Search results for: high numerical aperture
22208 Numerical Solution of Magneto-Hydrodynamic Flow of a Viscous Fluid in the Presence of Nanoparticles with Fractional Derivatives through a Cylindrical Tube
Authors: Muhammad Abdullah, Asma Rashid Butt, Nauman Raza
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Biomagnetic fluids like blood play key role in different applications of medical science and bioengineering. In this paper, the magnetohydrodynamic flow of a viscous fluid with magnetic particles through a cylindrical tube is investigated. The fluid is electrically charged in the presence of a uniform external magnetic field. The movement in the fluid is produced due to the cylindrical tube. Initially, the fluid and tube are at rest and at time t=0⁺, the tube starts to move along its axis. To obtain the mathematical model of flow with fractional derivatives fractional calculus approach is used. The solution of the flow model is obtained by using Laplace transformation. The Simon's numerical algorithm is employed to obtain inverse Laplace transform. The hybrid technique, we are employing has less computational effort as compared to other methods. The numerical calculations have been performed with Mathcad software. As the special cases of our problem, the solution of flow model with ordinary derivatives and flow without magnetic particles has been procured. Finally, the impact of non-integer fractional parameter alpha, Hartmann number Ha, and Reynolds number Re on flow and magnetic particles velocity is analyzed and depicted by graphs.Keywords: viscous fluid, magnetic particles, fractional calculus, laplace transformation
Procedia PDF Downloads 20822207 Spline Solution of Singularly Perturbed Boundary Value Problems
Authors: Reza Mohammadi
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Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis
Procedia PDF Downloads 29622206 Comparison Analysis of CFD Turbulence Fluid Numerical Study for Quick Coupling
Authors: JoonHo Lee, KyoJin An, JunSu Kim, Young-Chul Park
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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
Procedia PDF Downloads 38522205 Numerical Studying the Real Analysis of the Seismic Response of the Soil
Authors: Noureddine Litim
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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 10722204 The Free Vibration Analysis of Honeycomb Sandwich Beam using 3D and Continuum Model
Authors: Gürkan Şakar, Fevzi Çakmak Bolat
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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
Procedia PDF Downloads 41722203 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
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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 27722202 Temperature Profile Modelling in Flexible Pavement Design
Authors: Csaba Tóth, Éva Lakatos, László Pethő, Seoyoung Cho
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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 27122201 The Effects of Different Parameters of Wood Floating Debris on Scour Rate Around Bridge Piers
Authors: Muhanad Al-Jubouri
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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
Procedia PDF Downloads 7022200 A Case Study on the Long-Term Stability Monitoring of Underground Powerhouse Complex Using Geotechnical Instrumentation
Authors: Sudhakar Kadiyala, Sripad R. Naik
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Large cavern in Bhutan Himalayas is being monitored since the construction period. The behavior of the cavern is being monitored for last 16 years. Instrumentation includes measurement of convergence of high walls by geodetic monitoring, load on the support systems with load cells and instrumented bolts. Analysis of the results of instrumentation showed that during the construction period of the cavern, the convergence of the cavern varied from 181 - 233 mm in the unit bay area with maximum convergence rate of 2.80mm/day. Whereas during the operational period the total convergence observed was in the range of 21 to 45 mm during a period of 11.30 years with convergence rate of 0.005 to 0.011 mm/day. During the last five years, there were no instances of high tensile stress recorded by the instrumented bolts. Load on the rock bolts have shown stabilization trend at most of the locations. This paper discusses in detail the results of long-term monitoring using the geotechnical instruments and how the data is being used in 3D numerical model to confirm the stability of the cavern.Keywords: convergence, displacements, geodetic monitoring, long-term stability
Procedia PDF Downloads 18022199 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
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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
Procedia PDF Downloads 37922198 Basket Option Pricing under Jump Diffusion Models
Authors: Ali Safdari-Vaighani
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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
Procedia PDF Downloads 35522197 Numerical Analysis of Cold-Formed Steel Shear Wall Panels Subjected to Cyclic Loading
Authors: H. Meddah, M. Berediaf-Bourahla, B. El-Djouzi, N. Bourahla
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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
Procedia PDF Downloads 29322196 3D Simulation and Modeling of Magnetic-Sensitive on n-type Double-Gate Metal-Oxide-Semiconductor Field-Effect Transistor (DGMOSFET)
Authors: M. Kessi
