Search results for: Brownian Motions
Commenced in January 2007
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Edition: International
Paper Count: 306

Search results for: Brownian Motions

246 Implication of Soil and Seismic Ground Motion Variability on Dynamic Pile Group Impedance for Bridges

Authors: Muhammad Tariq Chaudhary

Abstract:

Bridges constitute a vital link in a transportation system and their functionality after an earthquake is critical in reducing disruption to social and economic activities of the society. Bridges supported on pile foundations are commonly used in many earthquake-prone regions. In order to properly design or investigate the performance of such structures, it is imperative that the effect of soil-foundation-structure interaction be properly taken into account. This study focused on the influence of soil and seismic ground motion variability on the dynamic impedance of pile-group foundations typically used for medium-span (about 30 m) urban viaduct bridges. Soil profiles corresponding to various AASHTO soil classes were selected from actual data of such bridges and / or from the literature. The selected soil profiles were subjected to 1-D wave propagation analysis to determine effective values of soil shear modulus and damping ratio for a suite of properly selected actual seismic ground motions varying in PGA from 0.01g to 0.64g, and having variable velocity and frequency content. The effective values of the soil parameters were then employed to determine the dynamic impedance of pile groups in horizontal, vertical and rocking modes in various soil profiles. Pile diameter was kept constant for bridges in various soil profiles while pile length and number of piles were changed based on AASHTO design requirements for various soil profiles and earthquake ground motions. Conclusions were drawn regarding variability in effective soil shear modulus, soil damping, shear wave velocity and pile group impedance for various soil profiles and ground motions and its implications for design and evaluation of pile-supported bridges. It was found that even though the effective soil parameters underwent drastic variation with increasing PGA, the pile group impedance was not affected much in properly designed pile foundations due to the corresponding increase in pile length or increase in a number of piles or both when subjected to increasing PGA or founded in weaker soil profiles.

Keywords: bridge, pile foundation, dynamic foundation impedance, soil profile, shear wave velocity, seismic ground motion, seismic wave propagation

Procedia PDF Downloads 325
245 Seismic Behaviour of Bi-Symmetric Buildings

Authors: Yogendra Singh, Mayur Pisode

Abstract:

Many times it is observed that in multi-storeyed buildings the dynamic properties in the two directions are similar due to which there may be a coupling between the two orthogonal modes of the building. This is particularly observed in bi-symmetric buildings (buildings with structural properties and periods approximately equal in the two directions). There is a swapping of vibrational energy between the modes in the two orthogonal directions. To avoid this coupling the draft revision of IS:1893 proposes a minimum separation of more than 15% between the frequencies of the fundamental modes in the two directions. This study explores the seismic behaviour of bi-symmetrical buildings under uniaxial and bi-axial ground motions. For this purpose, three different types of 8 storey buildings symmetric in plan are modelled. The first building has square columns, resulting in identical periods in the two directions. The second building, with rectangular columns, has a difference of 20% in periods in orthogonal directions, and the third building has half of the rectangular columns aligned in one direction and other half aligned in the other direction. The numerical analysis of the seismic response of these three buildings is performed by using a set of 22 ground motions from PEER NGA database and scaled as per FEMA P695 guidelines to represent the same level of intensity corresponding to the Design Basis Earthquake. The results are analyzed in terms of the displacement-time response of the buildings at roof level and corresponding maximum inter-storey drift ratios.

Keywords: bi-symmetric buildings, design code, dynamic coupling, multi-storey buildings, seismic response

Procedia PDF Downloads 245
244 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation

Authors: M. A. Talha, M. Osman Gani, M. Ferdows

Abstract:

This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: convection flow, similarity, numerical analysis, spectral method, Williamson nanofluid, internal heat generation

Procedia PDF Downloads 183
243 Performance Based Design of Masonry Infilled Reinforced Concrete Frames for Near-Field Earthquakes Using Energy Methods

Authors: Alok Madan, Arshad K. Hashmi

Abstract:

Performance based design (PBD) is an iterative exercise in which a preliminary trial design of the building structure is selected and if the selected trial design of the building structure does not conform to the desired performance objective, the trial design is revised. In this context, development of a fundamental approach for performance based seismic design of masonry infilled frames with minimum number of trials is an important objective. The paper presents a plastic design procedure based on the energy balance concept for PBD of multi-story multi-bay masonry infilled reinforced concrete (R/C) frames subjected to near-field earthquakes. The proposed energy based plastic design procedure was implemented for trial performance based seismic design of representative masonry infilled reinforced concrete frames with various practically relevant distributions of masonry infill panels over the frame elevation. Non-linear dynamic analyses of the trial PBD of masonry infilled R/C frames was performed under the action of near-field earthquake ground motions. The results of non-linear dynamic analyses demonstrate that the proposed energy method is effective for performance based design of masonry infilled R/C frames under near-field as well as far-field earthquakes.

