Search results for: transient simulation

Authors: Antoinette Maarawi, Zoe Anxionnaz-Minvielle, Pierre Coste, Nathalie Di Miceli Raimondi, Michel Cabassud

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Milli-structured heat exchanger/reactors have been recently widely used, especially in the chemical industry, due to their enhanced performances in heat and mass transfer compared to conventional apparatuses. In our work, the ‘DeanHex’ heat exchanger/reactor with a 2D-meandering channel is investigated both experimentally and numerically. The square cross-sectioned channel has a hydraulic diameter of 2mm. The aim of our study is to model local physico-chemical phenomena (heat and mass transfer, axial dispersion, etc.) for a liquid-liquid two-phase flow in our lab-scale meandering channel, which represents the central part of the heat exchanger/reactor design. The numerical approach of the reactor is based on a 1D model for the flow channel encapsulated in a 3D model for the surrounding solid, using COMSOL Multiphysics V5.5. The use of the 1D approach to model the milli-channel reduces significantly the calculation time compared to 3D approaches, which are generally focused on local effects. Our 1D/3D approach intends to bridge the gap between the simulation at a small scale and the simulation at the reactor scale at a reasonable CPU cost. The heat transfer process between the 1D milli-channel and its 3D surrounding is modeled. The feasibility of this 1D/3D coupling was verified by comparing simulation results to experimental ones originated from two previous works. Temperature profiles along the channel axis obtained by simulation fit the experimental profiles for both cases. The next step is to integrate the liquid-liquid mass transfer model and to validate it with our experimental results. The hydrodynamics of the liquid-liquid two-phase system is modeled using the ‘mixture model approach’. The mass transfer behavior is represented by an overall volumetric mass transfer coefficient ‘kLa’ correlation obtained from our experimental results in the millimetric size meandering channel. The present work is a first step towards the scale-up of our ‘DeanHex’ expecting future industrialization of such equipment. Therefore, a generalized scaled-up model of the reactor comprising all the transfer processes will be built in order to predict the performance of the reactor in terms of conversion rate and energy efficiency at an industrial scale.

Keywords: liquid-liquid mass transfer, milli-structured reactor, 1D/3D model, process intensification

Procedia PDF Downloads 126

Authors: Fitih Ademe, Kibebew Kibret, Sheleme Beyene, Mezgebu Getnet, Gashaw Meteke

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Soil moisture and nutrient availability are the two key edaphic factors that affect crop yields and are directly or indirectly affected by climate variability and change. The study examined climate-induced yield level, yield variability and gap of maize during 1981-2010 main growing season in the Central Rift Valley (CRV) of Ethiopia. Pearson correlation test was employed to see the relationship between climate variables and yield. The coefficient of variation (CV) was used to analyze annual yield variability. Decision Support System for Agro-technology Transfer cropping system model (DSSAT-CSM) was used to simulate the growth and yield of maize for the study period. The result indicated that maize grain yield was strongly (P<0.01) and positively correlated with seasonal rainfall (r=0.67 at Melkassa and r = 0.69 at Ziway) in the CRV while day temperature affected grain yield negatively (r= -0.44) at Ziway (P<0.05) during the simulation period. Variations in total seasonal rainfall at Melkassa and Ziway explained 44.9 and 48.5% of the variation in yield, respectively, under optimum nutrition. Following variation in rainfall, high yield variability (CV=23.5%, Melkassa and CV=25.3%, Ziway) was observed for optimum nutrient simulation than the corresponding nutrient limited simulation (CV=16%, Melkassa and 24.1%, Ziway) in the study period. The observed farmers’ yield was 72, 52 and 43% of the researcher-managed, water-limited and potential yield of the crop, respectively, indicating a wide maize yield gap in the region. The study revealed rainfed crop production in the CRV is prone to yield variabilities due to its high dependence on seasonal rainfall and nutrient level. Moreover, the high coefficient of variation in the yield gap for the 30-year period also foretells the need for dependable water supply at both locations. Given the wide yield gap especially during lower rainfall years across the simulation periods, it signifies the requirement for a more dependable application of irrigation water and a potential shift to irrigated agriculture; hence, adopting options that can improve water availability and nutrient use efficiency would be crucial for crop production in the area.

