Search results for: discrete element
2316 Guidelines for Sustainable Urban Mobility in Historic Districts from International Experiences
Authors: Tamer ElSerafi
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In recent approaches to heritage conservation, the whole context of historic areas becomes as important as the single historic building. This makes the provision of infrastructure and network of mobility an effective element in the urban conservation. Sustainable urban conservation projects consider the high density of activities, the need for a good quality access system to the transit system, and the importance of the configuration of the mobility network by identifying the best way to connect the different districts of the urban area through a complex unique system that helps the synergic development to achieve a sustainable mobility system. A sustainable urban mobility is a key factor in maintaining the integrity between socio-cultural aspects and functional aspects. This paper illustrates the mobility aspects, mobility problems in historic districts, and the needs of the mobility systems in the first part. The second part is a practical analysis for different mobility plans. It is challenging to find innovative and creative conservation solutions fitting modern uses and needs without risking the loss of inherited built resources. Urban mobility management is becoming an essential and challenging issue in the urban conservation projects. Depending on literature review and practical analysis, this paper tries to define and clarify the guidelines for mobility management in historic districts as a key element in sustainability of urban conservation and development projects. Such rules and principles could control the conflict between the socio–cultural and economic activities, and the different needs for mobility in these districts in a sustainable way. The practical analysis includes a comparison between mobility plans which have been implemented in four different cities; Freiburg in Germany, Zurich in Switzerland and Bray Town in Ireland. This paper concludes with a matrix of guidelines that considers both principles of sustainability and livability factors in urban historic districts.Keywords: sustainable mobility, urban mobility, mobility management, historic districts
Procedia PDF Downloads 1582315 Performance Complexity Measurement of Tightening Equipment Based on Kolmogorov Entropy
Authors: Guoliang Fan, Aiping Li, Xuemei Liu, Liyun Xu
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The performance of the tightening equipment will decline with the working process in manufacturing system. The main manifestations are the randomness and discretization degree increasing of the tightening performance. To evaluate the degradation tendency of the tightening performance accurately, a complexity measurement approach based on Kolmogorov entropy is presented. At first, the states of performance index are divided for calibrating the discrete degree. Then the complexity measurement model based on Kolmogorov entropy is built. The model describes the performance degradation tendency of tightening equipment quantitatively. At last, a study case is applied for verifying the efficiency and validity of the approach. The research achievement shows that the presented complexity measurement can effectively evaluate the degradation tendency of the tightening equipment. It can provide theoretical basis for preventive maintenance and life prediction of equipment.Keywords: complexity measurement, Kolmogorov entropy, manufacturing system, performance evaluation, tightening equipment
Procedia PDF Downloads 2592314 Solving Ill-Posed Initial Value Problems for Switched Differential Equations
Authors: Eugene Stepanov, Arcady Ponosov
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To model gene regulatory networks one uses ordinary differential equations with switching nonlinearities, where the initial value problem is known to be well-posed if the trajectories cross the discontinuities transversally. Otherwise, the initial value problem is usually ill-posed, which lead to theoretical and numerical complications. In the presentation, it is proposed to apply the theory of hybrid dynamical systems, rather than switched ones, to regularize the problem. 'Hybridization' of the switched system means that one attaches a dynamic discrete component ('automaton'), which follows the trajectories of the original system and governs its dynamics at the points of ill-posedness of the initial value problem making it well-posed. The construction of the automaton is based on the classification of the attractors of the specially designed adjoint dynamical system. Several examples are provided in the presentation, which support the suggested analysis. The method can also be of interest in other applied fields, where differential equations contain switchings, e.g. in neural field models.Keywords: hybrid dynamical systems, ill-posed problems, singular perturbation analysis, switching nonlinearities
Procedia PDF Downloads 1842313 Numerical Study of Nonlinear Guided Waves in Composite Laminates with Delaminations
Authors: Reza Soleimanpour, Ching Tai Ng
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Fibre-composites are widely used in various structures due to their attractive properties such as higher stiffness to mass ratio and better corrosion resistance compared to metallic materials. However, one serious weakness of this composite material is delamination, which is a subsurface separation of laminae. A low level of this barely visible damage can cause a significant reduction in residual compressive strength. In the last decade, the application of guided waves for damage detection has been a topic of significant interest for many researches. Among all guided wave techniques, nonlinear guided wave has shown outstanding sensitivity and capability for detecting different types of damages, e.g. cracks and delaminations. So far, most of researches on applications of nonlinear guided wave have been dedicated to isotropic material, such as aluminium and steel, while only a few works have been done on applications of nonlinear characteristics of guided waves in anisotropic materials. This study investigates the nonlinear interactions of the fundamental antisymmetric lamb wave (A0) with delamination in composite laminates using three-dimensional (3D) explicit finite element (FE) simulations. The nonlinearity considered in this study arises from interactions of two interfaces of sub-laminates at the delamination region, which generates contact acoustic nonlinearity (CAN). The aim of this research is to investigate the phenomena of CAN in composite laminated beams by a series of numerical case studies. In this study interaction of fundamental antisymmetric lamb wave with delamination of different sizes are studied in detail. The results show that the A0 lamb wave interacts with the delaminations generating CAN in the form of higher harmonics, which is a good indicator for determining the existence of delaminations in composite laminates.Keywords: contact acoustic nonlinearity, delamination, fibre reinforced composite beam, finite element, nonlinear guided waves
