Search results for: parametric model

Authors: Shih-Kuei Lin

Abstract:

The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

Procedia PDF Downloads 421

Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi

Abstract:

In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.

Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function

Procedia PDF Downloads 566

Authors: Roham Rafiee, Hadi Hesamsadat

Abstract:

In this study, a parametric finite element modeling is developed to analyze failure modes of FRP pipes subjected to internal pressure. First-ply failure pressure and functional failure pressure was determined by a progressive damage modeling and then it is validated using experimental observations. The influence of both winding angle and fiber volume fraction is studied on the functional failure of FRP pipes and it corresponding pressure. It is observed that despite the fact that increasing fiber volume fraction will enhance the mechanical properties, it will be resulted in lower values for functional failure pressure. This shortcoming can be compensated by modifying the winding angle in angle plies of pipe wall structure.

Keywords: composite pipe, functional failure, progressive modeling, winding angle

Procedia PDF Downloads 546

Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

Abstract:

In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software

Procedia PDF Downloads 330

Authors: Tareq Oshan

Abstract:

Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.

Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk

Procedia PDF Downloads 243

Authors: M. Ali Lotfollahi Yaghin, M. Reza Bagerzadeh Karimi, Ali Rahmani, V. Sadeghi Balkanlou

Abstract:

Structural engineers have long been trying to develop solutions using the full potential of its composing materials. Therefore, there is no doubt that the structural solution progress is directly related to an increase in materials science knowledge. These efforts in conjunction with up-to-date modern construction techniques have led to an extensive use of composite floors in large span structures. On the other hand, the competitive trends of the world market have long been forcing structural engineers to develop minimum weight and labour cost solutions. A direct consequence of this new design trend is a considerable increase in problems related to unwanted floor vibrations. For this reason, the structural floors systems become vulnerable to excessive vibrations produced by impacts such as human rhythmic activities. The main objective of this paper is to present an analysis methodology for the evaluation of the composite floors human comfort. This procedure takes into account a more realistic loading model developed to incorporate the dynamic effects induced by human walking. The investigated structural models were based on various composite floors, with main spans varying from 5 to 10 m. based on an extensive parametric study the composite floors dynamic response, in terms of peak accelerations, was obtained and compared to the limiting values proposed by several authors and design standards. This strategy was adopted to provide a more realistic evaluation for this type of structure when subjected to vibration due to human walking.

Keywords: vibration, resonance, composite floors, people’s rhythmic movement, dynamic analysis, Abaqus software

Procedia PDF Downloads 304

Authors: K. M. Anusha, R. Krishnaveni

Abstract:

Crossing a decade of the 21st century, the paradigm of human resources can be seen evolving with the strategic gene induced into it. There seems to be a radical shift descending as the corporate sector calls on its HR team to become strategic rather than administrative. This transferal eventually requires the metrics employed by these HR teams not to be just operationally reactive but to be aligned to an evidence-based strategic thinking. Realizing the growing need for a prescriptive metric model for effective HR analytics, this study has designed a conceptual framework for a basic metric model that can assist IT-HRM professionals to transition to a practice of evidence-based decision-making to enhance organizational performance.

Keywords: metric model, evidence based HR, HR analytics, strategic HR practices, IT sector

Procedia PDF Downloads 403

Authors: Nikolaos Reppas, Yilin Gui

Abstract:

A dual-porosity finite element-code will be presented for the stability analysis of the wellbore during CO₂ injection. An elastoplastic damage response will be considered to the model. The Finite Element Method (FEM) will be validated using experimental results from literature or from experiments that are planned to be undertaken at Newcastle University. The main target of the research paper is to present a constitutive model that can help industries to safely store CO₂ in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elastoplastic damage Thermo-Hydraulic-Mechanical (THM) model will determine the pressure and temperature of the injected CO₂ as well as the size of the radius of the wellbore that can make the Carbon Capture and Storage (CCS) procedure more efficient.