Keywords: masonry infilled frame, energy methods, near-fault ground motions, pushover analysis, nonlinear dynamic analysis, seismic demand

Procedia PDF Downloads 292
242 Simulation of Colombian Exchange Rate to Cover the Exchange Risk Using Financial Options Like Hedge Strategy

Authors: Natalia M. Acevedo, Luis M. Jimenez, Erick Lambis

Abstract:

Imperfections in the capital market are used to argue the relevance of the corporate risk management function. With corporate hedge, the value of the company is increased by reducing the volatility of the expected cash flow and making it possible to face a lower bankruptcy costs and financial difficulties, without sacrificing tax advantages for debt financing. With the propose to avoid exchange rate troubles over cash flows of Colombian exporting firms, this dissertation uses financial options, over exchange rate between Peso and Dollar, for realizing a financial hedge. In this study, a strategy of hedge is designed for an exporting company in Colombia with the objective of preventing fluctuations because, if the exchange rate down, the number of Colombian pesos that obtains the company by exports, is less than agreed. The exchange rate of Colombia is measured by the TRM (Representative Market Rate), representing the number of Colombian pesos for an American dollar. First, the TMR is modelled through the Geometric Brownian Motion, with this, the project price is simulated using Montecarlo simulations and finding the mean of TRM for three, six and twelve months. For financial hedging, currency options were used. The 6-month projection was covered with financial options on European-type currency with a strike price of $ 2,780.47 for each month; this value corresponds to the last value of the historical TRM. In the compensation of the options in each month, the price paid for the premium, calculated with the Black-Scholes method for currency options, was considered. Finally, with the modeling of prices and the Monte Carlo simulation, the effect of the exchange hedging with options on the exporting company was determined, this by means of the unit price estimate to which the dollars in the scenario without coverage were changed and scenario with coverage. After using the scenarios: is determinate that the TRM will have a bull trend and the exporting firm will be affected positively because they will get more pesos for each dollar. The results show that the financial options manage to reduce the exchange risk. The expected value with coverage is approximate to the expected value without coverage, but the 5% percentile with coverage is greater than without coverage. The foregoing indicates that in the worst scenarios the exporting companies will obtain better prices for the sale of the currencies if they cover.

Keywords: currency hedging, futures, geometric Brownian motion, options

Procedia PDF Downloads 132
241 Physiotherapy Program for Frozen Shoulder Related to Onset of Symptom, Range of Motions and Obtaining Modalities

Authors: Narupon Kunbootsri, P. Sirasaporn

Abstract:

Frozen shoulder is a common problem present by pain and limit range of motion. The prevalence of frozen shoulder showed 18-31% of population. The effect of frozen shoulder lead to limit activities daily living life, high medical care cost and so on. Physiotherapy is one of the treatments for frozen shoulder but there was no data about the treatment of physiotherapy. Moreover, it is question about onset of symptom relate to physiotherapy program and obtaining physical modalities and delayed start physiotherapy program lead to delayed improvement. Thus the aim of this study was to investigate physiotherapy program for frozen shoulder relate to onset of symptom, range of motion and obtaining physical modalities. A retrospective study design was conducted. 182 medical records of patients with frozen shoulder were reviewed. These frozen shoulders were treated at physiotherapy unit, department of Rehabilitation last 3 years (January, 2014- December, 2016). The data consist of onset of symptom, range of motion and obtaining physical modalities were recorded. There was a statistically significant increase in shoulder flexion [mean difference 38.88 with 95%CI were [16.00-61.77], shoulder abduction [mean difference 48.47 with 95%CI were 16.07-90.59], shoulder internal rotation [mean difference 22.36 with 95%CI were 2.81-37.18] and shoulder external rotation [mean difference 32.12 with 95%CI were [(-2.47)-(46.91)]. In addition, the onset of symptom was 76.42±46.90 days. And the physical modalities used frequently were hot pack 14.8% and ultrasound diathermy 13.7%. In conclusion, the physiotherapy program including, hot pack and ultrasound diathermy seem to be useful for frozen shoulder. But onset of symptom is too long to start physiotherapy programs.

Keywords: frozen shoulder, range of motions, onset of symptom, physiotherapy, physical modality

Procedia PDF Downloads 286
240 Microfluidic Manipulation for Biomedical and Biohealth Applications

Authors: Reza Hadjiaghaie Vafaie, Sevda Givtaj

Abstract:

Automation and control of biological samples and solutions at the microscale is a major advantage for biochemistry analysis and biological diagnostics. Despite the known potential of miniaturization in biochemistry and biomedical applications, comparatively little is known about fluid automation and control at the microscale. Here, we study the electric field effect inside a fluidic channel and proper electrode structures with different patterns proposed to form forward, reversal, and rotational flows inside the channel. The simulation results confirmed that the ac electro-thermal flow is efficient for the control and automation of high-conductive solutions. In this research, the fluid pumping and mixing effects were numerically studied by solving physic-coupled electric, temperature, hydrodynamic, and concentration fields inside a microchannel. From an experimental point of view, the electrode structures are deposited on a silicon substrate and bonded to a PDMS microchannel to form a microfluidic chip. The motions of fluorescent particles in pumping and mixing modes were captured by using a CCD camera. By measuring the frequency response of the fluid and exciting the electrodes with the proper voltage, the fluid motions (including pumping and mixing effects) are observed inside the channel through the CCD camera. Based on the results, there is good agreement between the experimental and simulation studies.