Procedia PDF Downloads 2042312 Fundamental Natural Frequency of Chromite Composite Floor System
Authors: Farhad Abbas Gandomkar, Mona Danesh
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This paper aims to determine Fundamental Natural Frequency (FNF) of a structural composite floor system known as Chromite. To achieve this purpose, FNFs of studied panels are determined by development of Finite Element Models (FEMs) in ABAQUS program. American Institute of Steel Construction (AISC) code in Steel Design Guide Series 11, presents a fundamental formula to calculate FNF of a steel framed floor system. This formula has been used to verify results of the FEMs. The variability in the FNF of the studied system under various parameters such as dimensions of floor, boundary conditions, rigidity of main and secondary beams around the floor, thickness of concrete slab, height of composite joists, distance between composite joists, thickness of top and bottom flanges of the open web steel joists, and adding tie beam perpendicular on the composite joists, is determined. The results show that changing in dimensions of the system, its boundary conditions, rigidity of main beam, and also adding tie beam, significant changes the FNF of the system up to 452.9%, 50.8%, -52.2%, %52.6%, respectively. In addition, increasing thickness of concrete slab increases the FNF of the system up to 10.8%. Furthermore, the results demonstrate that variation in rigidity of secondary beam, height of composite joist, and distance between composite joists, and thickness of top and bottom flanges of open web steel joists insignificant changes the FNF of the studied system up to -0.02%, -3%, -6.1%, and 0.96%, respectively. Finally, the results of this study help designer predict occurrence of resonance, comfortableness, and design criteria of the studied system.Keywords: Fundamental Natural Frequency, Chromite Composite Floor System, Finite Element Method, low and high frequency floors, Comfortableness, resonance.
Procedia PDF Downloads 4572311 Influence of Reinforcement Stiffness on the Performance of Back-to-Back Reinforced Earth Wall upon Rainwater Infiltration
Authors: Gopika Rajagopal, Sudheesh Thiyyakkandi
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Back-to-back reinforced earth (RE) walls are extensively used in these days as bridge abutments and highway ramps, owing to their cost efficiency and ease of construction. High quality select fill is the most suitable backfill material due to its excellent engineering properties and constructability. However, industries are compelled to use low quality, locally available soil because of its ample availability on site. However, several failure cases of such walls are reported, especially subsequent to rainfall events. The stiffness of reinforcement is one of the major factors affecting the performance of RE walls. The present study focused on analyzing the effect of reinforcement stiffness on the performance of complete select fill, complete marginal fill, and hybrid-fill (i.e., combination of select and marginal fills) back-to-back RE walls, immediately after construction and upon rainwater infiltration through finite element modelling. A constant width to height (W/H) ratio of 3 and height (H) of 6 m was considered for the numerical analysis and the stiffness of reinforcement layers was varied from 500 kN/m to 10000 kN/m. Results showed that reinforcement stiffness had a noticeable influence on the response of RE wall, subsequent to construction as well as rainwater infiltration. Facing displacement was found to decrease and maximum reinforcement tension and factor of safety were observed to increase with increasing the stiffness of reinforcement. However, beyond a stiffness of 5000 kN/m, no significant reduction in facing displacement was observed. The behavior of fully marginal fill wall considered in this study was found to be reasonable even after rainwater infiltration when the high stiffness reinforcement layers are used.Keywords: back-to-back reinforced earth wall, finite element modelling, rainwater infiltration, reinforcement stiffness
Procedia PDF Downloads 1552310 Accessibility Analysis of Urban Green Space in Zadar Settlement, Croatia
Authors: Silvija Šiljeg, Ivan Marić, Ante Šiljeg
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The accessibility of urban green spaces (UGS) is an integral element in the quality of life. Due to rapid urbanization, UGS studies have become a key element in urban planning. The potential benefits of space for its inhabitants are frequently analysed. A functional transport network system and the optimal spatial distribution of urban green surfaces are the prerequisites for maintaining the environmental equilibrium of the urban landscape. An accessibility analysis was conducted as part of the Urban Green Belts Project (UGB). The development of a GIS database for Zadar was the first step in generating the UGS accessibility indicator. Data were collected using the supervised classification method of multispectral LANDSAT images and manual vectorization of digital orthophoto images (DOF). An analysis of UGS accessibility according to the ANGst standard was conducted in the first phase of research. The accessibility indicator was generated on the basis of seven objective measurements, which included average UGS surface per capita and accessibility according to six functional levels of green surfaces. The generated indicator was compared with subjective measurements obtained by conducting a survey (718 respondents) within statistical units. The collected data reflected individual assessments and subjective evaluations of UGS accessibility. This study highlighted the importance of using objective and subjective measures in the process of understanding the accessibility of urban green surfaces. It may be concluded that when evaluating UGS accessibility, residents emphasize the immediate residential environment, ignoring higher UGS functional levels. It was also concluded that large areas of UGS within a city do not necessarily generate similar satisfaction with accessibility. The heterogeneity of output results may serve as guidelines for the further development of a functional UGS city network.Keywords: urban green spaces (UGS), accessibility indicator, subjective and objective measurements, Zadar