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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
Procedia PDF Downloads 18222195 Limit State of Heterogeneous Smart Structures under Unknown Cyclic Loading
Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate
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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
Procedia PDF Downloads 34122194 Magnetohydrodynamic 3D Maxwell Fluid Flow Towards a Horizontal Stretched Surface with Convective Boundary Conditions
Authors: M. Y. Malika, Farzana, Abdul Rehman
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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
Procedia PDF Downloads 59222193 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models
Authors: Mohammad Saber Rohi, Saghar Heidari
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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
Procedia PDF Downloads 7322192 Nanofluids and Hybrid Nanofluids: Comparative Study of Mixed Convection in a Round Bottom Flask
Authors: Hicham Salhi
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This research project focuses on the numerical investigation of the mixed convection of Hybrid nanofluids in a round bottom flask commonly used in organic chemistry synthesis. The aim of this study is to improve the thermal properties of the reaction medium and enhance the rate of chemical reactions by using hybrid nanofluids. The flat bottom wall of the flask is maintained at a constant high temperature, while the top, left, and right walls are kept at a low temperature. The nanofluids used in this study contain suspended Cu and Al2O3 nanoparticles in pure water. The governing equations are solved numerically using the finite-volume approach and the Boussinesq approximation. The effects of the volume fraction of nanoparticles (φ) ranging from 0% to 5%, the Rayleigh number from 103 to 106, and the type of nanofluid (Cu and Al2O3) on the flow streamlines, isotherm distribution, and Nusselt number are examined in the simulation. The results indicate that the addition of Cu and Al2O3 nanoparticles increases the mean Nusselt number, which improves heat transfer and significantly alters the flow pattern. Moreover, the mean Nusselt number increases with increasing Rayleigh number and volume fraction, with Cu- Al2O3 hybrid nanofluid producing the best results. This research project focuses on the numerical investigation of the mixed convection of Hybrid nanofluids in a round bottom flask commonly used in organic chemistry synthesis. The aim of this study is to improve the thermal properties of the reaction medium and enhance the rate of chemical reactions by using hybrid nanofluids. The flat bottom wall of the flask is maintained at a constant high temperature, while the top, left, and right walls are kept at a low temperature. The nanofluids used in this study contain suspended Cu and Al2O3 nanoparticles in pure water. The governing equations are solved numerically using the finite-volume approach and the Boussinesq approximation. The effects of the volume fraction of nanoparticles (φ) ranging from 0% to 5%, the Rayleigh number from 103 to 106, and the type of nanofluid (Cu and Al2O3) on the flow streamlines, isotherm distribution, and Nusselt number are examined in the simulation. The results indicate that the addition of Cu and Al2O3 nanoparticles increases the mean Nusselt number, which improves heat transfer and significantly alters the flow pattern. Moreover, the mean Nusselt number increases with increasing Rayleigh number and volume fraction, with Cu- Al2O3 hybrid nanofluid producing the best results.Keywords: bottom flask, mixed convection, hybrid nanofluids, numerical simulation
Procedia PDF Downloads 9122191 Surface Roughness Prediction Using Numerical Scheme and Adaptive Control
Authors: Michael K.O. Ayomoh, Khaled A. Abou-El-Hossein., Sameh F.M. Ghobashy
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This paper proposes a numerical modelling scheme for surface roughness prediction. The approach is premised on the use of 3D difference analysis method enhanced with the use of feedback control loop where a set of adaptive weights are generated. The surface roughness values utilized in this paper were adapted from [1]. Their experiments were carried out using S55C high carbon steel. A comparison was further carried out between the proposed technique and those utilized in [1]. The experimental design has three cutting parameters namely: depth of cut, feed rate and cutting speed with twenty-seven experimental sample-space. The simulation trials conducted using Matlab software is of two sub-classes namely: prediction of the surface roughness readings for the non-boundary cutting combinations (NBCC) with the aid of the known surface roughness readings of the boundary cutting combinations (BCC). The following simulation involved the use of the predicted outputs from the NBCC to recover the surface roughness readings for the boundary cutting combinations (BCC). The simulation trial for the NBCC attained a state of total stability in the 7th iteration i.e. a point where the actual and desired roughness readings are equal such that error is minimized to zero by using a set of dynamic weights generated in every following simulation trial. A comparative study among the three methods showed that the proposed difference analysis technique with adaptive weight from feedback control, produced a much accurate output as against the abductive and regression analysis techniques presented in this.Keywords: Difference Analysis, Surface Roughness; Mesh- Analysis, Feedback control, Adaptive weight, Boundary Element
