Search results for: high numerical aperture
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 22314

Search results for: high numerical aperture

21564 Numerical Investigation of Pressure Drop and Erosion Wear by Computational Fluid Dynamics Simulation

Authors: Praveen Kumar, Nitin Kumar, Hemant Kumar

Abstract:

The modernization of computer technology and commercial computational fluid dynamic (CFD) simulation has given better detailed results as compared to experimental investigation techniques. CFD techniques are widely used in different field due to its flexibility and performance. Evaluation of pipeline erosion is complex phenomenon to solve by numerical arithmetic technique, whereas CFD simulation is an easy tool to resolve that type of problem. Erosion wear behaviour due to solid–liquid mixture in the slurry pipeline has been investigated using commercial CFD code in FLUENT. Multi-phase Euler-Lagrange model was adopted to predict the solid particle erosion wear in 22.5° pipe bend for the flow of bottom ash-water suspension. The present study addresses erosion prediction in three dimensional 22.5° pipe bend for two-phase (solid and liquid) flow using finite volume method with standard k-ε turbulence, discrete phase model and evaluation of erosion wear rate with varying velocity 2-4 m/s. The result shows that velocity of solid-liquid mixture found to be highly dominating parameter as compared to solid concentration, density, and particle size. At low velocity, settling takes place in the pipe bend due to low inertia and gravitational effect on solid particulate which leads to high erosion at bottom side of pipeline.

Keywords: computational fluid dynamics (CFD), erosion, slurry transportation, k-ε Model

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21563 A Fast Multi-Scale Finite Element Method for Geophysical Resistivity Measurements

Authors: Mostafa Shahriari, Sergio Rojas, David Pardo, Angel Rodriguez- Rozas, Shaaban A. Bakr, Victor M. Calo, Ignacio Muga

Abstract:

Logging-While Drilling (LWD) is a technique to record down-hole logging measurements while drilling the well. Nowadays, LWD devices (e.g., nuclear, sonic, resistivity) are mostly used commercially for geo-steering applications. Modern borehole resistivity tools are able to measure all components of the magnetic field by incorporating tilted coils. The depth of investigation of LWD tools is limited compared to the thickness of the geological layers. Thus, it is a common practice to approximate the Earth’s subsurface with a sequence of 1D models. For a 1D model, we can reduce the dimensionality of the problem using a Hankel transform. We can solve the resulting system of ordinary differential equations (ODEs) either (a) analytically, which results in a so-called semi-analytic method after performing a numerical inverse Hankel transform, or (b) numerically. Semi-analytic methods are used by the industry due to their high performance. However, they have major limitations, namely: -The analytical solution of the aforementioned system of ODEs exists only for piecewise constant resistivity distributions. For arbitrary resistivity distributions, the solution of the system of ODEs is unknown by today’s knowledge. -In geo-steering, we need to solve inverse problems with respect to the inversion variables (e.g., the constant resistivity value of each layer and bed boundary positions) using a gradient-based inversion method. Thus, we need to compute the corresponding derivatives. However, the analytical derivatives of cross-bedded formation and the analytical derivatives with respect to the bed boundary positions have not been published to the best of our knowledge. The main contribution of this work is to overcome the aforementioned limitations of semi-analytic methods by solving each 1D model (associated with each Hankel mode) using an efficient multi-scale finite element method. The main idea is to divide our computations into two parts: (a) offline computations, which are independent of the tool positions and we precompute only once and use them for all logging positions, and (b) online computations, which depend upon the logging position. With the above method, (a) we can consider arbitrary resistivity distributions along the 1D model, and (b) we can easily and rapidly compute the derivatives with respect to any inversion variable at a negligible additional cost by using an adjoint state formulation. Although the proposed method is slower than semi-analytic methods, its computational efficiency is still high. In the presentation, we shall derive the mathematical variational formulation, describe the proposed multi-scale finite element method, and verify the accuracy and efficiency of our method by performing a wide range of numerical experiments and comparing the numerical solutions to semi-analytic ones when the latest are available.