Procedia PDF Downloads 2592309 Convergence of Sinc Methods Applied to Kuramoto-Sivashinsky Equation
Authors: Kamel Al-Khaled
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A comparative study of the Sinc-Galerkin and Sinc-Collocation methods for solving the Kuramoto-Sivashinsky equation is given. Both approaches depend on using Sinc basis functions. Firstly, a numerical scheme using Sinc-Galerkin method is developed to approximate the solution of Kuramoto-Sivashinsky equation. Sinc approximations to both derivatives and indefinite integrals reduces the solution to an explicit system of algebraic equations. The error in the solution is shown to converge to the exact solution at an exponential. The convergence proof of the solution for the discrete system is given using fixed-point iteration. Secondly, a combination of a Crank-Nicolson formula in the time direction, with the Sinc-collocation in the space direction is presented, where the derivatives in the space variable are replaced by the necessary matrices to produce a system of algebraic equations. The methods are tested on two examples. The demonstrated results show that both of the presented methods more or less have the same accuracy.Keywords: Sinc-Collocation, nonlinear PDEs, numerical methods, fixed-point
Procedia PDF Downloads 4712308 H-Infinity and RST Position Controllers of Rotary Traveling Wave Ultrasonic Motor
Authors: M. Brahim, I. Bahri, Y. Bernard
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Traveling Wave Ultrasonic Motor (TWUM) is a compact, precise, and silent actuator generating high torque at low speed without gears. Moreover, the TWUM has a high holding torque without supply, which makes this motor as an attractive solution for holding position of robotic arms. However, their nonlinear dynamics, and the presence of load-dependent dead zones often limit their use. Those issues can be overcome in closed loop with effective and precise controllers. In this paper, robust H-infinity (H∞) and discrete time RST position controllers are presented. The H∞ controller is designed in continuous time with additional weighting filters to ensure the robustness in the case of uncertain motor model and external disturbances. Robust RST controller based on the pole placement method is also designed and compared to the H∞. Simulink model of TWUM is used to validate the stability and the robustness of the two proposed controllers.Keywords: piezoelectric motors, position control, H∞, RST, stability criteria, robustness
Procedia PDF Downloads 2442307 Unsteady 3D Post-Stall Aerodynamics Accounting for Effective Loss in Camber Due to Flow Separation
Authors: Aritras Roy, Rinku Mukherjee
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The current study couples a quasi-steady Vortex Lattice Method and a camber correcting technique, ‘Decambering’ for unsteady post-stall flow prediction. The wake is force-free and discrete such that the wake lattices move with the free-stream once shed from the wing. It is observed that the time-averaged unsteady coefficient of lift sees a relative drop at post-stall angles of attack in comparison to its steady counterpart for some angles of attack. Multiple solutions occur at post-stall and three different algorithms to choose solutions in these regimes show both unsteadiness and non-convergence of the iterations. The distribution of coefficient of lift on the wing span also shows sawtooth. Distribution of vorticity changes both along span and in the direction of the free-stream as the wake develops over time with distinct roll-up, which increases with time.Keywords: post-stall, unsteady, wing, aerodynamics
Procedia PDF Downloads 3702306 A Passive Digital Video Authentication Technique Using Wavelet Based Optical Flow Variation Thresholding
Authors: R. S. Remya, U. S. Sethulekshmi
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Detecting the authenticity of a video is an important issue in digital forensics as Video is used as a silent evidence in court such as in child pornography, movie piracy cases, insurance claims, cases involving scientific fraud, traffic monitoring etc. The biggest threat to video data is the availability of modern open video editing tools which enable easy editing of videos without leaving any trace of tampering. In this paper, we propose an efficient passive method for inter-frame video tampering detection, its type and location by estimating the optical flow of wavelet features of adjacent frames and thresholding the variation in the estimated feature. The performance of the algorithm is compared with the z-score thresholding and achieved an efficiency above 95% on all the tested databases. The proposed method works well for videos with dynamic (forensics) as well as static (surveillance) background.Keywords: discrete wavelet transform, optical flow, optical flow variation, video tampering
Procedia PDF Downloads 3592305 Computation of Residual Stresses in Human Face Due to Growth
Authors: M. A. Askari, M. A. Nazari, P. Perrier, Y. Payan
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Growth and remodeling of biological structures have gained lots of attention over the past decades. Determining the response of the living tissues to the mechanical loads is necessary for a wide range of developing fields such as, designing of prosthetics and optimized surgery operations. It is a well-known fact that biological structures are never stress-free, even when externally unloaded. The exact origin of these residual stresses is not clear, but theoretically growth and remodeling is one of the main sources. Extracting body organs from medical imaging, does not produce any information regarding the existing residual stresses in that organ. The simplest cause of such stresses is the gravity since an organ grows under its influence from its birth. Ignoring such residual stresses might cause erroneous results in numerical simulations. Accounting for residual stresses due to tissue growth can improve the accuracy of mechanical analysis results. In this paper, we have implemented a computational framework based on fixed-point iteration to determine the residual stresses due to growth. Using nonlinear continuum mechanics and the concept of fictitious configuration we find the unknown stress-free reference configuration which is necessary for mechanical analysis. To illustrate the method, we apply it to a finite element model of healthy human face whose geometry has been extracted from medical images. We have computed the distribution of residual stress in facial tissues, which can overcome the effect of gravity and cause that tissues remain firm. Tissue wrinkles caused by aging could be a consequence of decreasing residual stress and not counteracting the gravity. Considering these stresses has important application in maxillofacial surgery. It helps the surgeons to predict the changes after surgical operations and their consequences.Keywords: growth, soft tissue, residual stress, finite element method