Keywords: climate variability, crop model, water availability, yield gap, yield variability

Procedia PDF Downloads 62

Authors: Andrew Freiburger, Sergi Molins

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Freshwater is a vital resource; yet, the supply of clean freshwater is diminishing as the consequence of melting snow and ice from global warming, pollution from industry, and an increasing demand from human population growth. The unsustainable trajectory of diminishing water resources is projected to jeopardize water security for billions of people in the 21st century. Membrane desalination technologies may resolve the growing discrepancy between supply and demand by filtering arbitrary feed water into a fraction of renewable, clean water and a fraction of highly concentrated brine. The leading hindrance of membrane desalination is fouling, whereby the highly concentrated brine solution encourages micro-organismal colonization and/or the precipitation of occlusive minerals (i.e. scale) upon the membrane surface. Thus, an understanding of brine formation is necessary to mitigate membrane fouling and to develop efficacious desalination technologies that can bolster the supply of available freshwater. This study presents a reactive transport simulation of brine formation and scale deposition during reverse osmosis (RO) desalination. The simulation conceptually represents the RO module as a one-dimensional domain, where feed water directionally enters the domain with a prescribed fluid velocity and is iteratively concentrated in the immobile layer of a dual porosity model. Geochemical PHREEQC code numerically evaluated the conceptual model with parameters for the BW30-400 RO module and for real water feed sources – e.g. the Red and Mediterranean seas, and produced waters from American oil-wells, based upon peer-review data. The presented simulation is computationally simpler, and hence less resource intensive, than the existent and more rigorous simulations of desalination phenomena, like TOUGHREACT. The end-user may readily prepare input files and execute simulations on a personal computer with open source software. The graphical results of fouling-potential and brine characteristics may therefore be particularly useful as the initial tool for screening candidate feed water sources and/or informing the selection of an RO module.

Keywords: desalination, PHREEQC, reactive transport, scaling

Procedia PDF Downloads 127

Authors: Kevin Giraldo, Juan A. Gallego, Uriel Zapata, Fanny L. Casado

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Compliant mechanisms are designed to deform in a controlled manner in response to external forces, utilizing the flexibility of their components to store potential elastic energy during deformation, gradually releasing it upon returning to its original form. This article explores the design of a knee orthosis intended to assist users during stand-up motion. The orthosis makes use of a compliant mechanism to balance the user’s weight, thereby minimizing the strain on leg muscles during standup motion. The primary function of the compliant mechanism is to store and exchange potential energy, so when coupled with the gravitational potential of the user, the total potential energy variation is minimized. The design process for the semi-rigid knee orthosis involved material selection and the development of a numerical model for the compliant mechanism seen as a spring. Geometric properties are obtained through the numerical modeling of the spring once the desired stiffness and safety factor values have been attained. Subsequently, a 3D finite element analysis was conducted. The study demonstrates a strong correlation between the maximum stress in the mathematical model (250.22 MPa) and the simulation (239.8 MPa), with a 4.16% error. Both analyses safety factors: 1.02 for the mathematical approach and 1.1 for the simulation, with a consistent 7.84% margin of error. The spring’s stiffness, calculated at 90.82 Nm/rad analytically and 85.71 Nm/rad in the simulation, exhibits a 5.62% difference. These results suggest significant potential for the proposed device in assisting patients with knee orthopedic restrictions, contributing to ongoing efforts in advancing the understanding and treatment of knee osteoarthritis.

Keywords: biomechanics, complaint mechanisms, gonarthrosis, orthoses

Procedia PDF Downloads 27

Authors: Lars Laußat, Manfred Helmus, Kamil Szczesny, Markus König

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As one result of the project “Reactive Construction Project Scheduling using Real Time Construction Logistic Data and Simulation”, a procedure for using data about uncertain resource availability assumptions in reactive scheduling processes has been developed. Prediction data about resource availability is generated in a formalized way using real-time monitoring data e.g. from auto-ID systems on the construction site and in the supply chains. The paper focuses on the formalization of the procedure for monitoring construction logistic processes, for the detection of disturbance and for generating of new and uncertain scheduling assumptions for the reactive resource constrained simulation procedure that is and will be further described in other papers.

