Search results for: 3-D numerical investigation
6658 Mechanical Response Investigation of Wafer Probing Test with Vertical Cobra Probe via the Experiment and Transient Dynamic Simulation
Authors: De-Shin Liu, Po-Chun Wen, Zhen-Wei Zhuang, Hsueh-Chih Liu, Pei-Chen Huang
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Wafer probing tests play an important role in semiconductor manufacturing procedures in accordance with the yield and reliability requirement of the wafer after the backend-of-the-line process. Accordingly, the stable physical and electrical contact between the probe and the tested wafer during wafer probing is regarded as an essential issue in identifying the known good die. The probe card can be integrated with multiple probe needles, which are classified as vertical, cantilever and micro-electro-mechanical systems type probe selections. Among all potential probe types, the vertical probe has several advantages as compared with other probe types, including maintainability, high probe density and feasibility for high-speed wafer testing. In the present study, the mechanical response of the wafer probing test with the vertical cobra probe on 720 μm thick silicon (Si) substrate with a 1.4 μm thick aluminum (Al) pad is investigated by the experiment and transient dynamic simulation approach. Because the deformation mechanism of the vertical cobra probe is determined by both bending and buckling mechanisms, the stable correlation between contact forces and overdrive (OD) length must be carefully verified. Moreover, the decent OD length with corresponding contact force contributed to piercing the native oxide layer of the Al pad and preventing the probing test-induced damage on the interconnect system. Accordingly, the scratch depth of the Al pad under various OD lengths is estimated by the atomic force microscope (AFM) and simulation work. In the wafer probing test configuration, the contact phenomenon between the probe needle and the tested object introduced large deformation and twisting of mesh gridding, causing the subsequent numerical divergence issue. For this reason, the arbitrary Lagrangian-Eulerian method is utilized in the present simulation work to conquer the aforementioned issue. The analytic results revealed a slight difference when the OD is considered as 40 μm, and the simulated is almost identical to the measured scratch depths of the Al pad under higher OD lengths up to 70 μm. This phenomenon can be attributed to the unstable contact of the probe at low OD length with the scratch depth below 30% of Al pad thickness, and the contact status will be being stable when the scratch depth over 30% of pad thickness. The splash of the Al pad is observed by the AFM, and the splashed Al debris accumulates on a specific side; this phenomenon is successfully simulated in the transient dynamic simulation. Thus, the preferred testing OD lengths are found as 45 μm to 70 μm, and the corresponding scratch depths on the Al pad are represented as 31.4% and 47.1% of Al pad thickness, respectively. The investigation approach demonstrated in this study contributed to analyzing the mechanical response of wafer probing test configuration under large strain conditions and assessed the geometric designs and material selections of probe needles to meet the requirement of high resolution and high-speed wafer-level probing test for thinned wafer application.Keywords: wafer probing test, vertical probe, probe mark, mechanical response, FEA simulation
Procedia PDF Downloads 576657 Development of Hydrodynamic Drag Calculation and Cavity Shape Generation for Supercavitating Torpedoes
Authors: Sertac Arslan, Sezer Kefeli
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In this paper, firstly supercavitating phenomenon and supercavity shape design parameters are explained and then drag force calculation methods of high speed supercavitating torpedoes are investigated with numerical techniques and verified with empirical studies. In order to reach huge speeds such as 200, 300 knots for underwater vehicles, hydrodynamic hull drag force which is proportional to density of water (ρ) and square of speed should be reduced. Conventional heavy weight torpedoes could reach up to ~50 knots by classic underwater hydrodynamic techniques. However, to exceed 50 knots and reach about 200 knots speeds, hydrodynamic viscous forces must be reduced or eliminated completely. This requirement revives supercavitation phenomena that could be implemented to conventional torpedoes. Supercavitation is the use of cavitation effects to create a gas bubble, allowing the torpedo to move at huge speed through the water by being fully developed cavitation bubble. When the torpedo moves in a cavitation envelope due to cavitator in nose section and solid fuel rocket engine in rear section, this kind of torpedoes could be entitled as Supercavitating Torpedoes. There are two types of cavitation; first one is natural cavitation, and second one is ventilated cavitation. In this study, disk cavitator is modeled with natural cavitation and supercavitation phenomenon parameters are studied. Moreover, drag force calculation is performed for disk shape cavitator with numerical techniques and compared via empirical studies. Drag forces are calculated with computational fluid dynamics methods and different empirical methods. Numerical calculation method is developed by comparing with empirical results. In verification study cavitation number (σ), drag coefficient (CD) and drag force (D), cavity wall velocity (UKeywords: cavity envelope, CFD, high speed underwater vehicles, supercavitation, supercavity flows
Procedia PDF Downloads 1886656 Simulation of Turbulent Flow in Channel Using Generalized Hydrodynamic Equations
Authors: Alex Fedoseyev
