Search results for: numerical tests

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 106

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

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Authors: Huijuan Liu, Fukun Li, Hao Yuan

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The bolted spherical node is a common type of joint in space steel structures. The bolt-sphere joint portion almost always controls the bearing capacity of the bolted spherical node. The investigation of the bearing performance and progressive failure in service often requires high-fidelity numerical models. This paper focuses on the constitutive models of bolt steel and sphere steel used in China’s space structure construction. The elastoplastic model is determined by a standard tensile test and calibrated Voce saturated hardening rule. The ductile damage is found dominant based on the fractography analysis. Then Rice-Tracey ductile fracture rule is selected and the model parameters are calibrated based on tensile tests of notched specimens. These calibrated material models can benefit research or engineering work in similar fields.

Keywords: bolt-sphere joint, steel, constitutive model, ductile damage, model calibration

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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

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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

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Authors: Mohammad R. Jalali, Mohammad M. Jalali

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The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Green–Naghdi equations, nonlinearity, numerical prediction, sloshing waves, solitary waves

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Authors: Aissa Belmeguenai, Oulaya Berrak, Khaled Mansouri

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In this work, efficiency implementation and security evaluation of the keystream generator of Achterbahn-128 for images encryption and decryption was introduced. The implementation for this simulated project is written with MATLAB.7.5. First of all, two different original images are used to validate the proposed design. The developed program is used to transform the original images data into digital image file. Finally, the proposed program is implemented to encrypt and decrypt images data. Several tests are done to prove the design performance, including visual tests and security evaluation.

Keywords: Achterbahn-128, keystream generator, stream cipher, image encryption, security analysis

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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 379

Authors: Khaled Al-Badani, Andrew Norbury, Essam Elmshawet, Glynn Rotwell, Ian Jenkinson , James Ren

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Micro welding procedures are widely used for joining materials, developing duplex components or functional surfaces, through various methods such as Micro Discharge Welding or Spot Welding process, which can be found in the engineering, aerospace, automotive, biochemical, biomedical and numerous other industries. The relationship between the material properties, structure and processing is very important to improve the structural integrity and the final performance of the welded joints. This includes controlling the shape and the size of the welding nugget, state of the heat affected zone, residual stress, etc. Nowadays, modern high volume productions require the welding of much versatile shapes/sizes and material systems that are suitable for various applications. Hence, an improved understanding of the micro welding process and the digital tools, which are based on computational numerical modelling linking key welding parameters, dimensional attributes and functional performance of the weldment, would directly benefit the industry in developing products that meet current and future market demands. This paper will introduce recent work on developing an integrated experimental and numerical modelling code for micro welding techniques. This includes similar and dissimilar materials for both ferrous and non-ferrous metals, at different scales. The paper will also produce a comparative study, concerning the differences between the micro discharge welding process and the spot welding technique, in regards to the size effect of the welding zone and the changes in the material structure. Numerical modelling method for the micro welding processes and its effects on the material properties, during melting and cooling progression at different scales, will also be presented. Finally, the applications of the integrated numerical modelling and the material development for the digital manufacturing of welding, is discussed with references to typical application cases such as sensors (thermocouples), energy (heat exchanger) and automotive structures (duplex steel structures).

Keywords: computer modelling, droplet formation, material distortion, materials forming, welding

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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

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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

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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

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Authors: Băilă Diana Irinel, Păcurar Răzvan, Păcurar Ancuța

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In the last years, composite materials are increasingly used in automotive, aeronautic, aerospace, construction applications. Composite materials have been used in aerospace in applications such as engine blades, brackets, interiors, nacelles, propellers/rotors, single aisle wings, wide body wings. The fields of use of composite materials have multiplied with the improvement of material properties, such as stability and adaptation to the environment, mechanical tests, wear resistance, moisture resistance, etc. The composite materials are classified concerning type of matrix materials, as metallic, polymeric and ceramic based composites and are grouped according to the reinforcement type as fibre, obtaining particulate and laminate composites. Production of a better material is made more likely by combining two or more materials with complementary properties. The best combination of strength and ductility may be accomplished in solids that consist of fibres embedded in a host material. Polyester is a suitable component for composite materials, as it adheres so readily to the particles, sheets, or fibres of the other components. The important properties of the reinforcing fibres are their high strength and high modulus of elasticity. For applications, as in automotive or in aeronautical domain, in which a high strength-to-weight ratio is important, non-metallic fibres such as fiberglass have a distinct advantage because of their low density. In general, the glass fibres content varied between 9 to 33% wt. in the composites. In this article, high-performance types of composite materials glass-epoxy and glass-polyester used in automotive domain will be analyzed, performing tensile and flexural tests and SEM analyzes.