Procedia PDF Downloads 3542304 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing
Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan
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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium
Procedia PDF Downloads 2972303 A Robust Digital Image Watermarking Against Geometrical Attack Based on Hybrid Scheme
Authors: M. Samadzadeh Mahabadi, J. Shanbehzadeh
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This paper presents a hybrid digital image-watermarking scheme, which is robust against varieties of attacks and geometric distortions. The image content is represented by important feature points obtained by an image-texture-based adaptive Harris corner detector. These feature points are extracted from LL2 of 2-D discrete wavelet transform which are obtained by using the Harris-Laplacian detector. We calculate the Fourier transform of circular regions around these points. The amplitude of this transform is rotation invariant. The experimental results demonstrate the robustness of the proposed method against the geometric distortions and various common image processing operations such as JPEG compression, colour reduction, Gaussian filtering, median filtering, and rotation.Keywords: digital watermarking, geometric distortions, geometrical attack, Harris Laplace, important feature points, rotation, scale invariant feature
Procedia PDF Downloads 5012302 Numerical Study of Fluid Flow and Heat Transfer in Microchannel with Thin Obstacles
Authors: Malorzata Kmiotek, Anna Kucaba-Pietal, Robert Smusz
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Due to the miniaturisation process, in many technical devices, microchannels are used in cooling systems. Because of the small size of microchannels, the flow inside is laminar, which caused a slow heat exchange. In order to intensify the heat exchange, the flow must be disturbed, for example, by introducing obstacles. We present results on the influence of a thin obstacle, placed on microchannel wall, on the fluid and heat flow in the aspect of their use by constructors of heat exchangers. The obstacle is called 'thin' when its geometrical parameter (o=w/h, w- width, h - height of the obstacle) satisfies inequality: o < 0.5. In this work, we report numerical results on heat and mass transfer in the microchannels of 400 micrometer height (H - height of the microchannel), where thin obstacles are immersed on the walls, to disturb the flow. The Reynolds number of the flow in microchannel varies between 20 and 200 and is typical for the flow in micro heat exchangers. The equations describing the fluid and heat flows in microchannels were solved numerically by using the finite element method with an application of CFD&FSI package of ADINA R&D, Inc. 9.4 solver. In the case of flows in the microchannels with sequences of thin rectangular obstacles placed on the bottom and the top wall of a microchannel, the influence of distances s (s is the distance between two thin obstacles) and heights of obstacles on the fluid and heat transfer was investigated. Thermal and flow conditions of the application area of microchannels in electronic cooling systems, i.e., wall temperature of 60 °C, the fluid temperature of 20°C were used to solve equations. Additionally, the distance s between the thin obstacles in microchannels as a multiple of the amount of the channel height was determined. Results show that placing thin obstacles on microchannel walls increase the length of recirculation zones of the flow and improves the heat transfer.Keywords: Finite Element Method, heat transfer, mechanical engineering, microchannel
Procedia PDF Downloads 1342301 Investigation of the Stability and Spintronic Properties of NbrhgeX (X= Cr, Co, Mn, Fe, Ni) Using Density Functional Theory
Authors: Shittu Akinpelu, Issac Popoola
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The compound NbRhGe has been predicted to be a semiconductor with excellent mechanical properties. It is an indirect band gap material. The potential of NbRhGe for non-volatile data storage via element addition is being studied using the Density Functional Theory (DFT). Preliminary results on the electronic and magnetic properties are suggestive for their application in spintronic.Keywords: half-metals, Heusler compound, semiconductor, spintronic
Procedia PDF Downloads 1702300 Parametric Analysis of Lumped Devices Modeling Using Finite-Difference Time-Domain
Authors: Felipe M. de Freitas, Icaro V. Soares, Lucas L. L. Fortes, Sandro T. M. Gonçalves, Úrsula D. C. Resende
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The SPICE-based simulators are quite robust and widely used for simulation of electronic circuits, their algorithms support linear and non-linear lumped components and they can manipulate an expressive amount of encapsulated elements. Despite the great potential of these simulators based on SPICE in the analysis of quasi-static electromagnetic field interaction, that is, at low frequency, these simulators are limited when applied to microwave hybrid circuits in which there are both lumped and distributed elements. Usually the spatial discretization of the FDTD (Finite-Difference Time-Domain) method is done according to the actual size of the element under analysis. After spatial discretization, the Courant Stability Criterion calculates the maximum temporal discretization accepted for such spatial discretization and for the propagation velocity of the wave. This criterion guarantees the stability conditions for the leapfrogging of the Yee algorithm; however, it is known that for the field update, the stability of the complete FDTD procedure depends on factors other than just the stability of the Yee algorithm, because the FDTD program needs other algorithms in order to be useful in engineering problems. Examples of these algorithms are Absorbent Boundary Conditions (ABCs), excitation sources, subcellular techniques, grouped elements, and non-uniform or non-orthogonal meshes. In this work, the influence of the stability of the FDTD method in the modeling of concentrated elements such as resistive sources, resistors, capacitors, inductors and diode will be evaluated. In this paper is proposed, therefore, the electromagnetic modeling of electronic components in order to create models that satisfy the needs for simulations of circuits in ultra-wide frequencies. The models of the resistive