Search results for: bar model method

Authors: H. Al-Hajeri

Abstract:

The computation of the effectiveness of turbulence enhancement surface features, such as ribs as means of promoting mixing and hence heat transfer, has attracted the continued attention of the engineering community. In this study, the simulation of a three-dimensional cooling passage is carried out employing a number of turbulence models including Durbin model. The cooling passage consists of a square section duct whose upper and lower surfaces feature staggered cuboid ribs. The main objective of this paper is to provide comparisons of the performance of the v2-f model against other established turbulence models as implemented in the commercial CFD code Ansys Fluent. The present study demonstrates that the v2-f model can successfully capture the isothermal air flow phenomena in flow over obstacles.

Keywords: CFD, cooling passage, Durbin model, turbulence model

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Authors: Eti Dwi Wiraningsih, Folashade Agusto, Lina Aryati, Syamsuddin Toaha, Suzanne Lenhart, Widodo, Willy Govaerts

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This paper considers a deterministic model for the transmission dynamics of rabies virus in the wild dogs-domestic dogs-human zoonotic cycle. The effect of vaccination and culling in dogs is considered on the model, then the stability was analysed to get basic reproduction number. We use the next generation matrix method and Routh-Hurwitz test to analyze the stability of the Disease-Free Equilibrium and Endemic Equilibrium of this model.

Keywords: stability analysis, rabies model, vaccination effect, culling in dogs

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Authors: A. Torokhti

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A new method of mathematical modeling of the distributed nonlinear system is developed. The system is represented by a combination of the set of spatially distributed sensors and the fusion center. Its mathematical model is obtained from the iterative procedure that converges to the model which is optimal in the sense of minimizing an associated cost function.

Keywords: mathematical modeling, non-linear system, spatially distributed sensors, fusion center

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Authors: Abderazak Guettaf

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The mathematical models of the physical phenomena interacting in inductive plasma were described by the physics equations of the continuous mediums. A 3D model based on magnetic potential vector and electric scalar potential (A, V) formulation is used. The finished volume method is applied to electromagnetic equation, to obtain the field distribution inside the plasma. The numerical results of the method developed on a basic model designed starting from a real three-dimensional model were exposed. From the mathematical model 3D spreading assumptions and boundary conditions, we evaluated the electric field in the load and we have developed a numerical code made under the MATLAB environment, all verifying the effectiveness and validity of this code.

Keywords: electric field, 3D magnetic potential vector and electric scalar potential (A, V) formulation, finished volumes, annular plasma

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Authors: Zhang Shuqi, Liu Dan

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For the problems in intelligent network anomaly traffic detection models, such as low detection accuracy caused by the lack of training samples, poor effect with small sample attack detection, a classification model enhancement method, F-ACGAN(Flow Auxiliary Classifier Generative Adversarial Network) which introduces generative adversarial network and adversarial training, is proposed to solve these problems. Generating adversarial data with category labels could enhance the training effect and improve classification accuracy and model robustness. FACGAN consists of three steps: feature preprocess, which includes data type conversion, dimensionality reduction and normalization, etc.; A generative adversarial network model with feature learning ability is designed, and the sample generation effect of the model is improved through adversarial iterations between generator and discriminator. The adversarial disturbance factor of the gradient direction of the classification model is added to improve the diversity and antagonism of generated data and to promote the model to learn from adversarial classification features. The experiment of constructing a classification model with the UNSW-NB15 dataset shows that with the enhancement of FACGAN on the basic model, the classification accuracy has improved by 8.09%, and the score of F1 has improved by 6.94%.

Keywords: data imbalance, GAN, ACGAN, anomaly detection, adversarial training, data augmentation

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Authors: Yuanhao Gao, Pin Lin, Kees Weijer

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In this paper, we will determine the external body force distribution with analysis of stokes fluid motion using mathematical modelling and numerical approaching. The body force distribution is regarded as the unknown variable and could be determined by the idea of optimal control theory. The Stokes flow motion and its velocity are generated by given forces in a unit square domain. A regularized objective functional is built to match the numerical result of flow velocity with the generated velocity data. So that the force distribution could be determined by minimizing the value of objective functional, which is also the difference between the numerical and experimental velocity. Then after utilizing the Lagrange multiplier method, some partial differential equations are formulated consisting the optimal control system to solve. Finite element method and conjugate gradient method are used to discretize equations and deduce the iterative expression of target body force to compute the velocity numerically and body force distribution. Programming environment FreeFEM++ supports the implementation of this model.

