Search results for: Flow-3D numerical model
18595 Toward a Characteristic Optimal Power Flow Model for Temporal Constraints
Authors: Zongjie Wang, Zhizhong Guo
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While the regular optimal power flow model focuses on a single time scan, the optimization of power systems is typically intended for a time duration with respect to a desired objective function. In this paper, a temporal optimal power flow model for a time period is proposed. To reduce the computation burden needed for calculating temporal optimal power flow, a characteristic optimal power flow model is proposed, which employs different characteristic load patterns to represent the objective function and security constraints. A numerical method based on the interior point method is also proposed for solving the characteristic optimal power flow model. Both the temporal optimal power flow model and characteristic optimal power flow model can improve the systems’ desired objective function for the entire time period. Numerical studies are conducted on the IEEE 14 and 118-bus test systems to demonstrate the effectiveness of the proposed characteristic optimal power flow model.Keywords: optimal power flow, time period, security, economy
Procedia PDF Downloads 45218594 Numerical Modeling of Determination of in situ Rock Mass Deformation Modulus Using the Plate Load Test
Authors: A. Khodabakhshi, A. Mortazavi
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Accurate determination of rock mass deformation modulus, as an important design parameter, is one of the most controversial issues in most engineering projects. A 3D numerical model of standard plate load test (PLT) using the FLAC3D code was carried to investigate the mechanism governing the test process. Five objectives were the focus of this study. The first goal was to employ 3D modeling in the interpretation of PLT conducted at the Bazoft dam site, Iran. The second objective was to investigate the effect of displacements measuring depth from the loading plates on the calculated moduli. The magnitude of rock mass deformation modulus calculated from PLT depends on anchor depth, and in practice, this may be a cause of error in the selection of realistic deformation modulus for the rock mass. The third goal of the study was to investigate the effect of testing plate diameter on the calculated modulus. Moreover, a comparison of the calculated modulus from ISRM formula, numerical modeling and calculated modulus from the actual PLT carried out at right abutment of the Bazoft dam site was another objective of the study. Finally, the effect of plastic strains on the calculated moduli in each of the loading-unloading cycles for three loading plates was investigated. The geometry, material properties, and boundary conditions on the constructed 3D model were selected based on the in-situ conditions of PLT at Bazoft dam site. A good agreement was achieved between numerical model results and the field tests results.Keywords: deformation modulus, numerical model, plate loading test, rock mass
Procedia PDF Downloads 17118593 A New Study on Mathematical Modelling of COVID-19 with Caputo Fractional Derivative
Authors: Sadia Arshad
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The new coronavirus disease or COVID-19 still poses an alarming situation around the world. Modeling based on the derivative of fractional order is relatively important to capture real-world problems and to analyze the realistic situation of the proposed model. Weproposed a mathematical model for the investigation of COVID-19 dynamics in a generalized fractional framework. The new model is formulated in the Caputo sense and employs a nonlinear time-varying transmission rate. The existence and uniqueness solutions of the fractional order derivative have been studied using the fixed-point theory. The associated dynamical behaviors are discussed in terms of equilibrium, stability, and basic reproduction number. For the purpose of numerical implementation, an effcient approximation scheme is also employed to solve the fractional COVID-19 model. Numerical simulations are reported for various fractional orders, and simulation results are compared with a real case of COVID-19 pandemic. According to the comparative results with real data, we find the best value of fractional orderand justify the use of the fractional concept in the mathematical modelling, for the new fractional modelsimulates the reality more accurately than the other classical frameworks.Keywords: fractional calculus, modeling, stability, numerical solution
Procedia PDF Downloads 11318592 Numerical Analysis of the Effect of Height and Rate of Fluid Flow on a Stepped Spillway
Authors: Amir Abbas Kamanbedast, Abbas Saki
