Search results for: numerical weather prediction

Authors: Nicolò Vaiana, Giorgio Serino

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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.

Keywords: base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis

Procedia PDF Downloads 388

Authors: M. Ezzat, Y. Zaghloul, T. Sorour, A. Hefny, M. Eid

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Ultimate capacity of large diameter bored piles is usually determined from pile loading tests as recommended by several international codes and foundation design standards. However, loading of this type of piles till achieving apparent failure is practically seldom. In this paper, numerical analyses are carried out to simulate load test of a large diameter bored pile performed at the location of Alzey highway bridge project (Germany). Test results of pile load settlement relationship till failure as well as results of the base and shaft resistances are available. Apparent failure was indicated in this test by the significant increase of the induced settlement during the last load increment applied on the pile head. Measurements of this pile load test are used to assess the quality of the numerical models investigated. Three different material soil models are implemented in the analyses: Mohr coulomb (MC), Soft soil (SS), and Modified Mohr coulomb (MMC). Very good agreement is obtained between the field measured settlement and the calculated settlement using the MMC model. Results of analysis showed also that the MMC constitutive model is superior to MC, and SS models in predicting the ultimate base and shaft resistances of the large diameter bored pile. After calibrating the numerical model, behavior of large diameter bored piles under axial loads is discussed and the formation of the plastic zone around the pile is explored. Results obtained showed that the plastic zone below the base of the pile at failure extended laterally to about four times the pile diameter and vertically to about three times the pile diameter.

Keywords: ultimate capacity, large diameter bored piles, plastic zone, failure, pile load test

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Authors: Ammar Alali, Mahmoud Abughaban

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Cost reduction and drilling optimization is the goal of many drilling operators. Historically, stuck pipe incidents were a major segment of non-productive time (NPT) associated costs. Traditionally, stuck pipe problems are part of the operations and solved post-sticking. However, the real key to savings and success is in predicting the stuck pipe incidents and avoiding the conditions leading to its occurrences. Previous attempts in stuck-pipe predictions have neglected the local geology of the problem. The proposed predictive tool utilizes geophysical data processing techniques and Machine Learning (ML) algorithms to predict drilling activities events in real-time using surface drilling data with minimum computational power. The method combines two types of analysis: (1) real-time prediction, and (2) cause analysis. Real-time prediction aggregates the input data, including historical drilling surface data, geological formation tops, and petrophysical data, from wells within the same field. The input data are then flattened per the geological formation and stacked per stuck-pipe incidents. The algorithm uses two physical methods (stacking and flattening) to filter any noise in the signature and create a robust pre-determined pilot that adheres to the local geology. Once the drilling operation starts, the Wellsite Information Transfer Standard Markup Language (WITSML) live surface data are fed into a matrix and aggregated in a similar frequency as the pre-determined signature. Then, the matrix is correlated with the pre-determined stuck-pipe signature for this field, in real-time. The correlation used is a machine learning Correlation-based Feature Selection (CFS) algorithm, which selects relevant features from the class and identifying redundant features. The correlation output is interpreted as a probability curve of stuck pipe incidents prediction in real-time. Once this probability passes a fixed-threshold defined by the user, the other component, cause analysis, alerts the user of the expected incident based on set pre-determined signatures. A set of recommendations will be provided to reduce the associated risk. The validation process involved feeding of historical drilling data as live-stream, mimicking actual drilling conditions, of an onshore oil field. Pre-determined signatures were created for three problematic geological formations in this field prior. Three wells were processed as case studies, and the stuck-pipe incidents were predicted successfully, with an accuracy of 76%. This accuracy of detection could have resulted in around 50% reduction in NPT, equivalent to 9% cost saving in comparison with offset wells. The prediction of stuck pipe problem requires a method to capture geological, geophysical and drilling data, and recognize the indicators of this issue at a field and geological formation level. This paper illustrates the efficiency and the robustness of the proposed cross-disciplinary approach in its ability to produce such signatures and predicting this NPT event.