Keywords: microfluidic, nano/micro actuator, AC electrothermal, Reynolds number, micropump, micromixer, microfabrication, mass transfer, biomedical applications

Procedia PDF Downloads 60
239 Influence of Ride Control Systems on the Motions Response and Passenger Comfort of High-Speed Catamarans in Irregular Waves

Authors: Ehsan Javanmardemamgheisi, Javad Mehr, Jason Ali-Lavroff, Damien Holloway, Michael Davis

Abstract:

During the last decades, a growing interest in faster and more efficient waterborne transportation has led to the development of high-speed vessels for both commercial and military applications. To satisfy this global demand, a wide variety of arrangements of high-speed crafts have been proposed by designers. Among them, high-speed catamarans have proven themselves to be a suitable Roll-on/Roll-off configuration for carrying passengers and cargo due to widely spaced demi hulls, a wide deck zone, and a high ratio of deadweight to displacement. To improve passenger comfort and crew workability and enhance the operability and performance of high-speed catamarans, mitigating the severity of motions and structural loads using Ride Control Systems (RCS) is essential.In this paper, a set of towing tank tests was conducted on a 2.5 m scaled model of a 112 m Incat Tasmania high-speed catamaran in irregular head seas to investigate the effect of different ride control algorithms including linear and nonlinear versions of the heave control, pitch control, and local control on motion responses and passenger comfort of the full-scale ship. The RCS included a centre bow-fitted T-Foil and two transom-mounted stern tabs. All the experiments were conducted at the Australian Maritime College (AMC) towing tank at a model speed of 2.89 m/s (37 knots full scale), a modal period of 1.5 sec (10 sec full scale) and two significant wave heights of 60 mm and 90 mm, representing full-scale wave heights of 2.7 m and 4 m, respectively. Spectral analyses were performed using Welch’s power spectral density method on the vertical motion time records of the catamaran model to calculate heave and pitch Response Amplitude Operators (RAOs). Then, noting that passenger discomfort arises from vertical accelerations and that the vertical accelerations vary at different longitudinal locations within the passenger cabin due to the variations in amplitude and relative phase of the pitch and heave motions, the vertical accelerations were calculated at three longitudinal locations (LCG, T-Foil, and stern tabs). Finally, frequency-weighted Root Mean Square (RMS) vertical accelerations were calculated to estimate Motion Sickness Dose Value (MSDV) of the ship based on ISO 2631-recommendations. It was demonstrated that in small seas, implementing a nonlinear pitch control algorithm reduces the peak pitch motions by 41%, the vertical accelerations at the forward location by 46%, and motion sickness at the forward position by around 20% which provides great potential for further improvement in passenger comfort, crew workability, and operability of high-speed catamarans.

Keywords: high-speed catamarans, ride control system, response amplitude operators, vertical accelerations, motion sickness, irregular waves, towing tank tests.

Procedia PDF Downloads 84
238 Control and Automation of Fluid at Micro/Nano Scale for Bio-Analysis Applications

Authors: Reza Hadjiaghaie Vafaie, Sevda Givtaj

Abstract:

Automation and control of biological samples and solutions at the microscale is a major advantage for biochemistry analysis and biological diagnostics. Despite the known potential of miniaturization in biochemistry and biomedical applications, comparatively little is known about fluid automation and control at the microscale. Here, we study the electric field effect inside a fluidic channel and proper electrode structures with different patterns proposed to form forward, reversal, and rotational flows inside the channel. The simulation results confirmed that the ac electro-thermal flow is efficient for the control and automation of high-conductive solutions. In this research, the fluid pumping and mixing effects were numerically studied by solving physic-coupled electric, temperature, hydrodynamic, and concentration fields inside a microchannel. From an experimental point of view, the electrode structures are deposited on a silicon substrate and bonded to a PDMS microchannel to form a microfluidic chip. The motions of fluorescent particles in pumping and mixing modes were captured by using a CCD camera. By measuring the frequency response of the fluid and exciting the electrodes with the proper voltage, the fluid motions (including pumping and mixing effects) are observed inside the channel through the CCD camera. Based on the results, there is good agreement between the experimental and simulation studies.

Keywords: microfluidic, nano/micro actuator, AC electrothermal, Reynolds number, micropump, micromixer, microfabrication, mass transfer, biomedical applications

Procedia PDF Downloads 81
237 Linear Stability of Convection in an Inclined Channel with Nanofluid Saturated Porous Medium

Authors: D. Srinivasacharya, Nidhi Humnekar

Abstract:

The goal of this research is to numerically investigate the convection of nanofluid flow in an inclined porous channel. Brownian motion and thermophoresis effects are accounted for by nanofluid. In addition, the flow in the porous region governs Brinkman’s equation. The perturbed state of the generalized eigenvalue problem is obtained using normal mode analysis, and Chebyshev spectral collocation was used to solve this problem. For various values of the governing parameters, the critical wavenumber and critical Rayleigh number are calculated, and preferred modes are identified.

Keywords: Brinkman model, inclined channel, nanofluid, linear stability, porous media

Procedia PDF Downloads 113
236 Weak Solutions Of Stochastic Fractional Differential Equations

Authors: Lev Idels, Arcady Ponosov

Abstract:

Stochastic fractional differential equations have recently attracted considerable attention, as they have been used to model real-world processes, which are subject to natural memory effects and measurement uncertainties. Compared to conventional hereditary differential equations, one of the advantages of fractional differential equations is related to more realistic geometric properties of their trajectories that do not intersect in the phase space. In this report, a Peano-like existence theorem for nonlinear stochastic fractional differential equations is proven under very general hypotheses. Several specific classes of equations are checked to satisfy these hypotheses, including delay equations driven by the fractional Brownian motion, stochastic fractional neutral equations and many others.

Keywords: delay equations, operator methods, stochastic noise, weak solutions

Procedia PDF Downloads 211
235 Investigation of Enhancement of Heat Transfer in Natural Convection Utilizing of Nanofluids

Authors: S. Etaig, R. Hasan, N. Perera

Abstract:

This paper analyses the heat transfer performance and fluid flow using different nanofluids in a square enclosure. The energy equation and Navier-Stokes equation are solved numerically using finite volume scheme. The effect of volume fraction concentration on the enhancement of heat transfer has been studied icorporating the Brownian motion; the influence of effective thermal conductivity on the enhancement was also investigated for a range of volume fraction concentration. The velocity profile for different Rayleigh number. Water-Cu, water AL2O3 and water-TiO2 were tested.