Procedia PDF Downloads 62222190 Numerical Investigation of the Electromagnetic Common Rail Injector Characteristics
Authors: Rafal Sochaczewski, Ksenia Siadkowska, Tytus Tulwin
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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
Procedia PDF Downloads 41322189 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
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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
Procedia PDF Downloads 32322188 Numerical Modeling of Various Support Systems to Stabilize Deep Excavations
Authors: M. Abdallah
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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 41622187 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
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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 31322186 Quintic Spline Solution of Fourth-Order Parabolic Equations Arising in Beam Theory
Authors: Reza Mohammadi, Mahdieh Sahebi
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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 35322185 Implementation of Fuzzy Version of Block Backward Differentiation Formulas for Solving Fuzzy Differential Equations
Authors: Z. B. Ibrahim, N. Ismail, K. I. Othman
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Fuzzy Differential Equations (FDEs) play an important role in modelling many real life phenomena. The FDEs are used to model the behaviour of the problems that are subjected to uncertainty, vague or imprecise information that constantly arise in mathematical models in various branches of science and engineering. These uncertainties have to be taken into account in order to obtain a more realistic model and many of these models are often difficult and sometimes impossible to obtain the analytic solutions. Thus, many authors have attempted to extend or modified the existing numerical methods developed for solving Ordinary Differential Equations (ODEs) into fuzzy version in order to suit for solving the FDEs. Therefore, in this paper, we proposed the development of a fuzzy version of three-point block method based on Block Backward Differentiation Formulas (FBBDF) for the numerical solution of first order FDEs. The three-point block FBBDF method are implemented in uniform step size produces three new approximations simultaneously at each integration step using the same back values. Newton iteration of the FBBDF is formulated and the implementation is based on the predictor and corrector formulas in the PECE mode. For greater efficiency of the block method, the coefficients of the FBBDF are stored at the start of the program. The proposed FBBDF is validated through numerical results on some standard problems found in the literature and comparisons are made with the existing fuzzy version of the Modified Simpson and Euler methods in terms of the accuracy of the approximated solutions. The numerical results show that the FBBDF method performs better in terms of accuracy when compared to the Euler method when solving the FDEs.Keywords: block, backward differentiation formulas, first order, fuzzy differential equations
Procedia PDF Downloads 32222184 Explicit Numerical Approximations for a Pricing Weather Derivatives Model
Authors: Clarinda V. Nhangumbe, Ercília Sousa
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Weather Derivatives are financial instruments used to cover non-catastrophic weather events and can be expressed in the form of standard or plain vanilla products, structured or exotics products. The underlying asset, in this case, is the weather index, such as temperature, rainfall, humidity, wind, and snowfall. The complexity of the Weather Derivatives structure shows the weakness of the Black Scholes framework. Therefore, under the risk-neutral probability measure, the option price of a weather contract can be given as a unique solution of a two-dimensional partial differential equation (parabolic in one direction and hyperbolic in other directions), with an initial condition and subjected to adequate boundary conditions. To calculate the price of the option, one can use numerical methods such as the Monte Carlo simulations and implicit finite difference schemes conjugated with Semi-Lagrangian methods. This paper is proposed two explicit methods, namely, first-order upwind in the hyperbolic direction combined with Lax-Wendroff in the parabolic direction and first-order upwind in the hyperbolic direction combined with second-order upwind in the parabolic direction. One of the advantages of these methods is the fact that they take into consideration the boundary conditions obtained from the financial interpretation and deal efficiently with the different choices of the convection coefficients.Keywords: incomplete markets, numerical methods, partial differential equations, stochastic process, weather derivatives
Procedia PDF Downloads 8622183 Heat and Mass Transfer in a Saturated Porous Medium Confined in Cylindrical Annular Geometry
Authors: A. Ja, J. Belabid, A. Cheddadi
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This paper reports the numerical simulation of double diffusive natural convection flows within a horizontal annular filled with a saturated porous medium. The analysis concerns the influence of the different parameters governing the problem, namely, the Rayleigh number Ra, the Lewis number Le and the buoyancy ratio N, on the heat and mass transfer and on the flow structure, in the case of a fixed radius ratio R = 2. The numerical model used for the discretization of the dimensionless equations governing the problem is based on the finite difference method, using the ADI scheme. The study is focused on steady-state solutions in the cooperation situation.Keywords: natural convection, double-diffusion, porous medium, annular geometry, finite differences