Keywords: drilling optimization, hazard prediction, machine learning, stuck pipe

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Authors: M. Maache, R. Bessaih

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In this study, the effect of the magnetic field direction on the free convection heat transfer in a vertical cylinder filled with an Al₂O₃ nanofluid is investigated numerically. The external magnetic field is applied in either direction axial and radial on a cylinder having an aspect ratio H/R0=5, bounded by the top and the bottom disks at temperatures Tc and Th and by an adiabatic side wall. The equations of continuity, Navier Stocks and energy are non-dimensionalized and then discretized by the finite volume method. A computer program based on the SIMPLER algorithm is developed and compared with the numerical results found in the literature. The numerical investigation is carried out for different governing parameters namely: The Hartmann number (Ha=0, 5, 10, …, 40), nanoparticles volume fraction (ϕ=0, 0.025, …,0.1) and Rayleigh number (Ra=103, Ra=104 and Ra=105). The behavior of average Nusselt number, streamlines and temperature contours are illustrated. The results revel that the average Nusselt number increases with an increase of the Rayleigh number but it decreases with an increase in the Hartmann number. Depending on the magnetic field direction and on the values of Hartmann and Rayleigh numbers, an increase of the solid volume fraction may result enhancement or deterioration of the heat transfer performance in the nanofluid.

Keywords: natural convection, nanofluid, magnetic field, vertical cylinder

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Authors: Subhamita Chakraborty, Shubhabrata Datta, Sujay Kumar Mukherjea, Partha Protim Chattopadhyay

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Manufacturing of multiphase high strength steel in hot strip mill have drawn significant attention due to the possibility of forming low temperature transformation product of austenite under continuous cooling condition. In such endeavor, reliable prediction of temperature profile of hot strip coil is essential in order to accesses the evolution of microstructure at different location of hot strip coil, on the basis of corresponding Continuous Cooling Transformation (CCT) diagram. Temperature distribution profile of the hot strip coil has been determined by using finite volume method (FVM) vis-à-vis finite difference method (FDM). It has been demonstrated that FVM offer greater computational reliability in estimation of contact pressure distribution and hence the temperature distribution for curved and irregular profiles, owing to the flexibility in selection of grid geometry and discrete point position, Moreover, use of finite volume concept allows enforcing the conservation of mass, momentum and energy, leading to enhanced accuracy of prediction.

Keywords: simulation, modeling, thermal analysis, coil cooling, contact pressure, finite volume method

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Authors: Z. N. Haji, S. O. Oyadiji, H. Samami, O. Farrell

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The prediction of the vibration response of rubber products by analytical or numerical method depends mainly on the predefined intrinsic material properties such as Young’s modulus, damping factor and Poisson’s ratio. Such intrinsic properties are determined experimentally by subjecting a bonded rubber sample to compression tests. The compression tests on such a sample yield an apparent Young’s modulus which is greater in magnitude than the intrinsic Young’s modulus of the rubber. As a result, many analytical equations have been developed to determine Young’s modulus from an apparent Young’s modulus of bonded rubber materials. In this work, the applicability of some of these analytical equations is assessed via experimental testing. The assessment is based on testing of vulcanized nitrile butadiene rubber (NBR70) samples using tensile test and compression test methods. The analytical equations are used to determine the intrinsic Young’s modulus from the apparent modulus that is derived from the compression test data of the bonded rubber samples. Then, these Young’s moduli are compared with the actual Young’s modulus that is derived from the tensile test data. The results show significant discrepancy between the Young’s modulus derived using the analytical equations and the actual Young’s modulus.

Keywords: bonded rubber, quasi-static test, shape factor, apparent Young’s modulus

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Authors: Amin Chegenizadeh, Mahdi Keramatikerman, Hamid Nikraz

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Pavement engineering plays a significant role to develop cost effective and efficient highway and road networks. In general, pavement regarding structure is categorized in two core group namely flexible and rigid pavements. There are various benefits in application of rigid pavement. For instance, they have a longer life and lower maintenance costs in compare with the flexible pavement. In rigid pavement designs, temperature and thickness are two effective parameters that could widely affect the total cost of the project. In this study, a numerical modeling using Kenpave-Kenslab was performed to investigate the effect of these two important parameters in the rigid pavement.   