Keywords: computational fluid dynamics, natural convection, nanofluid and thermal conductivity

Procedia PDF Downloads 427
234 The Modelling of Real Time Series Data

Authors: Valeria Bondarenko

Abstract:

We proposed algorithms for: estimation of parameters fBm (volatility and Hurst exponent) and for the approximation of random time series by functional of fBm. We proved the consistency of the estimators, which constitute the above algorithms, and proved the optimal forecast of approximated time series. The adequacy of estimation algorithms, approximation, and forecasting is proved by numerical experiment. During the process of creating software, the system has been created, which is displayed by the hierarchical structure. The comparative analysis of proposed algorithms with the other methods gives evidence of the advantage of approximation method. The results can be used to develop methods for the analysis and modeling of time series describing the economic, physical, biological and other processes.

Keywords: mathematical model, random process, Wiener process, fractional Brownian motion

Procedia PDF Downloads 358
233 Structural Health Monitoring of the 9-Story Torre Central Building Using Recorded Data and Wave Method

Authors: Tzong-Ying Hao, Mohammad T. Rahmani

Abstract:

The Torre Central building is a 9-story shear wall structure located in Santiago, Chile, and has been instrumented since 2009. Events of different intensity (ambient vibrations, weak and strong earthquake motions) have been recorded, and thus the building can serve as a full-scale benchmark to evaluate the structural health monitoring method developed. The first part of this article presents an analysis of inter-story drifts, and of changes in the first system frequencies (estimated from the relative displacement response of the 8th-floor with respect to the basement from recorded data) as baseline indicators of the occurrence of damage. During 2010 Chile earthquake the system frequencies were detected decreasing approximately 24% in the EW and 27% in NS motions. Near the end of shaking, an increase of about 17% in the EW motion was detected. The structural health monitoring (SHM) method based on changes in wave traveling time (wave method) within a layered shear beam model of structure is presented in the second part of this article. If structural damage occurs the velocity of wave propagated through the structure changes. The wave method measures the velocities of shear wave propagation from the impulse responses generated by recorded data at various locations inside the building. Our analysis and results show that the detected changes in wave velocities are consistent with the observed damages. On this basis, the wave method is proven for actual implementation in structural health monitoring systems.

Keywords: Chile earthquake, damage detection, earthquake response, impulse response, layered shear beam, structural health monitoring, Torre Central building, wave method, wave travel time

Procedia PDF Downloads 364
232 Influence of Local Soil Conditions on Optimal Load Factors for Seismic Design of Buildings

Authors: Miguel A. Orellana, Sonia E. Ruiz, Juan Bojórquez

Abstract:

Optimal load factors (dead, live and seismic) used for the design of buildings may be different, depending of the seismic ground motion characteristics to which they are subjected, which are closely related to the type of soil conditions where the structures are located. The influence of the type of soil on those load factors, is analyzed in the present study. A methodology that is useful for establishing optimal load factors that minimize the cost over the life cycle of the structure is employed; and as a restriction, it is established that the probability of structural failure must be less than or equal to a prescribed value. The life-cycle cost model used here includes different types of costs. The optimization methodology is applied to two groups of reinforced concrete buildings. One set (consisting on 4-, 7-, and 10-story buildings) is located on firm ground (with a dominant period Ts=0.5 s) and the other (consisting on 6-, 12-, and 16-story buildings) on soft soil (Ts=1.5 s) of Mexico City. Each group of buildings is designed using different combinations of load factors. The statistics of the maximums inter-story drifts (associated with the structural capacity) are found by means of incremental dynamic analyses. The buildings located on firm zone are analyzed under the action of 10 strong seismic records, and those on soft zone, under 13 strong ground motions. All the motions correspond to seismic subduction events with magnitudes M=6.9. Then, the structural damage and the expected total costs, corresponding to each group of buildings, are estimated. It is concluded that the optimal load factors combination is different for the design of buildings located on firm ground than that for buildings located on soft soil.

Keywords: life-cycle cost, optimal load factors, reinforced concrete buildings, total costs, type of soil

Procedia PDF Downloads 307
231 Modelling of a Biomechanical Vertebral System for Seat Ejection in Aircrafts Using Lumped Mass Approach

Authors: R. Unnikrishnan, K. Shankar

Abstract:

In the case of high-speed fighter aircrafts, seat ejection is designed mainly for the safety of the pilot in case of an emergency. Strong windblast due to the high velocity of flight is one main difficulty in clearing the tail of the aircraft. Excessive G-forces generated, immobilizes the pilot from escape. In most of the cases, seats are ejected out of the aircrafts by explosives or by rocket motors attached to the bottom of the seat. Ejection forces are primarily in the vertical direction with the objective of attaining the maximum possible velocity in a specified period of time. The safe ejection parameters are studied to estimate the critical time of ejection for various geometries and velocities of flight. An equivalent analytical 2-dimensional biomechanical model of the human spine has been modelled consisting of vertebrae and intervertebral discs with a lumped mass approach. The 24 vertebrae, which consists of the cervical, thoracic and lumbar regions, in addition to the head mass and the pelvis has been designed as 26 rigid structures and the intervertebral discs are assumed as 25 flexible joint structures. The rigid structures are modelled as mass elements and the flexible joints as spring and damper elements. Here, the motions are restricted only in the mid-sagittal plane to form a 26 degree of freedom system. The equations of motions are derived for translational movement of the spinal column. An ejection force with a linearly increasing acceleration profile is applied as vertical base excitation on to the pelvis. The dynamic vibrational response of each vertebra in time-domain is estimated.