source, the resistor, the capacitor, the inductor, and the diode will be evaluated, among the mathematical models for lumped components in the LE-FDTD method (Lumped-Element Finite-Difference Time-Domain), through the parametric analysis of Yee cells size which discretizes the lumped components. In this way, it is sought to find an ideal cell size so that the analysis in FDTD environment is in greater agreement with the expected circuit behavior, maintaining the stability conditions of this method. Based on the mathematical models and the theoretical basis of the required extensions of the FDTD method, the computational implementation of the models in Matlab® environment is carried out. The boundary condition Mur is used as the absorbing boundary of the FDTD method. The validation of the model is done through the comparison between the obtained results by the FDTD method through the electric field values and the currents in the components, and the analytical results using circuit parameters.Keywords: hybrid circuits, LE-FDTD, lumped element, parametric analysis
Procedia PDF Downloads 1532299 Foggy Image Restoration Using Neural Network
Authors: Khader S. Al-Aidmat, Venus W. Samawi
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Blurred vision in the misty atmosphere is essential problem which needs to be resolved. To solve this problem, we developed a technique to restore foggy degraded image from its original version using Back-propagation neural network (BP-NN). The suggested technique is based on mapping between foggy scene and its corresponding original scene. Seven different approaches are suggested based on type of features used in image restoration. Features are extracted from spatial and spatial-frequency domain (using DCT). Each of these approaches comes with its own BP-NN architecture depending on type and number of used features. The weight matrix resulted from training each BP-NN represents a fog filter. The performance of these filters are evaluated empirically (using PSNR), and perceptually. By comparing the performance of these filters, the effective features that suits BP-NN technique for restoring foggy images is recognized. This system proved its effectiveness and success in restoring moderate foggy images.Keywords: artificial neural network, discrete cosine transform, feed forward neural network, foggy image restoration
Procedia PDF Downloads 3822298 Optimal Hedging of a Portfolio of European Options in an Extended Binomial Model under Proportional Transaction Costs
Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya
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Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs
Procedia PDF Downloads 2522297 Study the Effect of Liquefaction on Buried Pipelines during Earthquakes
Authors: Mohsen Hababalahi, Morteza Bastami
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Buried pipeline damage correlations are critical part of loss estimation procedures applied to lifelines for future earthquakes. The vulnerability of buried pipelines against earthquake and liquefaction has been observed during some of previous earthquakes and there are a lot of comprehensive reports about this event. One of the main reasons for impairment of buried pipelines during earthquake is liquefaction. Necessary conditions for this phenomenon are loose sandy soil, saturation of soil layer and earthquake intensity. Because of this fact that pipelines structure are very different from other structures (being long and having light mass) by paying attention to the results of previous earthquakes and compare them with other structures, it is obvious that the danger of liquefaction for buried pipelines is not high risked, unless effective parameters like earthquake intensity and non-dense soil and other factors be high. Recent liquefaction researches for buried pipeline include experimental and theoretical ones as well as damage investigations during actual earthquakes. The damage investigations have revealed that a damage ratio of pipelines (Number/km ) has much larger values in liquefied grounds compared with one in shaking grounds without liquefaction according to damage statistics during past severe earthquakes, and that damages of joints and pipelines connected with manholes were remarkable. The purpose of this research is numerical study of buried pipelines under the effect of liquefaction by case study of the 2013 Dashti (Iran) earthquake. Water supply and electrical distribution systems of this township interrupted during earthquake and water transmission pipelines were damaged severely due to occurrence of liquefaction. The model consists of a polyethylene pipeline with 100 meters length and 0.8 meter diameter which is covered by light sandy soil and the depth of burial is 2.5 meters from surface. Since finite element method is used relatively successfully in order to solve geotechnical problems, we used this method for numerical analysis. For evaluating this case, some information like geotechnical information, classification of earthquakes levels, determining the effective parameters in probability of liquefaction, three dimensional numerical finite element modeling of interaction between soil and pipelines are necessary. The results of this study on buried pipelines indicate that the effect of liquefaction is function of pipe diameter, type of soil, and peak ground acceleration. There is a clear increase in percentage of damage with increasing the liquefaction severity. The results indicate that although in this form of the analysis, the damage is always associated to a certain pipe material, but the nominally defined “failures” include by failures of particular components (joints, connections, fire hydrant details, crossovers, laterals) rather than material failures. At the end, there are some retrofit suggestions in order to decrease the risk of liquefaction on buried pipelines.Keywords: liquefaction, buried pipelines, lifelines, earthquake, finite element method
Procedia PDF Downloads 5132296 Study the Effect of Roughness on the Higher Order Moment to Extract Information about the Turbulent Flow Structure in an Open Channel Flow
Authors: Md Abdullah Al Faruque, Ram Balachandar
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The present study was carried out to understand the extent of effect of roughness and Reynolds number in open channel flow (OCF). To this extent, four different types of bed surface conditions consisting smooth, distributed roughness, continuous roughness, natural sand bed and two different Reynolds number for each bed surfaces were adopted in this study. Particular attention was given on mean velocity, turbulence intensity, Reynolds shear stress, correlation, higher order moments and quadrant analysis. Further, the extent of influence of roughness and Reynolds number in the depth-wise direction also studied. Increasing Reynolds shear stress near rough beds are noticed due to arrays of discrete roughness elements and flow over these elements generating a series of wakes which contributes to the generation of significantly higher Reynolds shear stress.Keywords: bed roughness, ejection and sweep, open channel flow, Reynolds shear stress, turbulent boundary layer, velocity triple product