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This study explores Generalized Hydrodynamic Equations (GHE) for the simulation of turbulent flows. The GHE was derived from the Generalized Boltzmann Equation (GBE) by Alexeev (1994). GBE was obtained by first principles from the chain of Bogolubov kinetic equations and considered particles of finite dimensions, Alexeev (1994). The GHE has new terms, temporal and spatial fluctuations compared to the Navier-Stokes equations (NSE). These new terms have a timescale multiplier τ, and the GHE becomes the NSE when τ is zero. The nondimensional τ is a product of the Reynolds number and the squared length scale ratio, τ=Re*(l/L)², where l is the apparent Kolmogorov length scale, and L is a hydrodynamic length scale. The turbulence phenomenon is not well understood and is not described by NSE. An additional one or two equations are required for the turbulence model, which may have to be tuned for specific problems. We show that, in the case of the GHE, no additional turbulence model is needed, and the turbulent velocity profile is obtained from the GHE. The 2D turbulent channel and circular pipe flows were investigated using a numerical solution of the GHE for several cases. The solutions are compared with the experimental data in the circular pipes and 2D channels by Nicuradse (1932, Prandtl Lab), Hussain and Reynolds (1975), Wei and Willmarth (1989), Van Doorne (2007), theory by Wosnik, Castillo and George (2000), and the relevant experiments on Superpipe setup at Princeton, data by Zagarola (1996) and Zagarola and Smits (1998), the Reynolds number is from Re=7200 to Re=960000. The numerical solution data compared well with the experimental data, as well as with the approximate analytical solution for turbulent flow in channel Fedoseyev (2023). The obtained results confirm that the Alexeev generalized hydrodynamic theory (GHE) is in good agreement with the experiments for turbulent flows. The proposed approach is limited to 2D and 3D axisymmetric channel geometries. Further work will extend this approach by including channels with square and rectangular cross-sections.Keywords: comparison with experimental data. generalized hydrodynamic equations, numerical solution, turbulent boundary layer, turbulent flow in channel
Procedia PDF Downloads 656655 Limitation of Parallel Flow in Three-Dimensional Elongated Porous Domain Subjected to Cross Heat and Mass Flux
Authors: Najwa Mimouni, Omar Rahli, Rachid Bennacer, Salah Chikh
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In the present work 2D and 3D numerical simulations of double diffusion natural convection in an elongated enclosure filled with a binary fluid saturating a porous medium are carried out. In the formulation of the problem, the Boussinesq approximation is considered and cross Neumann boundary conditions are specified for heat and mass walls conditions. The numerical method is based on the control volume approach with the third order QUICK scheme. Full approximation storage (FAS) with full multigrid (FMG) method is used to solve the problem. For the explored large range of the controlling parameters, we clearly evidenced that the increase in the depth of the cavity i.e. the lateral aspect ratio has an important effect on the flow patterns. The 2D perfect parallel flows obtained for a small lateral aspect ratio are drastically destabilized by increasing the cavity lateral dimension. This yields a 3D fluid motion with a much more complicated flow pattern and the classically studied 2D parallel flows are impossible.Keywords: bifurcation, natural convection, heat and mass transfer, parallel flow, porous media
Procedia PDF Downloads 4736654 Analysis of Brownfield Soil Contamination Using Local Government Planning Data
Authors: Emma E. Hellawell, Susan J. Hughes
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BBrownfield sites are currently being redeveloped for residential use. Information on soil contamination on these former industrial sites is collected as part of the planning process by the local government. This research project analyses this untapped resource of environmental data, using site investigation data submitted to a local Borough Council, in Surrey, UK. Over 150 site investigation reports were collected and interrogated to extract relevant information. This study involved three phases. Phase 1 was the development of a database for soil contamination information from local government reports. This database contained information on the source, history, and quality of the data together with the chemical information on the soil that was sampled. Phase 2 involved obtaining site investigation reports for development within the study area and extracting the required information for the database. Phase 3 was the data analysis and interpretation of key contaminants to evaluate typical levels of contaminants, their distribution within the study area, and relating these results to current guideline levels of risk for future site users. Preliminary results for a pilot study using a sample of the dataset have been obtained. This pilot study showed there is some inconsistency in the quality of the reports and measured data, and careful interpretation of the data is required. Analysis of the information has found high levels of lead in shallow soil samples, with mean and median levels exceeding the current guidance for residential use. The data also showed elevated (but below guidance) levels of potentially carcinogenic polyaromatic hydrocarbons. Of particular concern from the data was the high detection rate for asbestos fibers. These were found at low concentrations in 25% of the soil samples tested (however, the sample set was small). Contamination levels of the remaining chemicals tested were all below the guidance level for residential site use. These preliminary pilot study results will be expanded, and results for the whole local government area will be presented at the conference. The pilot study has demonstrated the potential for this extensive dataset to provide greater information on local contamination levels. This can help inform regulators and developers and lead to more targeted site investigations, improving risk assessments, and brownfield development.Keywords: Brownfield development, contaminated land, local government planning data, site investigation
Procedia PDF Downloads 1406653 Investigation of Unconventional Fuels in Co-Axial Engines
Authors: Arya Pirooz
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The effects of different fuels (DME, RME B100, and SME B100) on barrel engines were studied as a general, single dimensional investigation for characterization of these types of engines. A base computational model was created as reference point to be used as a point of comparison with different cases. The models were computed using the commercial computational fluid dynamics program, Diesel-RK. The base model was created using basic dimensions of the PAMAR-3 engine with inline unit injectors. Four fuel cases were considered. Optimized models were also considered for diesel and DME cases with respect to injection duration, fuel, injection timing, exhaust and intake port opening, CR, angular offset. These factors were optimized for highest BMEP, combined PM and NOx emissions, and highest SFC. Results included mechanical efficiency (eta_m), efficiency and power, emission characteristics, combustion characteristics. DME proved to have the highest performing characteristics in relation to diesel and RME fuels for this type of barrel engine.Keywords: DME, RME, Diesel-RK, characterization, inline unit injector