Keywords: biomechanical model, lumped mass, seat ejection, vibrational response

Procedia PDF Downloads 231
230 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

Authors: Daniil Karzanov

Abstract:

This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modeled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of stochastic differential equations to the pre-and after-report period using the Maximum Likelihood Estimation and Grid Search of parameters method. By examining the change in the model parameters after reports’ publication, the study reveals that the reports have enough evidence to be a structural breakpoint, meaning that all the forecast models exploited are not applicable for forecasting and should be refitted shortly.

Keywords: stock market, earnings reports, financial time series, structural breaks, stochastic differential equations

Procedia PDF Downloads 205
229 Levy Model for Commodity Pricing

Authors: V. Benedico, C. Anacleto, A. Bearzi, L. Brice, V. Delahaye

Abstract:

The aim in present paper is to construct an affordable and reliable commodity prices based on a recalculation of its cost through time which allows visualize the potential risks and thus, take more appropriate decisions regarding forecasts. Here attention has been focused on Levy model, more reliable and realistic than classical random Gaussian one as it takes into consideration observed abrupt jumps in case of sudden price variation. In application to Energy Trading sector where it has never been used before, equations corresponding to Levy model have been written for electricity pricing in European market. Parameters have been set in order to predict and simulate the price and its evolution through time to remarkable accuracy. As predicted by Levy model, the results show significant spikes which reach unconventional levels contrary to currently used Brownian model.

Keywords: commodity pricing, Lévy Model, price spikes, electricity market

Procedia PDF Downloads 430
228 Fragility Analysis of a Soft First-Story Building in Mexico City

Authors: Rene Jimenez, Sonia E. Ruiz, Miguel A. Orellana

Abstract:

On 09/19/2017, a Mw = 7.1 intraslab earthquake occurred in Mexico causing the collapse of about 40 buildings. Many of these were 5- or 6-story buildings with soft first story; so, it is desirable to perform a structural fragility analysis of typical structures representative of those buildings and to propose a reliable structural solution. Here, a typical 5-story building constituted by regular R/C moment-resisting frames in the first story and confined masonry walls in the upper levels, similar to the collapsed structures on the 09/19/2017 Mexico earthquake, is analyzed. Three different structural solutions of the 5-story building are considered: S1) it is designed in accordance with the Mexico City Building Code-2004; S2) then, the column dimensions of the first story corresponding to S1 are reduced, and S3) viscous dampers are added at the first story of solution S2. A number of dynamic incremental analyses are performed for each structural solution, using a 3D structural model. The hysteretic behavior model of the masonry was calibrated with experiments performed at the Laboratory of Structures at UNAM. Ten seismic ground motions are used to excite the structures; they correspond to ground motions recorded in intermediate soil of Mexico City with a dominant period around 1s, where the structures are located. The fragility curves of the buildings are obtained for different values of the maximum inter-story drift demands. Results show that solutions S1 and S3 give place to similar probabilities of exceedance of a given value of inter-story drift for the same seismic intensity, and that solution S2 presents a higher probability of exceedance for the same seismic intensity and inter-story drift demand. Therefore, it is concluded that solution S3 (which corresponds to the building with soft first story and energy dissipation devices) can be a reliable solution from the structural point of view.

Keywords: demand hazard analysis, fragility curves, incremental dynamic analyzes, soft-first story, structural capacity

Procedia PDF Downloads 178
227 Size Effects on Structural Performance of Concrete Gravity Dams

Authors: Mehmet Akköse

Abstract:

Concern about seismic safety of concrete dams have been growing around the world, partly because the population at risk in locations downstream of major dams continues to expand and also because it is increasingly evident that the seismic design concepts in use at the time most existing dams were built were inadequate. Most of the investigations in the past have been conducted on large dams, typically above 100m high. A large number of concrete dams in our country and in other parts of the world are less than 50m high. Most of these dams were usually designed using pseudo-static methods, ignoring the dynamic characteristics of the structure as well as the characteristics of the ground motion. Therefore, it is important to carry out investigations on seismic behavior this category of dam in order to assess and evaluate the safety of existing dams and improve the knowledge for different high dams to be constructed in the future. In this study, size effects on structural performance of concrete gravity dams subjected to near and far-fault ground motions are investigated including dam-water-foundation interaction. For this purpose, a benchmark problem proposed by ICOLD (International Committee on Large Dams) is chosen as a numerical application. Structural performance of the dam having five different heights is evaluated according to damage criterions in USACE (U.S. Army Corps of Engineers). It is decided according to their structural performance if non-linear analysis of the dams requires or not. The linear elastic dynamic analyses of the dams to near and far-fault ground motions are performed using the step-by-step integration technique. The integration time step is 0.0025 sec. The Rayleigh damping constants are calculated assuming 5% damping ratio. The program NONSAP modified for fluid-structure systems with the Lagrangian fluid finite element is employed in the response calculations.