Keywords: auto-ID, construction logistic, fuzzy, monitoring, RFID, scheduling

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Authors: Marco Avila Lopez, Hasnae Ait-Douchi, Silvia De Los Santos, Badr Eddine Lebrouhi, Pamela Ramírez Vidal

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In the context of the energy transition, fuel cell technology has emerged as a solution for harnessing hydrogen energy and mitigating greenhouse gas emissions. An in-depth study was conducted on a PEMFC-type fuel cell, with an initiation of an analysis of its operational principles and constituent components. Subsequently, the modelling of the fuel cell was undertaken using the Python programming language, encompassing both steady-state and transient regimes. In the case of the steady-state regime, the physical and electrochemical phenomena occurring within the fuel cell were modelled, with the assumption of uniform temperature throughout all cell compartments. Parametric identification was carried out, resulting in a remarkable mean error of only 1.62% when the model results were compared to experimental data documented in the literature. The dynamic model that was developed enabled the scrutiny of the fuel cell's response in terms of temperature and voltage under varying current conditions.

Keywords: fuel cell, modelling, dynamic, thermal model, PEMFC

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Authors: Sadegh Torfi

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Realization of anticipated energy efficiency from recuperative run-around energy recovery (RER) systems requires identification of the system components influential parameters. Because simulation modeling is considered as an integral part of the design and economic evaluation of RER systems, it is essential to calibrate the developed models and validate the performance predictions by means of comparison with data from experimental measurements. Several theoretical and numerical analyses on RER systems by researchers have been done, but generally the effect of distance between hot and cold flow is ignored. The objective of this study is to develop a thermohydroulic model for a typical RER system that accounts for energy loss from the interconnecting piping and effects of interconnecting pipes length performance of run-around energy recovery systems. Numerical simulation shows that energy loss from the interconnecting piping is change linear with pipes length and if pipes are properly isolated, maximum reduction of effectiveness of RER systems is 2% in typical piping systems.

Keywords: combined heat and power, heat recovery, effectiveness, CGS

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Authors: Smail Tigani, Mohamed Ouzzif

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This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: discrete state, Markov Chains, linear regression, auto-adaptive systems, decision making, Monte Carlo Simulation

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Authors: Kaddi Mohammed, A. Benatiallah, D. Benatiallah

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Data grid is a technology that has full emergence of new challenges, such as the heterogeneity and availability of various resources and geographically distributed, fast data access, minimizing latency and fault tolerance. Researchers interested in this technology address the problems of the various systems related to the industry such as task scheduling, load balancing and replication. The latter is an effective solution to achieve good performance in terms of data access and grid resources and better availability of data cost. In a system with duplication, a coherence protocol is used to impose some degree of synchronization between the various copies and impose some order on updates. In this project, we present an approach for placing replicas to minimize the cost of response of requests to read or write, and we implement our model in a simulation environment. The placement techniques are based on a cost model which depends on several factors, such as bandwidth, data size and storage nodes.

Keywords: response time, query, consistency, bandwidth, storage capacity, CERN

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Authors: J.Das, Gyan Wrat

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Leakage is the main gradual failure in the fluid power system, which is usually caused by the impurity in the oil and wear of matching surfaces between parts and lead to the change of the gap value. When leakage occurs in the system, the oil will flow from the high pressure chamber into the low pressure chamber through the gap, causing the reduction of system flow as well as the loss of system pressure, resulting in the decreasing of system efficiency. In the fluid power system, internal leakage may occur in various components such as gear pump, reversing valve and hydraulic cylinder, and affect the system work performance. Therefore, component leakage in the fluid power system is selected as the study to characterize the leakage and the effect of leakage on the system. Effect of leakage on system pressure and cylinder displacement can be obtained using pressure sensors and the displacement sensor. The leakage can be varied by changing the orifice using a flow control valve. Hydraulic circuit for leakage will be developed in Matlab/Simulink environment and simulations will be done by changing different parameters.

Keywords: leakage causes, effect, analysis, MATLAB simulation, hydraulic circuit

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Authors: Amara Rafik, Bougherara Maamar, Belhadj Aissa Mostefa

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Radar data is one of the many data sources used by ATM Air Traffic Management systems. These data come from air navigation radar antennas. These radars intercept signals emitted by the various aircraft crossing the controlled airspace and calculate the position of these aircraft and retransmit their positions to the Air Traffic Management System. For greater reliability, these radars are positioned in such a way as to allow their coverage areas to overlap. An aircraft will therefore be detected by at least one of these radars. However, the position coordinates of the same aircraft and sent by these different radars are not necessarily identical. Therefore, the ATM system must calculate a single position (radar track) which will ultimately be sent to the control position and displayed on the air traffic controller's monitor. There are several techniques for calculating the radar track. Furthermore, the geographical nature of the problem requires the use of a Geographic Information System (GIS), i.e. a geographical database on the one hand and geographical processing. The objective of this work is to propose a GIS for traffic simulation which reconstructs the evolution over time of aircraft positions from a multi-source radar data set and by applying these different techniques.