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Stepped spillways are composed of several steps, which start from around the spillway crest and continue to the downstream heel. Recently, such spillways have been receiving increasing attention due to the significant effect of the associated stairs on the flow’s rate of energy dissipation. Energy dissipation in the stepped spillways across the overflow can be explained by the watercourse contact with the stairs (i.e., large, harsh surfaces). In this context, less energy must be dissipated at the end of the spillway, and, hence, a smaller (less expensive) energy-dissipating structure is required. In this study, a stepped spillway was simulated using the model Fluent 3, and a standard model was used to model the flow disturbance. For this purpose, the energy dissipation from the stepped spillway was investigated in terms of the different numbers of stairs involved. Using k-ε, the disturbances of the numerical method for velocity and of flow depth at the downstream overflow were obtained, and, then, the energy that was dissipated throughout the spillway was calculated. Our results showed that an increase in the number of stairs can considerably increase the amount of energy dissipation for the fixed, upstream energy. In addition, the results of the numerical analyses were provided as isobar and velocity curves so points that were sensitive to cavitation could be determined.Keywords: stepped spillway, fluent software, turbulence model of k-ε, VOF model
Procedia PDF Downloads 30018591 Calculating of the Heat Exchange in a Rotating Pipe: Application to the Cooling of Turbine Blades
Authors: A. Miloud
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In this work, the results of numerical simulations of the turbulent flow with 3D heat transfer are presented for the case of two U-shaped channels and rotating rectangular section. The purpose of this investigation was to study the effect of the corrugated walls of the heated portion on the improved cooling, in particular the influence of the wavelength. The calculations were performed for a Reynolds number ranging from 10 000 to 100 000, two values of the number of rotation (Ro = 0.0 to 0.14) and a ratio of the restricted density to 0.13. In these simulations, ANSYS FLUENT code was used to solve the Reynolds equations expressing relations between different fields averaged variables over time. Model performance k-omega SST model and RSM are evaluated through a comparison of the numerical results for each model and the experimental and numerical data available. In this work, detailed average temperature predictions, the scope of the secondary flow and distributions of local Nusselt are presented. It turns out that the corrugated configuration further urges the heat exchange provided to reduce the velocity of the coolant inside the channel.Keywords: cooling blades, corrugated walls, model k-omega SST and RSM, fluent code, rotation effect
Procedia PDF Downloads 25118590 The Impact of Modeling Method of Moisture Emission from the Swimming Pool on the Accuracy of Numerical Calculations of Air Parameters in Ventilated Natatorium
Authors: Piotr Ciuman, Barbara Lipska
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The aim of presented research was to improve numerical predictions of air parameters distribution in the actual natatorium by the selection of calculation formula of mass flux of moisture emitted from the pool. Selected correlation should ensure the best compliance of numerical results with the measurements' results of these parameters in the facility. The numerical model of the natatorium was developed, for which boundary conditions were prepared on the basis of measurements' results carried out in the actual facility. Numerical calculations were carried out with the use of ANSYS CFX software, with six formulas being implemented, which in various ways made the moisture emission dependent on water surface temperature and air parameters in the natatorium. The results of calculations with the use of these formulas were compared for air parameters' distributions: Specific humidity, velocity and temperature in the facility. For the selection of the best formula, numerical results of these parameters in occupied zone were validated by comparison with the measurements' results carried out at selected points of this zone.Keywords: experimental validation, indoor swimming pool, moisture emission, natatorium, numerical calculations CFD, thermal and humidity conditions, ventilation
Procedia PDF Downloads 41218589 Numerical Investigation of Geotextile Application in Clay Reinforcement in ABAQUS Software
Authors: Seyed Abolhasan Naeini, Eisa Aliagahei
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Today, the use of geosynthetic materials in geotechnical activities is increasing significantly. One of the main uses of these materials is to increase the compressive strength of clay reinforced by geotextile layers. In the present study, the effect of clay reinforcement by geotextile layers in increasing the compressive strength of clay has been investigated using modeling in ABAQUS 6.11.3 software. For this purpose, the modified Drager Prager model has been chosen to simulate the stress-strain behavior of soil layers and the linear elastic model for the geotextile layer. Unreinforced samples and reinforced samples are modeled by geotextile layers (1, 2 and 3 geotextile layers) by software. In order to validate the results, an article in the same field was used and the numerical modeling results were calibrated with the laboratory results. Based on the obtained results, the software has a suitable capability for modeling and the results of the numerical model overlap with the laboratory results to a very acceptable extent, by increasing the number of geotextile layers, the error between the results of the laboratory sample and the software model increases. The highest amount of error is related to the sample reinforced with three layers of geotextile and is 7.3%.Keywords: Abaqus, cap model, clay, geotextile layer, reinforced soil
