Search results for: computational electromagnetic
1081 Particle Jetting Induced by the Explosive Dispersal
Authors: Kun Xue, Lvlan Miu, Jiarui Li
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Jetting structures are widely found in particle rings or shells dispersed by the central explosion. In contrast, some explosive dispersal of particles only results in a dispersed cloud without distinctive structures. Employing the coupling method of the compressible computational fluid mechanics and discrete element method (CCFD-DEM), we reveal the underlying physics governing the formation of the jetting structure, which is related to the competition between the shock compaction and gas infiltration, two major processes during the shock interaction with the granular media. If the shock compaction exceeds the gas infiltration, the discernable jetting structures are expected, precipitated by the agglomerates of fast-moving particles induced by the heterogenous network of force chains. Otherwise, particles are uniformly accelerated by the interstitial flows, and no distinguishable jetting structures are formed. We proceed to devise the phase map of the jetting formation in the space defined by two dimensionless parameters which characterize the timescales of the shock compaction and the gas infiltration, respectively.Keywords: compressible multiphase flows, DEM, granular jetting, pattern formation
Procedia PDF Downloads 771080 Analyzing the Perceptions of Emotions in Aesthetic Music
Authors: Abigail Wiafe, Charles Nutrokpor, Adelaide Oduro-Asante
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The advancement of technology is rapidly making people more receptive to music as computer-generated music requires minimal human interventions. Though algorithms are applied to generate music, the human experience of emotions is still explored. Thus, this study investigates the emotions humans experience listening to computer-generated music that possesses aesthetic qualities. Forty-two subjects participated in the survey. The selection process was purely arbitrary since it was based on convenience. Subjects listened and evaluated the emotions experienced from the computer-generated music through an online questionnaire. The Likert scale was used to rate the emotional levels after the music listening experience. The findings suggest that computer-generated music possesses aesthetic qualities that do not affect subjects' emotions as long as they are pleased with the music. Furthermore, computer-generated music has unique creativity, and expressioneven though the music produced is meaningless, the computational models developed are unable to present emotional contents in music as humans do.Keywords: aesthetic, algorithms, emotions, computer-generated music
Procedia PDF Downloads 1351079 A Network-Theorical Perspective on Music Analysis
Authors: Alberto Alcalá-Alvarez, Pablo Padilla-Longoria
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The present paper describes a framework for constructing mathematical networks encoding relevant musical information from a music score for structural analysis. These graphs englobe statistical information about music elements such as notes, chords, rhythms, intervals, etc., and the relations among them, and so become helpful in visualizing and understanding important stylistic features of a music fragment. In order to build such networks, musical data is parsed out of a digital symbolic music file. This data undergoes different analytical procedures from Graph Theory, such as measuring the centrality of nodes, community detection, and entropy calculation. The resulting networks reflect important structural characteristics of the fragment in question: predominant elements, connectivity between them, and complexity of the information contained in it. Music pieces in different styles are analyzed, and the results are contrasted with the traditional analysis outcome in order to show the consistency and potential utility of this method for music analysis.Keywords: computational musicology, mathematical music modelling, music analysis, style classification
Procedia PDF Downloads 1021078 Multithreading/Multiprocessing Simulation of The International Space Station Multibody System Using A Divide and Conquer Dynamics Formulation with Flexible Bodies
Authors: Luong A. Nguyen, Elihu Deneke, Thomas L. Harman
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This paper describes a multibody dynamics algorithm formulated for parallel implementation on multiprocessor computing platforms using the divide-and-conquer approach. The system of interest is a general topology of rigid and elastic articulated bodies with or without loops. The algorithm is an extension of Featherstone’s divide and conquer approach to include the flexible-body dynamics formulation. The equations of motion, configured for the International Space Station (ISS) with its robotic manipulator arm as a system of articulated flexible bodies, are implemented in separate computer processors. The performance of this divide-and-conquer algorithm implementation in multiple processors is compared with an existing method implemented on a single processor.Keywords: multibody dynamics, multiple processors, multithreading, divide-and-conquer algorithm, computational efficiency, flexible body dynamics
Procedia PDF Downloads 3371077 Hydrodynamic Behaviour Study of Fast Mono-Hull and Catamaran Vessels in Calm Waters Using Free Surface Flow Analysis
Authors: Mohammad Sadeghian, Mohsen Sadeghian
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In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. For hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected as carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed, as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics
Procedia PDF Downloads 2811076 2D Fingerprint Performance for PubChem Chemical Database
Authors: Fatimah Zawani Abdullah, Shereena Mohd Arif, Nurul Malim
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The study of molecular similarity search in chemical database is increasingly widespread, especially in the area of drug discovery. Similarity search is an application in the field of Chemoinformatics to measure the similarity between the molecular structure which is known as the query and the structure of chemical compounds in the database. Similarity search is also one of the approaches in virtual screening which involves computational techniques and scoring the probabilities of activity. The main objective of this work is to determine the best fingerprint when compared to the other five fingerprints selected in this study using PubChem chemical dataset. This paper will discuss the similarity searching process conducted using 6 types of descriptors, which are ECFP4, ECFC4, FCFP4, FCFC4, SRECFC4 and SRFCFC4 on 15 activity classes of PubChem dataset using Tanimoto coefficient to calculate the similarity between the query structures and each of the database structure. The results suggest that ECFP4 performs the best to be used with Tanimoto coefficient in the PubChem dataset.Keywords: 2D fingerprints, Tanimoto, PubChem, similarity searching, chemoinformatics
Procedia PDF Downloads 2931075 Computational Modeling of Perpendicular to Grain Stress in a Non-Standard Glulam Beam
Authors: Wojciech Gilewski, Anna Al Sabouni-Zawadzka, Jan Pelczynski
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This paper focuses on the analysis of tensile stresses perpendicular to the grain in simply supported beams with different geometry made of glued laminated timber. Two types of beams are considered: standard double-tapered beams described in Eurocode 5 and non-standard glulam beams with a flattened apex. The beams are analyzed using two methodology approaches: a code design verification method and a finite element method (FEM) in terms of the linear theory of elasticity with plane stress assumption. The performed analyses proved that both methodologies lead to consistent results in case of standard glulam beams and therefore, the FEM can be used in case of non-standard structures, which are not included in Eurocode 5. Moreover, the FE analysis of the glulam beam with a flattened apex showed that it can be treated as a structure with two apex zones.Keywords: double-tapered beams, finite element analysis, glued laminated timber, perpendicular to grain stress
Procedia PDF Downloads 2351074 Implementation of a Low-Cost Instrumentation for an Open Cycle Wind Tunnel to Evaluate Pressure Coefficient
Authors: Cristian P. Topa, Esteban A. Valencia, Victor H. Hidalgo, Marco A. Martinez
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Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e5, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.Keywords: wind tunnel, low cost instrumentation, experimental testing, CFD simulation
Procedia PDF Downloads 1801073 Quantitative Analysis of Multiprocessor Architectures for Radar Signal Processing
Authors: Deepak Kumar, Debasish Deb, Reena Mamgain
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Radar signal processing requires high number crunching capability. Most often this is achieved using multiprocessor platform. Though multiprocessor platform provides the capability of meeting the real time computational challenges, the architecture of the same along with mapping of the algorithm on the architecture plays a vital role in efficiently using the platform. Towards this, along with standard performance metrics, few additional metrics are defined which helps in evaluating the multiprocessor platform along with the algorithm mapping. A generic multiprocessor architecture can not suit all the processing requirements. Depending on the system requirement and type of algorithms used, the most suitable architecture for the given problem is decided. In the paper, we study different architectures and quantify the different performance metrics which enables comparison of different architectures for their merit. We also carried out case study of different architectures and their efficiency depending on parallelism exploited on algorithm or data or both.Keywords: radar signal processing, multiprocessor architecture, efficiency, load imbalance, buffer requirement, pipeline, parallel, hybrid, cluster of processors (COPs)
Procedia PDF Downloads 4121072 Enhancing of Antibacterial Activity of Essential Oil by Rotating Magnetic Field
Authors: Tomasz Borowski, Dawid Sołoducha, Agata Markowska-Szczupak, Aneta Wesołowska, Marian Kordas, Rafał Rakoczy
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Essential oils (EOs) are fragrant volatile oils obtained from plants. These are used for cooking (for flavor and aroma), cleaning, beauty (e.g., rosemary essential oil is used to promote hair growth), health (e.g. thyme essential oil cures arthritis, normalizes blood pressure, reduces stress on the heart, cures chest infection and cough) and in the food industry as preservatives and antioxidants. Rosemary and thyme essential oils are considered the most eminent herbs based on their history and medicinal properties. They possess a wide range of activity against different types of bacteria and fungi compared with the other oils in both in vitro and in vivo studies. However, traditional uses of EOs are limited due to rosemary and thyme oils in high concentrations can be toxic. In light of the accessible data, the following hypothesis was put forward: Low frequency rotating magnetic field (RMF) increases the antimicrobial potential of EOs. The aim of this work was to investigate the antimicrobial activity of commercial Salvia Rosmarinus L. and Thymus vulgaris L. essential oil from Polish company Avicenna-Oil under Rotating Magnetic Field (RMF) at f = 25 Hz. The self-constructed reactor (MAP) was applied for this study. The chemical composition of oils was determined by gas chromatography coupled with mass spectrometry (GC-MS). Model bacteria Escherichia coli K12 (ATCC 25922) was used. Minimum inhibitory concentrations (MIC) against E. coli were determined for the essential oils. Tested oils in very small concentrations were prepared (from 1 to 3 drops of essential oils per 3 mL working suspensions). From the results of disc diffusion assay and MIC tests, it can be concluded that thyme oil had the highest antibacterial activity against E. coli. Moreover, the study indicates the exposition to the RMF, as compared to the unexposed controls causing an increase in the efficacy of antibacterial properties of tested oils. The extended radiation exposure to RMF at the frequency f= 25 Hz beyond 160 minutes resulted in a significant increase in antibacterial potential against E. coli. Bacteria were killed within 40 minutes in thyme oil in lower tested concentration (1 drop of essential oils per 3 mL working suspension). Rapid decrease (>3 log) of bacteria number was observed with rosemary oil within 100 minutes (in concentration 3 drops of essential oils per 3 mL working suspension). Thus, a method for improving the antimicrobial performance of essential oil in low concentrations was developed. However, it still remains to be investigated how bacteria get killed by the EOs treated by an electromagnetic field. The possible mechanisms relies on alteration in the permeability of ionic channels in ionic channels in the bacterial cell walls that transport in the cells was proposed. For further studies, it is proposed to examine other types of essential oils and other antibiotic-resistant bacteria (ARB), which are causing a serious concern throughout the world.Keywords: rotating magnetic field, rosemary, thyme, essential oils, Escherichia coli
Procedia PDF Downloads 1561071 Improving the Performance of Gas Turbine Power Plant by Modified Axial Turbine
Authors: Hakim T. Kadhim, Faris A. Jabbar, Aldo Rona, Audrius Bagdanaviciu
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Computer-based optimization techniques can be employed to improve the efficiency of energy conversions processes, including reducing the aerodynamic loss in a thermal power plant turbomachine. In this paper, towards mitigating secondary flow losses, a design optimization workflow is implemented for the casing geometry of a 1.5 stage axial flow turbine that improves the turbine isentropic efficiency. The improved turbine is used in an open thermodynamic gas cycle with regeneration and cogeneration. Performance estimates are obtained by the commercial software Cycle – Tempo. Design and off design conditions are considered as well as variations in inlet air temperature. Reductions in both the natural gas specific fuel consumption and in CO2 emissions are predicted by using the gas turbine cycle fitted with the new casing design. These gains are attractive towards enhancing the competitiveness and reducing the environmental impact of thermal power plant.Keywords: axial flow turbine, computational fluid dynamics, gas turbine power plant, optimization
Procedia PDF Downloads 1611070 Speech Intelligibility Improvement Using Variable Level Decomposition DWT
Authors: Samba Raju, Chiluveru, Manoj Tripathy
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Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methodsKeywords: discrete wavelet transform, speech intelligibility, STOI, standard deviation
Procedia PDF Downloads 1481069 A Chinese Nested Named Entity Recognition Model Based on Lexical Features
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In the field of named entity recognition, most of the research has been conducted around simple entities. However, for nested named entities, which still contain entities within entities, it has been difficult to identify them accurately due to their boundary ambiguity. In this paper, a hierarchical recognition model is constructed based on the grammatical structure and semantic features of Chinese text for boundary calculation based on lexical features. The analysis is carried out at different levels in terms of granularity, semantics, and lexicality, respectively, avoiding repetitive work to reduce computational effort and using the semantic features of words to calculate the boundaries of entities to improve the accuracy of the recognition work. The results of the experiments carried out on web-based microblogging data show that the model achieves an accuracy of 86.33% and an F1 value of 89.27% in recognizing nested named entities, making up for the shortcomings of some previous recognition models and improving the efficiency of recognition of nested named entities.Keywords: coarse-grained, nested named entity, Chinese natural language processing, word embedding, T-SNE dimensionality reduction algorithm
Procedia PDF Downloads 1281068 Transducers for Measuring Displacements of Rotating Blades in Turbomachines
Authors: Pavel Prochazka
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The study deals with transducers for measuring vibration displacements of rotating blade tips in turbomachines. In order to prevent major accidents with extensive economic consequences, it shows an urgent need for every low-pressure steam turbine stage being equipped with modern non-contact measuring system providing information on blade loading, damage and residual lifetime under operation. The requirement of measuring vibration and static characteristics of steam turbine blades, therefore, calls for the development and operational verification of both new types of sensors and measuring principles and methods. The task is really demanding: to measure displacements of blade tips with a resolution of the order of 10 μm by speeds up to 750 m/s, humidity 100% and temperatures up to 200 °C. While in gas turbines are used primarily capacitive and optical transducers, these transducers cannot be used in steam turbines. The reason is moisture vapor, droplets of condensing water and dirt, which disable the function of sensors. Therefore, the most feasible approach was to focus on research of electromagnetic sensors featuring promising characteristics for given blade materials in a steam environment. Following types of sensors have been developed and both experimentally and theoretically studied in the Institute of Thermodynamics, Academy of Sciences of the Czech Republic: eddy-current, Hall effect, inductive and magnetoresistive. Eddy-current transducers demand a small distance of 1 to 2 mm and change properties in the harsh environment of steam turbines. Hall effect sensors have relatively low sensitivity, high values of offset, drift, and especially noise. Induction sensors do not require any supply current and have a simple construction. The magnitude of the sensors output voltage is dependent on the velocity of the measured body and concurrently on the varying magnetic induction, and they cannot be used statically. Magnetoresistive sensors are formed by magnetoresistors arranged into a Wheatstone bridge. Supplying the sensor from a current source provides better linearity. The MR sensors can be used permanently for temperatures up to 200 °C at lower values of the supply current of about 1 mA. The frequency range of 0 to 300 kHz is by an order higher comparing to the Hall effect and induction sensors. The frequency band starts at zero frequency, which is very important because the sensors can be calibrated statically. The MR sensors feature high sensitivity and low noise. The symmetry of the bridge arrangement leads to a high common mode rejection ratio and suppressing disturbances, which is important, especially in industrial applications. The MR sensors feature high sensitivity, high common mode rejection ratio, and low noise, which is important, especially in industrial applications. Magnetoresistive transducers provide a range of excellent properties indicating their priority for displacement measurements of rotating blades in turbomachines.Keywords: turbines, blade vibration, blade tip timing, non-contact sensors, magnetoresistive sensors
Procedia PDF Downloads 1291067 Prediction of the Transmittance of Various Bended Angles Lightpipe by Using Neural Network under Different Sky Clearness Condition
Authors: Li Zhang, Yuehong Su
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Lightpipe as a mature solar light tube technique has been employed worldwide. Accurately assessing the performance of lightpipe and evaluate daylighting available has been a challenging topic. Previous research had used regression model and computational simulation methods to estimate the performance of lightpipe. However, due to the nonlinear nature of solar light transferring in lightpipe, the methods mentioned above express inaccurate and time-costing issues. In the present study, a neural network model as an alternative method is investigated to predict the transmittance of lightpipe. Four types of commercial lightpipe with bended angle 0°, 30°, 45° and 60° are discussed under clear, intermediate and overcast sky conditions respectively. The neural network is generated in MATLAB by using the outcomes of an optical software Photopia simulations as targets for networks training and testing. The coefficient of determination (R²) for each model is higher than 0.98, and the mean square error (MSE) is less than 0.0019, which indicate the neural network strong predictive ability and the use of the neural network method could be an efficient technique for determining the performance of lightpipe.Keywords: neural network, bended lightpipe, transmittance, Photopia
Procedia PDF Downloads 1521066 Hydrodynamic Behavior Study of Fast Mono Hull and Catamaran Vessels in Calm Waters Using Free Surface Flow Analysis
Authors: Mohammad Ali Badri, Pouya Molana, Amin Rezvanpour
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In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. In order to hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected in carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics
Procedia PDF Downloads 5161065 Unsteady Simulation of Burning Off Carbon Deposition in a Coke Oven
Authors: Uzu-Kuei Hsu, Keh-Chin Chang, Joo-Guan Hang, Chang-Hsien Tai
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Carbon Deposits are often occurred inside the industrial coke oven during the coking process. Accumulation of carbon deposits may cause a big issue, which seriously influences the coking operation. The carbon is burning off by injecting fresh air through pipes into coke oven which is an efficient way practically operated in industries. The burning off carbon deposition in coke oven performed by Computational Fluid Dynamics (CFD) method has provided an evaluation of the feasibility study. A three-dimensional, transient, turbulent reacting flow simulation has performed with three different injecting air flow rate and another kind of injecting configuration. The result shows that injection higher air flow rate would effectively reduce the carbon deposits. In the meantime, the opened charging holes would suck extra oxygen from the atmosphere to participate in reactions. In term of coke oven operating limits, the wall temperatures are monitored to prevent over-heating of the adiabatic walls during the burn-off process.Keywords: coke oven, burning off, carbon deposits, carbon combustion, CFD
Procedia PDF Downloads 6921064 Exploring the Applications of Modular Forms in Cryptography
Authors: Berhane Tewelday Weldhiwot
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This research investigates the pivotal role of modular forms in modern cryptographic systems, particularly focusing on their applications in secure communications and data integrity. Modular forms, which are complex analytic functions with rich arithmetic properties, have gained prominence due to their connections to number theory and algebraic geometry. This study begins by outlining the fundamental concepts of modular forms and their historical development, followed by a detailed examination of their applications in cryptographic protocols such as elliptic curve cryptography and zero-knowledge proofs. By employing techniques from analytic number theory, the research delves into how modular forms can enhance the efficiency and security of cryptographic algorithms. The findings suggest that leveraging modular forms not only improves computational performance but also fortifies security measures against emerging threats in digital communication. This work aims to contribute to the ongoing discourse on integrating advanced mathematical theories into practical applications, ultimately fostering innovation in cryptographic methodologies.Keywords: modular forms, cryptography, elliptic curves, applications, mathematical theory
Procedia PDF Downloads 161063 Effect of Plasticizer Additives on the Mechanical Properties of Cement Composite: A Molecular Dynamics Analysis
Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar
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Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular/nanoscale models is demonstrated.Keywords: cement composite, mechanical properties, molecular dynamics, plasticizer additives
Procedia PDF Downloads 4541062 A New Sign Subband Adaptive Filter Based on Dynamic Selection of Subbands
Authors: Mohammad Shams Esfand Abadi, Mehrdad Zalaghi, Reza ebrahimpour
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In this paper, we propose a sign adaptive filter algorithm with the ability of dynamic selection of subband filters which leads to low computational complexity compared with conventional sign subband adaptive filter (SSAF) algorithm. Dynamic selection criterion is based on largest reduction of the mean square deviation at each adaption. We demonstrate that this simple proposed algorithm has the same performance of the conventional SSAF and somewhat faster than it. In the presence of impulsive interferences robustness of the simple proposed algorithm as well as the conventional SSAF and outperform the conventional normalized subband adaptive filter (NSAF) algorithm. Therefore, it is preferred for environments under impulsive interferences. Simulation results are presented to verify these above considerations very well have been achieved.Keywords: acoustic echo cancellation (AEC), normalized subband adaptive filter (NSAF), dynamic selection subband adaptive filter (DS-NSAF), sign subband adaptive filter (SSAF), impulsive noise, robust filtering
Procedia PDF Downloads 5991061 Effects of the Non-Newtonian Viscosity of Blood on Flow Field in a Constricted Artery with a Porous Plaque
Authors: Maedeh Shojaeizadeh, Amirreza Yeganegi
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Nowadays many people lose their lives due to cardiovascular diseases. Inappropriate food habits and lack of exercise expedite deposit process of fatty substances on inner surface of blood arteries. This abnormal lump disturbs uniform blood flow and reduces oxygen delivery to active organs. This work presents a numerical simulation of Non-Newtonian blood flow in a stenosis vessel. The vessel is considered as two dimensional channel and plaque area is modelled as a homogenous porous medium. To simulate blood flow reaction around stenosis region, we use C++ code and solve coupled Cauchy, Darcy, governing continuity and energy equations. The analyses results show that viscosity power (n) plays an important role in flow separation and the size of the eddy at the downstream edge of the plaque. It is also observed that with increasing (n) value, temperature discontinuity and likelihood of vessel rupture declined.Keywords: blood flow, computational fluid dynamic, porosity, power law fluid
Procedia PDF Downloads 4591060 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 2521059 Numerical Solution of a Mathematical Model of Vortex Using Projection Method: Applications to Tornado Dynamics
Authors: Jagdish Prasad Maurya, Sanjay Kumar Pandey
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Inadequate understanding of the complex nature of flow features in tornado vortex is a major problem in modelling tornadoes. Tornadoes are violent atmospheric phenomenon that appear all over the world. Modelling tornadoes aim to reduce the loss of the human lives and material damage caused by the tornadoes. Dynamics of tornado is investigated by a numerical technique, the improved version of the projection method. In this paper, authors solve the problem for axisymmetric tornado vortex by the said method that uses a finite difference approach for getting an accurate and stable solution. The conclusions drawn are that large radial inflow velocity occurs near the ground that leads to increase the tangential velocity. The increased velocity phenomenon occurs close to the boundary and absolute maximum wind is obtained near the vortex core. The results validate previous numerical and theoretical models.Keywords: computational fluid dynamics, mathematical model, Navier-Stokes equations, tornado
Procedia PDF Downloads 3531058 On an Approach for Rule Generation in Association Rule Mining
Authors: B. Chandra
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In Association Rule Mining, much attention has been paid for developing algorithms for large (frequent/closed/maximal) itemsets but very little attention has been paid to improve the performance of rule generation algorithms. Rule generation is an important part of Association Rule Mining. In this paper, a novel approach named NARG (Association Rule using Antecedent Support) has been proposed for rule generation that uses memory resident data structure named FCET (Frequent Closed Enumeration Tree) to find frequent/closed itemsets. In addition, the computational speed of NARG is enhanced by giving importance to the rules that have lower antecedent support. Comparative performance evaluation of NARG with fast association rule mining algorithm for rule generation has been done on synthetic datasets and real life datasets (taken from UCI Machine Learning Repository). Performance analysis shows that NARG is computationally faster in comparison to the existing algorithms for rule generation.Keywords: knowledge discovery, association rule mining, antecedent support, rule generation
Procedia PDF Downloads 3241057 Modelling and Analysis of Shear Banding in Flow of Complex Fluids
Authors: T. Chinyoka
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We present the Johnson-Segalman constitutive model to capture certain fluid flow phenomena that has been experimentally observed in the flow of complex polymeric fluids. In particular, experimentally observed phenomena such as shear banding, spurt and slip are explored and/or explained in terms of the non-monotonic shear-stress versus shear-rate relationships. We also explore the effects of the inclusion of physical flow aspects such as wall porosity on shear banding. We similarly also explore the effects of the inclusion of mathematical modelling aspects such as stress diffusion into the stress constitutive models in order to predict shear-stress (or shear-rate) paths. We employ semi-implicit finite difference methods for all the computational solution procedures.Keywords: Johnson-Segalman model, diffusive Johnson-Segalman model, shear banding, finite difference methods, complex fluid flow
Procedia PDF Downloads 3651056 Modelling Magnetohydrodynamics to Investigate Variation of Shielding Gases on Arc Characteristics in the GTAW Process
Authors: Stuart W. Campbell, Alexander M. Galloway, Norman A. McPherson, Duncan Camilleri, Daniel Micallef
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Gas tungsten arc welding requires a gas shield to be present in order to protect the arc area from contamination by atmospheric gases. As a result of each gas having its own unique thermophysical properties, the shielding gas selected can have a major influence on the arc stability, welding speed, weld appearance and geometry, mechanical properties and fume generation. Alternating shielding gases is a relatively new method of discreetly supplying two different shielding gases to the welding region in order to take advantage of the beneficial properties of each gas, as well as the inherent pulsing effects generated. As part of an ongoing process to fully evaluate the effects of this novel supply method, a computational fluid dynamics model has been generated to include the gas dependent thermodynamic and transport properties in order to evaluate the effects that an alternating gas supply has on the arc plasma. Experimental trials have also been conducted to validate the model arc profile predictions.Keywords: Alternating shielding gases, ANSYS CFX, Gas tungsten arc welding(GTAW), magnetohydrodynamics(MHD)
Procedia PDF Downloads 4361055 A Hybrid Derivative-Free Optimization Method for Pass Schedule Calculation in Cold Rolling Mill
Authors: Mohammadhadi Mirmohammadi, Reza Safian, Hossein Haddad
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This paper presents an innovative solution for complex multi-objective optimization problem which is a part of efforts toward maximizing rolling mill throughput and minimizing processing costs in tandem cold rolling. This computational intelligence based optimization has been applied to the rolling schedules of tandem cold rolling mill. This method involves the combination of two derivative-free optimization procedures in the form of nested loops. The first optimization loop is based on Improving Hit and Run method which focus on balance of power, force and reduction distribution in rolling schedules. The second loop is a real-coded genetic algorithm based optimization procedure which optimizes energy consumption and productivity. An experimental result of application to five stand tandem cold rolling mill is presented.Keywords: derivative-free optimization, Improving Hit and Run method, real-coded genetic algorithm, rolling schedules of tandem cold rolling mill
Procedia PDF Downloads 6961054 The Exact Specification for Consumption of Blood-Pressure Regulating Drugs with a Numerical Model of Pulsatile Micropolar Fluid Flow in Elastic Vessel
Authors: Soroush Maddah, Houra Asgarian, Mahdi Navidbakhsh
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In the present paper, the problem of pulsatile micropolar blood flow through an elastic artery has been studied. An arbitrary Lagrangian-Eulerian (ALE) formulation for the governing equations has been produced to model the fully-coupled fluid-structure interaction (FSI) and has been solved numerically using finite difference scheme by exploiting a mesh generation technique which leads to a uniformly spaced grid in the computational plane. Effect of the variations of cardiac output and wall artery module of elasticity on blood pressure with blood-pressure regulating drugs like Atenolol has been determined. Also, a numerical model has been produced to define precisely the effects of various dosages of a drug on blood flow in arteries without the numerous experiments that have many mistakes and expenses.Keywords: arbitrary Lagrangian-Eulerian, Atenolol, fluid structure interaction, micropolar fluid, pulsatile blood flow
Procedia PDF Downloads 4211053 Multi-Objective Variable Neighborhood Search Algorithm to Solving Scheduling Problem with Transportation Times
Authors: Majid Khalili
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This paper deals with a bi-objective hybrid no-wait flowshop scheduling problem minimizing the makespan and total weighted tardiness, in which we consider transportation times between stages. Obtaining an optimal solution for this type of complex, large-sized problem in reasonable computational time by using traditional approaches and optimization tools is extremely difficult. This paper presents a new multi-objective variable neighborhood algorithm (MOVNS). A set of experimental instances are carried out to evaluate the algorithm by advanced multi-objective performance measures. The algorithm is carefully evaluated for its performance against available algorithm by means of multi-objective performance measures and statistical tools. The related results show that a variant of our proposed MOVNS provides sound performance comparing with other algorithms. Procedia PDF Downloads 4181052 Early Requirement Engineering for Design of Learner Centric Dynamic LMS
Authors: Kausik Halder, Nabendu Chaki, Ranjan Dasgupta
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We present a modelling framework that supports the engineering of early requirements specifications for design of learner centric dynamic Learning Management System. The framework is based on i* modelling tool and Means End Analysis, that adopts primitive concepts for modelling early requirements (such as actor, goal, and strategic dependency). We show how pedagogical and computational requirements for designing a learner centric Learning Management system can be adapted for the automatic early requirement engineering specifications. Finally, we presented a model on a Learner Quanta based adaptive Courseware. Our early requirement analysis shows that how means end analysis reveals gaps and inconsistencies in early requirements specifications that are by no means trivial to discover without the help of formal analysis tool.Keywords: adaptive courseware, early requirement engineering, means end analysis, organizational modelling, requirement modelling
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