Procedia PDF Downloads 4786652 Driver Behavior Analysis and Inter-Vehicular Collision Simulation Approach
Authors: Lu Zhao, Nadir Farhi, Zoi Christoforou, Nadia Haddadou
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The safety test of deploying intelligent connected vehicles (ICVs) on the road network is a critical challenge. Road traffic network simulation can be used to test the functionality of ICVs, which is not only time-saving and less energy-consuming but also can create scenarios with car collisions. However, the relationship between different human driver behaviors and the car-collision occurrences has been not understood clearly; meanwhile, the procedure of car-collisions generation in the traffic numerical simulators is not fully integrated. In this paper, we propose an approach to identify specific driver profiles from real driven data; then, we replicate them in numerical traffic simulations with the purpose of generating inter-vehicular collisions. We proposed three profiles: (i) 'aggressive': short time-headway, (ii) 'inattentive': long reaction time, and (iii) 'normal' with intermediate values of reaction time and time-headway. These three driver profiles are extracted from the NGSIM dataset and simulated using the intelligent driver model (IDM), with an extension of reaction time. At last, the generation of inter-vehicular collisions is performed by varying the percentages of different profiles.Keywords: vehicular collisions, human driving behavior, traffic modeling, car-following models, microscopic traffic simulation
Procedia PDF Downloads 1716651 Conserving History: Evaluating and Selecting Effective Restoration Methods for a Fragment Mural Painting from Amarna
Authors: Kholod Khairy Salama, Shabban Hassan Thabet
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In the present study, a comprehensive investigation has been undertaken into an Egyptian mural painting with feet wear slippers approach to choose the most successful restoration methods. The mural painting under examination dates back to the Amarna period; it was detached from a wall of an unknown tomb in Egypt, and currently, it is initially displayed in a showcase at the Egyptian Museum – Tahrir Square – Cairo, Egypt. The main objectives of this research were to (a) reveal the pigment used in the mural painting, (b) reveal the medium used with colours, (c) determine the technique of manufacturing, (e) determine the ground support, and (f) reveal the main deterioration aspects. The analytical techniques used for investigation were Optical Microscopy, Raman, X-ray Florescence, X-ray diffraction, and Fourier transform infrared coupled with attenuated total reflectance “FTIR-ATR”. The investigation revealed that the vital deterioration factors affecting the object. This research aims to examine and analyze the mural painting to choose the suitable method for the restoration process (a) define the colours through comparative analysis to choose the suitable material for cleaning, (b) define the natural structure of the ground support layer, which appeared as mud layer (c) determine the medium used with colours (d) diagnosis the presence of the white wash layer, and (e) choose the suitable restoration methods according to the results. Conclusion: This study focused mainly on the physical and chemical properties of the mural painting compound and the main changes that happened to the mural painting material, which caused deterioration and fall down of the painting parts, so we can find the best and optimum restoration ways for this object.Keywords: mural paintings, Tal Al-Amarna, digital microscope, Raman, XRF, XRD, FTIR
Procedia PDF Downloads 766650 A Review on Higher-Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques
Authors: Maryam Khazaei Pool, Lori Lewis
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This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method, Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper, we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions, including Burgers equation, spline functions, and B-spline functions, are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided, and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.Keywords: Burgers’ equation, Septic B-spline, modified cubic B-spline differential quadrature method, exponential cubic B-spline technique, B-spline Galerkin method, quintic B-spline Galerkin method
Procedia PDF Downloads 1266649 Blind Channel Estimation for Frequency Hopping System Using Subspace Based Method
Authors: M. M. Qasaymeh, M. A. Khodeir
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Subspace channel estimation methods have been studied widely. It depends on subspace decomposition of the covariance matrix to separate signal subspace from noise subspace. The decomposition normally is done by either Eigenvalue Decomposition (EVD) or Singular Value Decomposition (SVD) of the Auto-Correlation matrix (ACM). However, the subspace decomposition process is computationally expensive. In this paper, the multipath channel estimation problem for a Slow Frequency Hopping (SFH) system using noise space based method is considered. An efficient method to estimate multipath the time delays basically is proposed, by applying MUltiple Signal Classification (MUSIC) algorithm which used the null space extracted by the Rank Revealing LU factorization (RRLU). The RRLU provides accurate information about the rank and the numerical null space which make it a valuable tool in numerical linear algebra. The proposed novel method decreases the computational complexity approximately to the half compared with RRQR methods keeping the same performance. Computer simulations are also included to demonstrate the effectiveness of the proposed scheme.Keywords: frequency hopping, channel model, time delay estimation, RRLU, RRQR, MUSIC, LS-ESPRIT
