Search results for: finite volume method

Authors: Shubham Jaiswal

Abstract:

In the present article, a drive is taken to compute the solution of spatial fractional order advection-dispersion equation having source/sink term with given initial and boundary conditions. The equation is converted to a system of ordinary differential equations using second-kind shifted Chebyshev polynomials, which have finally been solved using finite difference method. The striking feature of the article is the fast transportation of solute concentration as and when the system approaches fractional order from standard order for specified values of the parameters of the system.

Keywords: spatial fractional order advection-dispersion equation, second-kind shifted Chebyshev polynomial, collocation method, conservative system, non-conservative system

Procedia PDF Downloads 261

Authors: Cha’o-Kuang Chen, Ching-Chang Cho

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This paper investigates the natural convection heat transfer performance in a complex-wavy-wall cavity filled with power-law fluid. In performing the simulations, the continuity, Cauchy momentum and energy equations are solved subject to the Boussinesq approximation using a finite volume method. The simulations focus specifically on the effects of the flow behavior index in the power-law model and the Rayleigh number on the flow streamlines, isothermal contours and mean Nusselt number within the cavity. The results show that pseudoplastic fluids have a better heat transfer performance than Newtonian or dilatant fluids. Moreover, it is shown that for Rayleigh numbers greater than Ra=103, the mean Nusselt number has a significantly increase as the flow behavior index is decreased.

Keywords: non-Newtonian fluid, power-law fluid, natural convection, heat transfer enhancement, cavity, wavy wall

Procedia PDF Downloads 266

Authors: Merve Ermis, Akif Kutlu, Nihal Eratlı, Mehmet H. Omurtag

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In this study, the free vibration analysis of conical helicoidal rods with two different elliptically oriented cross sections is investigated and the results are compared by the circular cross-section keeping the net area for all cases equal to each other. Problems are solved by using the mixed finite element formulation. Element matrices based on Timoshenko beam theory are employed. The finite element matrices are derived by directly inserting the analytical expressions (arc length, curvature, and torsion) defining helix geometry into the formulation. Helicoidal rod domain is discretized by a two-noded curvilinear element. Each node of the element has 12 DOFs, namely, three translations, three rotations, two shear forces, one axial force, two bending moments and one torque. A parametric study is performed to investigate the influence of elliptical cross sectional geometry and its orientation over the natural frequencies of the conical type helicoidal rod.

Keywords: conical helix, elliptical cross section, finite element, free vibration

Procedia PDF Downloads 315

Authors: Neslihan Genckal, Reha Gursoy, Vedat Z. Dogan

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In this study, dynamic responses of composite plates on elastic foundations subjected to impact and moving loads are investigated. The first order shear deformation (FSDT) theory is used for moderately thick plates. Pasternak-type (two-parameter) elastic foundation is assumed. Elastic foundation effects are integrated into the governing equations. It is assumed that plate is first hit by a mass as an impact type loading then the mass continues to move on the composite plate as a distributed moving loading, which resembles the aircraft landing on airport pavements. Impact and moving loadings are modeled by a mass-spring-damper system with a wheel. The wheel is assumed to be continuously in contact with the plate after impact. The governing partial differential equations of motion for displacements are converted into the ordinary differential equations in the time domain by using Galerkin’s method. Then, these sets of equations are solved by using the Runge-Kutta method. Several parameters such as vertical and horizontal velocities of the aircraft, volume fractions of the steel rebar in the reinforced concrete layer, and the different touchdown locations of the aircraft tire on the runway are considered in the numerical simulation. The results are compared with those of the ABAQUS, which is a commercial finite element code.