Keywords: carbon capture and storage, Wellbore stability, elastoplastic damage response for rock, constitutive THM model, fully coupled thermo-hydraulic-mechanical model

Procedia PDF Downloads 174

Authors: N. Guo, C. Xu, Z. C. Yang

Abstract:

In order to ensure the high reliability of an aircraft, the accurate structural dynamics analysis has become an indispensable part in the design of an aircraft structure. Therefore, the structural finite element model which can be used to accurately calculate the structural dynamics and their transfer relations is the prerequisite in structural dynamic design. A dynamic finite element model updating method is presented to correct the uncertain parameters of the finite element model of a structure using measured modal parameters. The coordinate modal assurance criterion is used to evaluate the correlation level at each coordinate over the experimental and the analytical mode shapes. Then, the weighted summation of the natural frequency residual and the coordinate modal assurance criterion residual is used as the objective function. Moreover, the hybrid pattern search (HPS) optimization technique, which synthesizes the advantages of pattern search (PS) optimization technique and genetic algorithm (GA), is introduced to solve the dynamic FE model updating problem. A numerical simulation and a model updating experiment for GARTEUR aircraft model are performed to validate the feasibility and effectiveness of the present dynamic model updating method, respectively. The updated results show that the proposed method can be successfully used to modify the incorrect parameters with good robustness.

Keywords: model updating, modal parameter, coordinate modal assurance criterion, hybrid genetic/pattern search

Procedia PDF Downloads 161

Authors: Jin Sung Kim, Hoon Huh

Abstract:

The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson-Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: rate dependent material properties, dynamic constitutive model, OFHC copper film, strain rate

Procedia PDF Downloads 486

Authors: M. Ndaw, G. Mendy, S. Ouya

Abstract:

Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: risk, control, banking, FMECA, criticality

Procedia PDF Downloads 334

Authors: Fernando P. Silva, Valter J. S. Leite, Erivelton G. Nepomuceno

Abstract:

In this paper, a nonlinear controller design for an omnidirectional mobile is presented. The robot controller consists of an inner-loop controller and an outer-loop controller, the first is designed using state feedback (robust allocation) and the second controller is designed based on Robust Multi Inversion (RMI) approach. The objective of RMI controller is rendering the robust inversion of the dynamic, when the model is affected by uncertainties. A model nonlinear MIMO of an omni-directional robot (small-league of Robocup) is used to simulate the RMI approach. The parameters of linear and nonlinear model are varied to cause modelling uncertainties among the model and the real model (real system) generating an error in inner-loop controller signal that must be compensated by RMI controller. The simulation test results show that the RMI is capable of compensating the uncertainties and keep the system stable and controlled under uncertainties.

Keywords: robust multi inversion, omni-directional robot, robocup, nonlinear control

Procedia PDF Downloads 589

Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

Abstract:

Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Gliclazide, hypromellose, drug release, modified-release tablet, mathematical model

Procedia PDF Downloads 222

Authors: Yasmeen A. S. Essawy, Khaled Nassar

Abstract:

With the rapid increase of complexity in the building industry, professionals in the A/E/C industry were forced to adopt Building Information Modeling (BIM) in order to enhance the communication between the different project stakeholders throughout the project life cycle and create a semantic object-oriented building model that can support geometric-topological analysis of building elements during design and construction. This paper presents a model that extracts topological relationships and geometrical properties of building elements from an existing fully designed BIM, and maps this information into a directed acyclic Elemental Graph Data Model (EGDM). The model incorporates BIM-based search algorithms for automatic deduction of geometrical data and topological relationships for each building element type. Using graph search algorithms, such as Depth First Search (DFS) and topological sortings, all possible construction sequences can be generated and compared against production and construction rules to generate an optimized construction sequence and its associated schedule. The model is implemented in a C# platform.

Keywords: building information modeling (BIM), elemental graph data model (EGDM), geometric and topological data models, graph theory

Procedia PDF Downloads 382

Authors: Masato Nishi, Tetsushi Kaburagi, Masashi Kurose, Tei Hirashima, Tetsusei Kurasiki

Abstract:

The process of thermoforming a carbon fiber reinforced thermoplastic (CFRTP) has increased its presence in the automotive industry for its wide applicability to the mass production car. A non-isothermal forming for CFRTP can shorten its cycle time to less than 1 minute. In this paper, the textile reinforcement FE model which the authors proposed in a previous work is extended to the CFRTP model for non-isothermal forming simulation. The effect of thermoplastic is given by adding shell elements which consider thermal effect to the textile reinforcement model. By applying Reuss model to the stress calculation of thermoplastic, the proposed model can accurately predict in-plane shear behavior, which is the key deformation mode during forming, in the range of the process temperature. Using the proposed model, thermoforming simulation was conducted and the results are in good agreement with the experimental results.