Keywords: ATM, GIS, radar data, air traffic simulation

Procedia PDF Downloads 75

Authors: Weiying Wang, Qi Li, Huiwen Deng, Weirong Chen

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The abrupt light change and uneven illumination will make the PV system get rid of constant output power, which will affect the efficiency of the grid connected inverter as well as the stability of the system. To solve this problem, this paper presents a strategy to control the stability of photovoltaic power system under the condition of partial shading of PV array, leading to constant power output, improving the capacity of resisting interferences. Firstly, a photovoltaic cell model considering the partial shading is established, and the backtracking search algorithm is used as the maximum power point to track algorithm under complex illumination. Then, the energy storage system based on the constant power control strategy is used to achieve constant power output. Finally, the effectiveness and correctness of the proposed control method are verified by the joint simulation of MATLAB/Simulink and RTLAB simulation platform.

Keywords: backtracking search algorithm, constant power control, hybrid system, partial shading, stability

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Authors: S. M. Javad Davoodi, Mojtaba Shourian

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Groundwater table close to the ground surface causes major problems in construction and mining operation. One of the methods to control groundwater in such cases is using pumping wells. These pumping wells remove excess water from the site project and lower the water table to a desirable value. Although the efficiency of this method is acceptable, it needs high expenses to apply. It means even small improvement in a design of pumping wells can lead to substantial cost savings. In order to minimize the total cost in the method of pumping wells, a simulation-optimization approach is applied. The proposed model integrates MODFLOW as the simulation model with Firefly as the optimization algorithm. In fact, MODFLOW computes the drawdown due to pumping in an aquifer and the Firefly algorithm defines the optimum value of design parameters which are numbers, pumping rates and layout of the designing wells. The developed Firefly-MODFLOW model is applied to minimize the cost of the dewatering project for the ancient mosque of Kerman city in Iran. Repetitive runs of the Firefly-MODFLOW model indicates that drilling two wells with the total rate of pumping 5503 m3/day is the result of the minimization problem. Results show that implementing the proposed solution leads to at least 1.5 m drawdown in the aquifer beneath mosque region. Also, the subsidence due to groundwater depletion is less than 80 mm. Sensitivity analyses indicate that desirable groundwater depletion has an enormous impact on total cost of the project. Besides, in a hypothetical aquifer decreasing the hydraulic conductivity contributes to decrease in total water extraction for dewatering.

Keywords: groundwater dewatering, pumping wells, simulation-optimization, MODFLOW, firefly algorithm

Procedia PDF Downloads 289

Authors: Regita P. Permata, Ulfa S. Nuraini

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Traveling Salesman Problem (TSP) is the most studied problem in combinatorial optimization. In simple language, TSP can be described as a problem of finding a minimum distance tour to a city, starting and ending in the same city, and exactly visiting another city. In product distribution, companies often get problems in determining the minimum distance that affects the time allocation. In this research, we aim to apply TSP heuristic methods to simulate nodes as city coordinates in product distribution. The heuristics used are sub tour reversal, nearest neighbor, farthest insertion, cheapest insertion, nearest insertion, and arbitrary insertion. We have done simulation nodes using Euclidean distances to compare the number of cities and processing time, thus we get optimum heuristic method. The results show that the optimum heuristic methods are farthest insertion and nearest insertion. These two methods can be recommended to solve product distribution problems in certain companies.