Procedia PDF Downloads 4106648 Lateral-Torsional Buckling of Steel Girder Systems Braced by Solid Web Crossbeams
Authors: Ruoyang Tang, Jianguo Nie
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Lateral-torsional bracing members are critical to the stability of girder systems during the construction phase of steel-concrete composite bridges, and the interaction effect of multiple girders plays an essential role in the determination of buckling load. In this paper, an investigation is conducted on the lateral-torsional buckling behavior of the steel girder system which is composed of three or four I-shaped girders and braced by solid web crossbeams. The buckling load for such girder system is comprehensively analyzed and an analytical solution is developed for uniform pressure loading conditions. Furthermore, post-buckling analysis including initial geometric imperfections is performed and parametric studies in terms of bracing density, stiffness ratio as well as the number and spacing of girders are presented in order to find the optimal bracing plans for an arbitrary girder layout. The theoretical solution of critical load on account of local buckling mode shows good agreement with the numerical results in eigenvalue analysis. In addition, parametric analysis results show that both bracing density and stiffness ratio have a significant impact on the initial stiffness, global stability and failure mode of such girder system. Taking into consideration the effect of initial geometric imperfections, an increase in bracing density between adjacent girders can effectively improve the bearing capacity of the structure, and higher beam-girder stiffness ratio can result in a more ductile failure mode.Keywords: bracing member, construction stage, lateral-torsional buckling, steel girder system
Procedia PDF Downloads 1246647 Investigating Elastica and Post Buckling Behavior Columns Using the Modified Newmark Method
Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi
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The purpose of this article is to analyze the finite displacement of Columns by applying the Modified Newmark Method. This research will be performed on Columns subjected to compressive axial load, therefore the non-linearity of the geometry is also considered. If the considered strut is perfect, the governing differential equation contains a branching point in the solution path. Investigation into the Elastica is a part of generalizing the developed method. It presents the ability of the Modified Newmark Method in treating non-linear differential equations Derived from elastic strut stability problems. These include not only an approximate polynomial solution for the Elastica problems, but can also recognize the branching point and the stable solution. However, this investigation deals with the post-buckling response of elastic and pin ended columns subjected to central or equally eccentric axial loads.Keywords: columns, structural modeling, structures & structural stability, loads
Procedia PDF Downloads 3146646 Investigation of the Kutta Condition Using Unsteady Flow
Authors: K. Bhojnadh, M. Fiddler, D. Cheshire
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An investigation into the Kutta effect on the trailing edge of a subsonic aerofoil was conducted which led to an analysis using Ansys Fluent to determine the effect of flow separation over a NACA 0012 aerofoil. This aerofoil was subjected to oscillations to create an unsteady flow over the aerofoil, therefore, creating turbulence, with unsteady aerodynamics playing a key role to determine the flow regimes when the aerofoil is subjected to different angles of attack along with varying Reynolds numbers. Many theories were evolved to determine the flow parameters of a 2-D aerofoil in these unsteady conditions because they behave unpredictably at the trailing edge when subjected to a different angle of attack. The shear area observed in the boundary layer at the trailing edge tends towards an unsteady turbulent flow even at small angles of attack, creating drag as the flow separates, reducing the aerodynamic performance of aerofoil. In this paper, research was conducted to determine the effect of Kutta circulation over the aerofoil and the effect of that circulation in reducing the effect of pressure and boundary layer distribution over the aerofoil. The effect of circulation is observed by using Ansys Fluent by using varying flow parameters and differential schemes to observe the flow behaviour on the aerofoil. Initially, steady flow analysis was conducted on the aerofoil to determine the effect of circulation, and it was noticed that the effect of circulation could only be properly observed when the aerofoil is subjected to oscillations. Therefore, that was modelled by using Ansys user-defined functions, which define the motion of the aerofoil by creating a dynamic mesh on the aerofoil. Initial results were observed, and further development of the dynamic mesh functions in Ansys is taking place. This research will determine the overall basic principles of unsteady flow aerodynamics applied to the investigation of Kutta related circulation, and gives an indication regarding the generation of vortices which is discussed further in this paper.Keywords: circulation, flow seperation, turbulence modelling, vortices
Procedia PDF Downloads 2056645 The Comparative Analysis on Pre-Trial in Relation to the Reform of Pre-Trial in Indonesian Criminal Procedural Code
Authors: Muhammad Fatahillah Akbar