Keywords: elastic foundation, impact, moving load, thick plate

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Authors: Karim Kheloufi, El Hachemi Amara

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In the present study, a three-dimensional transient numerical model was developed to study the temperature field and cutting kerf shape during laser fusion cutting. The finite volume model has been constructed, based on the Navier–Stokes equations and energy conservation equation for the description of momentum and heat transport phenomena, and the Volume of Fluid (VOF) method for free surface tracking. The Fresnel absorption model is used to handle the absorption of the incident wave by the surface of the liquid metal and the enthalpy-porosity technique is employed to account for the latent heat during melting and solidification of the material. To model the physical phenomena occurring at the liquid film/gas interface, including momentum/heat transfer, a new approach is proposed which consists of treating friction force, pressure force applied by the gas jet and the heat absorbed by the cutting front surface as source terms incorporated into the governing equations. All these physics are coupled and solved simultaneously in Fluent CFD®. The main objective of using a transient phase change model in the current case is to simulate the dynamics and geometry of a growing laser-cutting generated kerf until it becomes fully developed. The model is used to investigate the effect of some process parameters on temperature fields and the formed kerf geometry.

Keywords: laser cutting, numerical simulation, heat transfer, fluid flow

Procedia PDF Downloads 339

Authors: Nouby Ghazaly, Gamal Fouad, Ali Abd-El-Tawwab, K. A. Abd El-Gwwad

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The purpose of this paper is to examine the piston stress distribution using several thicknesses of the coating materials to achieve higher gasoline engine performance. First of all, finite element structure analysis is used to uncoated petrol piston made of aluminum alloy. Then, steel and cast-iron piston materials are conducted and compared with the aluminum piston. After that, investigation of four coating materials namely, yttria-stabilized zirconia, magnesia-stabilized zirconia, alumina, and mullite are studied for each piston materials. Next, influence of various thickness coating layers on the structure stresses of the top surfaces is examined. Comparison between simulated results for aluminum, steel, and cast-iron materials is reported. Moreover, the influences of different coating thickness on the Von Mises stresses of four coating materials are investigated. From the simulation results, it can report that the maximum Von Mises stresses and deformations for the piston materials are decreasing with increasing the coating thickness for magnesia-stabilized zirconia, yttria-stabilized zirconia, mullite and alumina coated materials.

Keywords: structure analysis, aluminum piston, MgZrO₃, YTZ, mullite and alumina

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Authors: A. M. Halahla, M. H. Baluch, M. K. Rahman, A. H. Al-Gadhib, M. N. Akhtar

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In the present study, 3D simulation of a typical exterior (RC) beam–column joint (BCJ) strengthened with carbon fiber-reinforced plastic (CFRP) sheet are carried out. Numerical investigations are performed using a nonlinear finite element ( FE) analysis by incorporating damage plasticity model (CDP), for material behaviour the concrete response in compression, tension softening were used, linear plastic with isotropic hardening for reinforcing steel, and linear elastic lamina material model for CFRP sheets using the commercial FE software ABAQUS. The numerical models developed in the present study are validated with the results obtained from the experiment under monotonic loading using the hydraulic Jack in displacement control mode. The experimental program includes casting of deficient BCJ loaded to failure load for both un-strengthened and strengthened BCJ. The failure mode, and deformation response of CFRP strengthened and un-strengthened joints and propagation of damage in the components of BCJ are discussed. Finite element simulations are compared with the experimental result and are noted to yield reasonable comparisons. The damage plasticity model was able to capture with good accuracy of the ultimate load and the mode of failure in the beam column joint.

Keywords: reinforced concrete, exterior beam-column joints, concrete damage plasticity model, computational simulation, 3-D finite element model

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Authors: Walied Hazim Sharif

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The problem of faithful extension with the condition of keeping constant height h and constant width w, i.e. for h w -inextensibility, seems more interesting than the brute extension of finite poset (partially ordered set). We shall investigate some theorems of hw-inextensive and hw-exrensive posets that can be used to formulate the faithful extension problem. A theorem in its general form of hw-inextensive posets is given to implement the presented theorems.