Keywords: Euclidean, heuristics, simulation, TSP

Procedia PDF Downloads 121

Authors: Diego F. Camacho, Cristian J. Mejia, Carlos Duque-Daza

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The recent widespread use of Unmanned Aerial Vehicles (UAVs) has fueled a renewed interest in efficiency and performance of airfoils, particularly for applications at low and moderate Reynolds numbers, typical of this kind of vehicles. Most of previous efforts in the aeronautical industry, regarding aerodynamic efficiency, had been focused on high Reynolds numbers applications, typical of commercial airliners and large size aircrafts. However, in order to increase the levels of efficiency and to boost the performance of these UAV, it is necessary to explore new alternatives in terms of airfoil design and application of drag reduction techniques. The objective of the present work is to carry out the analysis and comparison of performance levels between a standard NACA0012 profile against another one featuring a wall protuberance or surface perturbation. A computational model, based on the finite volume method, is employed to evaluate the effect of the presence of geometrical distortions on the wall. The performance evaluation is achieved in terms of variations of drag and lift coefficients for the given profile. In particular, the aerodynamic performance of the new design, i.e. the airfoil with a surface perturbation, is examined under conditions of incompressible and subsonic flow in transient state. The perturbation considered is a shaped protrusion prescribed as a small surface deformation on the top wall of the aerodynamic profile. The ultimate goal by including such a controlled smooth artificial roughness was to alter the turbulent boundary layer. It is shown in the present work that such a modification has a dramatic impact on the aerodynamic characteristics of the airfoil, and if properly adjusted, in a positive way. The computational model was implemented using the unstructured, FVM-based open source C++ platform OpenFOAM. A number of numerical experiments were carried out at Reynolds number 5x104, based on the length of the chord and the free-stream velocity, and angles of attack 6° and 12°. A Large Eddy Simulation (LES) approach was used, together with the dynamic Smagorinsky approach as subgrid scale (SGS) model, in order to account for the effect of the small turbulent scales. The impact of the surface perturbation on the performance of the airfoil is judged in terms of changes in the drag and lift coefficients, as well as in terms of alterations of the main characteristics of the turbulent boundary layer on the upper wall. A dramatic change in the whole performance can be appreciated, including an arguably large level of lift-to-drag coefficient ratio increase for all angles and a size reduction of laminar separation bubble (LSB) for a twelve-angle-of-attack.

Keywords: CFD, LES, Lift-to-drag ratio, LSB, NACA 0012 airfoil

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Authors: Hongyan Chen, Megan Jobson, Andrew J. Masters, Maria Gonzalez-Miquel, Simon Halstead, Mayri Diaz de Rienzo

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Ionic liquids offer excellent advantages over conventional solvents for industrial extraction of metals from aqueous solutions, where such extraction processes bring opportunities for recovery, reuse, and recycling of valuable resources and more sustainable production pathways. Recent research on the use of ionic liquids for extraction confirms their high selectivity and low volatility, but there is relatively little focus on how their properties can be best exploited in practice. This work addresses gaps in research on process modelling and simulation, to support development, design, and optimisation of these processes, focusing on the separation of the highly similar transition metals, cobalt, and nickel. The study exploits published experimental results, as well as new experimental results, relating to the separation of Co and Ni using trihexyl (tetradecyl) phosphonium chloride. This extraction agent is attractive because it is cheaper, more stable and less toxic than fluorinated hydrophobic ionic liquids. This process modelling work concerns selection and/or development of suitable models for the physical properties, distribution coefficients, for mass transfer phenomena, of the extractor unit and of the multi-stage extraction flowsheet. The distribution coefficient model for cobalt and HCl represents an anion exchange mechanism, supported by the literature and COSMO-RS calculations. Parameters of the distribution coefficient models are estimated by fitting the model to published experimental extraction equilibrium results. The mass transfer model applies Newman’s hard sphere model. Diffusion coefficients in the aqueous phase are obtained from the literature, while diffusion coefficients in the ionic liquid phase are fitted to dynamic experimental results. The mass transfer area is calculated from the surface to mean diameter of liquid droplets of the dispersed phase, estimated from the Weber number inside the extractor. New experiments measure the interfacial tension between the aqueous and ionic phases. The empirical models for predicting the density and viscosity of solutions under different metal loadings are also fitted to new experimental data. The extractor is modelled as a continuous stirred tank reactor with mass transfer between the two phases and perfect phase separation of the outlet flows. A multistage separation flowsheet simulation is set up to replicate a published experiment and compare model predictions with the experimental results. This simulation model is implemented in gPROMS software for dynamic process simulation. The results of single stage and multi-stage flowsheet simulations are shown to be in good agreement with the published experimental results. The estimated diffusion coefficient of cobalt in the ionic liquid phase is in reasonable agreement with published data for the diffusion coefficients of various metals in this ionic liquid. A sensitivity study with this simulation model demonstrates the usefulness of the models for process design. The simulation approach has potential to be extended to account for other metals, acids, and solvents for process development, design, and optimisation of extraction processes applying ionic liquids for metals separations, although a lack of experimental data is currently limiting the accuracy of models within the whole framework. Future work will focus on process development more generally and on extractive separation of rare earths using ionic liquids.