Keywords: concrete gravity dams, Lagrangian approach, near and far-fault ground motion, USACE damage criterions

Procedia PDF Downloads 267
226 Hydrodynamic Performance of a Moored Barge in Irregular Wave

Authors: Srinivasan Chandrasekaran, Shihas A. Khader

Abstract:

Motion response of floating structures is of great concern in marine engineering. Nonlinearity is an inherent property of any floating bodies subjected to irregular waves. These floating structures are continuously subjected to environmental loadings from wave, current, wind etc. This can result in undesirable motions of the vessel which may challenge the operability. For a floating body to remain in its position, it should be able to induce a restoring force when displaced. Mooring is provided to enable this restoring force. This paper discuss the hydrodynamic performance and motion characteristics of an 8 point spread mooring system applied to a pipe laying barge operating in the West African sea. The modelling of the barge is done using a computer aided-design (CAD) software RHINOCEROS. Irregular waves are generated using a suitable wave spectrum. Both frequency domain and time domain analysis is done. Numerical simulations based on potential theory are carried out to find the responses and hydrodynamic performance of the barge in both free floating as well as moored conditions. Initially, potential flow frequency domain analysis is done to obtain the Response Amplitude Operator (RAO) which gives an idea about the structural motion in free floating state. RAOs for different wave headings are analyzed. In the following step, a time domain analysis is carried out to obtain the responses of the structure in the moored condition. In this study, wave induced motions are only taken into consideration. Wind and current loads are ruled out and shall be included in future studies. For the current study, 5000 seconds simulation is taken. The results represent wave-induced motion responses, mooring line tensions and identifies critical mooring lines.

Keywords: irregular wave, moored barge, time domain analysis, numerical simulation

Procedia PDF Downloads 254
225 A Case Study on Performance of Isolated Bridges under Near-Fault Ground Motion

Authors: Daniele Losanno, H. A. Hadad, Giorgio Serino

Abstract:

This paper presents a numerical investigation on the seismic performance of a benchmark bridge with different optimal isolation systems under near fault ground motion. Usually, very large displacements make seismic isolation an unfeasible solution due to boundary conditions, especially in case of existing bridges or high risk seismic regions. Hence, near-fault ground motions are most likely to affect either structures with long natural period range like isolated structures or structures sensitive to velocity content such as viscously damped structures. The work is aimed at analyzing the seismic performance of a three-span continuous bridge designed with different isolation systems having different levels of damping. The case study was analyzed in different configurations including: (a) simply supported, (b) isolated with lead rubber bearings (LRBs), (c) isolated with rubber isolators and 10% classical damping (HDLRBs), and (d) isolated with rubber isolators and 70% supplemental damping ratio. Case (d) represents an alternative control strategy that combines the effect of seismic isolation with additional supplemental damping trying to take advantages from both solutions. The bridge is modeled in SAP2000 and solved by time history direct-integration analyses under a set of six recorded near-fault ground motions. In addition to this, a set of analysis under Italian code provided seismic action is also conducted, in order to evaluate the effectiveness of the suggested optimal control strategies under far field seismic action. Results of the analysis demonstrated that an isolated bridge equipped with HDLRBs and a total equivalent damping ratio of 70% represents a very effective design solution for both mitigation of displacement demand at the isolation level and base shear reduction in the piers also in case of near fault ground motion.

Keywords: isolated bridges, near-fault motion, seismic response, supplemental damping, optimal design

Procedia PDF Downloads 286
224 Effect of Duration and Frequency on Ground Motion: Case Study of Guwahati City

Authors: Amar F. Siddique

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The Guwahati city is one of the fastest growing cities of the north-eastern region of India, situated on the South Bank of the Brahmaputra River falls in the highest seismic zone level V. The city has witnessed many high magnitude earthquakes in the past decades. The Assam earthquake occurred on August 15, 1950, of moment magnitude 8.7 epicentered near Rima, Tibet was one of the major earthquakes which caused a serious structural damage and widespread soil liquefaction in and around the region. Hence the study of ground motion characteristics of Guwahati city is very essential. In this present work 1D equivalent linear ground response analysis (GRA) has been adopted using Deep soil software. The analysis has been done for two typical sites namely, Panbazar and Azara comprising total four boreholes location in Guwahati city of India. GRA of the sites is carried out by using an input motion recorded at Nongpoh station (recorded PGA 0.048g) and Nongstoin station (recorded PGA 0.047g) of 1997 Indo-Burma earthquake. In comparison to motion recorded at Nongpoh, different amplifications of bedrock peak ground acceleration (PGA) are obtained for all the boreholes by the motion recorded at Nongstoin station; although, the Fourier amplitude ratios (FAR) and fundamental frequencies remain almost same. The difference in recorded duration and frequency content of the two motions mainly influence the amplification of motions thus getting different surface PGA and amplification factor keeping a constant bedrock PGA. From the results of response spectra, it is found that at the period of less than 0.2 sec the ground motion recorded at Nongpoh station will give a high spectral acceleration (SA) on the structures than at Nongstoin station. Again for a period greater than 0.2 sec the ground motion recorded at Nongstoin station will give a high SA on the structures than at Nongpoh station.

Keywords: fourier amplitude ratio, ground response analysis, peak ground acceleration, spectral acceleration

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223 A Strategy for Reducing Dynamic Disorder in Small Molecule Organic Semiconductors by Suppressing Large Amplitude Thermal Motions

Authors: Steffen Illig, Alexander S. Eggeman, Alessandro Troisi, Stephen G. Yeates, John E. Anthony, Henning Sirringhaus