Keywords: logging-While-Drilling, resistivity measurements, multi-scale finite elements, Hankel transform

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21562 Comparison Analysis of CFD Turbulence Fluid Numerical Study for Quick Coupling

Authors: JoonHo Lee, KyoJin An, JunSu Kim, Young-Chul Park

Abstract:

In this study, the fluid flow characteristics and performance numerical study through CFD model of the Non-split quick coupling for flow control in hydraulic system equipment for the aerospace business group focused to predict. In this study, we considered turbulence models for the application of Computational Fluid Dynamics for the CFD model of the Non-split Quick Coupling for aerospace business. In addition to this, the adequacy of the CFD model were verified by comparing with standard value. Based on this analysis, accurate the fluid flow characteristics can be predicted. It is, therefore, the design of the fluid flow characteristic contribute the reliability for the Quick Coupling which is required in industries on the basis of research results.

Keywords: CFD, FEM, quick coupling, turbulence

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21561 Numerical Studying the Real Analysis of the Seismic Response of the Soil

Authors: Noureddine Litim

Abstract:

This work is to theoretical and numerical studying the real analysis of the seismic response of the soil with an Elasto-plastic behavior. To perform this analysis, we used different core drilling performed at the tunnel T4 in El Horace section of the highway east-west. The two-dimensional model (2d) was established by the code of finite element plaxis to estimate the displacement amplification and accelerations caused by the seismic wave in the different core drilling and compared with the factor of acceleration given by the RPA (2003) in the area studying. Estimate the displacement amplification and accelerations caused by the seismic wave.

Keywords: seismic response, deposition of soil, plaxis, elasto-plastic

Procedia PDF Downloads 90
21560 The Free Vibration Analysis of Honeycomb Sandwich Beam using 3D and Continuum Model

Authors: Gürkan Şakar, Fevzi Çakmak Bolat

Abstract:

In this study free vibration analysis of aluminum honeycomb sandwich structures were carried out experimentally and numerically. The natural frequencies and mode shapes of sandwich structures fabricated with different configurations for clamped-free boundary condition were determined. The effects of lower and upper face sheet thickness, the core material thickness, cell diameter, cell angle and foil thickness on the vibration characteristics were examined. The numerical studies were performed with ANSYS package. While the sandwich structures were modeled in ANSYS the continuum model was used. Later, the numerical results were compared with the experimental findings.

Keywords: sandwich structure, free vibration, numeric analysis, 3D model, continuum model

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21559 Exponential Spline Solution for Singularly Perturbed Boundary Value Problems with an Uncertain-But-Bounded Parameter

Authors: Waheed Zahra, Mohamed El-Beltagy, Ashraf El Mhlawy, Reda Elkhadrawy

Abstract:

In this paper, we consider singular perturbation reaction-diffusion boundary value problems, which contain a small uncertain perturbation parameter. To solve these problems, we propose a numerical method which is based on an exponential spline and Shishkin mesh discretization. While interval analysis principle is used to deal with the uncertain parameter, sensitivity analysis has been conducted using different methods. Numerical results are provided to show the applicability and efficiency of our method, which is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, shishkin mesh, two small parameters, exponential spline, interval analysis, sensitivity analysis

Procedia PDF Downloads 257
21558 Temperature Profile Modelling in Flexible Pavement Design

Authors: Csaba Tóth, Éva Lakatos, László Pethő, Seoyoung Cho

Abstract:

The temperature effect on asphalt pavement structure is a crucial factor at the design stage. In this paper, by applying the German guidelines for temperature along the asphalt depth is estimated. The aim is to consider temperature profiles in different seasons in numerical modelling. The model is built with an elastic and isotropic solid element with 19 subdivisions of asphalt layers to reflect the temperature variation. Comparison with the simple three-layer pavement system (asphalt layers, base, and subgrade layers) will be followed to see the difference in result without temperature variation along with the depth. Finally, the fatigue life calculation was checked to prove the validity of the methodology of considering the temperature in the numerical modelling.