Keywords: rigid pavement, Kenpave, Kenslab, thickness, temperature

Procedia PDF Downloads 375

Authors: Muhammad Abdullah, Asma Rashid Butt, Nauman Raza

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Biomagnetic fluids like blood play key role in different applications of medical science and bioengineering. In this paper, the magnetohydrodynamic flow of a viscous fluid with magnetic particles through a cylindrical tube is investigated. The fluid is electrically charged in the presence of a uniform external magnetic field. The movement in the fluid is produced due to the cylindrical tube. Initially, the fluid and tube are at rest and at time t=0⁺, the tube starts to move along its axis. To obtain the mathematical model of flow with fractional derivatives fractional calculus approach is used. The solution of the flow model is obtained by using Laplace transformation. The Simon's numerical algorithm is employed to obtain inverse Laplace transform. The hybrid technique, we are employing has less computational effort as compared to other methods. The numerical calculations have been performed with Mathcad software. As the special cases of our problem, the solution of flow model with ordinary derivatives and flow without magnetic particles has been procured. Finally, the impact of non-integer fractional parameter alpha, Hartmann number Ha, and Reynolds number Re on flow and magnetic particles velocity is analyzed and depicted by graphs.

Keywords: viscous fluid, magnetic particles, fractional calculus, laplace transformation

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Authors: Reza Mohammadi

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Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.

Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis

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Authors: M.Rüştü Karaman, İsmail İşeri, Kadir Saltalı, A.Reşit Brohi, Ayhan Horuz, Mümin Dizman

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Considerable relations has recently been given to the environmental hazardous caused by agricultural chemicals such as excess fertilizers. In this study, a neural network approach was investigated in the prediction of potential nitrate pollution across different land-use patterns by using a feedforward multilayered computer model of artificial neural network (ANN) with proper training. Periodical concentrations of some anions, especially nitrate (NO3-), and cations were also detected in drainage waters collected from the drain pipes placed in irrigated tomato field, unirrigated wheat field, fallow and pasture lands. The soil samples were collected from the irrigated tomato field and unirrigated wheat field on a grid system with 20 m x 20 m intervals. Site specific nitrate concentrations in the soil samples were measured for ANN based simulation of nitrate leaching potential from the land profiles. In the application of ANN model, a multi layered feedforward was evaluated, and data sets regarding with training, validation and testing containing the measured soil nitrate values were estimated based on spatial variability. As a result of the testing values, while the optimal structures of 2-15-1 was obtained (R2= 0.96, P < 0.01) for unirrigated field, the optimal structures of 2-10-1 was obtained (R2= 0.96, P < 0.01) for irrigated field. The results showed that the ANN model could be successfully used in prediction of the potential leaching levels of nitrate, based on different land use patterns. However, for the most suitable results, the model should be calibrated by training according to different NN structures depending on site specific soil parameters and varied agricultural managements.

Keywords: artificial intelligence, ANN, drainage water, nitrate pollution

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Authors: JoonHo Lee, KyoJin An, JunSu Kim, Young-Chul Park

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In this study, the fluid flow characteristics and performance numerical study through CFD model of the Non-split quick coupling for flow control in hydraulic system equipment for the aerospace business group focused to predict. In this study, we considered turbulence models for the application of Computational Fluid Dynamics for the CFD model of the Non-split Quick Coupling for aerospace business. In addition to this, the adequacy of the CFD model were verified by comparing with standard value. Based on this analysis, accurate the fluid flow characteristics can be predicted. It is, therefore, the design of the fluid flow characteristic contribute the reliability for the Quick Coupling which is required in industries on the basis of research results.

