Search results for: Finite Mixture Models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9883

Search results for: Finite Mixture Models

9073 Whole Body Cooling Hypothermia Treatment Modelling Using a Finite Element Thermoregulation Model

Authors: Ana Beatriz C. G. Silva, Luiz Carlos Wrobel, Fernando Luiz B. Ribeiro

Abstract:

This paper presents a thermoregulation model using the finite element method to perform numerical analyses of brain cooling procedures as a contribution to the investigation on the use of therapeutic hypothermia after ischemia in adults. The use of computational methods can aid clinicians to observe body temperature using different cooling methods without the need of invasive techniques, and can thus be a valuable tool to assist clinical trials simulating different cooling options that can be used for treatment. In this work, we developed a FEM package applied to the solution of the continuum bioheat Pennes equation. Blood temperature changes were considered using a blood pool approach and a lumped analysis for intravascular catheter method of blood cooling. Some analyses are performed using a three-dimensional mesh based on a complex geometry obtained from computed tomography medical images, considering a cooling blanket and a intravascular catheter. A comparison is made between the results obtained and the effects of each case in brain temperature reduction in a required time, maintenance of body temperature at moderate hypothermia levels and gradual rewarming.

Keywords: brain cooling, finite element method, hypothermia treatment, thermoregulation

Procedia PDF Downloads 308
9072 Improving Taint Analysis of Android Applications Using Finite State Machines

Authors: Assad Maalouf, Lunjin Lu, James Lynott

Abstract:

We present a taint analysis that can automatically detect when string operations result in a string that is free of taints, where all the tainted patterns have been removed. This is an improvement on the conservative behavior of previous taint analyzers, where a string operation on a tainted string always leads to a tainted string unless the operation is manually marked as a sanitizer. The taint analysis is built on top of a string analysis that uses finite state automata to approximate the sets of values that string variables can take during the execution of a program. The proposed approach has been implemented as an extension of FlowDroid and experimental results show that the resulting taint analyzer is much more precise than the original FlowDroid.

Keywords: android, static analysis, string analysis, taint analysis

Procedia PDF Downloads 176
9071 Biochar - A Multi-Beneficial and Cost-Effective Amendment to Clay Soil for Stormwater Runoff Treatment

Authors: Mohammad Khalid, Mariya Munir, Jacelyn Rice Boyaue

Abstract:

Highways are considered a major source of pollution to storm-water, and its runoff can introduce various contaminants, including nutrients, Indicator bacteria, heavy metals, chloride, and phosphorus compounds, which can have negative impacts on receiving waters. This study assessed the ability of biochar for contaminants removal and to improve the water holding capacity of soil biochar mixture. For this, ten commercially available biochar has been strategically selected. Lab scale batch testing was done at 3% and 6% by the weight of the soil to find the preliminary estimate of contaminants removal along with hydraulic conductivity and water retention capacity. Furthermore, from the above-conducted studies, six best performing candidate and an application rate of 6% has been selected for the column studies. Soil biochar mixture was filled in 7.62 cm assembled columns up to a fixed height of 76.2 cm based on hydraulic conductivity. A total of eight column experiments have been conducted for nutrient, heavy metal, and indicator bacteria analysis over a period of one year, which includes a drying as well as a deicing period. The saturated hydraulic conductivity was greatly improved, which is attributed to the high porosity of the biochar soil mixture. Initial data from the column testing shows that biochar may have the ability to significantly remove nutrients, indicator bacteria, and heavy metals. The overall study demonstrates that biochar could be efficiently applied with clay soil to improve the soil's hydraulic characteristics as well as remove the pollutants from the stormwater runoff.

Keywords: biochar, nutrients, indicator bacteria, storm-water treatment, sustainability

Procedia PDF Downloads 117
9070 Interaction of Non-Gray-Gas Radiation with Opposed Mixed Convection in a Lid-Driven Square Cavity

Authors: Mohammed Cherifi, Abderrahmane Benbrik, Siham Laouar-Meftah, Denis Lemonnier

Abstract:

The present study was conducted to numerically investigate the interaction of non-gray-gas radiation with opposed mixed convection in a vertical two-sided lid-driven square cavity. The opposing flows are simultaneously generated by the vertical boundary walls which slide at a constant speed and the natural convection due to the gradient temperature of differentially heated cavity. The horizontal walls are thermally insulated and perfectly reflective. The enclosure is filled with air-H2O-CO2 gas mixture, which is considered as a non-gray, absorbing, emitting and not scattering medium. The governing differential equations are solved by a finite-volume method, by adopting the SIMPLER algorithm for pressure–velocity coupling. The radiative transfer equation (RTE) is solved by the discrete ordinates method (DOM). The spectral line weighted sum of gray gases model (SLW) is used to account for non-gray radiation properties. Three cases of the effects of radiation (transparent, gray and non-gray medium) are studied. Comparison is also made with the parametric studies of the effect of the mixed convection parameter, Ri (0.1, 1, 10), on the fluid flow and heat transfer have been performed.