Keywords: faithful extension, poset, extension, inextension, height, width, hw-extensive, hw-inextensive

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Authors: Adrian W. Egger, Savvas P. Triantafyllou, Eleni N. Chatzi

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The scaled boundary finite element method (SBFEM) is a semi-analytical numerical method, which introduces a scaling center in each element’s domain, thus transitioning from a Cartesian reference frame to one resembling polar coordinates. Consequently, an analytical solution is achieved in radial direction, implying that only the boundary need be discretized. The only limitation imposed on the resulting polygonal elements is that they remain star-convex. Further arbitrary p- or h-refinement may be applied locally in a mesh. The polygonal nature of SBFEM elements has been exploited in quadtree meshes to alleviate all issues conventionally associated with hanging nodes. Furthermore, since in 2D this results in only 16 possible cell configurations, these are precomputed in order to accelerate the forward analysis significantly. Any cells, which are clipped to accommodate the domain geometry, must be computed conventionally. However, since SBFEM permits polygonal elements, significantly coarser meshes at comparable accuracy levels are obtained when compared with conventional quadtree analysis, further increasing the computational efficiency of this scheme. The generalized stress intensity factors (gSIFs) are computed by exploiting the semi-analytical solution in radial direction. This is initiated by placing the scaling center of the element containing the crack at the crack tip. Taking an analytical limit of this element’s stress field as it approaches the crack tip, delivers an expression for the singular stress field. By applying the problem specific boundary conditions, the geometry correction factor is obtained, and the gSIFs are then evaluated based on their formal definition. Since the SBFEM solution is constructed as a power series, not unlike mode superposition in FEM, the two modes contributing to the singular response of the element can be easily identified in post-processing. Compared to the extended finite element method (XFEM) this approach is highly convenient, since neither enrichment terms nor a priori knowledge of the singularity is required. Computation of the gSIFs by SBFEM permits exceptional accuracy, however, when combined with hybrid quadtrees employing linear elements, this does not always hold. Nevertheless, it has been shown that crack propagation schemes are highly effective even given very coarse discretization since they only rely on the ratio of mode one to mode two gSIFs. The absolute values of the gSIFs may still be subject to large errors. Hence, we propose a post-processing scheme, which minimizes the error resulting from the approximation space of the cracked element, thus limiting the error in the gSIFs to the discretization error of the quadtree mesh. This is achieved by h- and/or p-refinement of the cracked element, which elevates the amount of modes present in the solution. The resulting numerical description of the element is highly accurate, with the main error source now stemming from its boundary displacement solution. Numerical examples show that this post-processing procedure can significantly improve the accuracy of the computed gSIFs with negligible computational cost even on coarse meshes resulting from hybrid quadtrees.

Keywords: linear elastic fracture mechanics, generalized stress intensity factors, scaled finite element method, hybrid quadtrees

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Authors: W. Sun, W. Wen, J. Lu, A. A. Becker

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In this work, methods for determining creep properties which can be used to represent the full life until failure from miniature specimen creep tests based on analytical solutions are presented. Examples used to demonstrate the application of the methods include a miniature rectangular thin beam specimen creep test under three-point bending and a miniature two-material tensile specimen creep test subjected to a steady load. Mathematical expressions for deflection and creep strain rate of the two specimens were presented for the Kachanov-Rabotnov creep damage model. On this basis, an inverse procedure was developed which has potential applications for deriving the full life creep damage constitutive properties from a very small volume of material, in particular, for various microstructure constitutive  regions, e.g. within heat-affected zones of power plant pipe weldments. Further work on validation and improvement of the method is addressed.

Keywords: creep damage property, miniature specimen, inverse approach, finite element modeling

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Authors: Sudhir Kumar Singh, Debashish Chakravarty