Keywords: CFD, FEM, quick coupling, turbulence

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Authors: Noureddine Litim

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This work is to theoretical and numerical studying the real analysis of the seismic response of the soil with an Elasto-plastic behavior. To perform this analysis, we used different core drilling performed at the tunnel T4 in El Horace section of the highway east-west. The two-dimensional model (2d) was established by the code of finite element plaxis to estimate the displacement amplification and accelerations caused by the seismic wave in the different core drilling and compared with the factor of acceleration given by the RPA (2003) in the area studying. Estimate the displacement amplification and accelerations caused by the seismic wave.

Keywords: seismic response, deposition of soil, plaxis, elasto-plastic

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Authors: Gürkan Şakar, Fevzi Çakmak Bolat

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In this study free vibration analysis of aluminum honeycomb sandwich structures were carried out experimentally and numerically. The natural frequencies and mode shapes of sandwich structures fabricated with different configurations for clamped-free boundary condition were determined. The effects of lower and upper face sheet thickness, the core material thickness, cell diameter, cell angle and foil thickness on the vibration characteristics were examined. The numerical studies were performed with ANSYS package. While the sandwich structures were modeled in ANSYS the continuum model was used. Later, the numerical results were compared with the experimental findings.

Keywords: sandwich structure, free vibration, numeric analysis, 3D model, continuum model

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Authors: Waheed Zahra, Mohamed El-Beltagy, Ashraf El Mhlawy, Reda Elkhadrawy

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In this paper, we consider singular perturbation reaction-diffusion boundary value problems, which contain a small uncertain perturbation parameter. To solve these problems, we propose a numerical method which is based on an exponential spline and Shishkin mesh discretization. While interval analysis principle is used to deal with the uncertain parameter, sensitivity analysis has been conducted using different methods. Numerical results are provided to show the applicability and efficiency of our method, which is ε-uniform convergence of almost second order.

Keywords: singular perturbation problem, shishkin mesh, two small parameters, exponential spline, interval analysis, sensitivity analysis

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Authors: Csaba Tóth, Éva Lakatos, László Pethő, Seoyoung Cho

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The temperature effect on asphalt pavement structure is a crucial factor at the design stage. In this paper, by applying the German guidelines for temperature along the asphalt depth is estimated. The aim is to consider temperature profiles in different seasons in numerical modelling. The model is built with an elastic and isotropic solid element with 19 subdivisions of asphalt layers to reflect the temperature variation. Comparison with the simple three-layer pavement system (asphalt layers, base, and subgrade layers) will be followed to see the difference in result without temperature variation along with the depth. Finally, the fatigue life calculation was checked to prove the validity of the methodology of considering the temperature in the numerical modelling.

Keywords: temperature profile, flexible pavement modeling, finite element method, temperature modeling

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Authors: Muhanad Al-Jubouri

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A local scour is the most important of the several scours impacting bridge performance and security. Even though scour is widespread in bridges, especially during flood seasons, the experimental tests could not be applied to many standard highway bridges. A computational fluid dynamics numerical model was used to solve the problem of calculating local scouring and deposition for non-cohesive silt and clear water conditions near single and double cylindrical piers with the effect of floating debris. When FLOW-3D software is employed with the Rang turbulence model, the Nilsson bed-load transfer equation and fine mesh size are considered. The numerical findings of single cylindrical piers correspond pretty well with the physical model's results. Furthermore, after parameter effectiveness investigates the range of outcomes based on predicted user inputs such as the bed-load equation, mesh cell size, and turbulence model, the final numerical predictions are compared to experimental data. When the findings are compared, the error rate for the deepest point of the scour is equivalent to 3.8% for the single pier example.