Keywords: temperature profile, flexible pavement modeling, finite element method, temperature modeling

Procedia PDF Downloads 249
21557 Ship Detection Requirements Analysis for Different Sea States: Validation on Real SAR Data

Authors: Jaime Martín-de-Nicolás, David Mata-Moya, Nerea del-Rey-Maestre, Pedro Gómez-del-Hoyo, María-Pilar Jarabo-Amores

Abstract:

Ship detection is nowadays quite an important issue in tasks related to sea traffic control, fishery management and ship search and rescue. Although it has traditionally been carried out by patrol ships or aircrafts, coverage and weather conditions and sea state can become a problem. Synthetic aperture radars can surpass these coverage limitations and work under any climatological condition. A fast CFAR ship detector based on a robust statistical modeling of sea clutter with respect to sea states in SAR images is used. In this paper, the minimum SNR required to obtain a given detection probability with a given false alarm rate for any sea state is determined. A Gaussian target model using real SAR data is considered. Results show that SNR does not depend heavily on the class considered. Provided there is some variation in the backscattering of targets in SAR imagery, the detection probability is limited and a post-processing stage based on morphology would be suitable.

Keywords: SAR, generalized gamma distribution, detection curves, radar detection

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21556 The Effects of Different Parameters of Wood Floating Debris on Scour Rate Around Bridge Piers

Authors: Muhanad Al-Jubouri

Abstract:

A local scour is the most important of the several scours impacting bridge performance and security. Even though scour is widespread in bridges, especially during flood seasons, the experimental tests could not be applied to many standard highway bridges. A computational fluid dynamics numerical model was used to solve the problem of calculating local scouring and deposition for non-cohesive silt and clear water conditions near single and double cylindrical piers with the effect of floating debris. When FLOW-3D software is employed with the Rang turbulence model, the Nilsson bed-load transfer equation and fine mesh size are considered. The numerical findings of single cylindrical piers correspond pretty well with the physical model's results. Furthermore, after parameter effectiveness investigates the range of outcomes based on predicted user inputs such as the bed-load equation, mesh cell size, and turbulence model, the final numerical predictions are compared to experimental data. When the findings are compared, the error rate for the deepest point of the scour is equivalent to 3.8% for the single pier example.

Keywords: local scouring, non-cohesive, clear water, computational fluid dynamics, turbulence model, bed-load equation, debris

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21555 Comparison of Finite-Element and IEC Methods for Cable Thermal Analysis under Various Operating Environments

Authors: M. S. Baazzim, M. S. Al-Saud, M. A. El-Kady

Abstract:

In this paper, steady-state ampacity (current carrying capacity) evaluation of underground power cable system by using analytical and numerical methods for different conditions (depth of cable, spacing between phases, soil thermal resistivity, ambient temperature, wind speed), for two system voltage level were used 132 and 380 kV. The analytical method or traditional method that was used is based on the thermal analysis method developed by Neher-McGrath and further enhanced by International Electrotechnical Commission (IEC) and published in standard IEC 60287. The numerical method that was used is finite element method and it was recourse commercial software based on finite element method.

Keywords: cable ampacity, finite element method, underground cable, thermal rating

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21554 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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21553 Numerical Analysis of Cold-Formed Steel Shear Wall Panels Subjected to Cyclic Loading

Authors: H. Meddah, M. Berediaf-Bourahla, B. El-Djouzi, N. Bourahla

Abstract:

Shear walls made of cold formed steel are used as lateral force resisting components in residential and low-rise commercial and industrial constructions. The seismic design analysis of such structures is often complex due to the slenderness of members and their instability prevalence. In this context, a simplified modeling technique across the panel is proposed by using the finite element method. The approach is based on idealizing the whole panel by a nonlinear shear link element which reflects its shear behavior connected to rigid body elements which transmit the forces to the end elements (studs) that resist the tension and the compression. The numerical model of the shear wall panel was subjected to cyclic loads in order to evaluate the seismic performance of the structure in terms of lateral displacement and energy dissipation capacity. In order to validate this model, the numerical results were compared with those from literature tests. This modeling technique is particularly useful for the design of cold formed steel structures where the shear forces in each panel and the axial forces in the studs can be obtained using spectrum analysis.