Keywords: glass-polyester composite, glass fibre, traction and flexion tests, SEM analyzes

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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

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Authors: Mustafa Alshawaqfeh, Bilal Wajidy, Echin Serpedin, Jan Suchodolski

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Inflammatory Bowel disease (IBD) is a disease of the colon with characteristic inflammation. Clinically IBD is detected using laboratory tests (blood and stool), radiology tests (imaging using CT, MRI), capsule endoscopy and endoscopy. There are two variants of IBD referred to as Ulcerative Colitis (UC) and Crohn’s disease. This study employs a hybrid feature selection method that combines a correlation-based variable ranking approach with exhaustive search wrapper methods in order to find potential biomarkers for UC. The proposed biomarkers presented accurate discriminatory power thereby identifying themselves to be possible ingredients to UC therapeutics.

Keywords: ulcerative colitis, biomarker detection, feature selection, inflammatory bowel disease (IBD)

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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

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Authors: Antonios Panagopoulos, Stamoulis Georgios

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Dyslexia's diagnosis is made taking into account reading and writing skills and is carried out by qualified scientific staff. In addition, there are screening tests that are designed to give an indication of possible dyslexic difficulties. Their main advantage is that they create a pleasant environment for the user and reduce the stress that can lead to false results. An online application was created for the first time, as far as authors' knowledge, for screening Dyslexia in Greek high school students named «DyScreTe». Thus, a sample of 240 students between 16 and 18 years old in Greece was taken, of which 120 were diagnosed with dyslexia by an official authority in Greece, and 120 were typically developed. The main hypothesis that was examined is that students who were diagnosed with dyslexia by official authorities in Greece had significantly lower performance in the respective software tests. The results verified the hypothesis we made those children with dyslexia in each test had a lower performance com-pared to the type developed in successful responses, except for the intelligence test. After random sampling, it was shown that the new online application was a useful tool for screening dyslexia. However, computer evaluation cannot replace the diagnosis by a professional expert, but with the results of this application, the interdisciplinary team that deals with the differential diagnosis will create and evaluate, at a later time, the appropriate intervention program.

Keywords: dyslexia, screening tests, deficits, application

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Authors: A. Nguyen, K. Nguyen, J. Jackson, E. Manlapig

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With the recent advancement in core imaging systems, a large volume of high resolution drill core images can now be collected rapidly. This paper presents a method for rapid prediction of ore-specific breakage parameters from high resolution mineral classified core images. The aim is to allow for a rapid assessment of the variability in ore hardness within a mineral deposit with reduced amount of physical breakage tests. This method sees its application primarily in project evaluation phase, where proper evaluation of the variability in ore hardness of the orebody normally requires prolong and costly metallurgical test work program. Applying this image-based texture analysis method on mineral classified core images, the ores are classified according to their textural characteristics. A small number of physical tests are performed to produce a dataset used for developing the relationship between texture classes and measured ore hardness. The paper also presents a case study in which this method has been applied on core samples from a copper porphyry deposit to predict the ore-specific breakage A*b parameter, obtained from JKRBT tests.

Keywords: geometallurgy, hyperspectral drill core imaging, process simulation, texture analysis

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Authors: Abdelkader T. Ahmed

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Phosphate Rocks (PR) are natural sediment rocks. These rocks contain several chemical compositions of heavy metals and radioactive elements. Mining and transportation these rocks beside or through the natural water streams may lead to water contamination. When PR is in contact with water in the field, as a consequence of precipitation events, changes in water table or sinking in water streams, elements such as salts and heavy metals, may be released to the water. In this work, the leaching properties of PR in Nile River water was investigated by experimental lab work. The study focused on evaluating potential environmental impacts of some constituents, including phosphors, cadmium, curium and lead of PR on the water quality of Nile by applying tank leaching tests. In these tests the potential impact of changing conditions, such as phosphate content in PR, liquid to solid ratio (L/S) and pH value, was studied on the long-term release of heavy metals and salts. Experimental results showed that cadmium and lead were released in very low concentrations but curium and phosphors were in high concentrations. Results showed also that the release rate from PR for all constituents was low even in long periods.