Keywords: distribution coefficient, mass transfer, COSMO-RS, flowsheet simulation, phosphonium

Procedia PDF Downloads 185

Authors: M. Ali Mandegari, S. Farzad, J. F. Görgens

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Sugar is one of the main agricultural industries in South Africa and approximately livelihoods of one million South Africans are indirectly dependent on sugar industry which is economically struggling with some problems and should re-invent in order to ensure a long-term sustainability. Second generation bio-refinery is defined as a process to use waste fibrous for the production of bio-fuel, chemicals animal food, and electricity. Bio-ethanol is by far the most widely used bio-fuel for transportation worldwide and many challenges in front of bio-ethanol production were solved. Bio-refinery annexed to the existing sugar mill for production of bio-ethanol and electricity is proposed to sugar industry and is addressed in this study. Since flow-sheet development is the key element of the bio-ethanol process, in this work, a bio-refinery (bio-ethanol and electricity production) annexed to a typical South African sugar mill considering 65ton/h dry sugarcane bagasse and tops/trash as feedstock was simulated. Aspen PlusTM V8.6 was applied as simulator and realistic simulation development approach was followed to reflect the practical behavior of the plant. Latest results of other researches considering pretreatment, hydrolysis, fermentation, enzyme production, bio-ethanol production and other supplementary units such as evaporation, water treatment, boiler, and steam/electricity generation units were adopted to establish a comprehensive bio-refinery simulation. Steam explosion with SO2 was selected for pretreatment due to minimum inhibitor production and simultaneous saccharification and fermentation (SSF) configuration was adopted for enzymatic hydrolysis and fermentation of cellulose and hydrolyze. Bio-ethanol purification was simulated by two distillation columns with side stream and fuel grade bio-ethanol (99.5%) was achieved using molecular sieve in order to minimize the capital and operating costs. Also boiler and steam/power generation were completed using industrial design data. Results indicates 256.6 kg bio ethanol per ton of feedstock and 31 MW surplus power were attained from bio-refinery while the process consumes 3.5, 3.38, and 0.164 (GJ/ton per ton of feedstock) hot utility, cold utility and electricity respectively. Developed simulation is a threshold of variety analyses and developments for further studies.

Keywords: bio-refinery, bagasse, tops, trash, bio-ethanol, electricity

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Authors: H. Falsafi Falsafizadeh, R. Zeinali Zeinali

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This paper focuses on determination of total Operating Reserve (OR) level, consisting of spinning and non-spinning reserves, in two small real power systems, in such a way that the system reliability indicator would comply with typical industry standards. For this purpose, the standard used by the North American Electric Reliability Corporation (NERC) – i.e., 1 day outage in 10 years or 0.1 days/year is relied. The simulation of system operation for these systems that was used for the determination of total operating reserve level was performed by industry standard production simulation software in this field, named PLEXOS. In this paper, the operating reserve which meets an annual Loss of Load Expectation (LOLE) of approximately 0.1 days per year is determined in the study year. This reserve is the minimum amount of reserve required in a power system and generally defined as a percentage of the annual peak.

Keywords: frequency control, LOLE, operating reserve, system reliability

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

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Authors: G. K. Guseynova, V. V. Krylov, L. T. Khamidova, N. A. Polunina, V. A. Lukyanchikov

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The report presents complex ultrasound diagnostics in patients with symptomatic steno-occlusive lesions of extra- and intracranial branches of brachiocephalic arteries (BCA). The tasks and possibilities of ultrasound diagnostics at different stages of treatment of patients with symptomatic occlusion of internal carotid artery (ICA) are covered in detail; qualitative and quantitative characteristics of blood flow; parameters of the wall and lumen of the main arteries of the head; methods of ultrasound examination of indirect assessment of the functional status are presented. Special attention is paid to the description of indicators that are predictors of the consistency of formed extra-intracranial low-flow shunts, examples of functioning and failed anastomoses are analyzed.