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Slope stability analysis is an important aspect in the field of geotechnical engineering. It is also important from safety, and economic point of view as any slope failure leads to loss of valuable lives and damage to property worth millions. This paper aims at mitigating the risk of slope failure by studying the effect of different joint sets on the stability of mine pit slopes under the influence of various external factors, namely degree of saturation, rainfall intensity, and seismic coefficients. Supervised machine learning approach has been utilized for making accurate and reliable predictions regarding the stability of slopes based on the value of Factor of Safety. Numerous cases have been studied for analyzing the stability of slopes using the popular Finite Element Method, and the data thus obtained has been used as training data for the supervised machine learning models. The input data has been trained on different supervised machine learning models, namely Random Forest, Decision Tree, Support vector Machine, and XGBoost. Distinct test data that is not present in training data has been used for measuring the performance and accuracy of different models. Although all models have performed well on the test dataset but Random Forest stands out from others due to its high accuracy of greater than 95%, thus helping us by providing a valuable tool at our disposition which is neither computationally expensive nor time consuming and in good accordance with the numerical analysis result.

Keywords: finite element method, geotechnical engineering, machine learning, slope stability

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Authors: Abdulsalam A. Al-Tamimi, Chris Peach, Paulo Rui Fernandes, Paulo J. Bartolo

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Bone fixation implants currently used to treat traumatic fractured bones and to promote fracture healing are built with biocompatible metallic materials such as stainless steel, cobalt chromium and titanium and its alloys (e.g., CoCrMo and Ti6Al4V). The noticeable stiffness mismatch between current metallic implants and host bone associates with negative outcomes such as stress shielding which causes bone loss and implant loosening leading to deficient fracture treatment. This paper, part of a major research program to design the next generation of bone fixation implants, describes the combined use of three-dimensional (3D) topology optimization (TO) and additive manufacturing powder bed technology (Electron Beam Melting) to redesign and fabricate the plates based on the current standard one (i.e., locking compression plate). Topology optimization is applied with an objective function to maximize the stiffness and constraint by volume reductions (i.e., 25-75%) in order to obtain optimized implant designs with reduced stress shielding phenomenon, under different boundary conditions (i.e., tension, bending, torsion and combined loads). The stiffness of the original and optimised plates are assessed through a finite-element study. The TO results showed actual reduction in the stiffness for most of the plates due to the critical values of volume reduction. Additionally, the optimized plates fabricated using powder bed techniques proved that the integration between the TO and additive manufacturing presents the capability of producing stiff reduced plates with acceptable tolerances.

Keywords: additive manufacturing, locking compression plate, finite element, topology optimization

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Authors: Francis O. Nwawuru, Jeremiah N. Ezeora

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In this paper, a new algorithm for solving the system of split equilibrium and fixed point problems in real Hilbert spaces is considered. The equilibrium bifunction involves a nite family of pseudo-monotone mappings, which is an improvement over monotone operators. More so, it turns out that the solution of the finite family of nonexpansive mappings. The regularized parameters do not depend on Lipschitz constants. Also, the computations of the stepsize, which plays a crucial role in the convergence analysis of the proposed method, do require prior knowledge of the norm of the involved bounded linear map. Furthermore, to speed up the rate of convergence, an inertial term technique is introduced in the proposed method. Under standard assumptions on the operators and the control sequences, using a modified Halpern iteration method, we establish strong convergence, a desired result in applications. Finally, the proposed scheme is applied to solve some optimization problems. The result obtained improves numerous results announced earlier in this direction.

Keywords: equilibrium, Hilbert spaces, fixed point, nonexpansive mapping, extragradient method, regularized equilibrium

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Authors: Y. Rae, A. Benaarbia, J. Hughes, Wei Sun

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This paper describes an elasto-visco-plastic computational modelling method which can be used to assess the cyclic plasticity responses of high temperature structures operating under thermo-mechanical loadings. The material constitutive equation used is an improved unified multi-axial Chaboche-Lemaitre model, which takes into account non-linear kinematic and isotropic hardening. The computational methodology is a three-dimensional framework following an implicit formulation and based on a radial return mapping algorithm. The associated user material (UMAT) code is developed and calibrated across isothermal hold-time low cycle fatigue tests for a typical turbine rotor steel for use in finite element (FE) implementation. The model is applied to a realistic industrial gas turbine rotor, where the study focuses its attention on the deformation heterogeneities and critical high stress areas within the rotor structure. The potential improvements of such FE visco-plastic approach are discussed. An integrated life assessment procedure based on R5 and visco-plasticity modelling, is also briefly addressed.