Keywords: local scouring, non-cohesive, clear water, computational fluid dynamics, turbulence model, bed-load equation, debris

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Authors: Hailu Kebede Bekele

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Construction delays are suitable where project events occur at a certain time expected due to causes related to the client, consultant, and contractor. Delay is the major cause of the cost overrun that leads to the poor efficiency of the project. The cost difference between completion and the originally estimated is known as cost overrun. The common ways of cost overruns are not simple issues that can be neglected, but more attention should be given to prevent the organization from being devastated to be failed, and financial expenses to be extended. The reasons that may raised in different studies show that the problem may arise in construction projects due to errors in budgeting, lack of favorable weather conditions, inefficient machinery, and the availability of extravagance. The study is focused on the pace of mega projects that can have a significant change in the cost overrun calculation.15 mega projects are identified to study the problem of the cost overrun in the site. The contractor, consultant, and client are the principal stakeholders in the mega projects. 20 people from each sector were selected to participate in the investigation of the current mega construction project. The main objective of the study on the construction cost overrun is to prioritize the major causes of the cost overrun problem. The methodology that was employed in the construction cost overrun is the qualitative methodology that mostly rates the causes of construction project cost overrun. Interviews, open-ended and closed-ended questions group discussions, and rating qualitative methods are the best methodologies to study construction projects overrun. The result shows that design mistakes, lack of labor, payment delay, old equipment and scheduling, weather conditions, lack of skilled labor, payment delays, transportation, inflation, and order variations, market price fluctuation, and people's thoughts and philosophies, the prior cause of the cost overrun that fail the project performance. The institute shall follow the scheduled activities to bring a positive forward in the project life.

Keywords: cost overrun, delay, mega projects, design

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Authors: M. S. Baazzim, M. S. Al-Saud, M. A. El-Kady

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In this paper, steady-state ampacity (current carrying capacity) evaluation of underground power cable system by using analytical and numerical methods for different conditions (depth of cable, spacing between phases, soil thermal resistivity, ambient temperature, wind speed), for two system voltage level were used 132 and 380 kV. The analytical method or traditional method that was used is based on the thermal analysis method developed by Neher-McGrath and further enhanced by International Electrotechnical Commission (IEC) and published in standard IEC 60287. The numerical method that was used is finite element method and it was recourse commercial software based on finite element method.

Keywords: cable ampacity, finite element method, underground cable, thermal rating

Procedia PDF Downloads 381

Authors: Amin Salighehdar, Ziwen Ye, Mingzhe Liu, Ionut Florescu, Alan F. Blumberg

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Storm surge is an abnormal water level caused by a storm. Accurate prediction of a storm surge is a challenging problem. Researchers developed various ensemble modeling techniques to combine several individual forecasts to produce an overall presumably better forecast. There exist some simple ensemble modeling techniques in literature. For instance, Model Output Statistics (MOS), and running mean-bias removal are widely used techniques in storm surge prediction domain. However, these methods have some drawbacks. For instance, MOS is based on multiple linear regression and it needs a long period of training data. To overcome the shortcomings of these simple methods, researchers propose some advanced methods. For instance, ENSURF (Ensemble SURge Forecast) is a multi-model application for sea level forecast. This application creates a better forecast of sea level using a combination of several instances of the Bayesian Model Averaging (BMA). An ensemble dressing method is based on identifying best member forecast and using it for prediction. Our contribution in this paper can be summarized as follows. First, we investigate whether the ensemble models perform better than any single forecast. Therefore, we need to identify the single best forecast. We present a methodology based on a simple Bayesian selection method to select the best single forecast. Second, we present several new and simple ways to construct ensemble models. We use correlation and standard deviation as weights in combining different forecast models. Third, we use these ensembles and compare with several existing models in literature to forecast storm surge level. We then investigate whether developing a complex ensemble model is indeed needed. To achieve this goal, we use a simple average (one of the simplest and widely used ensemble model) as benchmark. Predicting the peak level of Surge during a storm as well as the precise time at which this peak level takes place is crucial, thus we develop a statistical platform to compare the performance of various ensemble methods. This statistical analysis is based on root mean square error of the ensemble forecast during the testing period and on the magnitude and timing of the forecasted peak surge compared to the actual time and peak. In this work, we analyze four hurricanes: hurricanes Irene and Lee in 2011, hurricane Sandy in 2012, and hurricane Joaquin in 2015. Since hurricane Irene developed at the end of August 2011 and hurricane Lee started just after Irene at the beginning of September 2011, in this study we consider them as a single contiguous hurricane event. The data set used for this study is generated by the New York Harbor Observing and Prediction System (NYHOPS). We find that even the simplest possible way of creating an ensemble produces results superior to any single forecast. We also show that the ensemble models we propose generally have better performance compared to the simple average ensemble technique.