Keywords: cold-formed steel, cyclic loading, modeling technique, nonlinear analysis, shear wall panel

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21552 Stable Time Reversed Integration of the Navier-Stokes Equation Using an Adjoint Gradient Method

Authors: Jurriaan Gillissen

Abstract:

This work is concerned with stabilizing the numerical integration of the Navier-Stokes equation (NSE), backwards in time. Applications involve the detection of sources of, e.g., sound, heat, and pollutants. Stable reverse numerical integration of parabolic differential equations is also relevant for image de-blurring. While the literature addresses the reverse integration problem of the advection-diffusion equation, the problem of numerical reverse integration of the NSE has, to our knowledge, not yet been addressed. Owing to the presence of viscosity, the NSE is irreversible, i.e., when going backwards in time, the fluid behaves, as if it had a negative viscosity. As an effect, perturbations from the perfect solution, due to round off errors or discretization errors, grow exponentially in time, and reverse integration of the NSE is inherently unstable, regardless of using an implicit time integration scheme. Consequently, some sort of filtering is required, in order to achieve a stable, numerical, reversed integration. The challenge is to find a filter with a minimal adverse affect on the accuracy of the reversed integration. In the present work, we explore an adjoint gradient method (AGM) to achieve this goal, and we apply this technique to two-dimensional (2D), decaying turbulence. The AGM solves for the initial velocity field u0 at t = 0, that, when integrated forward in time, produces a final velocity field u1 at t = 1, that is as close as is feasibly possible to some specified target field v1. The initial field u0 defines a minimum of a cost-functional J, that measures the distance between u1 and v1. In the minimization procedure, the u0 is updated iteratively along the gradient of J w.r.t. u0, where the gradient is obtained by transporting J backwards in time from t = 1 to t = 0, using the adjoint NSE. The AGM thus effectively replaces the backward integration by multiple forward and backward adjoint integrations. Since the viscosity is negative in the adjoint NSE, each step of the AGM is numerically stable. Nevertheless, when applied to turbulence, the AGM develops instabilities, which limit the backward integration to small times. This is due to the exponential divergence of phase space trajectories in turbulent flow, which produces a multitude of local minima in J, when the integration time is large. As an effect, the AGM may select unphysical, noisy initial conditions. In order to improve this situation, we propose two remedies. First, we replace the integration by a sequence of smaller integrations, i.e., we divide the integration time into segments, where in each segment the target field v1 is taken as the initial field u0 from the previous segment. Second, we add an additional term (regularizer) to J, which is proportional to a high-order Laplacian of u0, and which dampens the gradients of u0. We show that suitable values for the segment size and for the regularizer, allow a stable reverse integration of 2D decaying turbulence, with accurate results for more then O(10) turbulent, integral time scales.

Keywords: time reversed integration, parabolic differential equations, adjoint gradient method, two dimensional turbulence

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21551 Optimization of Topology-Aware Job Allocation on a High-Performance Computing Cluster by Neural Simulated Annealing

Authors: Zekang Lan, Yan Xu, Yingkun Huang, Dian Huang, Shengzhong Feng

Abstract:

Jobs on high-performance computing (HPC) clusters can suffer significant performance degradation due to inter-job network interference. Topology-aware job allocation problem (TJAP) is such a problem that decides how to dedicate nodes to specific applications to mitigate inter-job network interference. In this paper, we study the window-based TJAP on a fat-tree network aiming at minimizing the cost of communication hop, a defined inter-job interference metric. The window-based approach for scheduling repeats periodically, taking the jobs in the queue and solving an assignment problem that maps jobs to the available nodes. Two special allocation strategies are considered, i.e., static continuity assignment strategy (SCAS) and dynamic continuity assignment strategy (DCAS). For the SCAS, a 0-1 integer programming is developed. For the DCAS, an approach called neural simulated algorithm (NSA), which is an extension to simulated algorithm (SA) that learns a repair operator and employs them in a guided heuristic search, is proposed. The efficacy of NSA is demonstrated with a computational study against SA and SCIP. The results of numerical experiments indicate that both the model and algorithm proposed in this paper are effective.

Keywords: high-performance computing, job allocation, neural simulated annealing, topology-aware

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21550 Application of Finite Volume Method for Numerical Simulation of Contaminant Transfer in a Two-Dimensional Reservoir

Authors: Atousa Ataieyan, Salvador A. Gomez-Lopera, Gennaro Sepede

Abstract:

Today, due to the growing urban population and consequently, the increasing water demand in cities, the amount of contaminants entering the water resources is increasing. This can impose harmful effects on the quality of the downstream water. Therefore, predicting the concentration of discharged pollutants at different times and distances of the interested area is of high importance in order to carry out preventative and controlling measures, as well as to avoid consuming the contaminated water. In this paper, the concentration distribution of an injected conservative pollutant in a square reservoir containing four symmetric blocks and three sources using Finite Volume Method (FVM) is simulated. For this purpose, after estimating the flow velocity, classical Advection-Diffusion Equation (ADE) has been discretized over the studying domain by Backward Time- Backward Space (BTBS) scheme. Then, the discretized equations for each node have been derived according to the initial condition, boundary conditions and point contaminant sources. Finally, taking into account the appropriate time step and space step, a computational code was set up in MATLAB. Contaminant concentration was then obtained at different times and distances. Simulation results show how using BTBS differentiating scheme and FVM as a numerical method for solving the partial differential equation of transport is an appropriate approach in the case of two-dimensional contaminant transfer in an advective-diffusive flow.