Keywords: unified visco-plasticity, thermo-mechanical, turbine rotor, finite element modelling

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Authors: K. Passbakhsh

Abstract:

Determination of reinforcement forces is one of the most important and main discussions in designing retaining walls. By determining these forces we refrain from conservative planning. By numerically modeling the reinforced soil retaining walls under dynamic loading reinforcement forces can be calculated. In this study we try to approach the gained forces by pseudo-static method according to FHWA code and gained forces from numerical modeling by finite element method, by selecting seismic horizontal coefficient for different wall height. PLAXIS software was used for numerical analysis. Then the effect of reinforcement stiffness and soil type on reinforcement forces is examined.

Keywords: reinforced soil, PLAXIS, reinforcement forces, retaining walls

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Authors: Zhenqiu Liu

Abstract:

Visualizing the heterogeneity within cell-populations for single-cell RNA-seq data is crucial for studying the functional diversity of a cell. However, because of the high level of noises, outlier, and dropouts, it is very challenging to measure the cell-to-cell similarity (distance), visualize and cluster the data in a low-dimension. Minimum volume embedding (MVE) projects the data into a lower-dimensional space and is a promising tool for data visualization. However, it is computationally inefficient to solve a semi-definite programming (SDP) when the sample size is large. Therefore, it is not applicable to single-cell RNA-seq data with thousands of samples. In this paper, we develop an efficient algorithm with an accelerated proximal gradient method and visualize the single-cell RNA-seq data efficiently. We demonstrate that the proposed approach separates known subpopulations more accurately in single-cell data sets than other existing dimension reduction methods.

Keywords: single-cell RNA-seq, minimum volume embedding, visualization, accelerated proximal gradient method

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Authors: Keyvan Ramin

Abstract:

The geometric nonlinearity of Off-Diagonal Bracing System (ODBS) could be a complementary system to covering and extending the nonlinearity of reinforced concrete material. Finite element modeling is performed for flexural frame, x-braced frame and the ODBS braced frame system at the initial phase. Then the different models are investigated along various analyses. According to the experimental results of flexural and x-braced frame, the verification is done. Analytical assessments are performed in according to three-dimensional finite element modeling. Non-linear static analysis is considered to obtain performance level and seismic behavior, and then the response modification factors calculated from each model’s pushover curve. In the next phase, the evaluation of cracks observed in the finite element models, especially for RC members of all three systems is performed. The finite element assessment is performed on engendered cracks in ODBS braced frame for various time steps. The nonlinear dynamic time history analysis accomplished in different stories models for three records of Elcentro, Naghan, and Tabas earthquake accelerograms. Dynamic analysis is performed after scaling accelerogram on each type of flexural frame, x-braced frame and ODBS braced frame one by one. The base-point on RC frame is considered to investigate proportional displacement under each record. Hysteresis curves are assessed along continuing this study. The equivalent viscous damping for ODBS system is estimated in according to references. Results in each section show the ODBS system has an acceptable seismic behavior and their conclusions have been converged when the ODBS system is utilized in reinforced concrete frame.

Keywords: FEM, seismic behaviour, pushover analysis, geometric nonlinearity, time history analysis, equivalent viscous damping, passive control, crack investigation, hysteresis curve

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Authors: Manuel A. Guzman, Davide Forcellini, Ricardo Moreno, Diego H. Giraldo

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Elastomeric bearings (EB) are used in many applications, such as base isolation of bridges, seismic protection and vibration control of other structures and machinery. Their versatility is due to their particular behavior since they have different stiffness in the vertical and horizontal directions, allowing to sustain vertical loads and at the same time horizontal displacements. Therefore, vertical, horizontal and bending stiffnesses are important parameters to take into account in the design of EB. In order to acquire a proper design methodology of EB all three, theoretical, finite element analysis and experimental, approaches should be taken into account to assess stability due to different loading states, predict their behavior and consequently their effects on the dynamic response of structures, and understand complex behavior and properties of rubber-like materials respectively. In particular, the recent large-displacement theory on the stability of EB formulated by Forcellini and Kelly is validated with both numerical simulations using the finite element method, and experimental results set at the University of Antioquia in Medellin, Colombia. In this regard, this study reproduces the behavior of EB under compression loads and investigates the stability behavior with the three mentioned points of view.