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Large-amplitude intermolecular vibrations in combination with complex shaped transfer integrals generate a thermally fluctuating energetic landscape. The resulting dynamic disorder and its intrinsic presence in organic semiconductors is one of the most fundamental differences to their inorganic counterparts. Dynamic disorder is believed to govern many of the unique electrical and optical properties of organic systems. However, the low energy nature of these vibrations makes it difficult to access them experimentally and because of this we still lack clear molecular design rules to control and reduce dynamic disorder. Applying a novel technique based on electron diffraction we encountered strong intermolecular, thermal vibrations in every single organic material we studied (14 up to date), indicating that a large degree of dynamic disorder is a universal phenomenon in organic crystals. In this paper a new molecular design strategy will be presented to avoid dynamic disorder. We found that small molecules that have their side chains attached to the long axis of their conjugated core have been found to be less likely to suffer from dynamic disorder effects. In particular, we demonstrate that 2,7-dioctyl[1]benzothieno[3,2-b][1]benzothio-phene (C8-BTBT) and 2,9-di-decyl-dinaphtho-[2,3-b:20,30-f]-thieno-[3,2-b]-thiophene (C10DNTT) exhibit strongly reduced thermal vibrations in comparison to other molecules and relate their outstanding performance to their lower dynamic disorder. We rationalize the low degree of dynamic disorder in C8-BTBT and C10-DNTT with a better encapsulation of the conjugated cores in the crystal structure which helps reduce large amplitude thermal motions. The work presented in this paper provides a general strategy for the design of new classes of very high mobility organic semiconductors with low dynamic disorder.

Keywords: charge transport, C8-BTBT, C10-DNTT, dynamic disorder, organic semiconductors, thermal vibrations

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222 Calibration of Hybrid Model and Arbitrage-Free Implied Volatility Surface

Authors: Kun Huang

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This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

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221 An Analysis of the Performances of Various Buoys as the Floats of Wave Energy Converters

Authors: İlkay Özer Erselcan, Abdi Kükner, Gökhan Ceylan

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The power generated by eight point absorber type wave energy converters each having a different buoy are calculated in order to investigate the performances of buoys in this study. The calculations are carried out by modeling three different sea states observed in two different locations in the Black Sea. The floats analyzed in this study have two basic geometries and four different draft/radius (d/r) ratios. The buoys possess the shapes of a semi-ellipsoid and a semi-elliptic paraboloid. Additionally, the draft/radius ratios range from 0.25 to 1 by an increment of 0.25. The radiation forces acting on the buoys due to the oscillatory motions of these bodies are evaluated by employing a 3D panel method along with a distribution of 3D pulsating sources in frequency domain. On the other hand, the wave forces acting on the buoys which are taken as the sum of Froude-Krylov forces and diffraction forces are calculated by using linear wave theory. Furthermore, the wave energy converters are assumed to be taut-moored to the seabed so that the secondary body which houses a power take-off system oscillates with much smaller amplitudes compared to the buoy. As a result, it is assumed that there is not any significant contribution to the power generation from the motions of the housing body and the only contribution to power generation comes from the buoy. The power take-off systems of the wave energy converters are high pressure oil hydraulic systems which are identical in terms of their characteristic parameters. The results show that the power generated by wave energy converters which have semi-ellipsoid floats is higher than that of those which have semi elliptic paraboloid floats in both locations and in all sea states. It is also determined that the power generated by the wave energy converters follow an unsteady pattern such that they do not decrease or increase with changing draft/radius ratios of the floats. Although the highest power level is obtained with a semi-ellipsoid float which has a draft/radius ratio equal to 1, other floats of which the draft/radius ratio is 0.25 delivered higher power that the floats with a draft/radius ratio equal to 1 in some cases.

Keywords: Black Sea, buoys, hydraulic power take-off system, wave energy converters

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220 An Efficient Motion Recognition System Based on LMA Technique and a Discrete Hidden Markov Model

Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

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Human motion recognition has been extensively increased in recent years due to its importance in a wide range of applications, such as human-computer interaction, intelligent surveillance, augmented reality, content-based video compression and retrieval, etc. However, it is still regarded as a challenging task especially in realistic scenarios. It can be seen as a general machine learning problem which requires an effective human motion representation and an efficient learning method. In this work, we introduce a descriptor based on Laban Movement Analysis technique, a formal and universal language for human movement, to capture both quantitative and qualitative aspects of movement. We use Discrete Hidden Markov Model (DHMM) for training and classification motions. We improve the classification algorithm by proposing two DHMMs for each motion class to process the motion sequence in two different directions, forward and backward. Such modification allows avoiding the misclassification that can happen when recognizing similar motions. Two experiments are conducted. In the first one, we evaluate our method on a public dataset, the Microsoft Research Cambridge-12 Kinect gesture data set (MSRC-12) which is a widely used dataset for evaluating action/gesture recognition methods. In the second experiment, we build a dataset composed of 10 gestures(Introduce yourself, waving, Dance, move, turn left, turn right, stop, sit down, increase velocity, decrease velocity) performed by 20 persons. The evaluation of the system includes testing the efficiency of our descriptor vector based on LMA with basic DHMM method and comparing the recognition results of the modified DHMM with the original one. Experiment results demonstrate that our method outperforms most of existing methods that used the MSRC-12 dataset, and a near perfect classification rate in our dataset.