Keywords: BTBS differentiating scheme, contaminant concentration, finite volume, mass transfer, water pollution

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21549 3D Simulation and Modeling of Magnetic-Sensitive on n-type Double-Gate Metal-Oxide-Semiconductor Field-Effect Transistor (DGMOSFET)

Authors: M. Kessi

Abstract:

We investigated the effect of the magnetic field on carrier transport phenomena in the transistor channel region of Double-Gate Metal-Oxide-Semiconductor Field-Effect Transistor (MOSFET). This explores the Lorentz force and basic physical properties of solids exposed to a constant external magnetic field. The magnetic field modulates the electrons and potential distribution in the case of silicon Tunnel FETs. This modulation shows up in the device's external electrical characteristics such as ON current (ION), subthreshold leakage current (IOF), the threshold voltage (VTH), the magneto-transconductance (gm) and the output magneto-conductance (gDS) of Tunnel FET. Moreover, the channel doping concentration and potential distribution are obtained using the numerical method by solving Poisson’s transport equation in 3D modules semiconductor magnetic sensors available in Silvaco TCAD tools. The numerical simulations of the magnetic nano-sensors are relatively new. In this work, we present the results of numerical simulations based on 3D magnetic sensors. The results show excellent accuracy comportment and good agreement compared with that obtained in the experimental study of MOSFETs technology.

Keywords: single-gate MOSFET, magnetic field, hall field, Lorentz force

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21548 Limit State of Heterogeneous Smart Structures under Unknown Cyclic Loading

Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

Abstract:

This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: limit state, shakedown analysis, homogenization, heterogeneous structure

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21547 Magnetohydrodynamic 3D Maxwell Fluid Flow Towards a Horizontal Stretched Surface with Convective Boundary Conditions

Authors: M. Y. Malika, Farzana, Abdul Rehman

Abstract:

The study deals with the steady, 3D MHD boundary layer flow of a non-Newtonian Maxwell fluid flow due to a horizontal surface stretched exponentially in two lateral directions. The temperature at the boundary is assumed to be distributed exponentially and possesses convective boundary conditions. The governing nonlinear system of partial differential equations along with associated boundary conditions is simplified using a suitable transformation and the obtained set of ordinary differential equations is solved through numerical techniques. The effects of important involved parameters associated with fluid flow and heat flux are shown through graphs.

Keywords: boundary layer flow, exponentially stretched surface, Maxwell fluid, numerical solution

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21546 Study of Suezmax Shuttle Tanker Energy Efficiency for Operations at the Brazilian Pre-Salt Region

Authors: Rodrigo A. Schiller, Rubens C. Da Silva, Kazuo Nishimoto, Claudio M. P. Sampaio

Abstract:

The need to reduce fossil fuels consumption due to the current scenario of trying to restrain global warming effects and reduce air pollution is dictating a series of transformations in shipping. This study introduces, at first, the changes of the regulatory framework concerning gas emissions control and fuel consumption efficiency on merchant ships. Secondly, the main operational procedures with high potential reduction of fuel consumption are discussed, with focus on existing vessels, using ship speed reduction procedure. This procedure shows the positive impacts on both operating costs reduction and also on energy efficiency increase if correctly applied. Finally, a numerical analysis of the fuel consumption variation with the speed was carried out for a Suezmax class oil tanker, which has been adapted to oil offloading operations for FPSOs in Brazilian offshore oil production systems. In this analysis, the discussions about the variations of vessel energy efficiency from small speed rate reductions and the possible applications of this improvement, taking into account the typical operating profile of the vessel in such a way to have significant economic impacts on the operation. This analysis also evaluated the application of two different numerical methods: one based only on regression equations produced by existing data, semi-empirical method, and another using a CFD simulations for estimating the hull shape parameters that are most relevant for determining fuel consumption, analyzing inaccuracies and impact on the final results.