Keywords: opposed mixed convection, non-gray-gas radiation, two-sided lid-driven cavity, discrete ordinate method, SLW model

Procedia PDF Downloads 316
9069 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement

Authors: Tudor Barbu

Abstract:

We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.

Keywords: anisotropic diffusion, finite differences, image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation schemes

Procedia PDF Downloads 310
9068 Analyzing Business Model Choices and Sustainable Value Capturing: A Multiple Case Study of Sharing Economy Business Models

Authors: Minttu Laukkanen, Janne Huiskonen

Abstract:

This study investigates the sharing economy business models as examples of the sustainable business models. The aim is to contribute to the limited literature on sharing economy in connection with sustainable business models by explaining sharing economy business models value capturing. Specifically, this research answers the following question: How business model choices affect captured sustainable value? A multiple case study approach is applied in this study. Twenty different successful sharing economy business models focusing on consumer business and covering four main areas, accommodation, mobility, food, and consumer goods, are selected for analysis. The secondary data available on companies’ websites, previous research, reports, and other public documents are used. All twenty cases are analyzed through the sharing economy business model framework and sustainable value analysis framework using qualitative data analysis. This study represents general sharing economy business model value attributes and their specifications, i.e. sustainable value propositions for different stakeholders, and further explains the sustainability impacts of different sharing economy business models through captured and uncaptured value. In conclusion, this study represents how business model choices affect sustainable value capturing through eight business model attributes identified in this study. This paper contributes to the research on sustainable business models and sharing economy by examining how business model choices affect captured sustainable value. This study highlights the importance of careful business model and sustainability impacts analyses including the triple bottom line, multiple stakeholders and value captured and uncaptured perspectives as well as sustainability trade-offs. It is not self-evident that sharing economy business models advance sustainability, and business model choices does matter.

Keywords: sharing economy, sustainable business model innovation, sustainable value, value capturing

Procedia PDF Downloads 170
9067 Elasto-Plastic Analysis of Structures Using Adaptive Gaussian Springs Based Applied Element Method

Authors: Mai Abdul Latif, Yuntian Feng

Abstract:

Applied Element Method (AEM) is a method that was developed to aid in the analysis of the collapse of structures. Current available methods cannot deal with structural collapse accurately; however, AEM can simulate the behavior of a structure from an initial state of no loading until collapse of the structure. The elements in AEM are connected with sets of normal and shear springs along the edges of the elements, that represent the stresses and strains of the element in that region. The elements are rigid, and the material properties are introduced through the spring stiffness. Nonlinear dynamic analysis has been widely modelled using the finite element method for analysis of progressive collapse of structures; however, difficulties in the analysis were found at the presence of excessively deformed elements with cracking or crushing, as well as having a high computational cost, and difficulties on choosing the appropriate material models for analysis. The Applied Element method is developed and coded to significantly improve the accuracy and also reduce the computational costs of the method. The scheme works for both linear elastic, and nonlinear cases, including elasto-plastic materials. This paper will focus on elastic and elasto-plastic material behaviour, where the number of springs required for an accurate analysis is tested. A steel cantilever beam is used as the structural element for the analysis. The first modification of the method is based on the Gaussian Quadrature to distribute the springs. Usually, the springs are equally distributed along the face of the element, but it was found that using Gaussian springs, only up to 2 springs were required for perfectly elastic cases, while with equal springs at least 5 springs were required. The method runs on a Newton-Raphson iteration scheme, and quadratic convergence was obtained. The second modification is based on adapting the number of springs required depending on the elasticity of the material. After the first Newton Raphson iteration, Von Mises stress conditions were used to calculate the stresses in the springs, and the springs are classified as elastic or plastic. Then transition springs, springs located exactly between the elastic and plastic region, are interpolated between regions to strictly identify the elastic and plastic regions in the cross section. Since a rectangular cross-section was analyzed, there were two plastic regions (top and bottom), and one elastic region (middle). The results of the present study show that elasto-plastic cases require only 2 springs for the elastic region, and 2 springs for the plastic region. This showed to improve the computational cost, reducing the minimum number of springs in elasto-plastic cases to only 6 springs. All the work is done using MATLAB and the results will be compared to models of structural elements using the finite element method in ANSYS.