Keywords: CBF, cerebral blood flow; CTA, external carotid artery; ICA, internal carotid artery; MCA, middle cerebral artery; MRA, magnetic resonance angiography; OEF, oxygen extraction fraction; TIA, transient ischaemic attack, ultrasound, low-flow bypass, anastomoses

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Authors: Zdeněk Veselý, Milan Honner, Jiří Mach

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The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. The complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from the 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on the temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source

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Authors: Muluegziabher Semagne Mekonnen

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This study was intended to show the irrigation water requirements and evaluation of canal hydraulics steady state conditions to improve on scheme performance of the Meki-Ziway irrigation project. The methodology used was the CROPWAT 8.0 model to estimate the irrigation water requirements of five major crops irrigated in the study area. The results showed that for the whole existing and potential irrigation development area of 2000 ha and 2599 ha, crop water requirements were 3,339,200 and 4,339,090.4 m³, respectively. Hydraulic simulation models are fundamental tools for understanding the hydraulic flow characteristics of irrigation systems. Hydraulic simulation models are fundamental tools for understanding the hydraulic flow characteristics of irrigation systems. In this study Hydraulic Analysis of Irrigation Canals Using HEC-RAS Model was conducted in Meki-Ziway Irrigation Scheme. The HEC-RAS model was tested in terms of error estimation and used to determine canal capacity potential.

Keywords: HEC-RAS, irrigation, hydraulic. canal reach, capacity

Procedia PDF Downloads 53

Authors: Draou Azeddine, Mazin Alahmadi, Abdulrahmane Alkassem, Alamri Abdullah

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The demand for electric power in Saudi Arabia is steadily increasing with economic growth. More power plants should be installed to increase generation capacity and meet demand. Electricity in Saudi Arabia is mainly dependent on fossil fuels, which are a major problem as they deplete natural resources and increase CO₂ emissions. In this research work, performance and techno-economic analyzes are conducted to evaluate a microgrid system based on hybrid PV/wind diesel power sources as a stand-alone system for rural electrification in Saudi Arabia. The total power flow, maximum power point tracking (MPPT) efficiency, effectiveness of the proposed control strategy, and total harmonic distortion (THD) are analyzed in MATLAB/Simulink environment. Various simulation studies have been carried out under different irradiation conditions. The sizing, optimization, and economic feasibility analysis were performed using Homer energy software.

Keywords: WIND, solar, microgrid, energy

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Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

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Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 159

Authors: M. Zulfiker Mahmud, M. Naimur Rahman, Farhad Bin Ashraf, Norbahiah Misran, Mohammad Tariqul Islam

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This study proposes a diamond-shaped microstrip patch antenna for ultra-wideband applications. The antenna is made up of a diamond shape radiating patch, partial ground plane, and three asterisk-shaped parasitic elements. The parasitic elements are positioned above the ground plane to enhance the bandwidth and gain. The proposed antenna has a compact dimension of 30 x 25 x 1.6 mm3 and achieves an overall bandwidth (S11<-10dB) is 5.8 GHz from 2.7 GHz to 8.5 GHz. The antenna attains more than 4 dBi realized the gain and 80% efficiency over the bandwidth with omnidirectional radiation pattern. The design and simulation of the proposed antenna are performed in Computer Simulation Technology (CST) Microwave Studio. The observation during the analysis of the simulated data reveals that the proposed antenna is suitable for Ultra wide-band (UWB) applications where high gain is required.

Keywords: diamond-shaped antenna, microstrip antenna, parasitic resonator, UWB applications

Procedia PDF Downloads 215

Authors: Samira Alvandi

Abstract:

In the context of the circular economy, production planning aims to eliminate waste and emissions and maximize resource efficiency. Historically production planning is challenged through arrays of uncertainty and complexity arising from the interdependence and variability of products, processes, and systems. Manufacturers worldwide are facing new challenges in tackling various environmental issues such as climate change, resource depletion, and land degradation. In managing the inherited complexity and uncertainty and yet maintaining profitability, the manufacturing sector is in need of a holistic framework that supports energy efficiency and carbon emission reduction schemes. The proposed framework addresses the current challenges and integrates simulation modeling with optimization for finding optimal machine-job allocation to maximize throughput and total energy consumption while minimizing lead time. The aluminium refinery facility in western Sydney, Australia, is used as an exemplar to validate the proposed framework.

