composite adherents subjected to dynamic shear. The adherents are made of Carbon/Epoxy while the adhesive is epoxy Araldite 2031. The maximum average shear stress and the stress homogeneity in the adhesive layer were examined. Three fibers textures were considered: UD; 2.5D and 3D with same volume fiber then a parametric study based on changing the thickness and the type of fibers texture in 2.5D was accomplished. Moreover, adherents’ dissimilarity was also investigated. It was found that the main parameter influencing the behavior is the longitudinal stiffness of the adherents. An increase in the adherents’ longitudinal stiffness induces an increase in the maximum average shear stress in the adhesive layer and an improvement in the shear stress homogeneity within the joint. No remarkable improvement was observed for dissimilar adherents.

Keywords: adhesive, composite adherents, impact shear, finite element

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Authors: Liza Mariah Hj. Azahari

Abstract:

This paper will look at a case study on English Camp which was an activity coordinated at the Sultan Sharif Ali Islamic University in 2011. English Camp is a fun and motivation filled activity which brings students and teachers together outside of the classroom setting into a more diverse environment. It also enables teacher and students to gain proximate time together for a mutual purpose which is to explore the language in a more dynamic and relaxed way. First of all, the study will look into the background of English Camp, and how it was introduced and implemented from different contexts. Thereafter, it will explain the objectives of the English Camp coordinated at our university, UNISSA, and what types of activities were conducted. It will then evaluate the effectiveness of the camp as to what extent it managed to meet its motto, which was to foster dynamic interactive learning of English Language. To conclude, the paper presents a potential for further research on the topic as well as a guideline for educators who wish to coordinate the activity. Proposal for collaboration in this activity is further highlighted and encouraged within the paper for future implementation and endeavor.

Keywords: English camp, UNISSA, interactive learning, outside

Procedia PDF Downloads 569

Authors: K. Anas, M. Selvakumar, Samson David, R. R. Babu, S. Chattopadhyay

Abstract:

The dynamic deformation of a visco elastic material can cause heat generation. This heat generation is aspect energy dissipation. The present work investigates the contribution of various factors like; elastomer structure, cross link type and density, filler networking, reinforcement potential and temperature at energy dissipation mechanism. The influences of these elements are investigated using very high frequency analyzer (VHF ) and dynamical mechanical analysis(DMA).VHF follows transmissibility and vibration isolation principle whereas DMA works on dynamical mechanical deformation principle. VHF analysis of different types of elastomers reveals that elastomer can act as a transmitter or damper of energy depending on the applied frequency ratio (ω/ωn). Dynamic modulus (G') of low damping rubbers like natural rubber does not varies rapidly with frequency but vice-versa for high damping rubber like butyl rubber (IIR). VHF analysis also depicts that polysulfidic linkages has high damping ratio (ζ) than mono sulfidic linkages due to its dissipative nature. At comparable cross link density, mono sulfidic linkages shows higher glass transition temperature (Tg) than poly sulfidic linkages. The intensity and location of loss modulus (G'') peak of different types of carbon black filled natural rubber compounds suggests that segmental relaxation at glass transition temperature (Tg) is seldom affected by filler particles, but the filler networks can influence the cross link density by absorbing the curatives. The filler network breaking and reformation during a dynamic strain is a thermally activated process. Thus, stronger aggregates are highly dissipative in nature. Measurements indicate that at lower temperature regimes polymeric chain friction is highly dissipative in nature.

Keywords: damping ratio, natural frequency, crosslinking density, segmental motion, surface activity, dissipative, polymeric chain friction

Procedia PDF Downloads 295

Authors: M. Yoneda

Abstract:

In this paper, a lateral walking design force per person is proposed and compared with Imperial College test results. Numerical simulations considering the proposed walking design force which is incorporated into the neural-oscillator model are carried out placing much emphasis on the synchronization (the lock-in phenomenon) for a pedestrian bridge model with the span length of 50 m. Numerical analyses are also conducted for an existing pedestrian suspension bridge. As compared with full scale measurements for this suspension bridge, it is confirmed that the analytical method based on the neural-oscillator model might be one of the useful ways to explain the synchronization (the lock-in phenomenon) of pedestrians being on the bridge.

Keywords: pedestrian bridge, human-induced lateral vibration, neural-oscillator, full scale measurement, dynamic response analysis

Procedia PDF Downloads 201