Keywords: carbon fiber reinforced thermoplastic, finite element analysis, pre-impregnated textile composite, non-isothermal forming

Procedia PDF Downloads 429

Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi

Abstract:

The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.

Keywords: Besag2, CAR models, disease mapping, INLA, spatial models

Procedia PDF Downloads 280

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 414

Authors: Yunus Emre Kara, Atilla Kuzu, Levent Cirpici

Abstract:

Recently, in the interior design of hospitals, the effect of the physical environment on the healing process has been frequently emphasized, and the importance of psychological and behavioral factors has increased day by day. When designing new hospital interiors, it became important to create spaces that not only meet medical requirements but also support the healing process of patients with interior design. In this study, the patient rooms, corridor, atrium area, waiting area, and entrance counter in a hospital were handled with patient-centered design, evidence-based design, and remedial architectural approaches, and it was seen that the healing and reassuring elements in hospitals were extremely important.

Keywords: evidence based design, healing architecture, hospital, organic design, parametric design

Procedia PDF Downloads 187

Authors: H. Ahmed, A. Schlenkhoff

Abstract:

Recently, permeable breakwaters have been suggested to overcome the disadvantages of fully protection breakwaters. These protection structures have minor impacts on the coastal environment and neighboring beaches where they provide a more economical protection from waves and currents. For regular waves, a numerical model is used (FLOW-3D, VOF) to investigate the hydraulic performance of a permeable breakwater. The model of permeable breakwater consists of a pair of identical vertical slotted walls with an impermeable upper and lower part, where the draft is a decimal multiple of the total depth. The middle part is permeable with a porosity of 50%. The second barrier is located at distant of 0.5 and 1.5 of the water depth from the first one. The numerical model is validated by comparisons with previous laboratory data and semi-analytical results of the same model. A good agreement between the numerical results and both laboratory data and semi-analytical results has been shown and the results indicate the applicability of the numerical model to reproduce most of the important features of the interaction. Through the numerical investigation, the friction factor of the model is carefully discussed.

Keywords: coastal structures, permeable breakwater, slotted wall, numerical model, energy dissipation coefficient

Procedia PDF Downloads 391

Authors: Maryam Maleki, Esther Mead, Mohammad Arani, Nitin Agarwal

Abstract:

The proliferation of social media platforms like Twitter has heightened the consequences of the spread of misinformation. To understand and model the spread of misinformation, in this paper, we leveraged the SEIZ (Susceptible, Exposed, Infected, Skeptics) epidemiological model to describe the underlying process that delineates the spread of misinformation on Twitter. Compared to the other epidemiological models, this model produces broader results because it includes the additional Skeptics (Z) compartment, wherein a user may be Exposed to an item of misinformation but not engage in any reaction to it, and the additional Exposed (E) compartment, wherein the user may need some time before deciding to spread a misinformation item. We analyzed misinformation regarding the unrest in Washington, D.C. in the month of March 2020, which was propagated by the use of the #DCblackout hashtag by different users across the U.S. on Twitter. Our analysis shows that misinformation can be modeled using the concept of epidemiology. To the best of our knowledge, this research is the first to attempt to apply the SEIZ epidemiological model to the spread of a specific item of misinformation, which is a category distinct from that of rumor and hoax on online social media platforms. Applying a mathematical model can help to understand the trends and dynamics of the spread of misinformation on Twitter and ultimately help to develop techniques to quickly identify and control it.

Keywords: Black Lives Matter, epidemiological model, mathematical modeling, misinformation, SEIZ model, Twitter

Procedia PDF Downloads 167

Authors: Masood Beheshtirad

Abstract:

Identification of regions having potential for landslide occurrence is one of the basic measures in natural resources management. Different landslide hazard mapping models are proposed based on the environmental condition and goals. In this research landslide hazard map using multiple regression model were provided and applicability of this model is investigated in Baghdasht watershed. Dependent variable is landslide inventory map and independent variables consist of information layers as Geology, slope, aspect, distance from river, distance from road, fault and land use. For doing this, existing landslides have been identified and an inventory map made. The landslide hazard map is based on the multiple regression provided. The level of similarity potential hazard classes and figures of this model were compared with the landslide inventory map in the SPSS environments. Results of research showed that there is a significant correlation between the potential hazard classes and figures with area of the landslides. The multiple regression model is suitable for application in the Baghdasht Watershed.