Procedia PDF Downloads 34322182 Numerical Study of Fire Propagation in Confined and Open Area
Authors: Hadj Miloua, Abbes Azzi
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The objective of the present paper is to understand, predict and modeled the fire behavior in confined and open area in different conditions and diverse fuels such as liquid pool fire and the vegetative materials. The distinctive problems are a ventilated road tunnel used for urban transport, by the characterization installations of ventilation and his influence in the mode of smoke dispersion and the flame shape. A general investigation is relatively traditional, based on the modeling and simulation the scenario of the pool fire interacted with wind ventilation by the use of numerical software fire dynamic simulator FDS ver.5 to simulate the fire in ventilated tunnel. The second simulation by WFDS.5 is Wildland fire which is always occurs in forest and rangeland fire environments and will thus have an impact on people, property and resources.Keywords: fire, road tunnel, simulation, vegetation, wildland
Procedia PDF Downloads 51522181 Investigation of Failure Mechanisms of Composite Laminates with Delamination and Repaired with Bolts
Authors: Shuxin Li, Peihao Song, Haixiao Hu, Dongfeng Cao
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The interactive deformation and failure mechanisms, including local bucking/delamination propagation and global bucking, are investigated in this paper with numerical simulation and validation with experimental results. Three dimensional numerical models using ABAQUS brick elements combined with cohesive elements and contact elements are developed to simulate the deformation and failure characteristics of composite laminates with and without delamination under compressive loading. The zero-thickness cohesive elements are inserted on the possible path of delamination propagation, and the inter-laminate behavior is characterized by the mixed-mode traction-separation law. The numerical simulations identified the complex feature of interaction among local buckling and/or delamination propagation and final global bucking for composite laminates with delamination under compressive loading. Firstly there is an interaction between the local buckling and delamination propagation, i.e., local buckling induces delamination propagation, and then delamination growth further enhances the local buckling. Secondly, the interaction between the out-plan deformation caused by local buckling and the global bucking deformation results in final failure of the composite laminates. The simulation results are validated by the good agreement with the experimental results published in the literature. The numerical simulation validated with experimental results revealed that the degradation of the load capacity, in particular of the compressive strength of composite structures with delamination, is mainly attributed to the combined local buckling/delamination propagation effects. Consequently, a simple field-bolt repair approach that can hinder the local buckling and prevent delamination growth is explored. The analysis and simulation results demonstrated field-bolt repair could effectively restore compressive strength of composite laminates with delamination.Keywords: cohesive elements, composite laminates, delamination, local and global bucking, field-bolt repair
Procedia PDF Downloads 12122180 Investigation on Ultrahigh Heat Flux of Nanoporous Membrane Evaporation Using Dimensionless Lattice Boltzmann Method
Authors: W. H. Zheng, J. Li, F. J. Hong
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Thin liquid film evaporation in ultrathin nanoporous membranes, which reduce the viscous resistance while still maintaining high capillary pressure and efficient liquid delivery, is a promising thermal management approach for high-power electronic devices cooling. Given the challenges and technical limitations of experimental studies for accurate interface temperature sensing, complex manufacturing process, and short duration of membranes, a dimensionless lattice Boltzmann method capable of restoring thermophysical properties of working fluid is particularly derived. The evaporation of R134a to its pure vapour ambient in nanoporous membranes with the pore diameter of 80nm, thickness of 472nm, and three porosities of 0.25, 0.33 and 0.5 are numerically simulated. The numerical results indicate that the highest heat transfer coefficient is about 1740kW/m²·K; the highest heat flux is about 1.49kW/cm² with only about the wall superheat of 8.59K in the case of porosity equals to 0.5. The dissipated heat flux scaled with porosity because of the increasing effective evaporative area. Additionally, the self-regulation of the shape and curvature of the meniscus under different operating conditions is also observed. This work shows a promising approach to forecast the membrane performance for different geometry and working fluids.Keywords: high heat flux, ultrathin nanoporous membrane, thin film evaporation, lattice Boltzmann method
Procedia PDF Downloads 16422179 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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