Keywords: elastomeric bearings, experimental tests, numerical simulations, stability, large-displacement theory

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Authors: M. Chaichanyut, S. Tungjitkusolmun

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This research is presented with microwave (MW) ablation by using the T-Prong monopole antennas. In the study, three-dimensional (3D) finite-element methods (FEM) were utilized to analyse: the tissue heat flux, temperature distributions (heating pattern) and volume destruction during MW ablation in liver cancer tissue. The configurations of T-Prong monopole antennas were considered: Three T-prong antenna, Expand T-Prong antenna and Arrow T-Prong antenna. The 3D FEMs solutions were based on Maxwell and bio-heat equations. The microwave power deliveries were 10 W; the duration of ablation in all cases was 300s. Our numerical result, heat flux and the hotspot occurred at the tip of the T-prong antenna for all cases. The temperature distribution pattern of all antennas was teardrop. The Arrow T-Prong antenna can induce the highest temperature within cancer tissue. The microwave ablation was successful when the region where the temperatures exceed 50°C (i.e. complete destruction). The Expand T-Prong antenna could complete destruction the liver cancer tissue was maximized (6.05 cm³). The ablation pattern or axial ratio (Widest/length) of Expand T-Prong antenna and Arrow T-Prong antenna was 1, but the axial ratio of Three T-prong antenna of about 1.15.

Keywords: liver cancer, T-Prong antenna, finite element, microwave ablation

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Authors: Shiuh-Kuang Yang, Sheam-Chyun Lin, Jyin-Wen Cheng, Deng-Guei Hsu

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The torsional mode of guided wave, T(0,1), has been applied to detect characteristics and defects in pipelines, especially in the cases of coated, elevated and buried pipes. The signals of minor corrosions would be covered by the noise, unfortunately, because the coated material and buried medium always induce a strong attenuation of the guided wave. Furthermore, the guided wave would be attenuated more seriously and make the signals hard to be identified when setting the array ring of the transducers on a general corrosion area of the pipe. The objective of this study is then to discuss the effects of the above-mentioned general corrosion on guided wave tests by experiments and signal processing techniques, based on the use of the finite element method, the two-dimensional Fourier transform and the continuous wavelet transform. Results show that the excitation energy would be reduced when the array ring set on the pipe surface having general corrosion. The non-uniformed contact surface also produces the unwanted asymmetric modes of the propagating guided wave. Some of them are even mixing together with T(0,1) mode and increase the difficulty of measurements, especially when a defect or local corrosion merged in the general corrosion area. It is also showed that the guided waves attenuation are increasing with the increasing corrosion depth or the rising inspection frequency. However, the coherent signals caused by the general corrosion would be decayed with increasing frequency. The results obtained from this research should be able to provide detectors to understand the impact when the array ring set on the area of general corrosion and the way to distinguish the localized corrosion which is inside the area of general corrosion.

Keywords: guided wave, finite element method, two-dimensional fourier transform, wavelet transform, general corrosion, localized corrosion

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Authors: Zainab Al-Maamari, Yassir Dinar

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The orbit space of an irreducible representation of a finite group is a variety with the ring of invariant polynomials as a coordinate ring. The invariant ring is a polynomial ring if and only if the representation is a reflection representation. Boris Dubrovin shows that the orbits spaces of irreducible real reflection representations acquire the structure of polynomial Frobenius manifolds. Dubrovin's method was also used to construct different examples of Frobenius manifolds on certain reflection representations. By successfully applying Dubrovin’s method on non-polynomial invariant rings of linear representations of dicyclic groups, it gives some results that magnify the relation between invariant theory and Frobenius manifolds.