Keywords: optimal control model, Stokes equation, finite element method, conjugate gradient method

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Authors: Mehdi Fuladipanah

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Stepped spillway includes several steps from the crest to the toe. The steps of stepped spillway could cause to decrease the energy with making energy distribution in the longitude mode and also to reduce the outcome speed. The aim of this study was to stimulate the stepped spillway combined with stilling basin-step using Fluent model and the turbulent superficial flow using RNG, K-ε. The free surface of the flow was monitored by VOF model. The velocity and the depth of the flow were measured by tail water depth by the numerical model and then the dissipated energy was calculated along the spillway. The results indicated that the stilling basin-step complex may cause energy dissipation increment in the stepped spillway. Also, the numerical model was suggested as an effective method to predict the circular and complicated flows in the stepped spillways.

Keywords: stepped spillway, fluent model, VOF model, K-ε model, energy distribution

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Authors: Mohammad Moonesun, Ehsan Asadi Asrami, Julia Bodnarchuk

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In the case of Solar Autonomous Underwater Vehicle, which uses photovoltaic panels to provide its required power, due to limitation of energy, accurate estimation of resistance and energy has major sensitivity. In this work, hydrodynamic calculations by numerical method for a solar autonomous underwater vehicle equipped by two 50 W photovoltaic panels has been studied. To evaluate the required power and energy, hull hydrodynamic resistance in several velocities should be taken into account. To do this assessment, the ANSYS FLUENT 18 applied as Computational Fluid Dynamics (CFD) tool that solves Reynolds Average Navier Stokes (RANS) equations around AUV hull, and K-ω SST is used as turbulence model. To validate of solution method and modeling approach, the model of Myring submarine that it’s experimental data was available, is simulated. There is good agreement between numerical and experimental results. Also, these results showed that the K-ω SST Turbulence model is an ideal method to simulate the AUV motion in low velocities.

Keywords: underwater vehicle, hydrodynamic resistance, numerical modelling, CFD, RANS

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Authors: Melody Yin

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Concussions impact a large amount of adolescents; they make up as much as half of the diagnosed concussions in America. This research proposes a hybrid machine learning model based on the combination of human/knowledge-based domains and computer-generated feature rankings to improve the accuracy of diagnosing sports related concussion (SRC). Using a data set of symptoms collected on the sideline post-SRC events, the symptom selection criteria method has been developed by using Google AutoML's important score function to identify the top 10 symptom features. In addition, symptom domains have been introduced as another parameter, categorizing the symptoms into physical, cognitive, sleep, and emotional domains. The hybrid machine learning model has been trained with a combination of the top 10 symptoms and 4 domains. From the results, the hybrid model was the best performer for symptom resolution time prediction in 2 and 4-week thresholds. This research is a proof of concept study in the use of domains along with machine learning in order to improve concussion prediction accuracy. It is also possible that the use of domains can make the model more efficient due to reduced training time. This research examines the use of a hybrid method in predicting sports-related concussion. This achievement is based on data preprocessing, using a hybrid method to select criteria to achieve high performance.

Keywords: hybrid model, machine learning, sports related concussion, symptom resolution time

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Authors: Shen Jian, Hu Jie, Qi Jin, Liu Wei Jie, Chen Ji Yi, Peng Ying Hong

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In order to settle the problem of acquiring case in biological related to design problems, a biometrics instance acquisition method based on text mining is presented. Through the construction of corpus text vector space and knowledge mining, the feature selection, similarity measure and case retrieval method of text in the field of biology are studied. First, we establish a vector space model of the corpus in the biological field and complete the preprocessing steps. Then, the corpus is retrieved by using the vector space model combined with the functional keywords to obtain the biological domain examples related to the design problems. Finally, we verify the validity of this method by taking the example of text.

Keywords: text mining, vector space model, feature selection, biologically inspired design

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Authors: Rakesh Kumar, A. K. Ghosh

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The paper presents the modeling of linear and nonlinear longitudinal aerodynamics using real flight data of Hansa-3 aircraft gathered at low and high angles of attack. The Neural-Gauss-Newton (NGN) method has been applied to model the linear and nonlinear longitudinal dynamics and estimate parameters from flight data. Unsteady aerodynamics due to flow separation at high angles of attack near stall has been included in the aerodynamic model using Kirchhoff’s quasi-steady stall model. NGN method is an algorithm that utilizes Feed Forward Neural Network (FFNN) and Gauss-Newton optimization to estimate the parameters and it does not require any a priori postulation of mathematical model or solving of equations of motion. NGN method was validated on real flight data generated at moderate angles of attack before application to the data at high angles of attack. The estimates obtained from compatible flight data using NGN method were validated by comparing with wind tunnel values and the maximum likelihood estimates. Validation was also carried out by comparing the response of measured motion variables with the response generated by using estimates a different control input. Next, NGN method was applied to real flight data generated by executing a well-designed quasi-steady stall maneuver. The results obtained in terms of stall characteristics and aerodynamic parameters were encouraging and reasonably accurate to establish NGN as a method for modeling nonlinear aerodynamics from real flight data at high angles of attack.