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Criminal Procedural Law is established to protect the society from the abuse of authority. To achieve that purpose, the criminal procedural law shall be established in accordance with the laws of human right and the protection of the society. One of the mechanisms to protect human rights and to ensure the compliance of authorities in criminal procedural law is pre-trial mechanism. In many countries, there are various mechanisms of pre-trial. In the recent cases in Indonesia, pre-trial has been an interesting issue. The issue is also addressed by the Constitutional Court Decision Number 21/PUU-XII/2014 which enhance the competence of pre-trial which includes the suspect determination and the legality of seizure and search. Before that decision, some pre-trial decisions have made landmark decision by enhancing the competence of pre-trial, such as the suspect determination case in Budi Gunawan Case and legality of the investigation in Hadi Purnomo Case. These pre-trial cases occurred because the society needs protection even though it is not provided by written legislations, in this matter, The Indonesian Criminal Procedural Code (KUHAP). For instance, a person can be a suspect for unlimited time because the Criminal Procedural Code does not regulate the limit of investigation, so the suspect enactment shall be able to be challenged to protect human rights. Before the Constitutional Court Decision Suspect Determination cannot be challenged so that the society is not fully protected. The Constitutional Court Decision has provided more protections. Nowadays, investigators shall be more careful in conducting the investigation. However, those decisions, including the Constitutional Court Decision are not sufficient for society to be protected by abuse of authority. For example, on 7 March 2017, a single judge, in a Pre-Trial, at the Surabaya District Court, decided that the investigation was unlawful and shall be terminated. This is not regulated according to the Code and also any decisions in pre-trial. It can be seen that the reform of pre-trial is necessary. Hence, this paper aims to examine how pre-trial shall be developed in the future to provide wide access for society to have social justice in criminal justice system. The question will be answered by normative, historical, and comparative approaches. Firstly, the paper will examine the history of pre-trial in Indonesia and also landmark decisions on pre-trial. Then, the lessons learned from other countries regarding to the pre-trial mechanism will be elaborated to show how pre-trial shall be developed and what the competences of a pre-trial are. The focus of all discussions shall be on how the society is protected and provided access to legally complain to the authority. At the end of the paper, the recommendation to reform the pre-trial mechanism will be suggested.Keywords: pre-trial, criminal procedural law, society
Procedia PDF Downloads 1686644 One-Dimensional Performance Improvement of a Single-Stage Transonic Compressor
Authors: A. Shahsavari, M. Nili-Ahmadabadi
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This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.Keywords: deHaller number, one dimensional design, radial equilibrium, transonic compressor
Procedia PDF Downloads 3416643 Analysis of Heat Transfer in a Closed Cavity Ventilated Inside
Authors: Benseghir Omar, Bahmed Mohamed
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In this work, we presented a numerical study of the phenomenon of heat transfer through the laminar, incompressible and steady mixed convection in a closed square cavity with the left vertical wall of the cavity is subjected to a warm temperature, while the right wall is considered to be cold. The horizontal walls are assumed adiabatic. The governing equations were discretized by finite volume method on a staggered mesh and the SIMPLER algorithm was used for the treatment of velocity-pressure coupling. The numerical simulations were performed for a wide range of Reynolds numbers 1, 10, 100, and 1000 numbers are equal to 0.01,0.1 Richardson, 0.5,1 and 10.The analysis of the results shows a flow bicellular (two cells), one is created by the speed of the fan placed in the inner cavity, one on the left is due to the difference between the temperatures right wall and the left wall. Knowledge of the intensity of each of these cells allowed us to get an original result. And the values obtained from each of Nuselt convection which allow to know the rate of heat transfer in the cavity.Finally we find that there is a significant influence on the position of the fan on the heat transfer (Nusselt evolution) for values of Reynolds studied and for low values of Richardson handed this influence is negligible for high values of the latter.Keywords: thermal transfer, mixed convection, square cavity, finite volume method
Procedia PDF Downloads 4336642 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula
Procedia PDF Downloads 1346641 The Influence of Fiber Volume Fraction on Thermal Conductivity of Pultruded Profile
Authors: V. Lukášová, P. Peukert, V. Votrubec
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Thermal conductivity in the x, y and z-directions was measured on a pultruded profile that was manufactured by the technology of pulling from glass fibers and a polyester matrix. The results of measurements of thermal conductivity showed considerable variability in different directions. The caused variability in thermal conductivity was expected due fraction variations. The cross-section of the pultruded profile was scanned. An image analysis illustrated an uneven distribution of the fibers and the matrix in the cross-section. The distribution of these inequalities was processed into a Voronoi diagram in the observed area of the pultruded profile cross-section. In order to verify whether the variation of the fiber volume fraction in the pultruded profile can affect its thermal conductivity, the numerical simulations in the ANSYS Fluent were performed. The simulation was based on the geometry reconstructed from image analysis. The aim is to quantify thermal conductivity numerically. Above all, images with different volume fractions were chosen. The results of the measured thermal conductivity were compared with the calculated thermal conductivity. The evaluated data proved a strong correlation between volume fraction and thermal conductivity of the pultruded profile. Based on presented results, a modification of production technology may be proposed.Keywords: pultrusion profile, volume fraction, thermal conductivity, numerical simulation
Procedia PDF Downloads 3466640 Lateral Torsional Buckling Resistance of Trapezoidally Corrugated Web Girders
Authors: Annamária Käferné Rácz, Bence Jáger, Balázs Kövesdi, László Dunai