Procedia PDF Downloads 8818588 Using Derivative Free Method to Improve the Error Estimation of Numerical Quadrature
Authors: Chin-Yun Chen
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Numerical integration is an essential tool for deriving different physical quantities in engineering and science. The effectiveness of a numerical integrator depends on different factors, where the crucial one is the error estimation. This work presents an error estimator that combines a derivative free method to improve the performance of verified numerical quadrature.Keywords: numerical quadrature, error estimation, derivative free method, interval computation
Procedia PDF Downloads 46418587 Analysys of Some Solutions to Protect the Tombolo of Giens
Authors: Yves Lacroix, Van Van Than, Didier Léandri, Pierre Liardet
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The western Tombolo of the Giens peninsula in southern France, known as Almanarre beach, is subject to coastal erosion. We are trying to use computer simulation in order to propose solutions to stop this erosion. Our aim was first to determine the main factors for this erosion and successfully apply a coupled hydro-sedimentological numerical model based on observations and measurements that have been performed on the site for decades. We have gathered all available information and data about waves, winds, currents, tides, bathymetry, coastal line, and sediments concerning the site. These have been divided into two sets: one devoted to calibrating a numerical model using Mike 21 software, the other to serve as a reference in order to numerically compare the present situation to what it could be if we implemented different types of underwater constructions. This paper presents the first part of the study: selecting and melting different sources into a coherent data basis, identifying the main erosion factors, and calibrating the coupled software model against the selected reference period. Our results bring calibration of the numerical model with good fitting coefficients. They also show that the winter South-Western storm events conjugated to depressive weather conditions constitute a major factor of erosion, mainly due to wave impact in the northern part of the Almanarre beach. Together, current and wind impact is shown negligible.Keywords: Almanarre beach, coastal erosion, hydro-sedimentological, numerical model
Procedia PDF Downloads 32018586 Groundwater Seepage Estimation into Amirkabir Tunnel Using Analytical Methods and DEM and SGR Method
Authors: Hadi Farhadian, Homayoon Katibeh
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In this paper, groundwater seepage into Amirkabir tunnel has been estimated using analytical and numerical methods for 14 different sections of the tunnel. Site Groundwater Rating (SGR) method also has been performed for qualitative and quantitative classification of the tunnel sections. The obtained results of above-mentioned methods were compared together. The study shows reasonable accordance with results of the all methods unless for two sections of tunnel. In these two sections there are some significant discrepancies between numerical and analytical results mainly originated from model geometry and high overburden. SGR and the analytical and numerical calculations, confirm the high concentration of seepage inflow in fault zones. Maximum seepage flow into tunnel has been estimated 0.425 lit/sec/m using analytical method and 0.628 lit/sec/m using numerical method occurred in crashed zone. Based on SGR method, six sections of 14 sections in Amirkabir tunnel axis are found to be in "No Risk" class that is supported by the analytical and numerical seepage value of less than 0.04 lit/sec/m.Keywords: water Seepage, Amirkabir Tunnel, analytical method, DEM, SGR
Procedia PDF Downloads 47618585 On the Evaluation of Different Turbulence Models through the Displacement of Oil-Water Flow in Porous Media
Authors: Sidique Gawusu, Xiaobing Zhang
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Turbulence models play a significant role in all computational fluid dynamics based modelling approaches. There is, however, no general turbulence model suitable for all flow scenarios. Therefore, a successful numerical modelling approach is only achievable if a more appropriate closure model is used. This paper evaluates different turbulence models in numerical modelling of oil-water flow within the Eulerian-Eulerian approach. A comparison among the obtained numerical results and published benchmark data showed reasonable agreement. The domain was meshed using structured mesh, and grid test was performed to ascertain grid independence. The evaluation of the models was made through analysis of velocity and pressure profiles across the domain. The models were tested for their suitability to accurately obtain a scalable and precise numerical experience. As a result, it is found that all the models except Standard-ω provide comparable results. The study also revealed new insights on flow in porous media, specifically oil reservoirs.Keywords: turbulence modelling, simulation, multi-phase flows, water-flooding, heavy oil