Keywords: invariant ring, Frobenius manifold, inversion, representation theory

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Authors: Shi Qi Koo, Ahmad Beng Hong Kueh

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In the present work, the finite element formulation for the investigation of the effects of a localized interfacial degeneration on the dynamic behavior of the [90˚/0˚] laminated composite plate employing the state-space technique is performed. The stiffness of the laminate is determined by assembling the stiffnesses of sub-elements. This includes an introduction of an interface layer adopting the virtually zero-thickness formulation to model the interfacial degeneration. Also, the kinematically consistent mass matrix and proportional damping have been formulated to complete the free vibration governing expression. To simulate the interfacial degeneration of the laminate, the degenerated areas are defined from the center propagating outwards in a localized manner. It is found that the natural frequency, damped frequency and damping ratio of the plate decreases as the degenerated area of the interface increases. On the contrary, the loss factor increases correspondingly.

Keywords: dynamic finite element, localized interface degeneration, proportional damping, state-space modeling

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Authors: T. Yamaguchi, M. Watanabe, M. Sasajima, C. Yuan, S. Maruyama, T. B. Ibrahim, H. Tomita

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This paper deals with nonlinear vibration analysis using finite element method for frame structures consisting of elastic and viscoelastic damping layers supported by multiple nonlinear concentrated springs with hysteresis damping. The frame is supported by four nonlinear concentrated springs near the four corners. The restoring forces of the springs have cubic non-linearity and linear component of the nonlinear springs has complex quantity to represent linear hysteresis damping. The damping layer of the frame structures has complex modulus of elasticity. Further, the discretized equations in physical coordinate are transformed into the nonlinear ordinary coupled differential equations using normal coordinate corresponding to linear natural modes. Comparing shares of strain energy of the elastic frame, the damping layer and the springs, we evaluate the influences of the damping couplings on the linear and nonlinear impact responses. We also investigate influences of damping changed by stiffness of the elastic frame on the nonlinear coupling in the damped impact responses.

Keywords: dynamic response, nonlinear impact response, finite element analysis, numerical analysis

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Authors: Erindi Allaj

Abstract:

This paper studies arbitrage pricing theory in financial markets with transaction costs. We extend the existing theory to include the more realistic possibility that the price at which the investors trade is dependent on the traded volume. The investors in the market always buy at the ask and sell at the bid price. Transaction costs are composed of two terms, one is able to capture the implicit transaction costs and the other the price impact. Moreover, a new definition of a self-financing portfolio is obtained. The self-financing condition suggests that continuous trading is possible, but is restricted to predictable trading strategies which have left and right limit and finite quadratic variation. That is, predictable trading strategies of infinite variation and of finite quadratic variation are allowed in our setting. Within this framework, the existence of an equivalent probability measure is equivalent to the absence of arbitrage opportunities, so that the first fundamental theorem of asset pricing (FFTAP) holds. It is also proved that, when this probability measure is unique, any contingent claim in the market is hedgeable in an L2-sense. The price of any contingent claim is equal to the risk-neutral price. To better understand how to apply the theory proposed we provide an example with linear transaction costs.

Keywords: arbitrage pricing theory,
transaction costs, fundamental theorems of arbitrage, financial markets

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Authors: Doo Byong Bae, Jae Jun Yoo, Il Gyu Park, Choi Seowon, Oh Chang Kook

Abstract:

There are several wind load provisions to evaluate the wind response on tank structures such as API, Euro-code, etc. the assessment of wind action applying these provisions is made by performing the finite element analysis using both linear bifurcation analysis and geometrically nonlinear analysis. By comparing the pressure patterns obtained from the analysis with the results of wind tunnel test, most appropriate wind load criteria will be recommended.