Procedia PDF Downloads 2582295 Numerical Analysis of the Flexural Behaviour of Concrete-Filled Rectangular Flange Girders
Authors: R. Al-Dujele, K. A. Cashell
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A tubular flange girder is an I-shaped steel girder with either one of both of the usual flat flange plates replaced with a hollow section. Typically, these hollow sections are either rectangular or circular in shape. Concrete filled tubular flange girders (CFTFGs) are unconventional I-shaped beams that use a hollow structural section as the top flange which is filled with concrete. The resulting section offers very high lateral torsional buckling strength and stiffness compared with conventional steel I-beams of similar depth, width and weight, typically leading to a reduction in lateral bracing requirements. This paper is focussed on investigating the ultimate capacity of concrete filled rectangular tubular flange girders (CFRTFGs). These are complex members and their behaviour is governed by a number of inter-related parameters. The FE model is developed using ABAQUS software, 3-D finite element (FE) model for simply supported CFRTFGs subjected to two point loads applied at the third-span points is built. An initial geometrical imperfection of (L/1000), as well as geometrical and material nonlinearities, are introduced into the model, where L denotes the span of the girder. In this numerical model, the concrete and steel materials are modelled using eight-node solid and four-node shell elements, respectively. In addition to the FE model, simplified analytical expressions for the flexural capacity are also proposed, and the results are compared to those from the FE analyses. The analytical expressions, which are suitable for design, are also shown to be capable of providing an accurate depiction of the bending moment capacity.Keywords: concrete-filled rectangular tubular flange girders, ultimate capacity, confining effect, finite element analysis
Procedia PDF Downloads 1442294 Writing a Parametric Design Algorithm Based on Recreation and Structural Analysis of Patkane Model: The Case Study of Oshtorjan Mosque
Authors: Behnoush Moghiminia, Jesus Anaya Diaz
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The current study attempts to present the relationship between the structure development and Patkaneh as one of the Iranian geometric patterns and parametric algorithms by introducing two practical methods. While having a structural function, Patkaneh is also used as an ornamental element. It can be helpful in the scientific and practical review of Patkaneh. The current study aims to use Patkaneh as a parametric form generator based on the algorithm. The current paper attempts to express how can a more complete algorithm of this covering be obtained based on the parametric study and analysis of a sample of a Patkaneh and also investigate the relationship between the development of the geometrical pattern of Patkaneh as a structural-decorative element of Iranian architecture and digital design. In this regard, to achieve the research purposes, researchers investigated the oldest type of Patkaneh in the architecture history of Iran, such as the Northern Entrance Patkaneh of Oshtorjan Jame’ Mosque. An accurate investigation was done on the history of the background to answer the questions. Then, by investigating the structural behavior of Patkaneh, the decorative or structural-decorative role of Patkaneh was investigated to eliminate the ambiguity. Then, the geometrical structure of Patkaneh was analyzed by introducing two practical methods. The first method is based on the constituent units of Patkaneh (Square and diamond) and investigating the interactive relationships between them in 2D and 3D. This method is appropriate for cases where there are rational and regular geometrical relationships. The second method is based on the separation of the floors and the investigation of their interrelation. It is practical when the constituent units are not geometrically regular and have numerous diversity. Finally, the parametric form algorithm of these methods was codified.Keywords: geometric properties, parametric design, Patkaneh, structural analysis
Procedia PDF Downloads 1512293 Production Optimization through Ejector Installation at ESA Platform Offshore North West Java Field
Authors: Arii Bowo Yudhaprasetya, Ario Guritno, Agus Setiawan, Recky Tehupuring, Cosmas Supriatna
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The offshore facilities condition of Pertamina Hulu Energi Offshore North West Java (PHE ONWJ) varies greatly from place to place, depending on the characteristics of the presently installed facilities. In some locations, such as ESA platform, gas trap is mainly caused by the occurrence of flash gas phenomenon which is known as mechanical-physical separation process of multiphase flow. Consequently, the presence of gas trap at main oil line would accumulate on certain areas result in a reduced oil stream throughout the pipeline. Any presence of discrete gaseous along continuous oil flow represents a unique flow condition under certain specific volume fraction and velocity field. From gas lift source, a benefit line is used as a motive flow for ejector which is designed to generate a syphon effect to minimize the gas trap phenomenon. Therefore, the ejector’s exhaust stream will flow to the designated point without interfering other systems.Keywords: diffuser, ejector, flow, fluent
Procedia PDF Downloads 4352292 An Assessment of Finite Element Computations in the Structural Analysis of Diverse Coronary Stent Types: Identifying Prerequisites for Advancement
Authors: Amir Reza Heydari, Yaser Jenab