Procedia PDF Downloads 28018584 Comparison of Volume of Fluid Model: Experimental and Empirical Results for Flows over Stacked Drop Manholes
Authors: Ramin Mansouri
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The manhole is one of the types of structures that are installed at the site of change direction or change in the pipe diameter or sewage pipes as well as in step slope areas to reduce the flow velocity. In this study, the flow characteristics of hydraulic structures in a manhole structure have been investigated with a numerical model. In this research, the types of computational grid coarse, medium, and fines have been used for simulation. In order to simulate flow, k-ε model (standard, RNG, Realizable) and k-w model (standard SST) are used. Also, in order to find the best wall conditions, two types of standard and non-equilibrium wall functions were investigated. The turbulent model k-ε has the highest correlation with experimental results or all models. In terms of boundary conditions, constant speed is set for the flow input boundary, the output pressure is set in the boundaries which are in contact with the air, and the standard wall function is used for the effect of the wall function. In the numerical model, the depth at the output of the second manhole is estimated to be less than that of the laboratory and the output jet from the span. In the second regime, the jet flow collides with the manhole wall and divides into two parts, so hydraulic characteristics are the same as large vertical shaft hydraulic characteristics. In this situation, the turbulence is in a high range since it can be seen more energy loss in it. According to the results, energy loss in numerical is estimated at 9.359%, which is more than experimental data.Keywords: manhole, energy, depreciation, turbulence model, wall function, flow
Procedia PDF Downloads 8318583 Experimental and Numerical Studies on Earthquake Shear Rupture Generation
Authors: Louis N. Y. Wong
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En-echelon fractures are commonly found in rocks, which appear as a special set of regularly oriented and spaced fractures. By using both experimental and numerical approaches, this study investigates the interaction among them, and how this interaction finally contributes to the development of a shear rupture (fault), especially in brittle natural rocks. Firstly, uniaxial compression tests are conducted on marble specimens containing en-echelon flaws. The latter is cut by using the water abrasive jet into the rock specimens. The fracturing processes of these specimens leading to the formation of a fault are observed in detail by the use of a high speed camera. The influences of the flaw geometry on the production of tensile cracks and shear cracks, which in turn dictate the coalescence patterns of the entire set of en-echelon flaws are comprehensively studied. Secondly, a numerical study based on a recently developed contact model, flat-joint contact model using the discrete element method (DEM) is carried out to model the present laboratory experiments. The numerical results provide a quantitative assessment of the interaction of en-echelon flaws. Particularly, the evolution of the stress field, as well as the characteristics of new crack initiation, propagation and coalescence associated with the generation of an eventual shear rupture are studied in detail. The numerical results are found to agree well with the experimental results obtained in both microscopic and macroscopic observations.Keywords: discrete element method, en-echelon flaws, fault, marble
Procedia PDF Downloads 25618582 Cover Spalling in Reinforced Concrete Columns
Authors: Bambang Piscesa, Mario M. Attard, Dwi Presetya, Ali K. Samani
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A numerical strategy formulated using a plasticity approach is presented to model spalling of the concrete cover in reinforced concrete columns. The stage at which the concrete cover within reinforced concrete column spalls has a direct bearing on the load capacity. The concrete cover can prematurely spall before the full cross-section can be utilized if the concrete is very brittle under compression such as for very high strength concretes. If the confinement to the core is high enough, the column can achieve a higher peak load by utilizing the core. A numerical strategy is presented to model spalling of the concrete cover. Various numerical strategies are employed to model the behavior of reinforced concrete columns which include: (1) adjusting the material properties to incorporate restrained shrinkage; (2) modifying the plastic dilation rate in the presence of the tensile pressure; (3) adding a tension cut-off failure surface and (4) giving the concrete cover region and the column core different material properties. Numerical comparisons against experimental results are carried out that shown excellent agreement with the experimental results and justify the use of the proposed strategies to predict the axial load capacity of reinforce concrete columns.Keywords: spalling, concrete, plastic dilation, reinforced concrete columns
Procedia PDF Downloads 16018581 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill
Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood
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Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.Keywords: stepped cascade weir, aeration, multiphase flow model, ansys
Procedia PDF Downloads 33618580 Electro-Hydrodynamic Analysis of Low-Pressure DC Glow Discharge by Lattice Boltzmann Method
Authors: Ji-Hyok Kim, Il-Gyong Paek, Yong-Jun Kim
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We propose a numerical model based on drift-diffusion theory and lattice Boltzmann method (LBM) to analyze the electro-hydrodynamic behavior in low-pressure direct current (DC) glow discharge plasmas. We apply the drift-diffusion theory for 4-species and employ the standard lattice Boltzmann model (SLBM) for the electron, the finite difference-lattice Boltzmann model (FD-LBM) for heavy particles, and the finite difference model (FDM) for the electric potential, respectively. Our results are compared with those of other methods, and emphasize the necessity of a two-dimensional analysis for glow discharge.Keywords: glow discharge, lattice Boltzmann method, numerical analysis, plasma simulation, electro-hydrodynamic
Procedia PDF Downloads 12118579 Saltwater Intrusion Studies in the Cai River in the Khanh Hoa Province, Vietnam
Authors: B. Van Kessel, P. T. Kockelkorn, T. R. Speelman, T. C. Wierikx, C. Mai Van, T. A. Bogaard
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Saltwater intrusion is a common problem in estuaries around the world, as it could hinder the freshwater supply of coastal zones. This problem is likely to grow due to climate change and sea-level rise. The influence of these factors on the saltwater intrusion was investigated for the Cai River in the Khanh Hoa province in Vietnam. In addition, the Cai River has high seasonal fluctuations in discharge, leading to increased saltwater intrusion during the dry season. Sea level rise, river discharge changes, river mouth widening and a proposed saltwater intrusion prevention dam can have influences on the saltwater intrusion but have not been quantified for the Cai River estuary. This research used both an analytical and numerical model to investigate the effect of the aforementioned factors. The analytical model was based on a model proposed by Savenije and was calibrated using limited in situ data. The numerical model was a 3D hydrodynamic model made using the Delft3D4 software. The analytical model and numerical model agreed with in situ data, mostly for tidally average data. Both models indicated a roughly similar dependence on discharge, also agreeing that this parameter had the most severe influence on the modeled saltwater intrusion. Especially for discharges below 10 m/s3, the saltwater was predicted to reach further than 10 km. In the models, both sea-level rise and river widening mainly resulted in salinity increments up to 3 kg/m3 in the middle part of the river. The predicted sea-level rise in 2070 was simulated to lead to an increase of 0.5 km in saltwater intrusion length. Furthermore, the effect of the saltwater intrusion dam seemed significant in the model used, but only for the highest position of the gate.Keywords: Cai River, hydraulic models, river discharge, saltwater intrusion, tidal barriers
Procedia PDF Downloads 11318578 A Three-Dimensional (3D) Numerical Study of Roofs Shape Impact on Air Quality in Urban Street Canyons with Tree Planting
Authors: Bouabdellah Abed, Mohamed Bouzit, Lakhdar Bouarbi
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The objective of this study is to investigate numerically the effect of roof shaped on wind flow and pollutant dispersion in a street canyon with one row of trees of pore volume, Pvol = 96%. A three-dimensional computational fluid dynamics (CFD) model for evaluating air flow and pollutant dispersion within an urban street canyon using Reynolds-averaged Navier–Stokes (RANS) equations and the k-Epsilon EARSM turbulence model as close of the equation system. The numerical model is performed with ANSYS-CFX code. Vehicle emissions were simulated as double line sources along the street. The numerical model was validated against the wind tunnel experiment. Having established this, the wind flow and pollutant dispersion in urban street canyons of six roof shapes are simulated. The numerical simulation agrees reasonably with the wind tunnel data. The results obtained in this work, indicate that the flow in 3D domain is more complicated, this complexity is increased with presence of tree and variability of the roof shapes. The results also indicated that the largest pollutant concentration level for two walls (leeward and windward wall) is observed with the upwind wedge-shaped roof. But the smallest pollutant concentration level is observed with the dome roof-shaped. The results also indicated that the corners eddies provide additional ventilation and lead to lower traffic pollutant concentrations at the street canyon ends.Keywords: street canyon, pollutant dispersion, trees, building configuration, numerical simulation, k-Epsilon EARSM
Procedia PDF Downloads 36618577 2D-Numerical Modelling of Local Scour around a Circular Pier in Steady Current
Authors: Mohamed Rajab Peer Mohamed, Thiruvenkatasamy Kannabiran