Keywords: Bayesian learning, ensemble model, statistical analysis, storm surge prediction

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Authors: Khaled Al-Badani, Andrew Norbury, Essam Elmshawet, Glynn Rotwell, Ian Jenkinson , James Ren

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Micro welding procedures are widely used for joining materials, developing duplex components or functional surfaces, through various methods such as Micro Discharge Welding or Spot Welding process, which can be found in the engineering, aerospace, automotive, biochemical, biomedical and numerous other industries. The relationship between the material properties, structure and processing is very important to improve the structural integrity and the final performance of the welded joints. This includes controlling the shape and the size of the welding nugget, state of the heat affected zone, residual stress, etc. Nowadays, modern high volume productions require the welding of much versatile shapes/sizes and material systems that are suitable for various applications. Hence, an improved understanding of the micro welding process and the digital tools, which are based on computational numerical modelling linking key welding parameters, dimensional attributes and functional performance of the weldment, would directly benefit the industry in developing products that meet current and future market demands. This paper will introduce recent work on developing an integrated experimental and numerical modelling code for micro welding techniques. This includes similar and dissimilar materials for both ferrous and non-ferrous metals, at different scales. The paper will also produce a comparative study, concerning the differences between the micro discharge welding process and the spot welding technique, in regards to the size effect of the welding zone and the changes in the material structure. Numerical modelling method for the micro welding processes and its effects on the material properties, during melting and cooling progression at different scales, will also be presented. Finally, the applications of the integrated numerical modelling and the material development for the digital manufacturing of welding, is discussed with references to typical application cases such as sensors (thermocouples), energy (heat exchanger) and automotive structures (duplex steel structures).

Keywords: computer modelling, droplet formation, material distortion, materials forming, welding

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Authors: Ali Safdari-Vaighani

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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

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Authors: H. Meddah, M. Berediaf-Bourahla, B. El-Djouzi, N. Bourahla

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Shear walls made of cold formed steel are used as lateral force resisting components in residential and low-rise commercial and industrial constructions. The seismic design analysis of such structures is often complex due to the slenderness of members and their instability prevalence. In this context, a simplified modeling technique across the panel is proposed by using the finite element method. The approach is based on idealizing the whole panel by a nonlinear shear link element which reflects its shear behavior connected to rigid body elements which transmit the forces to the end elements (studs) that resist the tension and the compression. The numerical model of the shear wall panel was subjected to cyclic loads in order to evaluate the seismic performance of the structure in terms of lateral displacement and energy dissipation capacity. In order to validate this model, the numerical results were compared with those from literature tests. This modeling technique is particularly useful for the design of cold formed steel structures where the shear forces in each panel and the axial forces in the studs can be obtained using spectrum analysis.

Keywords: cold-formed steel, cyclic loading, modeling technique, nonlinear analysis, shear wall panel

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Authors: M. Kessi

Abstract:

We investigated the effect of the magnetic field on carrier transport phenomena in the transistor channel region of Double-Gate Metal-Oxide-Semiconductor Field-Effect Transistor (MOSFET). This explores the Lorentz force and basic physical properties of solids exposed to a constant external magnetic field. The magnetic field modulates the electrons and potential distribution in the case of silicon Tunnel FETs. This modulation shows up in the device's external electrical characteristics such as ON current (ION), subthreshold leakage current (IOF), the threshold voltage (VTH), the magneto-transconductance (gm) and the output magneto-conductance (gDS) of Tunnel FET. Moreover, the channel doping concentration and potential distribution are obtained using the numerical method by solving Poisson’s transport equation in 3D modules semiconductor magnetic sensors available in Silvaco TCAD tools. The numerical simulations of the magnetic nano-sensors are relatively new. In this work, we present the results of numerical simulations based on 3D magnetic sensors. The results show excellent accuracy comportment and good agreement compared with that obtained in the experimental study of MOSFETs technology.