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Coronary artery disease, a common cardiovascular disease, is attributed to the accumulation of cholesterol-based plaques in the coronary arteries, leading to atherosclerosis. This disease is associated with risk factors such as smoking, hypertension, diabetes, and elevated cholesterol levels, contributing to severe clinical consequences, including acute coronary syndromes and myocardial infarction. Treatment approaches such as from lifestyle interventions to surgical procedures like percutaneous coronary intervention and coronary artery bypass surgery. These interventions often employ stents, including bare-metal stents (BMS), drug-eluting stents (DES), and bioresorbable vascular scaffolds (BVS), each with its advantages and limitations. Computational tools have emerged as critical in optimizing stent designs and assessing their performance. The aim of this study is to provide an overview of the computational methods of studies based on the finite element (FE) method in the field of coronary stenting and discuss the potential for development and clinical application of stent devices. Additionally, the importance of assessing the ability of computational models is emphasized to represent real-world phenomena, supported by recent guidelines from the American Society of Mechanical Engineers (ASME). Validation processes proposed include comparing model performance with in vivo, ex-vivo, or in vitro data, alongside uncertainty quantification and sensitivity analysis. These methods can enhance the credibility and reliability of in silico simulations, ultimately aiding in the assessment of coronary stent designs in various clinical contexts.Keywords: atherosclerosis, materials, restenosis, review, validation
Procedia PDF Downloads 912291 Multi-Particle Finite Element Modelling Simulation Based on Cohesive Zone Method of Cold Compaction Behavior of Laminar Al and NaCl Composite Powders
Authors: Yanbing Feng, Deqing Mei, Yancheng Wang, Zichen Chen
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With the advantage of low volume density, high specific surface area, light weight and good permeability, porous aluminum material has the potential to be used in automotive, railway, chemistry and construction industries, etc. A layered powder sintering and dissolution method were developed to fabricate the porous surface Al structure with high efficiency. However, the densification mechanism during the cold compaction of laminar composite powders is still unclear. In this study, multi particle finite element modelling (MPFEM) based on the cohesive zone method (CZM) is used to simulate the cold compaction behavior of laminar Al and NaCl composite powders. To obtain its densification mechanism, the macro and micro properties of final compacts are characterized and analyzed. The robustness and accuracy of the numerical model is firstly verified by experimental results and data fitting. The results indicate that the CZM-based multi particle FEM is an effective way to simulate the compaction of the laminar powders and the fracture process of the NaCl powders. In the compaction of the laminar powders, the void is mainly filled by the particle rearrangement, plastic deformation of Al powders and brittle fracture of NaCl powders. Large stress is mainly concentrated within the NaCl powers and the contact force network is formed. The Al powder near the NaCl powder or the mold has larger stress distribution on its contact surface. Therefore, the densification process of cold compaction of laminar Al and NaCl composite powders is successfully analyzed by the CZM-based multi particle FEM.Keywords: cold compaction, cohesive zone, multi-particle FEM, numerical modeling, powder forming
Procedia PDF Downloads 1522290 Innovative Grafting of Polyvinylpyrrolidone onto Polybenzimidazole Proton Exchange Membranes for Enhanced High-Temperature Fuel Cell Performance
Authors: Zeyu Zhou, Ziyu Zhao, Xiaochen Yang, Ling AI, Heng Zhai, Stuart Holmes
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As a promising sustainable alternative to traditional fossil fuels, fuel cell technology is highly favoured due to its enhanced working efficiency and reduced emissions. In the context of high-temperature fuel cells (operating above 100 °C), the most commonly used proton exchange membrane (PEM) is the Polybenzimidazole (PBI) doped phosphoric acid (PA) membrane. Grafting is a promising strategy to advance PA-doped PBI PEM technology. The existing grafting modification on PBI PEMs mainly focuses on grafting phosphate-containing or alkaline groups onto the PBI molecular chains. However, quaternary ammonium-based grafting approaches face a common challenge. To initiate the N-alkylation reaction, deacidifying agents such as NaH, NaOH, KOH, K2CO3, etc., can lead to ionic crosslinking between the quaternary ammonium group and PBI. Polyvinylpyrrolidone (PVP) is another widely used polymer, the N-heterocycle groups within PVP endow it with a significant ability to absorb PA. Recently, PVP has attracted substantial attention in the field of fuel cells due to its reduced environmental impact and impressive fuel cell performance. However, due to the the poor compatibility of PVP in PBI, few research apply PVP in PA-doped PBI PEMs. This work introduces an innovative strategy to graft PVP onto PBI to form a network-like polymer. Due to the absence of quaternary ammonium groups, PVP does not pose issues related to crosslinking with PBI. Moreover, the nitrogen-containing functional groups on PVP provide PBI with a robust phosphoric acid retention ability. The nuclear magnetic resonance (NMR) hydrogen spectrum analysis results indicate the successful completion of the grafting reaction where N-alkylation reactions happen on both sides of the grafting agent 1,4-bis(chloromethyl)benzene. On one side, the reaction takes place with the hydrogen atoms on the imidazole groups of PBI, while on the other side, it reacts with the terminal amino group of PVP. The XPS results provide additional evidence from the perspective of the element. On synthesized PBI-g-PVP surfaces, there is an absence of chlorine (chlorine in grafting agent 1,4-bis(chloromethyl)benzene is substituted) element but a presence of sulfur element (sulfur element in terminal amino PVP appears in PBI), which demonstrates the occurrence of the grafting reaction and PVP is successfully grafted onto PBI. Prepare these modified membranes into MEA. It was found that during the fuel cell operation, all the grafted membranes showed substantial improvement in maximum current density and peak power density compared to unmodified one. For PBI-g-PVP 30, with a grafting degree of 22.4%, the peak power density reaches 1312 mW cm⁻², marking a 59.6% enhancement compared to the pristine PBI membrane. The improvement is caused by the improved PA binding ability of the membrane after grafting. The AST test result shows that the grafting membranes have better long-term durability and performance than unmodified membranes attributed to the presence of added PA binding sites, which can effectively prevent the PA leaching caused by proton migration. In conclusion, the test results indicate that grafting PVP onto PBI is a promising strategy which can effectively improve the fuel cell performance.Keywords: fuel cell, grafting modification, PA doping ability, PVP