Keywords: landslide, mapping, multiple model, regression

Procedia PDF Downloads 325

Authors: Abdelhak Soudani

Abstract:

Using the limit equilibrium method in geotechnical field is very important for large projects. This work contributes to the understanding and analysis of the building unstable slopes by the technique of soil nailed with the used of software called GEO-SLOPE calculation based on limit equilibrium method. To achieve our objective, we began a review of the literature on landslides, and techniques of slope stability. Then, we presented a real case slope likely to slip through the realization of the EastWest Highway (M5 stretch between Khemis Miliana and Hoceinia). We also process the application of reinforcement technique nailed soil. The analysis is followed by a parametric study, which shows the impact of parameters given or chosen on various outcomes. Another method of reinforcement (use of micro-piles) has been suggested for improving the stability of the slope

Keywords: slope stability, strengthening, slip, soil nail, GEO-SLOPE

Procedia PDF Downloads 466

Authors: S. Vignesh, N. Vishnu, S. Vigneshwaran, M. Vishnu Anand, Dinesh Kumar Babu, V. R. Sanal Kumar

Abstract:

The study of the primary flow velocity and the self impinging secondary jet flow mixing is important from both the fundamental research and the application point of view. Real industrial configurations are more complex than simple shear layers present in idealized numerical thrust-vectoring models due to the presence of combustion, swirl and confinement. Predicting the flow features of self impinging secondary jets in a supersonic primary flow is complex owing to the fact that there are a large number of parameters involved. Earlier studies have been highlighted several key features of self impinging jets, but an extensive characterization in terms of jet interaction between supersonic flow and self impinging secondary sonic jets is still an active research topic. In this paper numerical studies have been carried out using a validated two-dimensional k-omega standard turbulence model for the design optimization of a thrust vector control system using shock induced self impinging secondary flow sonic jets using non-reacting flows. Efforts have been taken for examining the flow features of TVC system with various secondary jets at different divergent locations and jet impinging angles with the same inlet jet pressure and mass flow ratio. The results from the parametric studies reveal that in addition to the primary to the secondary mass flow ratio the characteristics of the self impinging secondary jets having bearing on an efficient thrust vectoring. We concluded that the self impinging secondary jet nozzles are better than single jet nozzle with the same secondary mass flow rate owing to the fact fixing of the self impinging secondary jet nozzles with proper jet angle could facilitate better thrust vectoring for any supersonic aerospace vehicle.

Keywords: fluidic thrust vectoring, rocket steering, supersonic to sonic jet interaction, TVC in aerospace vehicles

Procedia PDF Downloads 589

Authors: Jamal Choudhry, Roland Larsson, Andreas Almqvist

Abstract:

A multi-scale flash temperature model has been developed and validated against existing work. The core strength of the proposed model is that it can be adapted to predict flash contact temperatures occurring in various types of sliding systems. In this paper, it is used to investigate how different surface roughness parameters affect the flash temperatures. The results show that for decreasing Hurst exponents as well as increasing values of the high-frequency cut-off, the maximum flash temperature increases. It was also shown that the effect of surface roughness does not influence the average interface temperature. The model predictions were validated against data from an experiment conducted in a pin-on-disc machine. This also showed the importance of including a wear model when simulating flash temperature development in a sliding system.

Keywords: multiscale, pin-on-disc, finite element method, flash temperature, surface roughness

Procedia PDF Downloads 118

Authors: A. Daftari, W. Kudla

Abstract:

Liquefaction is a phenomenon in which the strength and stiffness of a soil is reduced by earthquake shaking or other rapid cyclic loading. Liquefaction and related phenomena have been responsible for huge amounts of damage in historical earthquakes around the world. Modelling of soil behaviour is the main step in soil liquefaction prediction process. Nowadays, several constitutive models for sand have been presented. Nevertheless, only some of them can satisfy this mechanism. One of the most useful models in this term is UBCSAND model. In this research, the capability of this model is considered by using PLAXIS software. The real data of superstition hills earthquake 1987 in the Imperial Valley was used. The results of the simulation have shown resembling trend of the UBC3D-PLM model.