Keywords: energy efficiency, offloading operations, speed reduction, Suezmax oil tanker

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21545 A Transient Coupled Numerical Analysis of the Flow of Magnetorheological Fluids in Closed Domains

Authors: Wael Elsaady, S. Olutunde Oyadiji, Adel Nasser

Abstract:

The non-linear flow characteristics of magnetorheological (MR) fluids in MR dampers are studied via a coupled numerical approach that incorporates a two-phase flow model. The approach couples the Finite Element (FE) modelling of the damper magnetic circuit, with the Computational Fluid Dynamics (CFD) analysis of the flow field in the damper. The two-phase flow CFD model accounts for the effect of fluid compressibility due to the presence of liquid and gas in the closed domain of the damper. The dynamic mesh model included in ANSYS/Fluent CFD solver is used to simulate the movement of the MR damper piston in order to perform the fluid excitation. The two-phase flow analysis is studied by both Volume-Of-Fluid (VOF) model and mixture model that are included in ANSYS/Fluent. The CFD models show that the hysteretic behaviour of MR dampers is due to the effect of fluid compressibility. The flow field shows the distributions of pressure, velocity, and viscosity contours. In particular, it shows the high non-Newtonian viscosity in the affected fluid regions by the magnetic field and the low Newtonian viscosity elsewhere. Moreover, the dependence of gas volume fraction on the liquid pressure inside the damper is predicted by the mixture model. The presented approach targets a better understanding of the complicated flow characteristics of viscoplastic fluids that could be applied in different applications.

Keywords: viscoplastic fluid, magnetic FE analysis, computational fluid dynamics, two-phase flow, dynamic mesh, user-defined functions

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21544 Compressible Lattice Boltzmann Method for Turbulent Jet Flow Simulations

Authors: K. Noah, F.-S. Lien

Abstract:

In Computational Fluid Dynamics (CFD), there are a variety of numerical methods, of which some depend on macroscopic model representatives. These models can be solved by finite-volume, finite-element or finite-difference methods on a microscopic description. However, the lattice Boltzmann method (LBM) is considered to be a mesoscopic particle method, with its scale lying between the macroscopic and microscopic scales. The LBM works well for solving incompressible flow problems, but certain limitations arise from solving compressible flows, particularly at high Mach numbers. An improved lattice Boltzmann model for compressible flow problems is presented in this research study. A higher-order Taylor series expansion of the Maxwell equilibrium distribution function is used to overcome limitations in LBM when solving high-Mach-number flows. Large eddy simulation (LES) is implemented in LBM to simulate turbulent jet flows. The results have been validated with available experimental data for turbulent compressible free jet flow at subsonic speeds.

Keywords: compressible lattice Boltzmann method, multiple relaxation times, large eddy simulation, turbulent jet flows

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21543 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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21542 Temporal and Spatial Distribution Prediction of Patinopecten yessoensis Larvae in Northern China Yellow Sea

Authors: RuiJin Zhang, HengJiang Cai, JinSong Gui

Abstract:

It takes Patinopecten yessoensis larvae more than 20 days from spawning to settlement. Due to the natural environmental factors such as current, Patinopecten yessoensis larvae are transported to a distance more than hundreds of kilometers, leading to a high instability of their spatial and temporal distribution and great difficulties in the natural spat collection. Therefore predicting the distribution is of great significance to improve the operating efficiency of the collecting. Hydrodynamic model of Northern China Yellow Sea was established and the motions equations of physical oceanography and verified by the tidal harmonic constants and the measured data velocities of Dalian Bay. According to the passivity drift characteristics of the larvae, combined with the hydrodynamic model and the particle tracking model, the spatial and temporal distribution prediction model was established and the spatial and temporal distribution of the larvae under the influence of flow and wind were simulated. It can be concluded from the model results: ocean currents have greatest impacts on the passive drift path and diffusion of Patinopecten yessoensis larvae; the impact of wind is also important, which changed the direction and speed of the drift. Patinopecten yessoensis larvae were generated in the sea along Zhangzi Island and Guanglu-Dachangshan Island, but after two months, with the impact of wind and currents, the larvae appeared in the west of Dalian and the southern of Lvshun, and even in Bohai Bay. The model results are consistent with the relevant literature on qualitative analysis, and this conclusion explains where the larvae come from in the perspective of numerical simulation.