Keywords: wind load, finite element analysis, linear bifurcation analysis, geometrically nonlinear analysis

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Authors: Amel Tayari, Atef Eljerry, Mourad Magherbi

Abstract:

The paper reports a numerical investigation of the entropy generation analysis due to mixed convection in laminar flow through a channel filled with porous media. The second law of thermodynamics is applied to investigate the entropy generation rate. The Darcy-Brinkman Model is employed. The entropy generation due to heat transfer and friction dissipations has been determined in mixed convection by solving numerically the continuity, momentum and energy equations, using a control volume finite element method. The effects of Darcy number, modified Brinkman number and the Rayleigh number on averaged entropy generation and averaged Nusselt number are investigated. The Rayleigh number varied between 103 ≤ Ra ≤ 105 and the modified Brinkman number ranges between 10-5 ≤ Br≤ 10-1 with fixed values of porosity and Reynolds number at 0.5 and 10 respectively. The Darcy number varied between 10-6 ≤ Da ≤10.

Keywords: entropy generation, porous media, heat transfer, mixed convection, numerical methods, darcy, brinkman

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Authors: Roderick Melnik, Sanjay Prabhakar

Abstract:

The relaxed state of graphene nanostructures due to externally applied tensile stress along both the armchair and zigzag directions are analyzed in detail. The results, obtained with the Finite Element Method (FEM), demonstrate that the amplitude of ripple waves in such nanostructures increases with temperature. Details of the multi-scale multi-physics computational procedure developed for this analysis are also provided.

Keywords: nanostructures, modeling, coupled processes, computer-aided design, nanotechnological applications

Procedia PDF Downloads 315

Authors: Khaled Sandjak, Boualem Tiliouine

Abstract:

Structural analysis of flexible pavements has been and still is currently performed using multi-layer elastic theory. However, for thinly surfaced pavements subjected to low to medium volumes of traffics, the importance of non-linear stress-strain behaviour of unbound granular materials (UGM) requires the use of more sophisticated numerical models for structural design and performance of such pavements. In the present work, nonlinear unbound aggregates constitutive model is implemented within an axisymmetric finite element code developed to simulate the nonlinear behaviour of pavement structures including two local aggregates of different mineralogical nature, typically used in Algerian pavements. The performance of the mechanical model is examined about its capability of representing adequately, under various conditions, the granular material non-linearity in pavement analysis. In addition, deflection data collected by falling weight deflectometer (FWD) are incorporated into the analysis in order to assess the sensitivity of critical pavement design criteria and pavement design life to the constitutive model. Finally, conclusions of engineering significance are formulated.

Keywords: FWD backcalculations, finite element simulations, Nonlinear resilient behaviour, pavement response and performance, RLT test results, unbound granular materials

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Authors: Mohammad Sadeghian, Mohsen Sadeghian

Abstract:

In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. For hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected as carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed, as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.

Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics

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Authors: Fatin Fadhilah Hasib, Dewi Nuraini, Nisful Laila, Muhammad Madyan

Abstract:

A big political event such as Cabinet reshuffle mostly can affect the stock price positively or negatively, depend on the perception of each investor and potential investor. This study aims to analyze the movement of the market and trading activities which respect to an event using event study method. This method is used to measure the movement of the stock exchange in which abnormal return can be obtained by investor related to the event. This study examines the differences of reaction on abnormal return and trading volume activity from the companies listed in the Jakarta Islamic Index (JII), before and after the announcement of the Cabinet Work Volume II on 27 July 2016. The study was conducted in observation of 21 days in total which consists of 10 days before the event and 10 days after the event. The method used in this study is event study with market adjusted model method that observes market reaction to the information of an announcement or publicity events. The Results from the study showed that there is no significant negative nor positive reaction at the abnormal return and abnormal trading before and after the announcement of the cabinet reshuffle. It is indicated by the results of statistical tests whose value not exceeds the level of significance. Stock exchange of the JII just reflects from the previous stock prices without reflecting the information regarding to the Cabinet reshuffle event. It can be concluded that the capital market is efficient with a weak form.

Keywords: abnormal return, abnormal trading volume activity, event study, political event

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