Keywords: single-gate MOSFET, magnetic field, hall field, Lorentz force

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Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

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This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: limit state, shakedown analysis, homogenization, heterogeneous structure

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Authors: M. Y. Malika, Farzana, Abdul Rehman

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The study deals with the steady, 3D MHD boundary layer flow of a non-Newtonian Maxwell fluid flow due to a horizontal surface stretched exponentially in two lateral directions. The temperature at the boundary is assumed to be distributed exponentially and possesses convective boundary conditions. The governing nonlinear system of partial differential equations along with associated boundary conditions is simplified using a suitable transformation and the obtained set of ordinary differential equations is solved through numerical techniques. The effects of important involved parameters associated with fluid flow and heat flux are shown through graphs.

Keywords: boundary layer flow, exponentially stretched surface, Maxwell fluid, numerical solution

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Authors: Mohammad Saber Rohi, Saghar Heidari

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In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector auto-regressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel Model, neural networks, Svensson Model, vector autoregressive model, yield curve

Procedia PDF Downloads 338

Authors: Prateeksha Mahamallik, Anjali Pal

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In the present study, Co(II)-adsolubilized surfactant modified alumina (SMA) was prepared, and methylene blue (MB) degradation was carried out on Co-SMA surface by visible light photo-Fenton process. The entire reaction proceeded on solid surface as MB was embedded on Co-SMA surface. The reaction followed zero order kinetics. Response surface methodology (RSM) and artificial neural network (ANN) were used for modeling the decolorization of MB by photo-Fenton process as a function of dose of Co-SMA (10, 20 and 30 g/L), initial concentration of MB (10, 20 and 30 mg/L), concentration of H2O2 (174.4, 348.8 and 523.2 mM) and reaction time (30, 45 and 60 min). The prediction capabilities of both the methodologies (RSM and ANN) were compared on the basis of correlation coefficient (R2), root mean square error (RMSE), standard error of prediction (SEP), relative percent deviation (RPD). Due to lower value of RMSE (1.27), SEP (2.06) and RPD (1.17) and higher value of R2 (0.9966), ANN was proved to be more accurate than RSM in order to predict decolorization efficiency.

Keywords: adsolubilization, artificial neural network, methylene blue, photo-fenton process, response surface methodology

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Authors: Rafal Sochaczewski, Ksenia Siadkowska, Tytus Tulwin

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The paper describes the modeling of a fuel injector for common rail systems. A one-dimensional model of a solenoid-valve-controlled injector with Valve Closes Orifice (VCO) spray was modelled in the AVL Hydsim. This model shows the dynamic phenomena that occur in the injector. The accuracy of the calibration, based on a regulation of the parameters of the control valve and the nozzle needle lift, was verified by comparing the numerical results of injector flow rate. Our model is capable of a precise simulation of injector operating parameters in relation to injection time and fuel pressure in a fuel rail. As a result, there were made characteristics of the injector flow rate and backflow.

Keywords: common rail, diesel engine, fuel injector, modeling

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Authors: V. Rangarajan, Priyanka Kaushal

Abstract:

This study investigates the effectiveness of a typical Earth Air Heat Exchanger (EATHE) for energy efficient space cooling in an urban environment typified by space and soil-related constraints that preclude an optimal design. It involves the development of a three-dimensional numerical transient model that is validated by measurements at a live site in India. It is found that the model accurately predicts the soil temperatures at various depths as well as the EATHE outlet air temperature. The study shows that such an EATHE, even when designed under constraints, does provide effective space cooling especially during the hot months of the year.

Keywords: earth air heat exchanger (EATHE), India, MATLAB, model, simulation

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