Procedia PDF Downloads 792289 Network Connectivity Knowledge Graph Using Dwave Quantum Hybrid Solvers
Authors: Nivedha Rajaram
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Hybrid Quantum solvers have been given prime focus in recent days by computation problem-solving domain industrial applications. D’Wave Quantum Computers are one such paragon of systems built using quantum annealing mechanism. Discrete Quadratic Models is a hybrid quantum computing model class supplied by D’Wave Ocean SDK - a real-time software platform for hybrid quantum solvers. These hybrid quantum computing modellers can be employed to solve classic problems. One such problem that we consider in this paper is finding a network connectivity knowledge hub in a huge network of systems. Using this quantum solver, we try to find out the prime system hub, which acts as a supreme connection point for the set of connected computers in a large network. This paper establishes an innovative problem approach to generate a connectivity system hub plot for a set of systems using DWave ocean SDK hybrid quantum solvers.Keywords: quantum computing, hybrid quantum solver, DWave annealing, network knowledge graph
Procedia PDF Downloads 1272288 Proton Irradiation Testing on Commercial Enhancement Mode GaN Power Transistor
Authors: L. Boyaci
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Two basic equipment of electrical power subsystem of space satellites are Power Conditioning Unit (PCU) and Power Distribution Unit (PDU). Today, the main switching element used in power equipment in satellites is silicon (Si) based radiation-hardened MOSFET. GaNFETs have superior performances over MOSFETs in terms of their conduction and switching characteristics. GaNFET has started to take MOSFET’s place in many applications in industry especially by virtue of its switching performances. If GaNFET can also be used in equipment for space applications, this would be great revolution for future space power subsystem designs. In this study, the effect of proton irradiation on Gallium Nitride based power transistors was investigated. Four commercial enhancement mode GaN power transistors from Efficient Power Conversion Corporation (EPC) are irradiated with 30MeV protons while devices are switching. Flux of 8.2x10⁹ protons/cm²/s is applied for 12.5 seconds to reach ultimate fluence of 10¹¹ protons/cm². Vgs-Ids characteristics are measured and recorded for each device before, during and after irradiation. It was observed that if there would be destructive events. Proton induced permanent damage on devices is not observed. All the devices remained healthy and continued to operate. For two of these devices, further irradiation is applied with same flux for 30 minutes up to a total fluence level of 1.476x10¹³ protons/cm². We observed that GaNFETs are fully functional under this high level of radiation and no destructive events and irreversible failures took place for transistors. Results reveal that irradiated GaNFET in this experiment has radiation tolerance under proton testing and very important candidate for being one of the future power switching element in space.Keywords: enhancement mode GaN power transistors, proton irradiation effects, radiation tolerance
Procedia PDF Downloads 1522287 Critical Conditions for the Initiation of Dynamic Recrystallization Prediction: Analytical and Finite Element Modeling
Authors: Pierre Tize Mha, Mohammad Jahazi, Amèvi Togne, Olivier Pantalé
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Large-size forged blocks made of medium carbon high-strength steels are extensively used in the automotive industry as dies for the production of bumpers and dashboards through the plastic injection process. The manufacturing process of the large blocks starts with ingot casting, followed by open die forging and a quench and temper heat treatment process to achieve the desired mechanical properties and numerical simulation is widely used nowadays to predict these properties before the experiment. But the temperature gradient inside the specimen remains challenging in the sense that the temperature before loading inside the material is not the same, but during the simulation, constant temperature is used to simulate the experiment because it is assumed that temperature is homogenized after some holding time. Therefore to be close to the experiment, real distribution of the temperature through the specimen is needed before the mechanical loading. Thus, We present here a robust algorithm that allows the calculation of the temperature gradient within the specimen, thus representing a real temperature distribution within the specimen before deformation. Indeed, most numerical simulations consider a uniform temperature gradient which is not really the case because the surface and core temperatures of the specimen are not identical. Another feature that influences the mechanical properties of the specimen is recrystallization which strongly depends on the deformation conditions and the type of deformation like Upsetting, Cogging...etc. Indeed, Upsetting and Cogging are the stages where the greatest deformations are observed, and a lot of microstructural phenomena can be observed, like recrystallization, which requires in-depth characterization. Complete dynamic recrystallization plays an important role in the final grain size during the process and therefore helps to increase the mechanical properties of the final product. Thus, the identification of the conditions for the initiation of dynamic recrystallization is still relevant. Also, the temperature distribution within the sample and strain rate influence the recrystallization initiation. So the development of a technique allowing to predict the initiation of this recrystallization remains challenging. In this perspective, we propose here, in addition to the algorithm allowing to get the temperature distribution before the loading stage, an analytical model leading to determine the initiation of this recrystallization. These two techniques are implemented into the Abaqus finite element software via the UAMP and VUHARD subroutines for comparison with a simulation where an isothermal temperature is imposed. The Artificial Neural Network (ANN) model to describe the plastic behavior of the material is also implemented via the VUHARD subroutine. From the simulation, the temperature distribution inside the material and recrystallization initiation is properly predicted and compared to the literature models.Keywords: dynamic recrystallization, finite element modeling, artificial neural network, numerical implementation
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