Keywords: liquefaction, plaxis, pore-water pressure, UBC3D-PLM

Procedia PDF Downloads 310

Authors: Biaou Jean-Baptiste Kouchoro, Anissa Meziane, Philippe Micheau, Mathieu Renier, Nicolas Quaegebeur

Abstract:

Numerous experimental and numerical studies have shown the interest of the local defects resonance (LDR) for the Non-Destructive Testing of metallic and composite plates. Indeed, guided ultrasonic waves such as Lamb waves, which are increasingly used for the inspection of these flat structures, enable the generation of local resonance phenomena by their interaction with a damaged area, allowing the detection of defects. When subjected to a large amplitude motion, a nonlinear behavior can predominate in the damaged area. This work presents a 2D Finite Element Model of the local resonance of a 12 mm long and 5 mm deep Flat Bottom Hole (FBH) in a 6 mm thick aluminum plate under the excitation induced by an incident A0 Lamb mode. The analysis of the transient response of the FBH enables the precise determination of its resonance frequencies and the associate modal deformations. Then, a linear parametric study varying the geometrical properties of the FBH highlights the sensitivity of the resonance frequency with respect to the plate thickness. It is demonstrated that the resonance effect disappears when the ratio of thicknesses between the FBH and the plate is below 0.1. Finally, the nonlinear behavior of the FBH is considered and studied introducing geometrical (taken into account the nonlinear component of the strain tensor) nonlinearities that occur at large vibration amplitudes. Experimental analysis allows observation of the resonance effects and nonlinear response of the FBH. The differences between these experimental results and the numerical results will be commented on. The results of this study are promising and allow to consider more realistic defects such as delamination in composite materials.

Keywords: guided waves, non-destructive testing, dynamic field testing, non-linear ultrasound/vibration

Procedia PDF Downloads 134

Authors: Hamad M. Alhajeri

Abstract:

Swirling chamber is a promising cooling method for heavily thermally loaded parts like turbine blades due to the additional circumferential velocity and therefore improved turbulent mixing of the fluid. This paper investigates numerically the effect of turbulence model on the heat convection of the swirling chamber. Grid independence analysis is conducted to obtain the proper grid dimension. The work validated with experimental data available in the literature. Flow analysis using improved delayed detached eddy simulation turbulence model and Reynolds averaged Navier-Stokes k-ɛ turbulence model is carried. The flow characteristic near the exit is reformed when improved delayed detached eddy simulation model used.

Keywords: gas turbine, Nusselt number, flow characteristics, heat transfer

Procedia PDF Downloads 202

Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

Abstract:

This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

Procedia PDF Downloads 378

Authors: H. Z. Ulukan, E. Demircioğlu, M. Erol Genevois

Abstract:

The scope of this paper and the aim of proposed model were to apply monetary Input –Output (I-O) analysis to point out the importance of reusing know-how and other requirements in order to reduce the production costs in a manufacturing process for a laptop computer. I-O approach using the monetary input-output model is employed to demonstrate the impacts of different factors in a manufacturing process. A sensitivity analysis showing the correlation between these different factors is also presented. It is expected that the recommended model would have an advantageous effect in the cost minimization process.

Keywords: input-output analysis, monetary input-output model, manufacturing process, laptop computer

Procedia PDF Downloads 391

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

In this paper, we present a comparative assessment of Space Vector Pulse Width Modulation (SVPWM) and Model Predictive Control (MPC) for two-level three phase (2L-3P) Voltage Source Inverter (VSI). VSI with associated system is subjected to both control techniques and the results are compared. Matlab/Simulink was used to model, simulate and validate the control schemes. Findings of this study show that MPC is superior to SVPWM in terms of total harmonic distortion (THD) and implementation.

Keywords: voltage source inverter, space vector pulse width modulation, model predictive control, comparison

Procedia PDF Downloads 508