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Due to the numerous advantages of steel corrugated web girders, its application field is growing for bridges as well as for buildings. The global stability behavior of such girders is significantly larger than those of conventional I-girders with flat web, thus the application of the structural steel material can be significantly reduced. Design codes and specifications do not provide clear and complete rules or recommendations for the determination of the lateral torsional buckling (LTB) resistance of corrugated web girders. Therefore, the authors made a thorough investigation regarding the LTB resistance of the corrugated web girders. Finite element (FE) simulations have been performed to develop new design formulas for the determination of the LTB resistance of trapezoidally corrugated web girders. FE model is developed considering geometrical and material nonlinear analysis using equivalent geometric imperfections (GMNI analysis). The equivalent geometric imperfections involve the initial geometric imperfections and residual stresses coming from rolling, welding and flame cutting. Imperfection sensitivity analysis was performed to determine the necessary magnitudes regarding only the first eigenmodes shape imperfections. By the help of the validated FE model, an extended parametric study is carried out to investigate the LTB resistance for different trapezoidal corrugation profiles. First, the critical moment of a specific girder was calculated by FE model. The critical moments from the FE calculations are compared to the previous analytical calculation proposals. Then, nonlinear analysis was carried out to determine the ultimate resistance. Due to the numerical investigations, new proposals are developed for the determination of the LTB resistance of trapezoidally corrugated web girders through a modification factor on the design method related to the conventional flat web girders.Keywords: corrugated web, lateral torsional buckling, critical moment, FE modeling
Procedia PDF Downloads 2836639 A 2D Numerical Model of Viscous Flow-Cylinder Interaction
Authors: Bang-Fuh Chen, Chih-Chun Chu
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The flow induced cylinder vibration or earthquake-induced cylinder motion are moving in an arbitrary direction with time. The phenomenon of flow across cylinder is highly nonlinear and a linear-superposition of flow pattern across separated oscillating direction of cylinder motion is not valid to obtain the flow pattern across a cylinder oscillating in multiple directions. A novel finite difference scheme is developed to simulate the viscous flow across an arbitrary moving circular cylinder and we call this a complete 2D (two-dimensional) flow-cylinder interaction. That is, the cylinder is simultaneously oscillating in x- and y- directions. The time-dependent domain and meshes associated with the moving cylinder are mapped to a fixed computational domain and meshes, which are time independent. The numerical results are validated by several bench mark studies. Several examples are introduced including flow across steam-wise, transverse oscillating cylinder and flow across rotating cylinder and flow across arbitrary moving cylinder. The Morison’s formula can not describe the complex interaction phenomenon between cross flow and oscillating circular cylinder. And the completed 2D computational fluid dynamic analysis should be made to obtain the correct hydrodynamic force acting on the cylinder.Keywords: 2D cylinder, finite-difference method, flow-cylinder interaction, flow induced vibration
Procedia PDF Downloads 5116638 Effect of Piston and its Weight on the Performance of a Gun Tunnel via Computational Fluid Dynamics
Authors: A. A. Ahmadi, A. R. Pishevar, M. Nili
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As the test gas in a gun tunnel is non-isentropically compressed and heated by a light weight piston. Here, first consideration is the optimum piston weight. Although various aspects of the influence of piston weight on gun tunnel performance have been studied, it is not possible to decide from the existing literature what piston weight is required for optimum performance in various conditions. The technique whereby the piston is rapidly brought to rest at the end of the gun tunnel barrel, and the resulted peak pressure is equal in magnitude to the final equilibrium pressure, is called the equilibrium piston technique. The equilibrium piston technique was developed to estimate the equilibrium piston mass; but this technique cannot give an appropriate estimate for the optimum piston weight. In the present work, a gun tunnel with diameter of 3 in. is described and its performance is investigated numerically to obtain the effect of piston and its weight. Numerical results in the present work are in very good agreement with experimental results. Significant influence of the existence of a piston is shown by comparing the gun tunnel results with results of a conventional shock tunnel in the same dimension and same initial condition. In gun tunnel, an increase of around 250% in running time is gained relative to shock tunnel. Also, Numerical results show that equilibrium piston technique is not a good way to estimate suitable piston weight and there will be a lighter piston which can increase running time of the gun tunnel around 60%.Keywords: gun tunnel, hypersonic flow, piston, shock tunnel
Procedia PDF Downloads 3736637 Effects of Ground Motion Characteristics on Damage of RC Buildings: A Detailed Investiagation
Authors: Mohamed Elassaly
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The damage status of RC buildings is greatly influenced by the characteristics of the imposed ground motion. Peak Ground Acceleration and frequency contents are considered the main two factors that affect ground motion characteristics; hence, affecting the seismic response of RC structures and consequently their damage state. A detailed investigation on the combined effects of these two factors on damage assessment of RC buildings, is carried out. Twenty one earthquake records are analyzed and arranged into three groups, according to their frequency contents. These records are used in an investigation to define the expected damage state that would be attained by RC buildings, if subjected to varying ground motion characteristics. The damage assessment is conducted through examining drift ratios and damage indices of the overall structure and the significant structural components of RC building. Base and story shear of RC building model, are also investigated, for cases when the model is subjected to the chosen twenty one earthquake records. Nonlinear dynamic analyses are performed on a 2-dimensional model of a 12-story R.C. building.Keywords: damage, frequency content, ground motion, PGA, RC building, seismic
Procedia PDF Downloads 4096636 The Output Fallacy: An Investigation into Input, Noticing, and Learners’ Mechanisms
Authors: Samantha Rix
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The purpose of this research paper is to investigate the cognitive processing of learners who receive input but produce very little or no output, and who, when they do produce output, exhibit a similar language proficiency as do those learners who produced output more regularly in the language classroom. Previous studies have investigated the benefits of output (with somewhat differing results); therefore, the presentation will begin with an investigation of what may underlie gains in proficiency without output. Consequently, a pilot study was designed and conducted to gain insight into the cognitive processing of low-output language learners looking, for example, at quantity and quality of noticing. This will be carried out within the paradigm of action classroom research, observing and interviewing low-output language learners in an intensive English program at a small Midwest university. The results of the pilot study indicated that autonomy in language learning, specifically utilizing strategies such self-monitoring, self-talk, and thinking 'out-loud', were crucial in the development of language proficiency for academic-level performance. The presentation concludes with an examination of pedagogical implication for classroom use in order to aide students in their language development.Keywords: cognitive processing, language learners, language proficiency, learning strategies
Procedia PDF Downloads 4756635 Case Study Analysis of 2017 European Railway Traffic Management Incident: The Application of System for Investigation of Railway Interfaces Methodology
Authors: Sanjeev Kumar Appicharla
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This paper presents the results of the modelling and analysis of the European Railway Traffic Management (ERTMS) safety-critical incident to raise awareness of biases in the systems engineering process on the Cambrian Railway in the UK using the RAIB 17/2019 as a primary input. The RAIB, the UK independent accident investigator, published the Report- RAIB 17/2019 giving the details of their investigation of the focal event in the form of immediate cause, causal factors, and underlying factors and recommendations to prevent a repeat of the safety-critical incident on the Cambrian Line. The Systems for Investigation of Railway Interfaces (SIRI) is the methodology used to model and analyze the safety-critical incident. The SIRI methodology uses the Swiss Cheese Model to model the incident and identify latent failure conditions (potentially less than adequate conditions) by means of the management oversight and risk tree technique. The benefits of the systems for investigation of railway interfaces methodology (SIRI) are threefold: first is that it incorporates the “Heuristics and Biases” approach advanced by 2002 Nobel laureate in Economic Sciences, Prof Daniel Kahneman, in the management oversight and risk tree technique to identify systematic errors. Civil engineering and programme management railway professionals are aware of the role “optimism bias” plays in programme cost overruns and are aware of bow tie (fault and event tree) model-based safety risk modelling techniques. However, the role of systematic errors due to “Heuristics and Biases” is not appreciated as yet. This overcomes the problems of omission of human and organizational factors from accident analysis. Second, the scope of the investigation includes all levels of the socio-technical system, including government, regulatory, railway safety bodies, duty holders, signaling firms and transport planners, and front-line staff such that lessons are learned at the decision making and implementation level as well. Third, the author’s past accident case studies are supplemented with research pieces of evidence drawn from the practitioner's and academic researchers’ publications as well. This is to discuss the role of system thinking to improve the decision-making and risk management processes and practices in the IEC 15288 systems engineering standard and in the industrial context such as the GB railways and artificial intelligence (AI) contexts as well.Keywords: accident analysis, AI algorithm internal audit, bounded rationality, Byzantine failures, heuristics and biases approach
Procedia PDF Downloads 1886634 Pathologies in the Left Atrium Reproduced Using a Low-Order Synergistic Numerical Model of the Cardiovascular System
Authors: Nicholas Pearce, Eun-jin Kim
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Pathologies of the cardiovascular (CV) system remain a serious and deadly health problem for human society. Computational modelling provides a relatively accessible tool for diagnosis, treatment, and research into CV disorders. However, numerical models of the CV system have largely focused on the function of the ventricles, frequently overlooking the behaviour of the atria. Furthermore, in the study of the pressure-volume relationship of the heart, which is a key diagnosis of cardiac vascular pathologies, previous works often evoke popular yet questionable time-varying elastance (TVE) method that imposes the pressure-volume relationship instead of calculating it consistently. Despite the convenience of the TVE method, there have been various indications of its limitations and the need for checking its validity in different scenarios. A model of the combined left ventricle (LV) and left atrium (LA) is presented, which consistently considers various feedback mechanisms in the heart without having to use the TVE method. Specifically, a synergistic model of the left ventricle is extended and modified to include the function of the LA. The synergy of the original model is preserved by modelling the electro-mechanical and chemical functions of the micro-scale myofiber for the LA and integrating it with the microscale and macro-organ-scale heart dynamics of the left ventricle and CV circulation. The atrioventricular node function is included and forms the conduction pathway for electrical signals between the atria and ventricle. The model reproduces the essential features of LA behaviour, such as the two-phase pressure-volume relationship and the classic figure of eight pressure-volume loops. Using this model, disorders in the internal cardiac electrical signalling are investigated by recreating the mechano-electric feedback (MEF), which is impossible where the time-varying elastance method is used. The effects of AV node block and slow conduction are then investigated in the presence of an atrial arrhythmia. It is found that electrical disorders and arrhythmia in the LA degrade the CV system by reducing the cardiac output, power, and heart rate.Keywords: cardiovascular system, left atrium, numerical model, MEF
Procedia PDF Downloads 1156633 Modeling and Characterization of the SiC Single Crystal Growth Process
Authors: T. Wejrzanowski, M. Grybczuk, E. Tymicki, K. J. Kurzydlowski
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In the present study numerical simulations silicon carbide single crystal growth process in Physical Vapor Transport reactor are addressed. Silicon Carbide is a perspective material for many applications in modern electronics. One of the main challenges for wider applications of SiC is high price of high quality mono crystals. Improvement of silicon carbide manufacturing process has a significant influence on the product price. Better understanding of crystal growth allows for optimization of the process, and it can be achieved by numerical simulations. In this work Virtual Reactor software was used to simulate the process. Predicted geometrical properties of the final product and information about phenomena occurring inside process reactor were obtained. The latter is especially valuable because reactor chamber is inaccessible during the process due to high temperature inside the reactor (over 2000˚C). Obtained data was used for improvement of the process and reactor geometry. Resultant crystal quality was also predicted basing on crystallization front shape evolution and threading dislocation paths. Obtained results were confronted with experimental data and the results are in good agreement.Keywords: Finite Volume Method, semiconductors, Physical Vapor Transport, silicon carbide
Procedia PDF Downloads 5316632 Investigation of Utilizing L-Band Horn Antenna in Landmine Detection
Authors: Ahmad H. Abdelgwad, Ahmed A. Nashat
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Landmine detection is an important and yet challenging problem remains to be solved. Ground Penetrating Radar (GPR) is a powerful and rapidly maturing technology for subsurface threat identification. The detection methodology of GPR depends mainly on the contrast of the dielectric properties of the searched target and its surrounding soil. This contrast produces a partial reflection of the electromagnetic pulses that are being transmitted into the soil and then being collected by the GPR. One of the most critical hardware components for the performance of GPR is the antenna system. The current paper explores the design and simulation of a pyramidal horn antenna operating at L-band frequencies (1- 2 GHz) to detect a landmine. A prototype model of the GPR system setup is developed to simulate full wave analysis of the electromagnetic fields in different soil types. The contrast in the dielectric permittivity of the landmine and the sandy soil is the most important parameter to be considered for detecting the presence of landmine. L-band horn antenna is proved to be well-versed in the investigation of landmine detection.Keywords: full wave analysis, ground penetrating radar, horn antenna design, landmine detection
Procedia PDF Downloads 2196631 Experimental and Analytical Study to Investigate the Effect of Tension Reinforcement on Behavior of Reinforced Concrete Short Beams
Authors: Hakan Ozturk, Aydin Demir, Kemal Edip, Marta Stojmanovska, Julijana Bojadjieva
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There are many factors that affect the behavior of reinforced concrete beams. These can be listed as concrete compressive and reinforcement yield strength, amount of tension, compression and confinement bars, and strain hardening of reinforcement. In the study, support condition of short beams is selected statically indeterminate to first degree. Experimental and numerical analysis are carried for reinforcement concrete (RC) short beams. Dimensions of cross sections are selected as 250mm width and 500 mm height. The length of RC short beams is designed as 2250 mm and these values are constant in all beams. After verifying accurately finite element model, a numerical parametric study is performed with varied diameter of tension reinforcement. Effect of change in diameter is investigated on behavior of RC short beams. As a result of the study, ductility ratios and failure modes are determined, and load-displacement graphs are obtained in order to understand the behavior of short beams. It is deduced that diameter of tension reinforcement plays very important role on the behavior of RC short beams in terms of ductility and brittleness.Keywords: short beam, reinforced concrete, finite element analysis, longitudinal reinforcement
Procedia PDF Downloads 2106630 Numerical Solution of Transient Natural Convection in Vertical Heated Rectangular Channel between Two Vertical Parallel MTR-Type Fuel Plates
Authors: Djalal Hamed
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The aim of this paper is to perform, by mean of the finite volume method, a numerical solution of the transient natural convection in a narrow rectangular channel between two vertical parallel Material Testing Reactor (MTR)-type fuel plates, imposed under a heat flux with a cosine shape to determine the margin of the nuclear core power at which the natural convection cooling mode can ensure a safe core cooling, where the cladding temperature should not reach a specific safety limits (90 °C). For this purpose, a computer program is developed to determine the principal parameters related to the nuclear core safety, such as the temperature distribution in the fuel plate and in the coolant (light water) as a function of the reactor core power. Throughout the obtained results, we noticed that the core power should not reach 400 kW, to ensure a safe passive residual heat removing from the nuclear core by the upward natural convection cooling mode.Keywords: buoyancy force, friction force, finite volume method, transient natural convection
Procedia PDF Downloads 1966629 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique
Authors: Hassen M. Ouakad
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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin
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