Keywords: smart production planning, simulation-optimisation, energy aware capacity planning, energy intensive industries

Procedia PDF Downloads 66

Authors: Z. Jamalzadeh, A. Niaei, H. Erfannia

Abstract:

Due to developing industries, the emission of pollutants such as NOx, SOx, and CO2 are rapidly increased. Generally, NOx is attributed to the mono nitrogen oxides of NO and NO2 that is one of the most important atmospheric contaminants. Hence, controlling the emission of nitrogen oxides is environmentally urgent. Selective catalytic reduction of NOx is one of the most common techniques for NOx removal in which zeolites have wide application due to their high performance. In zeolitic processes, the catalytic reaction occurs mostly in the pores. Therefore, investigation of the adsorption phenomena of the molecules in order to gain an insight and understand the catalytic cycle is of important. Hence, in current study, benefiting from molecular simulations, the adsorption phenomena in the nanocatalysts of SCR of NOx process was investigated in order to get a good insight of the catalysts’ behavior. The effect of cation addition to the support in the catalysts’ behavior through adsorption step was explored by Mont Carlo (MC) using Materials Studio Package. Simulation time of 1 Ns accompanying 1 fs time step, COMPASS27 Force Field and the cut off radios of 12.5 Ȧ was applied for performed runs. It was observed that the adsorption capacity increases in the presence of cations. The sorption isotherms demonstrated the behavior of type I isotherm categories and sorption capacity diminished with increase in temperature whereas an increase was observed at high pressures. Besides, NO sorption showed higher sorption capacity than NH3 in H–ZSM5. In this respect, the energy distributions signified that the molecules could adsorb in just one sorption site at the catalyst and the sorption energy of NO was stronger than the NH3 in H-ZSM5. Furthermore, the isosteric heat of sorption data showed nearly same values for the molecules; however, it indicated stronger interactions of NO molecules with H-ZSM5 zeolite compared to the isosteric heat of NH3 which was low in value.

Keywords: Monte Carlo simulation, adsorption, NOx, ZSM5

Procedia PDF Downloads 353

Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

Abstract:

New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations, convectional motion

Procedia PDF Downloads 386

Authors: Jae-Yeong Choi, Gyu-Mok Jeon, Jong-Chun Park, Yong-Jin Cho, Seok-Tae Yoon

Abstract:

When air flow is injected into water, bubbles are formed in various types inside the water pool along with the air flow rate. The bubbles are floated in equilibrium with forces such as buoyancy, surface tension and shear force. Single bubble generated at low flow rate maintains shape, but bubbles with high flow rate break up to make mixing and turbulence. In addition to this phenomenon, as the hot air bubbles are injected into the water, heat affects the interface of phases. Therefore, the main scope of the present work reveals how to proceed heat transfer between water and hot air bubbles injected into water. In the present study, a series of CFD simulation for the heat transfer of hot bubbles injected through a nozzle near the bottom in a cylindrical water column are performed using a commercial CFD software, STAR-CCM+. The governing equations for incompressible and viscous flow are the continuous and the RaNS (Reynolds- averaged Navier-Stokes) equations and discretized by the FVM (Finite Volume Method) manner. For solving multi-phase flow, the Eulerian multiphase model is employed and the interface is defined by VOF (Volume-of-Fluid) technique. As a turbulence model, the SST k-w model considering the buoyancy effects is introduced. For spatial differencing the 3th-order MUSCL scheme is adopted and the 2nd-order implicit scheme for time integration. As the results, the dynamic behavior of the rising hot bubbles with the flow rate injected and regarding heat transfer mechanism are discussed based on the simulation results.

Keywords: heat transfer, hot bubble injection, eulerian multiphase model, flow rate, CFD (Computational Fluid Dynamics)

Procedia PDF Downloads 144

Authors: Imene Skhakhfa, Lahbaci Ouerdachi

Abstract:

The design of sewerage systems is directly related to rainfall, which has a highly random character. Showers are usually described by three characteristics: intensity, volume and duration. Several studies considered only in two of the three models. The objective of our work is to perform an analysis of the impact of three variables on put in charge of sewerage system, responsible for misbehavior, origin of urban flooding. 30 events were considered events for the longest, most rushed and most intense period which runs from 1986 -2001. We built the IDF curves and heavy projects double symmetrical triangles associated with this selection. A simulation of the operation, with the model canoe, sewage from the city of Annaba (Algeria) in the three rain solicitation project, double triangles associated with events considered. It appears that the sewage of the city of Annaba, in terms of charging, is much more sensitive to rain most precipitous, and the more intense causing loadings and last the longest. Further analysis of all the rain and the field measurements are underway to confirm the test simulations.

Keywords: intensity, volume, duration, sewerage, design, simulation

Procedia PDF Downloads 441