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In the present investigation, the scour around a circular pier subjected to a steady current were studied numerically using two-dimensional MIKE21 Flow Model (FM) and Sand Transport (ST)Modulewhich is developed by Danish Hydraulic Institute (DHI), Denmark. The unstructured flexible mesh generated with rectangular flume dimension of 10 m wide, 1 m deep, and 30 m long. The grain size of the sand was d50 = 0.16 mm, sediment size, sediment gradation=1.16, pier diameter D= 30 mm and depth-averaged current velocity, U = 0.449 m/s are considered in the model. The estimated scour depth obtained from this model is validated and it is observed that the results of the model have good agreement with flume experimental results.In order to estimate the scour depth, several simulations were made for three cases viz., Case I:change in sediment transport model description in the numerical model viz, i) Engelund-Hansen model, ii) Engelund-Fredsøe model, and iii) Van Rijn model, Case II: change in current velocity for keeping constant pile diameter D=0.03 m and Case III:change in pier diameter for constant depth averaged current speed U=0.449 m/s.In case I simulations, the results indicate that the scour depth S/D is the order of 1.73 for Engelund-Hansen model, 0.64 for Engelund-Fredsøe model and 0.46 for VanRijn model. The scour depth estimates using Engelund-Hansen method compares well the experimental results.In case II, simulations show that the scour depth increases with increasing current component of the flow.In case III simulations, the results indicate that the scour depth increases with increase in pier diameter and it stabilize attains steady value when the Froude number> 2.71.All the results of the numerical simulations are clearly matches with reported values of the experimental results. Hence, this MIKE21 FM –Sand Transport model can be used as a suitable tool to estimate the scour depth for field applications. Moreover, to provide suitable scour protection methods, the maximum scour depth is to be predicted, Engelund-Hansen method can be adopted to estimate the scour depth in the steady current region.Keywords: circular pier, MIKE21, numerical model, scour, sediment transport
Procedia PDF Downloads 31918576 Numerical Model for Investigation of Recombination Mechanisms in Graphene-Bonded Perovskite Solar Cells
Authors: Amir Sharifi Miavaghi
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It is believed recombination mechnisms in graphene-bonded perovskite solar cells based on numerical model in which doped-graphene structures are employed as anode/cathode bonding semiconductor. Moreover, the dark-light current density-voltage density-voltage curves are investigated by regression analysis. Loss mechanisms such as back contact barrier, deep surface defect in the adsorbent layer is determined by adapting the simulated cell performance to the measurements using the differential evolution of the global optimization algorithm. The performance of the cell in the connection process includes J-V curves that are examined at different temperatures and open circuit voltage (V) under different light intensities as a function of temperature. Based on the proposed numerical model and the acquired loss mechanisms, our approach can be used to improve the efficiency of the solar cell further. Due to the high demand for alternative energy sources, solar cells are good alternatives for energy storage using the photovoltaic phenomenon.Keywords: numerical model, recombination mechanism, graphen, perovskite solarcell
Procedia PDF Downloads 7118575 3D CFD Modelling of the Airflow and Heat Transfer in Cold Room Filled with Dates
Authors: Zina Ghiloufi, Tahar Khir
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A transient three-dimensional computational fluid dynamics (CFD) model is developed to determine the velocity and temperature distribution in different positions cold room during pre-cooling of dates. The turbulence model used is the k-ω Shear Stress Transport (SST) with the standard wall function, the air. The numerical results obtained show that cooling rate is not uniform inside the room; the product at the medium of room has a slower cooling rate. This cooling heterogeneity has a large effect on the energy consumption during cold storage.Keywords: CFD, cold room, cooling rate, dDates, numerical simulation, k-ω (SST)
Procedia PDF Downloads 23518574 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model
Procedia PDF Downloads 15318573 Numerical Predictions of Trajectory Stability of a High-Speed Water-Entry and Water-Exit Projectile
Authors: Lin Lu, Qiang Li, Tao Cai, Pengjun Zhang
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In this study, a detailed analysis of trajectory stability and flow characteristics of a high-speed projectile during the water-entry and water-exit process has been investigated numerically. The Zwart-Gerber-Belamri (Z-G-B) cavitation model and the SST k-ω turbulence model based on the Reynolds Averaged Navier-Stokes (RANS) method are employed. The numerical methodology is validated by comparing the experimental photograph of cavitation shape and the experimental underwater velocity with the numerical simulation results. Based on the numerical methodology, the influences of rotational speed, water-entry and water-exit angle of the projectile on the trajectory stability and flow characteristics have been carried out in detail. The variation features of projectile trajectory and total resistance have been conducted, respectively. In addition, the cavitation characteristics of water-entry and water-exit have been presented and analyzed. Results show that it may not be applicable for the water-entry and water-exit to achieve the projectile stability through the rotation of projectile. Furthermore, there ought to be a critical water-entry angle for the water-entry stability of practical projectile. The impact of water-exit angle on the trajectory stability and cavity phenomenon is not as remarkable as that of the water-entry angle.Keywords: cavitation characteristics, high-speed projectile, numerical predictions, trajectory stability, water-entry, water-exit