Keywords: human motion recognition, motion representation, Laban Movement Analysis, Discrete Hidden Markov Model

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219 Considering Aerosol Processes in Nuclear Transport Package Containment Safety Cases

Authors: Andrew Cummings, Rhianne Boag, Sarah Bryson, Gordon Turner

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Packages designed for transport of radioactive material must satisfy rigorous safety regulations specified by the International Atomic Energy Agency (IAEA). Higher Activity Waste (HAW) transport packages have to maintain containment of their contents during normal and accident conditions of transport (NCT and ACT). To ensure containment criteria is satisfied these packages are required to be leak-tight in all transport conditions to meet allowable activity release rates. Package design safety reports are the safety cases that provide the claims, evidence and arguments to demonstrate that packages meet the regulations and once approved by the competent authority (in the UK this is the Office for Nuclear Regulation) a licence to transport radioactive material is issued for the package(s). The standard approach to demonstrating containment in the RWM transport safety case is set out in BS EN ISO 12807. In this document a method for measuring a leak rate from the package is explained by way of a small interspace test volume situated between two O-ring seals on the underside of the package lid. The interspace volume is pressurised and a pressure drop measured. A small interspace test volume makes the method more sensitive enabling the measurement of smaller leak rates. By ascertaining the activity of the contents, identifying a releasable fraction of material and by treating that fraction of material as a gas, allowable leak rates for NCT and ACT are calculated. The adherence to basic safety principles in ISO12807 is very pessimistic and current practice in the demonstration of transport safety, which is accepted by the UK regulator. It is UK government policy that management of HAW will be through geological disposal. It is proposed that the intermediate level waste be transported to the geological disposal facility (GDF) in large cuboid packages. This poses a challenge for containment demonstration because such packages will have long seals and therefore large interspace test volumes. There is also uncertainty on the releasable fraction of material within the package ullage space. This is because the waste may be in many different forms which makes it difficult to define the fraction of material released by the waste package. Additionally because of the large interspace test volume, measuring the calculated leak rates may not be achievable. For this reason a justification for a lower releasable fraction of material is sought. This paper considers the use of aerosol processes to reduce the releasable fraction for both NCT and ACT. It reviews the basic coagulation and removal processes and applies the dynamic aerosol balance equation. The proposed solution includes only the most well understood physical processes namely; Brownian coagulation and gravitational settling. Other processes have been eliminated either on the basis that they would serve to reduce the release to the environment further (pessimistically in keeping with the essence of nuclear transport safety cases) or that they are not credible in the conditions of transport considered.

Keywords: aerosol processes, Brownian coagulation, gravitational settling, transport regulations

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218 Peristaltic Transport of a Jeffrey Fluid with Double-Diffusive Convection in Nanofluids in the Presence of Inclined Magnetic Field

Authors: Safia Akram

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In this article, the effects of peristaltic transport with double-diffusive convection in nanofluids through an asymmetric channel with different waveforms is presented. Mathematical modelling for two-dimensional and two directional flows of a Jeffrey fluid model along with double-diffusive convection in nanofluids are given. Exact solutions are obtained for nanoparticle fraction field, concentration field, temperature field, stream functions, pressure gradient and pressure rise in terms of axial and transverse coordinates under the restrictions of long wavelength and low Reynolds number. With the help of computational and graphical results the effects of Brownian motion, thermophoresis, Dufour, Soret, and Grashof numbers (thermal, concentration, nanoparticles) on peristaltic flow patterns with double-diffusive convection are discussed.

Keywords: nanofluid particles, peristaltic flow, Jeffrey fluid, magnetic field, asymmetric channel, different waveforms

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217 Thermal Energy Storage Based on Molten Salts Containing Nano-Particles: Dispersion Stability and Thermal Conductivity Using Multi-Scale Computational Modelling

Authors: Bashar Mahmoud, Lee Mortimer, Michael Fairweather

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New methods have recently been introduced to improve the thermal property values of molten nitrate salts (a binary mixture of NaNO3:KNO3in 60:40 wt. %), by doping them with minute concentration of nanoparticles in the range of 0.5 to 1.5 wt. % to form the so-called: Nano-heat-transfer-fluid, apt for thermal energy transfer and storage applications. The present study aims to assess the stability of these nanofluids using the advanced computational modelling technique, Lagrangian particle tracking. A multi-phase solid-liquid model is used, where the motion of embedded nanoparticles in the suspended fluid is treated by an Euler-Lagrange hybrid scheme with fixed time stepping. This technique enables measurements of various multi-scale forces whose characteristic (length and timescales) are quite different. Two systems are considered, both consisting of 50 nm Al2O3 ceramic nanoparticles suspended in fluids of different density ratios. This includes both water (5 to 95 °C) and molten nitrate salt (220 to 500 °C) at various volume fractions ranging between 1% to 5%. Dynamic properties of both phases are coupled to the ambient temperature of the fluid suspension. The three-dimensional computational region consists of a 1μm cube and particles are homogeneously distributed across the domain. Periodic boundary conditions are enforced. The particle equations of motion are integrated using the fourth order Runge-Kutta algorithm with a very small time-step, Δts, set at 10-11 s. The implemented technique demonstrates the key dynamics of aggregated nanoparticles and this involves: Brownian motion, soft-sphere particle-particle collisions, and Derjaguin, Landau, Vervey, and Overbeek (DLVO) forces. These mechanisms are responsible for the predictive model of aggregation of nano-suspensions. An energy transport-based method of predicting the thermal conductivity of the nanofluids is also used to determine thermal properties of the suspension. The simulation results confirms the effectiveness of the technique. The values are in excellent agreement with the theoretical and experimental data obtained from similar studies. The predictions indicates the role of Brownian motion and DLVO force (represented by both the repulsive electric double layer and an attractive Van der Waals) and its influence in the level of nanoparticles agglomeration. As to the nano-aggregates formed that was found to play a key role in governing the thermal behavior of nanofluids at various particle concentration. The presentation will include a quantitative assessment of these forces and mechanisms, which would lead to conclusions about nanofluids, heat transfer performance and thermal characteristics and its potential application in solar thermal energy plants.

Keywords: thermal energy storage, molten salt, nano-fluids, multi-scale computational modelling

Procedia PDF Downloads 191