Search results for: deep graphical model

Authors: Sibel Celik, Hüseyin Ergin

Abstract:

The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.

Keywords: volatility, GARCH model, realized volatility, high frequency data

Procedia PDF Downloads 486

Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu

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Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.

Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship

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Authors: Shih-Kuei Lin

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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.

Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm

Procedia PDF Downloads 421

Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi

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In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.

Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function

Procedia PDF Downloads 567

Authors: Mohammad Ghiasvand, Babak Khorsandi, Morteza Kolahdoozan

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Under the influence of waves, oil in the sea is subject to vertical scattering in the water column. Scientists' knowledge of how oil is dispersed in the water column is one of the lowest levels of knowledge among other processes affecting oil in the marine environment, which highlights the need for research and study in this field. Therefore, this study investigates the distribution of oil in the water column in a turbulent environment with zero velocity characteristics. Lack of laboratory results to analyze the distribution of petroleum pollutants in deep water for information Phenomenon physics on the one hand and using them to calibrate numerical models on the other hand led to the development of laboratory models in research. According to the aim of the present study, which is to investigate the distribution of oil in homogeneous and isotropic turbulence caused by the oscillating Grid, after reaching the ideal conditions, the crude oil flow was poured onto the water surface and oil was distributed in deep water due to turbulence was investigated. In this study, all experimental processes have been implemented and used for the first time in Iran, and the study of oil diffusion in the water column was considered one of the key aspects of pollutant diffusion in the oscillating Grid environment. Finally, the required oscillation velocities were taken at depths of 10, 15, 20, and 25 cm from the water surface and used in the analysis of oil diffusion due to turbulence parameters. The results showed that with the characteristics of the present system in two static modes and network motion with a frequency of 0.8 Hz, the results of oil diffusion in the four mentioned depths at a frequency of 0.8 Hz compared to the static mode from top to bottom at 26.18, 57 31.5, 37.5 and 50% more. Also, after 2.5 minutes of the oil spill at a frequency of 0.8 Hz, oil distribution at the mentioned depths increased by 49, 61.5, 85, and 146.1%, respectively, compared to the base (static) state.

Keywords: homogeneous and isotropic turbulence, oil distribution, oscillating grid, oil spill

Procedia PDF Downloads 75

Authors: Sateesh Kumar Pisini, Swetha Priya Pisini

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Granular piles are becoming popular as a technique of deep ground improvement not only in soft cohesive soils but also in loose cohesionless deposits. The present experimental study has been carried out on granular piles in sand (loose sand and medium dense sand i.e. relative density at 15% and 30%) with geogrid reinforcement. In this experimental study, a group of five piles installed in sand (at different spacing i.e s = 2d, 3d and 4d) the length and diameter of the pile (L = 0.4 m and d= 50 mm) kept as same for all series of experiments. Geogrid reinforcement is provided on granular piles with a limited number of laboratory tests. It has been conducted in laboratory to study the behavior of a granular pile with reinforced geogrid layers supporting a square footing at different s/d ratios. The influence of geogrid layers providing on granular piles investigated through model tests. In this paper the experimental study carried out results in significant increase in load carrying capacity and decrease in settlement reduction of the weak cohesionless soil. Also, the behavior of load carrying capacity and settlement with changing the s/d ratio has been carried out through a parametric study.

Keywords: granular piles, cohesionless soil, geogrid reinforcement, load carrying capacity

Procedia PDF Downloads 261

Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz

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In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.

Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software

Procedia PDF Downloads 330

Authors: Tareq Oshan

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Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.

Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk

Procedia PDF Downloads 243

Authors: Youhang Zhou, Weimin Zeng, Qi Xie

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Abstract: In order to solve the wear recognition problem of the machine tool guide surface, a new machine tool guide surface recognition method based on the radar-graph barycentre feature is presented in this paper. Firstly, the gray mean value, skewness, projection variance, flat degrees and kurtosis features of the guide surface image data are defined as primary characteristics. Secondly, data Visualization technology based on radar graph is used. The visual barycentre graphical feature is demonstrated based on the radar plot of multi-dimensional data. Thirdly, a classifier based on the support vector machine technology is used, the radar-graph barycentre feature and wear original feature are put into the classifier separately for classification and comparative analysis of classification and experiment results. The calculation and experimental results show that the method based on the radar-graph barycentre feature can detect the guide surface effectively.

Keywords: guide surface, wear defects, feature extraction, data visualization

Procedia PDF Downloads 519

Authors: K. M. Anusha, R. Krishnaveni

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Crossing a decade of the 21st century, the paradigm of human resources can be seen evolving with the strategic gene induced into it. There seems to be a radical shift descending as the corporate sector calls on its HR team to become strategic rather than administrative. This transferal eventually requires the metrics employed by these HR teams not to be just operationally reactive but to be aligned to an evidence-based strategic thinking. Realizing the growing need for a prescriptive metric model for effective HR analytics, this study has designed a conceptual framework for a basic metric model that can assist IT-HRM professionals to transition to a practice of evidence-based decision-making to enhance organizational performance.

Keywords: metric model, evidence based HR, HR analytics, strategic HR practices, IT sector

Procedia PDF Downloads 403

Authors: Nikolaos Reppas, Yilin Gui

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A dual-porosity finite element-code will be presented for the stability analysis of the wellbore during CO₂ injection. An elastoplastic damage response will be considered to the model. The Finite Element Method (FEM) will be validated using experimental results from literature or from experiments that are planned to be undertaken at Newcastle University. The main target of the research paper is to present a constitutive model that can help industries to safely store CO₂ in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elastoplastic damage Thermo-Hydraulic-Mechanical (THM) model will determine the pressure and temperature of the injected CO₂ as well as the size of the radius of the wellbore that can make the Carbon Capture and Storage (CCS) procedure more efficient.

Keywords: carbon capture and storage, Wellbore stability, elastoplastic damage response for rock, constitutive THM model, fully coupled thermo-hydraulic-mechanical model

Procedia PDF Downloads 175

Authors: N. Guo, C. Xu, Z. C. Yang

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In order to ensure the high reliability of an aircraft, the accurate structural dynamics analysis has become an indispensable part in the design of an aircraft structure. Therefore, the structural finite element model which can be used to accurately calculate the structural dynamics and their transfer relations is the prerequisite in structural dynamic design. A dynamic finite element model updating method is presented to correct the uncertain parameters of the finite element model of a structure using measured modal parameters. The coordinate modal assurance criterion is used to evaluate the correlation level at each coordinate over the experimental and the analytical mode shapes. Then, the weighted summation of the natural frequency residual and the coordinate modal assurance criterion residual is used as the objective function. Moreover, the hybrid pattern search (HPS) optimization technique, which synthesizes the advantages of pattern search (PS) optimization technique and genetic algorithm (GA), is introduced to solve the dynamic FE model updating problem. A numerical simulation and a model updating experiment for GARTEUR aircraft model are performed to validate the feasibility and effectiveness of the present dynamic model updating method, respectively. The updated results show that the proposed method can be successfully used to modify the incorrect parameters with good robustness.

Keywords: model updating, modal parameter, coordinate modal assurance criterion, hybrid genetic/pattern search

Procedia PDF Downloads 161

Authors: Jin Sung Kim, Hoon Huh

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The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson-Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: rate dependent material properties, dynamic constitutive model, OFHC copper film, strain rate

Procedia PDF Downloads 486

Authors: M. Ndaw, G. Mendy, S. Ouya

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Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: risk, control, banking, FMECA, criticality

Procedia PDF Downloads 334

Authors: Fernando P. Silva, Valter J. S. Leite, Erivelton G. Nepomuceno

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In this paper, a nonlinear controller design for an omnidirectional mobile is presented. The robot controller consists of an inner-loop controller and an outer-loop controller, the first is designed using state feedback (robust allocation) and the second controller is designed based on Robust Multi Inversion (RMI) approach. The objective of RMI controller is rendering the robust inversion of the dynamic, when the model is affected by uncertainties. A model nonlinear MIMO of an omni-directional robot (small-league of Robocup) is used to simulate the RMI approach. The parameters of linear and nonlinear model are varied to cause modelling uncertainties among the model and the real model (real system) generating an error in inner-loop controller signal that must be compensated by RMI controller. The simulation test results show that the RMI is capable of compensating the uncertainties and keep the system stable and controlled under uncertainties.

Keywords: robust multi inversion, omni-directional robot, robocup, nonlinear control

Procedia PDF Downloads 589

Authors: Farzad Khajavi, Farzaneh Jalilfar, Faranak Jafari, Leila Shokrani

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Formulation of gliclazide in the form of extended-release tablet in 30 and 60 mg dosage forms was performed using hypromellose (HPMC K4M) as a retarding agent. Drug-release profiles were investigated in comparison with references Diamicron MR 30 and 60 mg tablets. The effect of size of powder particles, the amount of hypromellose in formulation, hardness of tablets, and also the effect of halving the tablets were investigated on drug release profile. A mathematical model which describes hypromellose behavior in initial times of drug release was proposed for the estimation of hypromellose content in modified-release gliclazide 60 mg tablet. This model is based on erosion of hypromellose in dissolution media. The model is applicable to describe release profiles of insoluble drugs. Therefore, by using dissolved amount of drug in initial times of dissolution and the model, the amount of hypromellose in formulation can be predictable. The model was used to predict the HPMC K4M content in modified-release gliclazide 30 mg and extended-release quetiapine 200 mg tablets.

Keywords: Gliclazide, hypromellose, drug release, modified-release tablet, mathematical model

Procedia PDF Downloads 223

Authors: Yasmeen A. S. Essawy, Khaled Nassar

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With the rapid increase of complexity in the building industry, professionals in the A/E/C industry were forced to adopt Building Information Modeling (BIM) in order to enhance the communication between the different project stakeholders throughout the project life cycle and create a semantic object-oriented building model that can support geometric-topological analysis of building elements during design and construction. This paper presents a model that extracts topological relationships and geometrical properties of building elements from an existing fully designed BIM, and maps this information into a directed acyclic Elemental Graph Data Model (EGDM). The model incorporates BIM-based search algorithms for automatic deduction of geometrical data and topological relationships for each building element type. Using graph search algorithms, such as Depth First Search (DFS) and topological sortings, all possible construction sequences can be generated and compared against production and construction rules to generate an optimized construction sequence and its associated schedule. The model is implemented in a C# platform.

Keywords: building information modeling (BIM), elemental graph data model (EGDM), geometric and topological data models, graph theory

Procedia PDF Downloads 382

Authors: Vinay P., Srinivas K. S.

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Low Light Image Enhancement is of utmost impor- tance in computer vision based tasks. Applications include vision systems for autonomous driving, night vision devices for defence systems, low light object detection tasks. Many of the existing deep learning methods are resource intensive during the inference step and take considerable time for processing. The algorithm should take considerably less than 41 milliseconds in order to process a real-time video feed with 24 frames per second and should be even less for a video with 30 or 60 frames per second. The paper presents a fast and efficient solution which has two main advantages, it has the potential to be used for a real-time video feed, and it can be used in low compute environments because of the lightweight nature. The proposed solution is a pipeline of three steps, the first one is the use of a simple function to map input RGB values to output RGB values, the second is to balance the colors and the final step is to adjust the contrast of the image. Hence a custom dataset is carefully prepared using images taken in low and bright lighting conditions. The preparation of the dataset, the proposed model, the processing time are discussed in detail and the quality of the enhanced images using different methods is shown.

Keywords: low light image enhancement, real-time video, computer vision, machine learning

Procedia PDF Downloads 206

Authors: Masato Nishi, Tetsushi Kaburagi, Masashi Kurose, Tei Hirashima, Tetsusei Kurasiki

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The process of thermoforming a carbon fiber reinforced thermoplastic (CFRTP) has increased its presence in the automotive industry for its wide applicability to the mass production car. A non-isothermal forming for CFRTP can shorten its cycle time to less than 1 minute. In this paper, the textile reinforcement FE model which the authors proposed in a previous work is extended to the CFRTP model for non-isothermal forming simulation. The effect of thermoplastic is given by adding shell elements which consider thermal effect to the textile reinforcement model. By applying Reuss model to the stress calculation of thermoplastic, the proposed model can accurately predict in-plane shear behavior, which is the key deformation mode during forming, in the range of the process temperature. Using the proposed model, thermoforming simulation was conducted and the results are in good agreement with the experimental results.

Keywords: carbon fiber reinforced thermoplastic, finite element analysis, pre-impregnated textile composite, non-isothermal forming

Procedia PDF Downloads 430

Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi

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The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.

Keywords: Besag2, CAR models, disease mapping, INLA, spatial models

Procedia PDF Downloads 281

Authors: H. M. Haytham, E. A. Azza, E.S. Mohamed, E. G. Nesreen

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Thoracotomy is a great surgery that has serious pulmonary complications, so purpose of this study was to determine the response of diaphragmatic excursion to inspiratory muscle trainer post thoracotomy. Thirty patients of both sexes (16 men and 14 women) with age ranged from 20 to 40 years old had done thoracotomy participated in this study. The practical work was done in cardiothoracic department, Kasr-El-Aini hospital at faculty of medicine for individuals 3 days Post operatively. Patients were assigned into two groups: group A (study group) included 15 patients (8 men and 7 women) who received inspiratory muscle training by using inspiratory muscle trainer for 20 minutes and routine chest physiotherapy (deep breathing, cough and early ambulation) twice daily, 3 days per week for one month. Group B (control group) included 15 patients (8 men and 7 women) who received the routine chest physiotherapy only (deep breathing, cough and early ambulation) twice daily, 3 days per week for one month. Ultrasonography was used to evaluate the changes in diaphragmatic excursion before and after training program. Statistical analysis revealed a significant increase in diaphragmatic excursion in the study group (59.52%) more than control group (18.66%) after using inspiratory muscle trainer post operatively in patients post thoracotomy. It was concluded that the inspiratory muscle training device increases diaphragmatic excursion in patients post thoracotomy through improving inspiratory muscle strength and improving mechanics of breathing and using of inspiratory muscle trainer as a method of physical therapy rehabilitation to reduce post-operative pulmonary complications post thoracotomy.

Keywords: diaphragmatic excursion, inspiratory muscle trainer, ultrasonography, thoracotomy

Procedia PDF Downloads 319

Authors: H. Ahmed, A. Schlenkhoff

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Recently, permeable breakwaters have been suggested to overcome the disadvantages of fully protection breakwaters. These protection structures have minor impacts on the coastal environment and neighboring beaches where they provide a more economical protection from waves and currents. For regular waves, a numerical model is used (FLOW-3D, VOF) to investigate the hydraulic performance of a permeable breakwater. The model of permeable breakwater consists of a pair of identical vertical slotted walls with an impermeable upper and lower part, where the draft is a decimal multiple of the total depth. The middle part is permeable with a porosity of 50%. The second barrier is located at distant of 0.5 and 1.5 of the water depth from the first one. The numerical model is validated by comparisons with previous laboratory data and semi-analytical results of the same model. A good agreement between the numerical results and both laboratory data and semi-analytical results has been shown and the results indicate the applicability of the numerical model to reproduce most of the important features of the interaction. Through the numerical investigation, the friction factor of the model is carefully discussed.

Keywords: coastal structures, permeable breakwater, slotted wall, numerical model, energy dissipation coefficient

Procedia PDF Downloads 391

Authors: Cinna Soltanpur, Mohammad Ghamari, Behzad Momahed Heravi, Fatemeh Zare

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Low-density parity-check (LDPC) codes have been shown to deliver capacity approaching performance; however, problematic graphical structures (e.g. trapping sets) in the Tanner graph of some LDPC codes can cause high error floors in bit-error-ratio (BER) performance under conventional sum-product algorithm (SPA). This paper presents a serial concatenation scheme to avoid the trapping sets and to lower the error floors of LDPC code. The outer code in the proposed concatenation is the LDPC, and the inner code is a high rate array code. This approach applies an interactive hybrid process between the BCJR decoding for the array code and the SPA for the LDPC code together with bit-pinning and bit-flipping techniques. Margulis code of size (2640, 1320) has been used for the simulation and it has been shown that the proposed concatenation and decoding scheme can considerably improve the error floor performance with minimal rate loss.

Keywords: concatenated coding, low–density parity–check codes, array code, error floors

Procedia PDF Downloads 356

Authors: Maryam Maleki, Esther Mead, Mohammad Arani, Nitin Agarwal

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The proliferation of social media platforms like Twitter has heightened the consequences of the spread of misinformation. To understand and model the spread of misinformation, in this paper, we leveraged the SEIZ (Susceptible, Exposed, Infected, Skeptics) epidemiological model to describe the underlying process that delineates the spread of misinformation on Twitter. Compared to the other epidemiological models, this model produces broader results because it includes the additional Skeptics (Z) compartment, wherein a user may be Exposed to an item of misinformation but not engage in any reaction to it, and the additional Exposed (E) compartment, wherein the user may need some time before deciding to spread a misinformation item. We analyzed misinformation regarding the unrest in Washington, D.C. in the month of March 2020, which was propagated by the use of the #DCblackout hashtag by different users across the U.S. on Twitter. Our analysis shows that misinformation can be modeled using the concept of epidemiology. To the best of our knowledge, this research is the first to attempt to apply the SEIZ epidemiological model to the spread of a specific item of misinformation, which is a category distinct from that of rumor and hoax on online social media platforms. Applying a mathematical model can help to understand the trends and dynamics of the spread of misinformation on Twitter and ultimately help to develop techniques to quickly identify and control it.

Keywords: Black Lives Matter, epidemiological model, mathematical modeling, misinformation, SEIZ model, Twitter

Procedia PDF Downloads 167

Authors: Masood Beheshtirad

Abstract:

Identification of regions having potential for landslide occurrence is one of the basic measures in natural resources management. Different landslide hazard mapping models are proposed based on the environmental condition and goals. In this research landslide hazard map using multiple regression model were provided and applicability of this model is investigated in Baghdasht watershed. Dependent variable is landslide inventory map and independent variables consist of information layers as Geology, slope, aspect, distance from river, distance from road, fault and land use. For doing this, existing landslides have been identified and an inventory map made. The landslide hazard map is based on the multiple regression provided. The level of similarity potential hazard classes and figures of this model were compared with the landslide inventory map in the SPSS environments. Results of research showed that there is a significant correlation between the potential hazard classes and figures with area of the landslides. The multiple regression model is suitable for application in the Baghdasht Watershed.

Keywords: landslide, mapping, multiple model, regression

Procedia PDF Downloads 325

Authors: Ahmad K. Samaila, Basant K. Jha

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This study is devoted to investigate the effect of transpiration on transient as well as steady-state natural convection flow of a reactive viscous fluid in a vertical channel formed by two infinite vertical parallel porous plates. The Boussinesq assumption is applied and the nonlinear governing equations of energy and momentum are developed. The problem is solved numerically using implicit finite difference method and analytically for steady-state case using perturbation method. Solutions are presented in graphical form for fluid temperature, velocity, and skin-friction and wall heat transfer rate for various parametric values. It is found that velocity, temperature, rate of heat transfer as well as skin-friction are strongly affected by mass leakage through the porous plates.

Keywords: transpiration, reactive viscous fluid, porous plates, natural convection, suction/injection

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Authors: Jamal Choudhry, Roland Larsson, Andreas Almqvist

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A multi-scale flash temperature model has been developed and validated against existing work. The core strength of the proposed model is that it can be adapted to predict flash contact temperatures occurring in various types of sliding systems. In this paper, it is used to investigate how different surface roughness parameters affect the flash temperatures. The results show that for decreasing Hurst exponents as well as increasing values of the high-frequency cut-off, the maximum flash temperature increases. It was also shown that the effect of surface roughness does not influence the average interface temperature. The model predictions were validated against data from an experiment conducted in a pin-on-disc machine. This also showed the importance of including a wear model when simulating flash temperature development in a sliding system.

Keywords: multiscale, pin-on-disc, finite element method, flash temperature, surface roughness

Procedia PDF Downloads 118

Authors: A. Daftari, W. Kudla

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Liquefaction is a phenomenon in which the strength and stiffness of a soil is reduced by earthquake shaking or other rapid cyclic loading. Liquefaction and related phenomena have been responsible for huge amounts of damage in historical earthquakes around the world. Modelling of soil behaviour is the main step in soil liquefaction prediction process. Nowadays, several constitutive models for sand have been presented. Nevertheless, only some of them can satisfy this mechanism. One of the most useful models in this term is UBCSAND model. In this research, the capability of this model is considered by using PLAXIS software. The real data of superstition hills earthquake 1987 in the Imperial Valley was used. The results of the simulation have shown resembling trend of the UBC3D-PLM model.

Keywords: liquefaction, plaxis, pore-water pressure, UBC3D-PLM

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Authors: Hamad M. Alhajeri

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Swirling chamber is a promising cooling method for heavily thermally loaded parts like turbine blades due to the additional circumferential velocity and therefore improved turbulent mixing of the fluid. This paper investigates numerically the effect of turbulence model on the heat convection of the swirling chamber. Grid independence analysis is conducted to obtain the proper grid dimension. The work validated with experimental data available in the literature. Flow analysis using improved delayed detached eddy simulation turbulence model and Reynolds averaged Navier-Stokes k-ɛ turbulence model is carried. The flow characteristic near the exit is reformed when improved delayed detached eddy simulation model used.

Keywords: gas turbine, Nusselt number, flow characteristics, heat transfer

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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

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

Procedia PDF Downloads 378