Keywords: applied element method, elasto-plastic, Gaussian springs, nonlinear

Procedia PDF Downloads 222
9066 Numerical Simulation of Natural Gas Dispersion from Low Pressure Pipelines

Authors: Omid Adibi, Nategheh Najafpour, Bijan Farhanieh, Hossein Afshin

Abstract:

Gas release from the pipelines is one of the main factors in the gas industry accidents. Released gas ejects from the pipeline as a free jet and in the growth process, the fuel gets mixed with the ambient air. Accordingly, an accidental spark will release the chemical energy of the mixture with an explosion. Gas explosion damages the equipment and endangers the life of staffs. So due to importance of safety in gas industries, prevision of accident can reduce the number of the casualties. In this paper, natural gas leakages from the low pressure pipelines are studied in two steps: 1) the simulation of mixing process and identification of flammable zones and 2) the simulation of wind effects on the mixing process. The numerical simulations were performed by using the finite volume method and the pressure-based algorithm. Also, for the grid generation the structured method was used. The results show that, in just 6.4 s after accident, released natural gas could penetrate to 40 m in vertical and 20 m in horizontal direction. Moreover, the results show that the wind speed is a key factor in dispersion process. In fact, the wind transports the flammable zones into the downstream. Hence, to improve the safety of the people and human property, it is preferable to construct gas facilities and buildings in the opposite side of prevailing wind direction.

Keywords: flammable zones, gas pipelines, numerical simulation, wind effects

Procedia PDF Downloads 163
9065 Computational Models for Accurate Estimation of Joint Forces

Authors: Ibrahim Elnour Abdelrahman Eltayeb

Abstract:

Computational modelling is a method used to investigate joint forces during a movement. It can get high accuracy in the joint forces via subject-specific models. However, the construction of subject-specific models remains time-consuming and expensive. The purpose of this paper was to identify what alterations we can make to generic computational models to get a better estimation of the joint forces. It appraised the impact of these alterations on the accuracy of the estimated joint forces. It found different strategies of alterations: joint model, muscle model, and an optimisation problem. All these alterations affected joint contact force accuracy, so showing the potential for improving the model predictions without involving costly and time-consuming medical images.

Keywords: joint force, joint model, optimisation problem, validation

Procedia PDF Downloads 168
9064 Utilization of Torula Yeast (Zymomonas mobilis) as Main/Reciprocal for Degradation of Municipal Organic Waste as Feed for Goats

Authors: Nkutere Chikezie Kanu, Nnamdi M. Anigbogu, Johnson C. Ezike

Abstract:

The study was carried out to investigate the performance of Red Sokoto goats fed Municipal Oranic Wastes (MOW) subjected to two methods of in vivo degradation by Torula Yeast and Zymomonas mobilis. Two combination, Torula Yeast + Zymomonas mobilis (main degradation), and Zymomonas mobilis + Torula Yeast (Reciprocal degradation) were used to degrade MOW. Eighteen Red Sokoto goats of both sexes (9 males and 9 females) of ages between 6-8 were used for the study. The goats were randomly assigned into 3 treatments groups A, B and C respectively with 6 goats per treatment. The experiment was laid in a Completely Randomized Design and replicated 3 times. Treatment A groups were fed 30% Undegraded MOW base diet +concentrate mixture, Treatment B groups were fed 30% Main degraded MOW base diet +concentrate mixture, Treatment C groups were fed 30% Reciprocal degraded MOW base diet +concentrate mixture. The result of the daily weight gain was significantly (P<0.05) better than on the other Treatments. There was significant improvement (P<0.05) on the daily feed consumption in Treatment B than on the Treatments A and C. The feed conversion ratio revealed no significant (P>0.05) differences among the treatment groups but much better in the treatment B and C, the cost of feed consumed was much higher (P>0.05) in Treatment B followed by Treatment C, while Treatment A had the lowest. The cost/ kg weight gain that was recorded in Treatment A was better (P<0.05) than the Treatment B, followed by Treatment C, while the cost of production was high (P<0.05) in Treatment B than in other treatments. The gross profit was observed best (P<0.05) on the Treatment B, followed by Treatment C while Treatment A had the lowest. The net profit as noted in this study was much better (P<0.05) in Treatment B, and Treatment C, while the least was observed in Treatment A, where the return on investment was high in Treatments B and C, while Treatment A had the lowest.

Keywords: reciprocal, torula yeast, Zymomonas mobilis, organic waste

Procedia PDF Downloads 289
9063 Modelling Mode Choice Behaviour Using Cloud Theory

Authors: Leah Wright, Trevor Townsend

Abstract:

Mode choice models are crucial instruments in the analysis of travel behaviour. These models show the relationship between an individual’s choice of transportation mode for a given O-D pair and the individual’s socioeconomic characteristics such as household size and income level, age and/or gender, and the features of the transportation system. The most popular functional forms of these models are based on Utility-Based Choice Theory, which addresses the uncertainty in the decision-making process with the use of an error term. However, with the development of artificial intelligence, many researchers have started to take a different approach to travel demand modelling. In recent times, researchers have looked at using neural networks, fuzzy logic and rough set theory to develop improved mode choice formulas. The concept of cloud theory has recently been introduced to model decision-making under uncertainty. Unlike the previously mentioned theories, cloud theory recognises a relationship between randomness and fuzziness, two of the most common types of uncertainty. This research aims to investigate the use of cloud theory in mode choice models. This paper highlights the conceptual framework of the mode choice model using cloud theory. Merging decision-making under uncertainty and mode choice models is state of the art. The cloud theory model is expected to address the issues and concerns with the nested logit and improve the design of mode choice models and their use in travel demand.

Keywords: Cloud theory, decision-making, mode choice models, travel behaviour, uncertainty

Procedia PDF Downloads 381
9062 Static Modeling of the Delamination of a Composite Material Laminate in Mode II

Authors: Y. Madani, H. Achache, B. Boutabout

Abstract:

The purpose of this paper is to analyze numerically by the three-dimensional finite element method, using ABAQUS calculation code, the mechanical behavior of a unidirectional and multidirectional delaminated stratified composite under mechanical loading in Mode II. This study consists of the determination of the energy release rate G in mode II as well as the distribution of equivalent von Mises stresses along the damaged zone by varying several parameters such as the applied load and the delamination length. It allowed us to deduce that the high energy release rate favors delamination at the free edges of a stratified plate subjected to bending.

Keywords: delamination, energy release rate, finite element method, stratified composite

Procedia PDF Downloads 172
9061 Finite Element Method for Solving the Generalized RLW Equation

Authors: Abdel-Maksoud Abdel-Kader Soliman

Abstract:

The General Regularized Long Wave (GRLW) equation is solved numerically by giving a new algorithm based on collocation method using quartic B-splines at the mid-knot points as element shape. Also, we use the Fourth Runge-Kutta method for solving the system of first order ordinary differential equations instead of finite difference method. Our test problems, including the migration and interaction of solitary waves, are used to validate the algorithm which is found to be accurate and efficient. The three invariants of the motion are evaluated to determine the conservation properties of the algorithm.

Keywords: generalized RLW equation, solitons, quartic b-spline, nonlinear partial differential equations, difference equations

Procedia PDF Downloads 487
9060 Simulation of Channel Models for Device-to-Device Application of 5G Urban Microcell Scenario

Authors: H. Zormati, J. Chebil, J. Bel Hadj Tahar

Abstract:

Next generation wireless transmission technology (5G) is expected to support the development of channel models for higher frequency bands, so clarification of high frequency bands is the most important issue in radio propagation research for 5G, multiple urban microcellular measurements have been carried out at 60 GHz. In this paper, the collected data is uniformly analyzed with focus on the path loss (PL), the objective is to compare simulation results of some studied channel models with the purpose of testing the performance of each one.

Keywords: 5G, channel model, 60GHz channel, millimeter-wave, urban microcell

Procedia PDF Downloads 316
9059 Effect of Shape and Size of Concrete Specimen and Strength of Concrete Mixture in the Absence and Presence of Fiber

Authors: Sultan Husein Bayqra, Ali Mardani Aghabaglou, Zia Ahmad Faqiri, Hassane Amidou Ouedraogo

Abstract:

In this study, the effect of shape and size of the concrete specimen on the compressive and splitting tensile strength of the concrete mixtures in the absence and presence of steel fiber was investigated. For this aim, ten different concrete mixtures having w/c ratio of 0.3, 0.4, 0.5, 0.6 and 0.7 with and without fiber were prepared. In the mixtures containing steel fibers having aspect ratio (L/D) of 64 were used by 1% of the total mixture volume. In all concrete mixtures, CEM I 42,5R type Portland cement and crushed Lime-stone aggregates having different aggregate size fractions were used. The combined aggregate was obtained by mixing %40 0-5 mm, %30 5-12 mm and %30 12-22 mm aggregate size fraction. The slump values of concrete mixtures were kept constant as 17 ± 2 cm. To provide the desired slump value, a polycarboxylate ether-based high range water reducing admixture was used. In order to investigate the effect of size and shape of concrete specimen on strength properties 10 cm, 15 cm cubic specimens and 10×20 cm, 15×30 cm cylindrical specimens were prepared for each mixture. The specimens were cured under standard conditions until testing days. The 7- and 28-day compressive and splitting tensile strengths of mixtures were determined. The results obtained from the experimental study showed that the strength ratio between the cylinder and the cube specimens increased with the increase of the strength of the concrete. Regardless of the fiber utilization and specimen shape, strength values of concrete mixtures were increased by decreasing specimen size. However, the mentioned behaviour was not observed for the case that the mixtures having high W/C ratio and containing fiber. The compressive strength of cube specimens containing fiber was less affected by the size of the specimen compared to that of cube specimens containing no fibers.

Keywords: compressive strength, splitting tensile strength, fiber reinforced concrete, size effect, shape effect

Procedia PDF Downloads 174
9058 Fundamental Natural Frequency of Chromite Composite Floor System

Authors: Farhad Abbas Gandomkar, Mona Danesh

Abstract:

This paper aims to determine Fundamental Natural Frequency (FNF) of a structural composite floor system known as Chromite. To achieve this purpose, FNFs of studied panels are determined by development of Finite Element Models (FEMs) in ABAQUS program. American Institute of Steel Construction (AISC) code in Steel Design Guide Series 11, presents a fundamental formula to calculate FNF of a steel framed floor system. This formula has been used to verify results of the FEMs. The variability in the FNF of the studied system under various parameters such as dimensions of floor, boundary conditions, rigidity of main and secondary beams around the floor, thickness of concrete slab, height of composite joists, distance between composite joists, thickness of top and bottom flanges of the open web steel joists, and adding tie beam perpendicular on the composite joists, is determined. The results show that changing in dimensions of the system, its boundary conditions, rigidity of main beam, and also adding tie beam, significant changes the FNF of the system up to 452.9%, 50.8%, -52.2%, %52.6%, respectively. In addition, increasing thickness of concrete slab increases the FNF of the system up to 10.8%. Furthermore, the results demonstrate that variation in rigidity of secondary beam, height of composite joist, and distance between composite joists, and thickness of top and bottom flanges of open web steel joists insignificant changes the FNF of the studied system up to -0.02%, -3%, -6.1%, and 0.96%, respectively. Finally, the results of this study help designer predict occurrence of resonance, comfortableness, and design criteria of the studied system.

Keywords: Fundamental Natural Frequency, Chromite Composite Floor System, Finite Element Method, low and high frequency floors, Comfortableness, resonance.

Procedia PDF Downloads 449
9057 Sensitivity Based Robust Optimization Using 9 Level Orthogonal Array and Stepwise Regression

Authors: K. K. Lee, H. W. Han, H. L. Kang, T. A. Kim, S. H. Han

Abstract:

For the robust optimization of the manufacturing product design, there are design objectives that must be achieved, such as a minimization of the mean and standard deviation in objective functions within the required sensitivity constraints. The authors utilized the sensitivity of objective functions and constraints with respect to the effective design variables to reduce the computational burden associated with the evaluation of the probabilities. The individual mean and sensitivity values could be estimated easily by using the 9 level orthogonal array based response surface models optimized by the stepwise regression. The present study evaluates a proposed procedure from the robust optimization of rubber domes that are commonly used for keyboard switching, by using the 9 level orthogonal array and stepwise regression along with a desirability function. In addition, a new robust optimization process, i.e., the I2GEO (Identify, Integrate, Generate, Explore and Optimize), was proposed on the basis of the robust optimization in rubber domes. The optimized results from the response surface models and the estimated results by using the finite element analysis were consistent within a small margin of error. The standard deviation of objective function is decreasing 54.17% with suggested sensitivity based robust optimization. (Business for Cooperative R&D between Industry, Academy, and Research Institute funded Korea Small and Medium Business Administration in 2017, S2455569)

Keywords: objective function, orthogonal array, response surface model, robust optimization, stepwise regression

Procedia PDF Downloads 285
9056 Parametric Study for Optimal Design of Hybrid Bridge Joint

Authors: Bongsik Park, Jae Hyun Park, Jae-Yeol Cho

Abstract:

Mixed structure, which is a kind of hybrid system, is incorporating steel beam and prestressed concrete beam. Hybrid bridge adopting mixed structure have some merits. Main span length can be made longer by using steel as main span material. In case of cable-stayed bridge having asymmetric span length, negative reaction at side span can be restrained without extra restraining devices by using weight difference between main span material and side span material. However angle of refraction might happen because of rigidity difference between materials and stress concentration also might happen because of abnormal loading transmission at joint in the hybrid bridge. Therefore the joint might be a weak point of the structural system and it needs to pay attention to design of the joint. However, design codes and standards about the joint in the hybrid-bridge have not been established so the joint designs in most of construction cases have been very conservative or followed previous design without extra verification. In this study parametric study using finite element analysis for optimal design of hybrid bridge joint is conducted. Before parametric study, finite element analysis was conducted based on previous experimental data and it is verified that analysis result approximated experimental data. Based on the finite element analysis results, parametric study was conducted. The parameters were selected as those have influences on joint behavior. Based on the parametric study results, optimal design of hybrid bridge joint has been determined.

Keywords: parametric study, optimal design, hybrid bridge, finite element analysis

Procedia PDF Downloads 421
9055 Optimizing Mechanical Behavior of Middle Ear Prosthesis Using Finite Element Method with Material Degradation Functionally Graded Materials in Three Functions

Authors: Khatir Omar, Fekih Sidi Mohamed, Sahli Abderahmene, Benkhettou Abdelkader, Boudjemaa Ismail

Abstract:

Advancements in technology have revolutionized healthcare, with notable impacts on auditory health. This study introduces an approach aimed at optimizing materials for middle ear prostheses to enhance auditory performance. We have developed a finite element (FE) model of the ear incorporating a pure titanium TORP prosthesis, validated against experimental data. Subsequently, we applied the Functionally Graded Materials (FGM) methodology, utilizing linear, exponential, and logarithmic degradation functions to modify prosthesis materials. Biocompatible materials suitable for auditory prostheses, including Stainless Steel, titanium, and Hydroxyapatite, were investigated. The findings indicate that combinations such as Stainless Steel with titanium and Hydroxyapatite offer improved outcomes compared to pure titanium and Hydroxyapatite ceramic in terms of both displacement and stress. Additionally, personalized prostheses tailored to individual patient needs are feasible, underscoring the potential for further advancements in auditory healthcare.

Keywords: middle ear, prosthesis, ossicles, FGM, vibration analysis, finite-element method

Procedia PDF Downloads 77
9054 Contrasted Mean and Median Models in Egyptian Stock Markets

Authors: Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid

Abstract:

Emerging Markets return distributions have shown significance departure from normality were they are characterized by fatter tails relative to the normal distribution and exhibit levels of skewness and kurtosis that constitute a significant departure from normality. Therefore, the classical Markowitz Mean-Variance is not applicable for emerging markets since it assumes normally-distributed returns (with zero skewness and kurtosis) and a quadratic utility function. Moreover, the Markowitz mean-variance analysis can be used in cases of moderate non-normality and it still provides a good approximation of the expected utility, but it may be ineffective under large departure from normality. Higher moments models and median models have been suggested in the literature for asset allocation in this case. Higher moments models have been introduced to account for the insufficiency of the description of a portfolio by only its first two moments while the median model has been introduced as a robust statistic which is less affected by outliers than the mean. Tail risk measures such as Value-at Risk (VaR) and Conditional Value-at-Risk (CVaR) have been introduced instead of Variance to capture the effect of risk. In this research, higher moment models including the Mean-Variance-Skewness (MVS) and Mean-Variance-Skewness-Kurtosis (MVSK) are formulated as single-objective non-linear programming problems (NLP) and median models including the Median-Value at Risk (MedVaR) and Median-Mean Absolute Deviation (MedMAD) are formulated as a single-objective mixed-integer linear programming (MILP) problems. The higher moment models and median models are compared to some benchmark portfolios and tested on real financial data in the Egyptian main Index EGX30. The results show that all the median models outperform the higher moment models were they provide higher final wealth for the investor over the entire period of study. In addition, the results have confirmed the inapplicability of the classical Markowitz Mean-Variance to the Egyptian stock market as it resulted in very low realized profits.

Keywords: Egyptian stock exchange, emerging markets, higher moment models, median models, mixed-integer linear programming, non-linear programming

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9053 The Influence of Covariance Hankel Matrix Dimension on Algorithms for VARMA Models

Authors: Celina Pestano-Gabino, Concepcion Gonzalez-Concepcion, M. Candelaria Gil-Fariña

Abstract:

Some estimation methods for VARMA models, and Multivariate Time Series Models in general, rely on the use of a Hankel matrix. It is known that if the data sample is populous enough and the dimension of the Hankel matrix is unnecessarily large, this may result in an unnecessary number of computations as well as in numerical problems. In this sense, the aim of this paper is two-fold. First, we provide some theoretical results for these matrices which translate into a lower dimension for the matrices normally used in the algorithms. This contribution thus serves to improve those methods from a numerical and, presumably, statistical point of view. Second, we have chosen an estimation algorithm to illustrate in practice our improvements. The results we obtained in a simulation of VARMA models show that an increase in the size of the Hankel matrix beyond the theoretical bound proposed as valid does not necessarily lead to improved practical results. Therefore, for future research, we propose conducting similar studies using any of the linear system estimation methods that depend on Hankel matrices.

Keywords: covariances Hankel matrices, Kronecker indices, system identification, VARMA models

Procedia PDF Downloads 241
9052 Lamb Waves in Plates Subjected to Uniaxial Stresses

Authors: Munawwar Mohabuth, Andrei Kotousov, Ching-Tai Ng

Abstract:

On the basis of the finite deformation theory, the effect of homogeneous stress on the propagation of Lamb waves in an initially isotropic hyperelastic plate is analysed. The equations governing the propagation of small amplitude waves in the prestressed plate are derived using the theory of small deformations superimposed on large deformations. By enforcing traction free boundary conditions at the upper and lower surfaces of the plate, acoustoelastic dispersion equations for Lamb wave propagation are obtained, which are solved numerically. Results are given for an aluminum plate subjected to a range of applied stresses.

Keywords: acoustoelasticity, dispersion, finite deformation, lamb waves

Procedia PDF Downloads 465
9051 Study of Biomechanical Model for Smart Sensor Based Prosthetic Socket Design System

Authors: Wei Xu, Abdo S. Haidar, Jianxin Gao

Abstract:

Prosthetic socket is a component that connects the residual limb of an amputee with an artificial prosthesis. It is widely recognized as the most critical component that determines the comfort of a patient when wearing the prosthesis in his/her daily activities. Through the socket, the body weight and its associated dynamic load are distributed and transmitted to the prosthesis during walking, running or climbing. In order to achieve a good-fit socket for an individual amputee, it is essential to obtain the biomechanical properties of the residual limb. In current clinical practices, this is achieved by a touch-and-feel approach which is highly subjective. Although there have been significant advancements in prosthetic technologies such as microprocessor controlled knee and ankle joints in the last decade, the progress in designing a comfortable socket has been rather limited. This means that the current process of socket design is still very time-consuming, and highly dependent on the expertise of the prosthetist. Supported by the state-of-the-art sensor technologies and numerical simulations, a new socket design system is being developed to help prosthetists achieve rapid design of comfortable sockets for above knee amputees. This paper reports the research work related to establishing biomechanical models for socket design. Through numerical simulation using finite element method, comprehensive relationships between pressure on residual limb and socket geometry were established. This allowed local topological adjustment for the socket so as to optimize the pressure distributions across the residual limb. When the full body weight of a patient is exerted on the residual limb, high pressures and shear forces between the residual limb and the socket occur. During numerical simulations, various hyperplastic models, namely Ogden, Yeoh and Mooney-Rivlin, were used, and their effectiveness in representing the biomechanical properties of soft tissues of the residual limb was evaluated. This also involved reverse engineering, which resulted in an optimal representative model under compression test. To validate the simulation results, a range of silicone models were fabricated. They were tested by an indentation device which yielded the force-displacement relationships. Comparisons of results obtained from FEA simulations and experimental tests showed that the Ogden model did not fit well the soft tissue material indentation data, while the Yeoh model gave the best representation of the soft tissue mechanical behavior under indentation. Compared with hyperplastic model, the result showed that elastic model also had significant errors. In addition, normal and shear stress distributions on the surface of the soft tissue model were obtained. The effect of friction in compression testing and the influence of soft tissue stiffness and testing boundary conditions were also analyzed. All these have contributed to the overall goal of designing a good-fit socket for individual above knee amputees.

Keywords: above knee amputee, finite element simulation, hyperplastic model, prosthetic socket

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9050 Experimental and Numerical Investigation on Deformation Behaviour of Single Crystal Copper

Authors: Suman Paik, P. V. Durgaprasad, Bijan K. Dutta

Abstract:

A study combining experimental and numerical investigation on the deformation behaviour of single crystals of copper is presented in this paper. Cylindrical samples were cut in specific orientations from high purity copper single crystal and subjected to uniaxial compression loading at quasi-static strain rate. The stress-strain curves along two different crystallographic orientations were then extracted. In order to study and compare the deformation responses, a single crystal plasticity model incorporating non-Schmid effects was developed assuming cross-slip plays an important role in orientation of the material. By making use of crystal plasticity finite element method, the model was applied to investigate the orientation dependence of the stress-strain behaviour of two crystallographic orientations. Finally, details of slip activities of deformed crystals were investigated by linking the orientation of slip lines with the theoretical traces of possible crystallographic planes. The experimentally determined active slip modes were matched with those determined by simulations.

Keywords: crystal plasticity, modelling, non-Schmid effects, finite elements, finite strain

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9049 Finite Element Analysis of Thermally-Induced Bistable Plate Using Four Plate Elements

Authors: Jixiao Tao, Xiaoqiao He

Abstract:

The present study deals with the finite element (FE) analysis of thermally-induced bistable plate using various plate elements. The quadrilateral plate elements include the 4-node conforming plate element based on the classical laminate plate theory (CLPT), the 4-node and 9-node Mindlin plate element based on the first-order shear deformation laminated plate theory (FSDT), and a displacement-based 4-node quadrilateral element (RDKQ-NL20). Using the von-Karman’s large deflection theory and the total Lagrangian (TL) approach, the nonlinear FE governing equations for plate under thermal load are derived. Convergence analysis for four elements is first conducted. These elements are then used to predict the stable shapes of thermally-induced bistable plate. Numerical test shows that the plate element based on FSDT, namely the 4-node and 9-node Mindlin, and the RDKQ-NL20 plate element can predict two stable cylindrical shapes while the 4-node conforming plate predicts a saddles shape. Comparing the simulation results with ABAQUS, the RDKQ-NL20 element shows the best accuracy among all the elements.

Keywords: Bistable, finite element method, geometrical nonlinearity, quadrilateral plate elements

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9048 Thermal and Mechanical Finite Element Analysis of a Mineral Casting Machine Frame

Authors: H. Zou, B. Wang

Abstract:

Thermal distortion of the machine tool plays a critical role in its machining accuracy. This study investigates the thermal performance of a high-precision machine frame with future-oriented mineral casting components. A thermo-mechanical finite element model (FEM) was established to evaluate the thermal behavior of the frame under environmental thermal fluctuations. The validity of the presented FEM model was confirmed experimentally by a series of laser interferometer tests. Good agreement between numerical and experimental results demonstrates that the proposed model can accurately predict the thermal deformation of the frame with thermo-mechanical coupling effect. The results also show that keeping the workshop in thermally stable conditions is crucial for improving the machine accuracy of the system with large scale components. The goal of this paper is to investigate the feasibility of innovative mineral casting material applied in high-precision drilling machine and to provide a strategy for machine tool industry seeking a perfect substitute for classic frame materials such as cast iron and granite.

Keywords: thermo-mechanical model, finite element method, laser interferometer, mineral casting frame

Procedia PDF Downloads 300
9047 Finite Element Simulation of Limiting Dome Height Test on the Formability of Aluminium Tailor Welded Blanks

Authors: Lakhya Jyoti Basumatary, M. J. Davidson

Abstract:

Tailor Welded Blanks (TWBs) have established themselves to be a revolutionary and foremost integral part of the automotive and aerospace industries. Metals sheets with varied thickness, strength and coatings are welded together to form TWBs through friction stir welding and laser welding prior to stamping operations. The formability of the TWBs completely varies from those of conventional blanks due to the diverse strength levels of individual sheets which are made to deform under the same forming load uniformly throughout causing unequal and unsatisfactory deformation in the blank. Limiting Dome Height(LDH) test helps predicting the formability of each blanks and assists in determining the appropriate TWB. Finite Element Simulation of LDH test for both base material and TWBs was performed and analysed for both before and after the solution heat treatment. The comparison and validation of simulation results are done with the experimental data and correlated accordingly. The formability of solution heat treated TWBs had enhanced than those of blanks made from non-heat treated TWBs.

Keywords: tailor welded blanks, friction stir welding, limiting dome height test, finite element simulation

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9046 A 3D Eight Nodes Brick Finite Element Based on the Strain Approach

Authors: L. Belounar, K. Gerraiche, C. Rebiai, S. Benmebarek

Abstract:

This paper presents the development of a new three dimensional brick finite element by the use of the strain based approach for the linear analysis of plate bending behavior. The developed element has the three essential external degrees of freedom (U, V and W) at each of the eight corner nodes. The displacements field of the developed element is based on assumed functions for the various strains satisfying the compatibility and the equilibrium equations. The performance of this element is evaluated on several problems related to thick and thin plate bending in linear analysis. The obtained results show the good performances and accuracy of the present element.

Keywords: brick element, strain approach, plate bending, civil engineering

Procedia PDF Downloads 488
9045 Energy Consumption Models for Electric Vehicles: Survey and Proposal of a More Realistic Model

Authors: I. Sagaama, A. Kechiche, W. Trojet, F. Kamoun

Abstract:

Replacing combustion engine vehicles by electric vehicles (EVs) is a major step in recent years due to their potential benefits. Battery autonomy and charging processes are still a big issue for that kind of vehicles. Therefore, reducing the energy consumption of electric vehicles becomes a necessity. Many researches target introducing recent information and communication technologies in EVs in order to propose reducing energy consumption services. Evaluation of realistic scenarios is a big challenge nowadays. In this paper, we will elaborate a state of the art of different proposed energy consumption models in the literature, then we will present a comparative study of these models, finally, we will extend previous works in order to propose an accurate and realistic energy model for calculating instantaneous power consumption of electric vehicles.

Keywords: electric vehicle, vehicular networks, energy models, traffic simulation

Procedia PDF Downloads 366
9044 Generation of 3d Models Obtained with Low-Cost RGB and Thermal Sensors Mounted on Drones

Authors: Julio Manuel De Luis Ruiz, Javier Sedano Cibrián, RubéN Pérez Álvarez, Raúl Pereda García, Felipe Piña García

Abstract:

Nowadays it is common to resort to aerial photography to carry out the prospection and/or exploration of archaeological sites. In this sense, the classic 3D models are being applied to investigate the direction towards which the generally subterranean structures of an archaeological site may continue and therefore, to help in making the decisions that define the location of new excavations. In recent years, Unmanned Aerial Vehicles (UAVs) have been applied as the vehicles that carry the sensor. This implies certain advantages, such as the possibility of including low-cost sensors, given that these vehicles can carry the sensor at relatively low altitudes. Due to this, low-cost dual sensors have recently begun to be used. This new equipment can collaborate with classic Digital Elevation Models (DEMs) in the exploration of archaeological sites, but this entails the need for a methodological setting to optimise the acquisition, processing and exploitation of the information provided by low-cost dual sensors. This research focuses on the design of an appropriate workflow to obtain 3D models with low-cost sensors carried on UAVs, both in the RGB and thermal domains. All the foregoing has been applied to the archaeological site of Juliobriga, located in Cantabria (Spain).

Keywords: process optimization, RGB models, thermal models, , UAV, workflow

Procedia PDF Downloads 135