Keywords: numerical simulation, Patinopecten yessoensis larvae, predicting model, spatial and temporal distribution

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21541 Experimental and Numerical Study of Ultra-High-Performance Fiber-Reinforced Concrete Column Subjected to Axial and Eccentric Loads

Authors: Chengfeng Fang, Mohamed Ali Sadakkathulla, Abdul Sheikh

Abstract:

Ultra-high-performance fiber reinforced concrete (UHPFRC) is a specially formulated cement-based composite characterized with an ultra-high compressive strength (fc = 240 MPa) and a low water-cement ratio (W/B= 0.2). With such material characteristics, UHPFRC is favored for the design and constructions of structures required high structural performance and slender geometries. Unlike conventional concrete, the structural performance of members manufactured with UHPFRC has not yet been fully studied, particularly, for UHPFRC columns with high slenderness. In this study, the behaviors of slender UHPFRC columns under concentric or eccentric load will be investigated both experimentally and numerically. Four slender UHPFRC columns were tested under eccentric loads with eccentricities, of 0 mm, 35 mm, 50 mm, and 85 mm, respectively, and one UHPFRC beam was tested under four-point bending. Finite element (FE) analysis was conducted with concrete damage plasticity (CDP) modulus to simulating the load-middle height or middle span deflection relationships and damage patterns of all UHPFRC members. Simulated results were compared against the experimental results and observation to gain the confidence of FE model, and this model was further extended to conduct parametric studies, which aim to investigate the effects of slenderness regarding failure modes and load-moment interaction relationships. Experimental results showed that the load bearing capacities of the slender columns reduced with an increase in eccentricity. Comparisons between load-middle height and middle span deflection relationships as well as damage patterns of all UHPFRC members obtained both experimentally and numerically demonstrated high accuracy of the FE simulations. Based on the available FE model, the following parametric study indicated that a further increase in the slenderness of column resulted in significant decreases in the load-bearing capacities, ductility index, and flexural bending capacities.

Keywords: eccentric loads, ductility index, RC column, slenderness, UHPFRC

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21540 Numerical Investigation of the Electromagnetic Common Rail Injector Characteristics

Authors: Rafal Sochaczewski, Ksenia Siadkowska, Tytus Tulwin

Abstract:

The paper describes the modeling of a fuel injector for common rail systems. A one-dimensional model of a solenoid-valve-controlled injector with Valve Closes Orifice (VCO) spray was modelled in the AVL Hydsim. This model shows the dynamic phenomena that occur in the injector. The accuracy of the calibration, based on a regulation of the parameters of the control valve and the nozzle needle lift, was verified by comparing the numerical results of injector flow rate. Our model is capable of a precise simulation of injector operating parameters in relation to injection time and fuel pressure in a fuel rail. As a result, there were made characteristics of the injector flow rate and backflow.

Keywords: common rail, diesel engine, fuel injector, modeling

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21539 Three-Dimensional Numerical Model of an Earth Air Heat Exchanger under a Constrained Urban Environment in India: Modeling and Validation

Authors: V. Rangarajan, Priyanka Kaushal

Abstract:

This study investigates the effectiveness of a typical Earth Air Heat Exchanger (EATHE) for energy efficient space cooling in an urban environment typified by space and soil-related constraints that preclude an optimal design. It involves the development of a three-dimensional numerical transient model that is validated by measurements at a live site in India. It is found that the model accurately predicts the soil temperatures at various depths as well as the EATHE outlet air temperature. The study shows that such an EATHE, even when designed under constraints, does provide effective space cooling especially during the hot months of the year.