Keywords: parameter estimation, NGN method, linear and nonlinear, aerodynamic modeling

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Authors: Byl Farney Cunha Junior

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In this work the dynamic three-dimensional analysis of a 47-story building located in Goiania city when subjected to wind loads generated using both the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method is realized. To model the frames three different methodologies are used: the shear building model and both bi and three-dimensional finite element models. To start the analysis, a plane frame is initially studied to validate the shear building model and, in order to compare the results of natural frequencies and displacements at the top of the structure the same plane frame was modeled using the finite element method through the SAP2000 V10 software. The same steps were applied to an idealized 20-story spacial frame that helps in the presentation of the stiffness correction process applied to columns. Based on these models the two methods used to generate the Wind loads are presented: a discrete model proposed in the Wind Brazilian code, NBR6123 (ABNT, 1988) and the Synthetic-Wind method. The method uses the Davenport spectrum which is divided into a variety of frequencies to generate the temporal series of loads. Finally, the 47- story building was analyzed using both the three-dimensional finite element method through the SAP2000 V10 software and the shear building model. The models were loaded with Wind load generated by the Wind code NBR6123 (ABNT, 1988) and by the Synthetic-Wind method considering different wind directions. The displacements and internal forces in columns and beams were compared and a comparative study considering a situation of a full elevated reservoir is realized. As can be observed the displacements obtained by the SAP2000 V10 model are greater when loaded with NBR6123 (ABNT, 1988) wind load related to the permanent phase of the structure’s response.

Keywords: finite element method, synthetic wind, tall buildings, shear building

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Authors: Sadia Arshad, Ayesha Sohail, Sana Javed, Khadija Maqbool, Salma Kanwal

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The dynamical study of the carriers play an essential role in the evolution and global transmission of infectious diseases and will be discussed in this study. To make this approach novel, we will consider the fractional order model which is generalization of integer order derivative to an arbitrary number. Since the integration involved is non local therefore this property of fractional operator is very useful to study epidemic model for infectious diseases. An extended numerical method (ODE solver) is implemented on the model equations and we will present the simulations of the model for different values of fractional order to study the effect of carriers on transmission dynamics. Global dynamics of fractional model are established by using the reproduction number.

Keywords: Fractional differential equation, Numerical simulations, epidemic model, transmission dynamics

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Authors: Niladri Sekhar Barma, Satish Dhandole

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Damage identification in the context of safety, nowadays, has become a fundamental research interest area in the field of mechanical, civil, and aerospace engineering structures. The following research is aimed to identify damage in a mechanical beam structure and quantify the severity or extent of damage in terms of loss of stiffness, and obtain an updated analytical Finite Element (FE) model. An FE model is used for analysis, and the location of damage for single and multiple damage cases is identified numerically using the modal strain energy method and mode shape curvature method. Experimental data has been acquired with the help of an accelerometer. Fast Fourier Transform (FFT) algorithm is applied to the measured signal, and subsequently, post-processing is done in MEscopeVes software. The two sets of data, the numerical FE model and experimental results, are compared to locate the damage accurately. The extent of the damage is identified via modal frequencies using a mixed numerical-experimental technique. Mode shape comparison is performed by Modal Assurance Criteria (MAC). The analytical FE model is adjusted by the direct method of model updating. The same study has been extended to some real-life structures such as plate and GARTEUR structures.

Keywords: damage identification, damage quantification, damage detection using modal analysis, structural damage identification

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Authors: Yang Yang, Dan Liu

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Anomaly detection models for network flow based on machine learning have poor detection performance under extremely unbalanced training data conditions and also have slow detection speed and large resource consumption when deploying on network edge devices. Embedding multi-teacher knowledge distillation (mKD) in anomaly detection can transfer knowledge from multiple teacher models to a single model. Inspired by this, we proposed a state-of-the-art model, mKDNAD, to improve detection performance. mKDNAD mine and integrate the knowledge of one-dimensional sequence and two-dimensional image implicit in network flow to improve the detection accuracy of small sample classes. The multi-teacher knowledge distillation method guides the train of the student model, thus speeding up the model's detection speed and reducing the number of model parameters. Experiments in the CICIDS2017 dataset verify the improvements of our method in the detection speed and the detection accuracy in dealing with the small sample classes.

Keywords: network flow anomaly detection (NAD), multi-teacher knowledge distillation, machine learning, deep learning

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Authors: Katarzyna Baruch, Agata Szelag, Jaroslaw Rubacha, Bartlomiej Chojnacki, Tadeusz Kamisinski

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Methodology used to measure the reduction of transmitted impact sound by floor coverings situated on a massive floor is described in ISO 10140-3: 2010. To carry out such tests, the standardised reverberation room separated by a standard floor from the second measuring room are required. The need to have a special laboratory results in high cost and low accessibility of this measurement. The authors propose their own engineering method to measure the impact sound improvement with floor coverings. This method does not require standard rooms and floor. This paper describes the measurement procedure of proposed engineering method. Further, verification tests were performed. