Search results for: mathematical shape deformation model
18690 Scorbot-ER 4U Using Forward Kinematics Modelling and Analysis
Authors: D. Maneetham, L. Sivhour
Abstract:
Robotic arm manipulators are widely used to accomplish many kinds of tasks. SCORBOT-ER 4u is a 5-degree of freedom (DOF) vertical articulated educational robotic arm, and all joints are revolute. It is specifically designed to perform pick and place task with its gripper. The pick and place task consists of consideration of the end effector coordinate of the robotic arm and the desired position coordinate in its workspace. This paper describes about forward kinematics modeling and analysis of the robotic end effector motion through joint space. The kinematics problems are defined by the transformation from the Cartesian space to the joint space. Denavit-Hartenberg (D-H) model is used in order to model the robotic links and joints with 4x4 homogeneous matrix. The forward kinematics model is also developed and simulated in MATLAB. The mathematical model is validated by using robotic toolbox in MATLAB. By using this method, it may be applicable to get the end effector coordinate of this robotic arm and other similar types to this arm. The software development of SCORBOT-ER 4u is also described here. PC-and EtherCAT based control technology from BECKHOFF is used to control the arm to express the pick and place task.Keywords: forward kinematics, D-H model, robotic toolbox, PC- and EtherCAT-based control
Procedia PDF Downloads 16818689 Concrete Cracking Simulation Using Vector Form Intrinsic Finite Element Method
Authors: R. Z. Wang, B. C. Lin, C. H. Huang
Abstract:
This study proposes a new method to simulate the crack propagation under mode-I loading using Vector Form Intrinsic Finite Element (VFIFE) method. A new idea which is expected to combine both VFIFE and J-integral is proposed to calculate the stress density factor as the crack critical in elastic crack. The procedure of implement the cohesive crack propagation in VFIFE based on the fictitious crack model is also proposed. In VFIFIE, the structure deformation is described by numbers of particles instead of elements. The strain energy density and the derivatives of the displacement vector of every particle is introduced to calculate the J-integral as the integral path is discrete by particles. The particle on the crack tip separated into two particles once the stress on the crack tip satisfied with the crack critical and then the crack tip propagates to the next particle. The internal force and the cohesive force is applied to the particles.Keywords: VFIFE, crack propagation, fictitious crack model, crack critical
Procedia PDF Downloads 33118688 Thermal Buckling Analysis of Functionally Graded Beams with Various Boundary Conditions
Authors: Gholamreza Koochaki
Abstract:
This paper presents the buckling analysis of functionally graded beams with various boundary conditions. The first order shear deformation beam theory (Timoshenko beam theory) and the classical theory (Euler-Bernoulli beam theory) of Reddy have been applied to the functionally graded beams buckling analysis The material property gradient is assumed to be in thickness direction. The equilibrium and stability equations are derived using the total potential energy equations, classical theory and first order shear deformation theory assumption. The temperature difference and applied voltage are assumed to be constant. The critical buckling temperature of FG beams are upper than the isotropic ones. Also, the critical temperature is different for various boundary conditions.Keywords: buckling, functionally graded beams, Hamilton's principle, Euler-Bernoulli beam
Procedia PDF Downloads 38718687 Educatronic Prototype for Learning Geometry, Based on a Multitouch Surface
Authors: Vicario Marina, Bustos Freddy, Olivares Jesús, Gómez Pilar
Abstract:
This paper presents a didactic model and a tool as educational resources to support the learning of geometry; they focus on topics difficult to understand. The target population is elementary school students. The tool is based on a collaborative educational approach using multi-touch devices. The proposal is based on the challenges found in the instructional design and prototype implementation. Traditionally, elementary students have had many problems assimilating mathematical topics; this new Educatronic prototype facilitates the learning experience using exercises and they were tested with different children demonstrating the benefits of the prototype by improving their mathematical skills.Keywords: educatronic prototype, geometry, multitouch surface, educational computing, primary school, mathematics, educational informatics
Procedia PDF Downloads 31318686 Numerical Simulation of Transient 3D Temperature and Kerf Formation in Laser Fusion Cutting
Authors: Karim Kheloufi, El Hachemi Amara
Abstract:
In the present study, a three-dimensional transient numerical model was developed to study the temperature field and cutting kerf shape during laser fusion cutting. The finite volume model has been constructed, based on the Navier–Stokes equations and energy conservation equation for the description of momentum and heat transport phenomena, and the Volume of Fluid (VOF) method for free surface tracking. The Fresnel absorption model is used to handle the absorption of the incident wave by the surface of the liquid metal and the enthalpy-porosity technique is employed to account for the latent heat during melting and solidification of the material. To model the physical phenomena occurring at the liquid film/gas interface, including momentum/heat transfer, a new approach is proposed which consists of treating friction force, pressure force applied by the gas jet and the heat absorbed by the cutting front surface as source terms incorporated into the governing equations. All these physics are coupled and solved simultaneously in Fluent CFD®. The main objective of using a transient phase change model in the current case is to simulate the dynamics and geometry of a growing laser-cutting generated kerf until it becomes fully developed. The model is used to investigate the effect of some process parameters on temperature fields and the formed kerf geometry.Keywords: laser cutting, numerical simulation, heat transfer, fluid flow
Procedia PDF Downloads 32718685 The Three-dimensional Response of Mussel Plaque Anchoring to Wet Substrates under Directional Tensions
Authors: Yingwei Hou, Tao Liu, Yong Pang
Abstract:
The paper explored the three-dimensional deformation of mussel plaques anchor to wet polydimethylsiloxane (PDMS) substrates under tension stress with different angles. Mussel plaques exhibiting natural adhesive structures, have attracted significant attention for their remarkable adhesion properties. Understanding their behavior under mechanical stress, particularly in a three-dimensional context, holds immense relevance for biomimetic material design and bio-inspired adhesive development. This study employed a novel approach to investigate the 3D deformation of the PDMS substrates anchored by mussel plaques subjected to controlled tension. Utilizing our customized stereo digital image correlation technique and mechanical mechanics analyses, we found the distributions of the displacement and resultant force on the substrate became concentrated under the plaque. Adhesion and sucking mechanisms were analyzed for the mussel plaque-substrate system under tension until detachment. The experimental findings were compared with a developed model using finite element analysis and the results provide new insights into mussels’ attachment mechanism. This research not only contributes to the fundamental understanding of biological adhesion but also holds promising implications for the design of innovative adhesive materials with applications in fields such as medical adhesives, underwater technologies, and industrial bonding. The comprehensive exploration of mussel plaque behavior in three dimensions is important for advancements in biomimicry and materials science, fostering the development of adhesives that emulate nature's efficiency.Keywords: adhesion mechanism, mytilus edulis, mussel plaque, stereo digital image correlation
Procedia PDF Downloads 4818684 Pre-Transformation Phase Reconstruction for Deformation-Induced Transformation in AISI 304 Austenitic Stainless Steel
Authors: Manendra Singh Parihar, Sandip Ghosh Chowdhury
Abstract:
Austenitic stainless steels are widely used and give a good combination of properties. When this steel is plastically deformed, a phase transformation of the metastable Face Centred Cubic Austenite to the stable Body Centred Cubic (α’) or to the Hexagonal close packed (ԑ) martensite may occur, leading to the enhancement in the mechanical properties like strength. The work was based on variant selection and corresponding texture analysis for the strain induced martensitic transformation during deformation of the parent austenite FCC phase to form the product HCP and the BCC martensite phases separately, obeying their respective orientation relationships. The automated method for reconstruction of the parent phase orientation using the EBSD data of the product phase orientation is done using the MATLAB and TSL-OIM software. The method of triplets was used which involves the formation of a triplet of neighboring product grains having a common variant and linking them using a misorientation-based criterion. This led to the proper reconstruction of the pre-transformation phase orientation data and thus to its microstructure and texture. The computational speed of current method is better compared to the previously used methods of reconstruction. The reconstruction of austenite from ԑ and α’ martensite was carried out for multiple samples and their IPF images, pole figures, inverse pole figures and ODFs were compared. Similar type of results was observed for all samples. The comparison gives the idea for estimating the correct sequence of the transformation i.e. γ → ε → α’ or γ → α’, during deformation of AISI 304 austenitic stainless steel.Keywords: variant selection, reconstruction, EBSD, austenitic stainless steel, martensitic transformation
Procedia PDF Downloads 49618683 A First Order Shear Deformation Theory Approach for the Buckling Behavior of Nanocomposite Beams
Authors: P. Pramod Kumar, Madhu Salumari, V. V. Subba Rao
Abstract:
Due to their high strength-to-weight ratio, carbon nanotube (CNTs) reinforced polymer composites are being considered as one of the most promising nanocomposites which can improve the performance when used in structural applications. The buckling behavior is one of the most important parameter needs to be considered in the design of structural members like beams and plates. In the present paper, the elastic constants of CNT reinforced polymer composites are evaluated by using Mori-Tanaka micromechanics approach. Knowing the elastic constants, an analytical study is being conducted to investigate the buckling behavior of nanocomposites for different CNT volume fractions at different boundary conditions using first-order shear deformation theory (FSDT). The effect of stacking sequence and CNT radius on the buckling of beam has also been presented. This study is being conducted primarily with an intension to find the stiffening effect of CNTs when used in polymer composites as reinforcement.Keywords: CNT, buckling, micromechanics, FSDT
Procedia PDF Downloads 27118682 EEG Correlates of Trait and Mathematical Anxiety during Lexical and Numerical Error-Recognition Tasks
Authors: Alexander N. Savostyanov, Tatiana A. Dolgorukova, Elena A. Esipenko, Mikhail S. Zaleshin, Margherita Malanchini, Anna V. Budakova, Alexander E. Saprygin, Tatiana A. Golovko, Yulia V. Kovas
Abstract:
EEG correlates of mathematical and trait anxiety level were studied in 52 healthy Russian-speakers during execution of error-recognition tasks with lexical, arithmetic and algebraic conditions. Event-related spectral perturbations were used as a measure of brain activity. The ERSP plots revealed alpha/beta desynchronizations within a 500-3000 ms interval after task onset and slow-wave synchronization within an interval of 150-350 ms. Amplitudes of these intervals reflected the accuracy of error recognition, and were differently associated with the three conditions. The correlates of anxiety were found in theta (4-8 Hz) and beta2 (16-20 Hz) frequency bands. In theta band the effects of mathematical anxiety were stronger expressed in lexical, than in arithmetic and algebraic condition. The mathematical anxiety effects in theta band were associated with differences between anterior and posterior cortical areas, whereas the effects of trait anxiety were associated with inter-hemispherical differences. In beta1 and beta2 bands effects of trait and mathematical anxiety were directed oppositely. The trait anxiety was associated with increase of amplitude of desynchronization, whereas the mathematical anxiety was associated with decrease of this amplitude. The effect of mathematical anxiety in beta2 band was insignificant for lexical condition but was the strongest in algebraic condition. EEG correlates of anxiety in theta band could be interpreted as indexes of task emotionality, whereas the reaction in beta2 band is related to tension of intellectual resources.Keywords: EEG, brain activity, lexical and numerical error-recognition tasks, mathematical and trait anxiety
Procedia PDF Downloads 55618681 Experiments of a Free Surface Flow in a Hydraulic Channel over an Uneven Bottom
Authors: M. Bouinoun, M. Bouhadef
Abstract:
The present study is concerned with the problem of determining the shape of the free surface flow in a hydraulic channel which has an uneven bottom. For the mathematical formulation of the problem, the fluid of the two-dimensional irrotational steady flow in water is assumed inviscid and incompressible. The solutions of the nonlinear problem are obtained by using the usual conformal mapping theory and Hilbert’s technique. An experimental study, for comparing the obtained results, has been conducted in a hydraulic channel (subcritical regime and supercritical regime).Keywords: free-surface flow, experiments, numerical method, uneven bottom, supercritical regime, subcritical regime
Procedia PDF Downloads 37318680 Aseismic Stiffening of Architectural Buildings as Preventive Restoration Using Unconventional Materials
Authors: Jefto Terzovic, Ana Kontic, Isidora Ilic
Abstract:
In the proposed design concept, laminated glass and laminated plexiglass, as ”unconventional materials”, are considered as a filling in a steel frame on which they overlap by the intermediate rubber layer, thereby forming a composite assembly. In this way vertical elements of stiffening are formed, capable for reception of seismic force and integrated into the structural system of the building. The applicability of such a system was verified by experiments in laboratory conditions where the experimental models based on laminated glass and laminated plexiglass had been exposed to the cyclic loads that simulate the seismic force. In this way the load capacity of composite assemblies was tested for the effects of dynamic load that was parallel to assembly plane. Thus, the stress intensity to which composite systems might be exposed was determined as well as the range of the structure stiffening referring to the expressed deformation along with the advantages of a particular type of filling compared to the other one. Using specialized software whose operation is based on the finite element method, a computer model of the structure was created and processed in the case study; the same computer model was used for analyzing the problem in the first phase of the design process. The stiffening system based on composite assemblies tested in laboratories is implemented in the computer model. The results of the modal analysis and seismic calculation from the computer model with stiffeners applied showed an efficacy of such a solution, thus rounding the design procedures for aseismic stiffening by using unconventional materials.Keywords: laminated glass, laminated plexiglass, aseismic stiffening, experiment, laboratory testing, computer model, finite element method
Procedia PDF Downloads 7518679 Application of Rapid Prototyping to Create Additive Prototype Using Computer System
Authors: Meftah O. Bashir, Fatma A. Karkory
Abstract:
Rapid prototyping is a new group of manufacturing processes, which allows fabrication of physical of any complexity using a layer by layer deposition technique directly from a computer system. The rapid prototyping process greatly reduces the time and cost necessary to bring a new product to market. The prototypes made by these systems are used in a range of industrial application including design evaluation, verification, testing, and as patterns for casting processes. These processes employ a variety of materials and mechanisms to build up the layers to build the part. The present work was to build a FDM prototyping machine that could control the X-Y motion and material deposition, to generate two-dimensional and three-dimensional complex shapes. This study focused on the deposition of wax material. This work was to find out the properties of the wax materials used in this work in order to enable better control of the FDM process. This study will look at the integration of a computer controlled electro-mechanical system with the traditional FDM additive prototyping process. The characteristics of the wax were also analysed in order to optimize the model production process. These included wax phase change temperature, wax viscosity and wax droplet shape during processing.Keywords: rapid prototyping, wax, manufacturing processes, shape
Procedia PDF Downloads 45818678 Diesel Engine Performance Optimization to Reduce Fuel Consumption and Emissions Issues
Authors: hadi kargar, bahador shabani
Abstract:
In this article, 16 cylinder motor combustion CFD modeling with a diameter of 165 mm and 195 mm along the way to help the FIRE software to optimize its function to work. A three-dimensional model of the processes that formed inside the cylinder made that involves mixing the fuel and air, ignition and spraying. In this three-dimensional model, all chemical species, density of air fuel spraying and spray with full profile intended to detailed results from mixing the fuel and air, igniting the ignition advance, spray, and mixed media in different times and get fit by moving the piston. Optimal selection of the model for the shape of the piston and spraying fuel specifications (including the management of spraying, the number of azhneh hole, start time of spraying and spraying angle) to achieve the best fuel consumption and minimal pollution. The spray hole 6 and 7 in three different configurations with five spraying and gives the best geometry and various performances in the simulation. 6 hole spray angle, finally spraying 72.5 degrees and two forms of spraying a better performance in comparison with other items of their own.Keywords: spray, FIRE, CFD, optimize, diesel engine
Procedia PDF Downloads 41018677 Crustal Deformation Study across the Chite Fault Using GPS Measurements in North East India along the Indo Burmese Arc
Authors: Malsawmtluanga, J. Malsawma, R. P. Tiwari, V. K. Gahalaut
Abstract:
North East India is seismically one of the six most active regions of the world. It is placed in Zone V, the highest zone in the seismic zonation of India. It lies at the junction of Himalayan arc to the north and the Burmese arc to the east. The region has witnessed at least 18 large earthquakes including two great earthquakes Shillong (1987, M=8.7) and the Assam Tibet border (1950, M=8.7).The prominent Chite fault lies at the heart of Aizawl, the capital of Mizoram state and this hilly city is the home to about 2 million people. Geologically the area is a part of the Indo-Burmese Wedge and is prone to natural and man-made disasters. Unplanned constructions and urban dwellings on a rapid scale have lead to numerous unsafe structures adversely affecting the ongoing development and welfare projects of the government and they pose a huge threat for earthquakes. Crustal deformation measurements using campaign mode GPS were undertaken across this fault. Campaign mode GPS data were acquired and were processed with GAMIT-GLOBK software. The study presents the current velocity estimates at all the sites in ITRF 2008 and also in the fixed Indian reference frame. The site motion showed that there appears to be no differential motion anywhere across the fault area, thus confirming presently the fault is neither accumulating strain nor slipping aseismically. From the geological and geomorphological evidence, supported by geodetic measurements, lack of historic earthquakes, the Chite fault favours aseismic behaviour in this part of the Indo Burmese Arc (IBA).Keywords: Chite fault, crustal deformation, geodesy, GPS, IBA
Procedia PDF Downloads 24518676 Fault Diagnosis in Induction Motor
Authors: Kirti Gosavi, Anita Bhole
Abstract:
The paper demonstrates simulation and steady-state performance of three phase squirrel cage induction motor and detection of rotor broken bar fault using MATLAB. This simulation model is successfully used in the fault detection of rotor broken bar for the induction machines. A dynamic model using PWM inverter and mathematical modelling of the motor is developed. The dynamic simulation of the small power induction motor is one of the key steps in the validation of the design process of the motor drive system and it is needed for eliminating advertent design errors and the resulting error in the prototype construction and testing. The simulation model will be helpful in detecting the faults in three phase induction motor using Motor current signature analysis.Keywords: squirrel cage induction motor, pulse width modulation (PWM), fault diagnosis, induction motor
Procedia PDF Downloads 62418675 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
Abstract:
A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic
Procedia PDF Downloads 12418674 From Theory to Practice: Harnessing Mathematical and Statistical Sciences in Data Analytics
Authors: Zahid Ullah, Atlas Khan
Abstract:
The rapid growth of data in diverse domains has created an urgent need for effective utilization of mathematical and statistical sciences in data analytics. This abstract explores the journey from theory to practice, emphasizing the importance of harnessing mathematical and statistical innovations to unlock the full potential of data analytics. Drawing on a comprehensive review of existing literature and research, this study investigates the fundamental theories and principles underpinning mathematical and statistical sciences in the context of data analytics. It delves into key mathematical concepts such as optimization, probability theory, statistical modeling, and machine learning algorithms, highlighting their significance in analyzing and extracting insights from complex datasets. Moreover, this abstract sheds light on the practical applications of mathematical and statistical sciences in real-world data analytics scenarios. Through case studies and examples, it showcases how mathematical and statistical innovations are being applied to tackle challenges in various fields such as finance, healthcare, marketing, and social sciences. These applications demonstrate the transformative power of mathematical and statistical sciences in data-driven decision-making. The abstract also emphasizes the importance of interdisciplinary collaboration, as it recognizes the synergy between mathematical and statistical sciences and other domains such as computer science, information technology, and domain-specific knowledge. Collaborative efforts enable the development of innovative methodologies and tools that bridge the gap between theory and practice, ultimately enhancing the effectiveness of data analytics. Furthermore, ethical considerations surrounding data analytics, including privacy, bias, and fairness, are addressed within the abstract. It underscores the need for responsible and transparent practices in data analytics, and highlights the role of mathematical and statistical sciences in ensuring ethical data handling and analysis. In conclusion, this abstract highlights the journey from theory to practice in harnessing mathematical and statistical sciences in data analytics. It showcases the practical applications of these sciences, the importance of interdisciplinary collaboration, and the need for ethical considerations. By bridging the gap between theory and practice, mathematical and statistical sciences contribute to unlocking the full potential of data analytics, empowering organizations and decision-makers with valuable insights for informed decision-making.Keywords: data analytics, mathematical sciences, optimization, machine learning, interdisciplinary collaboration, practical applications
Procedia PDF Downloads 8618673 Optimization of Passive Vibration Damping of Space Structures
Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel
Abstract:
The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.Keywords: damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping
Procedia PDF Downloads 44218672 Detect Circles in Image: Using Statistical Image Analysis
Authors: Fathi M. O. Hamed, Salma F. Elkofhaifee
Abstract:
The aim of this work is to detect geometrical shape objects in an image. In this paper, the object is considered to be as a circle shape. The identification requires find three characteristics, which are number, size, and location of the object. To achieve the goal of this work, this paper presents an algorithm that combines from some of statistical approaches and image analysis techniques. This algorithm has been implemented to arrive at the major objectives in this paper. The algorithm has been evaluated by using simulated data, and yields good results, and then it has been applied to real data.Keywords: image processing, median filter, projection, scale-space, segmentation, threshold
Procedia PDF Downloads 42618671 Investigation of Martensitic Transformation Zone at the Crack Tip of NiTi under Mode-I Loading Using Microscopic Image Correlation
Authors: Nima Shafaghi, Gunay Anlaş, C. Can Aydiner
Abstract:
A realistic understanding of martensitic phase transition under complex stress states is key for accurately describing the mechanical behavior of shape memory alloys (SMAs). Particularly regarding the sharply changing stress fields at the tip of a crack, the size, nature and shape of transformed zones are of great interest. There is significant variation among various analytical models in their predictions of the size and shape of the transformation zone. As the fully transformed region remains inside a very small boundary at the tip of the crack, experimental validation requires microscopic resolution. Here, the crack tip vicinity of NiTi compact tension specimen has been monitored in situ with microscopic image correlation with 20x magnification. With nominal 15 micrometer grains and 0.2 micrometer per pixel optical resolution, the strains at the crack tip are mapped with intra-grain detail. The transformation regions are then deduced using an equivalent strain formulation.Keywords: digital image correlation, fracture, martensitic phase transition, mode I, NiTi, transformation zone
Procedia PDF Downloads 34618670 Price Prediction Line, Investment Signals and Limit Conditions Applied for the German Financial Market
Authors: Cristian Păuna
Abstract:
In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.Keywords: algorithmic trading, automated trading systems, high-frequency trading, DAX Deutscher Aktienindex
Procedia PDF Downloads 12618669 Nonparametric Truncated Spline Regression Model on the Data of Human Development Index in Indonesia
Authors: Kornelius Ronald Demu, Dewi Retno Sari Saputro, Purnami Widyaningsih
Abstract:
Human Development Index (HDI) is a standard measurement for a country's human development. Several factors may have influenced it, such as life expectancy, gross domestic product (GDP) based on the province's annual expenditure, the number of poor people, and the percentage of an illiterate people. The scatter plot between HDI and the influenced factors show that the plot does not follow a specific pattern or form. Therefore, the HDI's data in Indonesia can be applied with a nonparametric regression model. The estimation of the regression curve in the nonparametric regression model is flexible because it follows the shape of the data pattern. One of the nonparametric regression's method is a truncated spline. Truncated spline regression is one of the nonparametric approach, which is a modification of the segmented polynomial functions. The estimator of a truncated spline regression model was affected by the selection of the optimal knots point. Knot points is a focus point of spline truncated functions. The optimal knots point was determined by the minimum value of generalized cross validation (GCV). In this article were applied the data of Human Development Index with a truncated spline nonparametric regression model. The results of this research were obtained the best-truncated spline regression model to the HDI's data in Indonesia with the combination of optimal knots point 5-5-5-4. Life expectancy and the percentage of an illiterate people were the significant factors depend to the HDI in Indonesia. The coefficient of determination is 94.54%. This means the regression model is good enough to applied on the data of HDI in Indonesia.Keywords: generalized cross validation (GCV), Human Development Index (HDI), knots point, nonparametric regression, truncated spline
Procedia PDF Downloads 32818668 Lie Symmetry Treatment for Pricing Options with Transactions Costs under the Fractional Black-Scholes Model
Authors: B. F. Nteumagne, E. Pindza, E. Mare
Abstract:
We apply Lie symmetries analysis to price and hedge options in the fractional Brownian framework. The reputation of Lie groups is well spread in the area of Mathematical sciences and lately, in Finance. In the presence of transactions costs and under fractional Brownian motions, analytical solutions become difficult to obtain. Lie symmetries analysis allows us to simplify the problem and obtain new analytical solution. In this paper, we investigate the use of symmetries to reduce the partial differential equation obtained and obtain the analytical solution. We then proposed a hedging procedure and calibration technique for these types of options, and test the model on real market data. We show the robustness of our methodology by its application to the pricing of digital options.Keywords: fractional brownian model, symmetry, transaction cost, option pricing
Procedia PDF Downloads 39318667 Behavior of Cold Formed Steel in Trusses
Authors: Reinhard Hermawan Lasut, Henki Wibowo Ashadi
Abstract:
The use of materials in Indonesia's construction sector requires engineers and practitioners to develop efficient construction technology, one of the materials used in cold-formed steel. Generally, the use of cold-formed steel is used in the construction of roof trusses found in houses or factories. The failure of the roof truss structure causes errors in the calculation analysis in the form of cross-sectional dimensions or frame configuration. The roof truss structure, vertical distance effect to the span length at the edge of the frame carries the compressive load. If the span is too long, local buckling will occur which causes problems in the frame strength. The model analysis uses various shapes of roof trusses, span lengths and angles with analysis of the structural stiffness matrix method. Model trusses with one-fifth shortened span and one-sixth shortened span also The trusses model is reviewed with increasing angles. It can be concluded that the trusses model by shortening the span in the compression area can reduce deflection and the model by increasing the angle does not get good results because the higher the roof, the heavier the load carried by the roof so that the force is not channeled properly. The shape of the truss must be calculated correctly so the truss is able to withstand the working load so that there is no structural failure.Keywords: cold-formed, trusses, deflection, stiffness matrix method
Procedia PDF Downloads 16118666 Multiscale Modeling of Damage in Textile Composites
Authors: Jaan-Willem Simon, Bertram Stier, Brett Bednarcyk, Evan Pineda, Stefanie Reese
Abstract:
Textile composites, in which the reinforcing fibers are woven or braided, have become very popular in numerous applications in aerospace, automotive, and maritime industry. These textile composites are advantageous due to their ease of manufacture, damage tolerance, and relatively low cost. However, physics-based modeling of the mechanical behavior of textile composites is challenging. Compared to their unidirectional counterparts, textile composites introduce additional geometric complexities, which cause significant local stress and strain concentrations. Since these internal concentrations are primary drivers of nonlinearity, damage, and failure within textile composites, they must be taken into account in order for the models to be predictive. The macro-scale approach to modeling textile-reinforced composites treats the whole composite as an effective, homogenized material. This approach is very computationally efficient, but it cannot be considered predictive beyond the elastic regime because the complex microstructural geometry is not considered. Further, this approach can, at best, offer a phenomenological treatment of nonlinear deformation and failure. In contrast, the mesoscale approach to modeling textile composites explicitly considers the internal geometry of the reinforcing tows, and thus, their interaction, and the effects of their curved paths can be modeled. The tows are treated as effective (homogenized) materials, requiring the use of anisotropic material models to capture their behavior. Finally, the micro-scale approach goes one level lower, modeling the individual filaments that constitute the tows. This paper will compare meso- and micro-scale approaches to modeling the deformation, damage, and failure of textile-reinforced polymer matrix composites. For the mesoscale approach, the woven composite architecture will be modeled using the finite element method, and an anisotropic damage model for the tows will be employed to capture the local nonlinear behavior. For the micro-scale, two different models will be used, the one being based on the finite element method, whereas the other one makes use of an embedded semi-analytical approach. The goal will be the comparison and evaluation of these approaches to modeling textile-reinforced composites in terms of accuracy, efficiency, and utility.Keywords: multiscale modeling, continuum damage model, damage interaction, textile composites
Procedia PDF Downloads 34618665 Estimation of Seismic Deformation Demands of Tall Buildings with Symmetric Setbacks
Authors: Amir Alirezaei, Shahram Vahdani
Abstract:
This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback, are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.Keywords: deformation demand, drift, setback, tall building
Procedia PDF Downloads 41818664 Cybernetic Modeling of Growth Dynamics of Debaryomyces nepalensis NCYC 3413 and Xylitol Production in Batch Reactor
Authors: J. Sharon Mano Pappu, Sathyanarayana N. Gummadi
Abstract:
Growth of Debaryomyces nepalensis on mixed substrates in batch culture follows diauxic pattern of completely utilizing glucose during the first exponential growth phase, followed by an intermediate lag phase and a second exponential growth phase consuming xylose. The present study deals with the development of cybernetic mathematical model for prediction of xylitol production and yield. Production of xylitol from xylose in batch fermentation is investigated in the presence of glucose as the co-substrate. Different ratios of glucose and xylose concentrations are assessed to study the impact of multi substrate on production of xylitol in batch reactors. The parameters in the model equations were estimated from experimental observations using integral method. The model equations were solved simultaneously by numerical technique using MATLAB. The developed cybernetic model of xylose fermentation in the presence of a co-substrate can provide answers about how the ratio of glucose to xylose influences the yield and rate of production of xylitol. This model is expected to accurately predict the growth of microorganism on mixed substrate, duration of intermediate lag phase, consumption of substrate, production of xylitol. The model developed based on cybernetic modelling framework can be helpful to simulate the dynamic competition between the metabolic pathways.Keywords: co-substrate, cybernetic model, diauxic growth, xylose, xylitol
Procedia PDF Downloads 32418663 A Study on the Planning of Urban Road Traffic Signs Based on the Leisure Involvement of Self-Driving Tourists
Authors: Chun-Lin Zhang, Min Wan
Abstract:
With the upgrade development of the tourism industry from the simple sightseeing tour to the leisure and vacation, people's travel idea has undergone a fundamental change. More and more people begin to pursue liberal and personal tourism, so self-driving tourism has become the main form of current tourism activities. With the self-driving tourism representing the general trend, the importance of convenient tourism transportation and perfect road traffic signs have become more and more prominent. A clear urban road traffic signs can help visitors quickly identify the direction and distance to the tourism destination. The purpose of this article is analyzing the planning of urban road traffic signs which can bring positive impact on the participation in the recreation involved of self-driving tourists. The content of this article is divided into three parts. Based on the literature review and theoretical analysis, the first part constructs a structural variance model. The model is from three dimensions: the attention of the self-driving tourists to the urban traffic signs along the road, the perception of the self-driving tourists to the road traffic signs itself, the perceptions of the self-driving tourists to the tourism destination information on the traffic signs. Through this model, the paper aims to explore the influence of the urban road traffic signs to the leisure psychological involvement and leisure behavior involvement of the self-driving tourists. The second part aims to verify through the hypothesis model the questionnaire survey and come to preliminary conclusions. The preliminary conclusions are as follows: firstly, the color, shape, size, setting mode and occurrence frequency of urban road traffic sign have significant influence on the leisure psychological involvement and leisure behavior involvement of the self-driving tourists. Secondly, the influence on the leisure behavior involvement is obviously higher than the influence on the leisure psychological involvement. Thirdly, the information about the tourism destination marked on the urban road traffic signs has not obviously influence on the leisure psychological involvement, but it has distinct influence on the leisure behavior involvement of self-driving tourists. The third part puts forward that the planning of urban road traffic signs should focus on the angle of the impact of road traffic signs on people's psychology and behavior. On the basis of the above conclusions, the paper researches the color, shape, size, setting mode and information labeling of urban road traffic signs so that they can preferably satisfy the demand of the leisure involvement of self-driving tourists.Keywords: leisure involvement, self-driving tourism, structural equation, urban road traffic signs
Procedia PDF Downloads 23018662 Numerical Method for Productivity Prediction of Water-Producing Gas Well with Complex 3D Fractures: Case Study of Xujiahe Gas Well in Sichuan Basin
Authors: Hong Li, Haiyang Yu, Shiqing Cheng, Nai Cao, Zhiliang Shi
Abstract:
Unconventional resources have gradually become the main direction for oil and gas exploration and development. However, the productivity of gas wells, the level of water production, and the seepage law in tight fractured gas reservoirs are very different. These are the reasons why production prediction is so difficult. Firstly, a three-dimensional multi-scale fracture and multiphase mathematical model based on an embedded discrete fracture model (EDFM) is established. And the material balance method is used to calculate the water body multiple according to the production performance characteristics of water-producing gas well. This will help construct a 'virtual water body'. Based on these, this paper presents a numerical simulation process that can adapt to different production modes of gas wells. The research results show that fractures have a double-sided effect. The positive side is that it can increase the initial production capacity, but the negative side is that it can connect to the water body, which will lead to the gas production drop and the water production rise both rapidly, showing a 'scissor-like' characteristic. It is worth noting that fractures with different angles have different abilities to connect with the water body. The higher the angle of gas well development, the earlier the water maybe break through. When the reservoir is a single layer, there may be a stable production period without water before the fractures connect with the water body. Once connected, a 'scissors shape' will appear. If the reservoir has multiple layers, the gas and water will produce at the same time. The above gas-water relationship can be matched with the gas well production date of the Xujiahe gas reservoir in the Sichuan Basin. This method is used to predict the productivity of a well with hydraulic fractures in this gas reservoir, and the prediction results are in agreement with on-site production data by more than 90%. It shows that this research idea has great potential in the productivity prediction of water-producing gas wells. Early prediction results are of great significance to guide the design of development plans.Keywords: EDFM, multiphase, multilayer, water body
Procedia PDF Downloads 18918661 Investigating Kinetics and Mathematical Modeling of Batch Clarification Process for Non-Centrifugal Sugar Production
Authors: Divya Vats, Sanjay Mahajani
Abstract:
The clarification of sugarcane juice plays a pivotal role in the production of non-centrifugal sugar (NCS), profoundly influencing the quality of the final NCS product. In this study, we have investigated the kinetics and mathematical modeling of the batch clarification process. The turbidity of the clarified cane juice (NTU) emerges as the determinant of the end product’s color. Moreover, this parameter underscores the significance of considering other variables as performance indicators for accessing the efficacy of the clarification process. Temperature-controlled experiments were meticulously conducted in a laboratory-scale batch mode. The primary objective was to discern the essential and optimized parameters crucial for augmenting the clarity of cane juice. Additionally, we explored the impact of pH and flocculant loading on the kinetics. Particle Image Velocimetry (PIV) is employed to comprehend the particle-particle and fluid-particle interaction. This technique facilitated a comprehensive understanding, paving the way for the subsequent multiphase computational fluid dynamics (CFD) simulations using the Eulerian-Lagrangian approach in the Ansys fluent. Impressively, these simulations accurately replicated comparable velocity profiles. The final mechanism of this study helps to make a mathematical model and presents a valuable framework for transitioning from the traditional batch process to a continuous process. The ultimate aim is to attain heightened productivity and unwavering consistency in product quality.Keywords: non-centrifugal sugar, particle image velocimetry, computational fluid dynamics, mathematical modeling, turbidity
Procedia PDF Downloads 62