Procedia PDF Downloads 13618572 An Implicit Methodology for the Numerical Modeling of Locally Inextensible Membranes
Authors: Aymen Laadhari
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We present in this paper a fully implicit finite element method tailored for the numerical modeling of inextensible fluidic membranes in a surrounding Newtonian fluid. We consider a highly simplified version of the Canham-Helfrich model for phospholipid membranes, in which the bending force and spontaneous curvature are disregarded. The coupled problem is formulated in a fully Eulerian framework and the membrane motion is tracked using the level set method. The resulting nonlinear problem is solved by a Newton-Raphson strategy, featuring a quadratic convergence behavior. A monolithic solver is implemented, and we report several numerical experiments aimed at model validation and illustrating the accuracy of the proposed method. We show that stability is maintained for significantly larger time steps with respect to an explicit decoupling method.Keywords: finite element method, level set, Newton, membrane
Procedia PDF Downloads 33018571 A Boundary-Fitted Nested Grid Model for Modeling Tsunami Propagation of 2004 Indonesian Tsunami along Southern Thailand
Authors: Fazlul Karim, Esa Al-Islam
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Many problems in oceanography and environmental sciences require the solution of shallow water equations on physical domains having curvilinear coastlines and abrupt changes of ocean depth near the shore. Finite-difference technique for the shallow water equations representing the boundary as stair step may give inaccurate results near the coastline where results are of greatest interest for various applications. This suggests the use of methods which are capable of incorporating the irregular boundary in coastal belts. At the same time, large velocity gradient is expected near the beach and islands as water depth vary abruptly near the coast. A nested numerical scheme with fine resolution is the best resort to enhance the numerical accuracy with the least grid numbers for the region of interests where the velocity changes rapidly and which is unnecessary for the away of the region. This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. In this paper, we develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.Keywords: Indonesian tsunami of 2004, Boundary-fitted nested grid model, Southern Thailand, finite difference method
Procedia PDF Downloads 44318570 Efficiency of Geocell Reinforcement for Using in Expanded Polystyrene Embankments via Numerical Analysis
Authors: S. N. Moghaddas Tafreshi, S. M. Amin Ghotbi
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This paper presents a numerical study for investigating the effectiveness of geocell reinforcement in reducing pressure and settlement over EPS geofoam blocks in road embankments. A 3-D FEM model of soil and geofoam was created in ABAQUS, and geocell was also modeled realistically using membrane elements. The accuracy of the model was tested by comparing its results with previous works. Sensitivity analyses showed that reinforcing the soil cover with geocell has a significant influence on the reduction of imposed stresses over geofoam and consequently decreasing its deformation.Keywords: EPS geofoam, geocell, reinforcement, road embankments, lightweight fill
Procedia PDF Downloads 27418569 A Boundary Fitted Nested Grid Model for Tsunami Computation along Penang Island in Peninsular Malaysia
Authors: Md. Fazlul Karim, Ahmad Izani Md. Ismail, Mohammed Ashaque Meah
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This paper focuses on the development of a 2-D Boundary Fitted and Nested Grid (BFNG) model to compute the tsunami propagation of Indonesian tsunami 2004 along the coastal region of Penang in Peninsular Malaysia. In the presence of a curvilinear coastline, boundary fitted grids are suitable to represent the model boundaries accurately. On the other hand, when large gradient of velocity within a confined area is expected, the use of a nested grid system is appropriate to improve the numerical accuracy with the least grid numbers. This paper constructs a shallow water nested and orthogonal boundary fitted grid model and presents computational results of the tsunami impact on the Penang coast due to the Indonesian tsunami of 2004. The results of the numerical simulations are compared with available data.Keywords: boundary fitted nested model, tsunami, Penang Island, 2004 Indonesian Tsunami
Procedia PDF Downloads 32418568 Development of Numerical Model to Compute Water Hammer Transients in Pipe Flow
Authors: Jae-Young Lee, Woo-Young Jung, Myeong-Jun Nam
Abstract:
Water hammer is a hydraulic transient problem which is commonly encountered in the penstocks of hydropower plants. The numerical model was developed to estimate the transient behavior of pressure waves in pipe systems. The computational algorithm was proposed to model the water hammer phenomenon in a pipe system with pump shutdown at midstream and sudden valve closure at downstream. To predict the pressure head and flow velocity as a function of time as a result of rapidly closing a valve and pump shutdown, two boundary conditions at the ends considering pump operation and valve control can be implemented as specified equations of the pressure head and flow velocity based on the characteristics method. It was shown that the effects of transient flow make it determine the needs for protection devices, such as surge tanks, surge relief valves, or air valves, at various points in the system against overpressure and low pressure. It produced reasonably good performance with the results of the proposed transient model for pipeline systems. The proposed numerical model can be used as an efficient tool for the safety assessment of hydropower plants due to water hammer.Keywords: water hammer, hydraulic transient, pipe systems, characteristics method
Procedia PDF Downloads 13618567 A Comprehensive Approach to Scour Depth Estimation Through HEC-RAS 2D and Physical Modeling
Authors: Ashvinie Thembiliyagoda, Kasun De Silva, Nimal Wijayaratna
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The lowering of the riverbed level as a result of water erosion is termed as scouring. This phenomenon remarkably undermines the potential stability of the bridge pier, causing a threat of failure or collapse. The formation of vortices in the vicinity of bridges due to the obstruction caused by river flow is the main reason behind this pursuit. Scouring is aggravated by factors including high flow rates, bridge pier geometry, sediment configuration etc. Tackling scour-related problems when they become severe is more costly and disruptive compared to implementing preventive measures based on predicted scour depths. This paper presents a comprehensive investigation of the development of a numerical model that could reproduce the scouring effect around bridge piers and estimate the scour depth. The numerical model was developed for one selected bridge in Sri Lanka, the Kelanisiri Bridge. HEC-RAS two-dimensional (2D) modeling approach was utilized for the development of the model and was calibrated and validated with field data. To further enhance the reliability of the model, a physical model was developed, allowing for additional validation. Results from the numerical model were compared with those obtained from the physical model, revealing a strong correlation between the two methods and confirming the numerical model's accuracy in predicting scour depths. The findings from this study underscore the ability of the HEC-RAS two-dimensional modeling approach for the estimation of scour depth around bridge piers. The developed model is able to estimate the scour depth under varying flow conditions, and its flexibility allows it to be adapted for application to other bridges with similar hydraulic and geomorphological conditions, providing a robust tool for widespread use in scour estimation. The developed two-dimensional model not only offers reliable predictions for the case study bridge but also holds significant potential for broader implementation, contributing to the improved design and maintenance of bridge structures in diverse environments.Keywords: piers, scouring, HEC-RAS, physical model
Procedia PDF Downloads 1718566 Geomechanical Technologies for Assessing Three-Dimensional Stability of Underground Excavations Utilizing Remote-Sensing, Finite Element Analysis, and Scientific Visualization
Authors: Kwang Chun, John Kemeny
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Light detection and ranging (LiDAR) has been a prevalent remote-sensing technology applied in the geological fields due to its high precision and ease of use. One of the major applications is to use the detailed geometrical information of underground structures as a basis for the generation of a three-dimensional numerical model that can be used in a geotechnical stability analysis such as FEM or DEM. To date, however, straightforward techniques in reconstructing the numerical model from the scanned data of the underground structures have not been well established or tested. In this paper, we propose a comprehensive approach integrating all the various processes, from LiDAR scanning to finite element numerical analysis. The study focuses on converting LiDAR 3D point clouds of geologic structures containing complex surface geometries into a finite element model. This methodology has been applied to Kartchner Caverns in Arizona, where detailed underground and surface point clouds can be used for the analysis of underground stability. Numerical simulations were performed using the finite element code Abaqus and presented by 3D computing visualization solution, ParaView. The results are useful in studying the stability of all types of underground excavations including underground mining and tunneling.Keywords: finite element analysis, LiDAR, remote-sensing, scientific visualization, underground stability
Procedia PDF Downloads 177