Keywords: leaching tests, Nile river, phosphate rocks, water quality

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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

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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 322

Authors: Marianne Miguet, Gaël Plantard, Yves Jaeger, Vincent Goetz

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The contamination of groundwater is a major concern. A common pollutant, the perchloroethylene, is the target contaminant. Water treatment process as Granular Activated Carbons are very efficient but requires pilot-scale testing to determine the full-scale GAC performance. First, the batch mode was used to get a reliable experimental method to estimate the adsorption capacity of a common volatile compound is settled. The Langmuir model is acceptable to fit the isotherms. Dynamic tests were performed with three columns and different operating conditions. A database of concentration profiles and breakthroughs were obtained. The resolution of the set of differential equations is acceptable to fit the dynamics tests and could be used for a full-scale adsorber.

Keywords: activated carbon, groundwater, perchloroethylene, full-scale

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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

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Authors: Aikaterini Kentroti, Theodore H. Kaskalis

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Today, web servers are expected to serve thousands of client requests concurrently within stringent response time limits. In this paper, we evaluate experimentally and compare the performance as well as the resource utilization of popular web servers, which differ in their approach to handle concurrency. More specifically, Central Processing Unit (CPU)- and I/O intensive tests were conducted against the thread-based Apache and Go as well as the event-based Nginx and Node.js under increasing concurrent load. The tests involved concurrent users requesting a term of the Fibonacci sequence (the 10th, 20th, 30th) and the content of a table from the database. The results show that Go achieved the best performance in all benchmark tests. For example, Go reached two times higher throughput than Node.js and five times higher than Apache and Nginx in the 20th Fibonacci term test. In addition, Go had the smallest memory footprint and demonstrated the most efficient resource utilization, in terms of CPU usage. Instead, Node.js had by far the largest memory footprint, consuming up to 90% more memory than Nginx and Apache. Regarding the performance of Apache and Nginx, our findings indicate that Hypertext Preprocessor (PHP) becomes a bottleneck when the servers are requested to respond by performing CPU-intensive tasks under increasing concurrent load.

Keywords: apache, Go, Nginx, node.js, web server benchmarking

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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

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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

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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

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Authors: Naci Büyükkaracığan

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Hydroclimatic observation values ​​are used in the planning of the project of water resources. Climate variables are the first of the values ​​used in planning projects. At the same time, the climate system is a complex and interactive system involving the atmosphere, land surfaces, snow and bubbles, the oceans and other water structures. The amount and distribution of precipitation, which is an important climate parameter, is a limiting environmental factor for dispersed living things. Trend analysis is applied to the detection of the presence of a pattern or trend in the data set. Many trends work in different parts of the world are usually made for the determination of climate change. The detection and attribution of past trends and variability in climatic variables is essential for explaining potential future alteration resulting from anthropogenic activities. Parametric and non-parametric tests are used for determining the trends in climatic variables. In this study, trend tests were applied to annual total precipitation data obtained in period of 1972 and 2012, in the Konya Basin. Non-parametric trend tests, (Sen’s T, Spearman’s Rho, Mann-Kendal, Sen’s T trend, Wald-Wolfowitz) and parametric test (mean square) were applied to annual total precipitations of 15 stations for trend analysis. The linear slopes (change per unit time) of trends are calculated by using a non-parametric estimator developed by Sen. The beginning of trends is determined by using the Mann-Kendall rank correlation test. In addition, homogeneities in precipitation trends are tested by using a method developed by Van Belle and Hughes. As a result of tests, negative linear slopes were found in annual total precipitations in Konya.

Keywords: trend analysis, precipitation, hydroclimatology, Konya

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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

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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 342