Keywords: earth air heat exchanger (EATHE), India, MATLAB, model, simulation

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21538 Numerical Simulation of the Flowing of Ice Slurry in Seawater Pipe of Polar Ships

Authors: Li Xu, Huanbao Jiang, Zhenfei Huang, Lailai Zhang

Abstract:

In recent years, as global warming, the sea-ice extent of North Arctic undergoes an evident decrease and Arctic channel has attracted the attention of shipping industry. Ice crystals existing in the seawater of Arctic channel which enter the seawater system of the ship with the seawater were found blocking the seawater pipe. The appearance of cooler paralysis, auxiliary machine error and even ship power system paralysis may be happened if seriously. In order to reduce the effect of high temperature in auxiliary equipment, seawater system will use external ice-water to participate in the cooling cycle and achieve the state of its flow. The distribution of ice crystals in seawater pipe can be achieved. As the ice slurry system is solid liquid two-phase system, the flow process of ice-water mixture is very complex and diverse. In this paper, the flow process in seawater pipe of ice slurry is simulated with fluid dynamics simulation software based on k-ε turbulence model. As the ice packing fraction is a key factor effecting the distribution of ice crystals, the influence of ice packing fraction on the flowing process of ice slurry is analyzed. In this work, the simulation results show that as the ice packing fraction is relatively large, the distribution of ice crystals is uneven in the flowing process of the seawater which has such disadvantage as increase the possibility of blocking, that will provide scientific forecasting methods for the forming of ice block in seawater piping system. It has important significance for the reliability of the operating of polar ships in the future.

Keywords: ice slurry, seawater pipe, ice packing fraction, numerical simulation

Procedia PDF Downloads 351
21537 Numerical Modeling of Various Support Systems to Stabilize Deep Excavations

Authors: M. Abdallah

Abstract:

Urban development requires deep excavations near buildings and other structures. Deep excavation has become more a necessity for better utilization of space as the population of the world has dramatically increased. In Lebanon, some urban areas are very crowded and lack spaces for new buildings and underground projects, which makes the usage of underground space indispensable. In this paper, a numerical modeling is performed using the finite element method to study the deep excavation-diaphragm wall soil-structure interaction in the case of nonlinear soil behavior. The study is focused on a comparison of the results obtained using different support systems. Furthermore, a parametric study is performed according to the remoteness of the structure.

Keywords: deep excavation, ground anchors, interaction soil-structure, struts

Procedia PDF Downloads 392
21536 Experimental Validation of Computational Fluid Dynamics Used for Pharyngeal Flow Patterns during Obstructive Sleep Apnea

Authors: Pragathi Gurumurthy, Christina Hagen, Patricia Ulloa, Martin A. Koch, Thorsten M. Buzug

Abstract:

Obstructive sleep apnea (OSA) is a sleep disorder where the patient suffers a disturbed airflow during sleep due to partial or complete occlusion of the pharyngeal airway. Recently, numerical simulations have been used to better understand the mechanism of pharyngeal collapse. However, to gain confidence in the solutions so obtained, an experimental validation is required. Therefore, in this study an experimental validation of computational fluid dynamics (CFD) used for the study of human pharyngeal flow patterns during OSA is performed. A stationary incompressible Navier-Stokes equation solved using the finite element method was used to numerically study the flow patterns in a computed tomography-based human pharynx model. The inlet flow rate was set to 250 ml/s and such that a flat profile was maintained at the inlet. The outlet pressure was set to 0 Pa. The experimental technique used for the validation of CFD of fluid flow patterns is phase contrast-MRI (PC-MRI). Using the same computed tomography data of the human pharynx as in the simulations, a phantom for the experiment was 3 D printed. Glycerol (55.27% weight) in water was used as a test fluid at 25°C. Inflow conditions similar to the CFD study were simulated using an MRI compatible flow pump (CardioFlow-5000MR, Shelley Medical Imaging Technologies). The entire experiment was done on a 3 T MR system (Ingenia, Philips) with 108 channel body coil using an RF-spoiled, gradient echo sequence. A comparison of the axial velocity obtained in the pharynx from the numerical simulations and PC-MRI shows good agreement. The region of jet impingement and recirculation also coincide, therefore validating the numerical simulations. Hence, the experimental validation proves the reliability and correctness of the numerical simulations.

Keywords: computational fluid dynamics, experimental validation, phase contrast-MRI, obstructive sleep apnea

Procedia PDF Downloads 298
21535 Quintic Spline Solution of Fourth-Order Parabolic Equations Arising in Beam Theory

Authors: Reza Mohammadi, Mahdieh Sahebi

Abstract:

We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the derived method. Numerical comparison with other methods shows the superiority of presented scheme.

Keywords: fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points

Procedia PDF Downloads 335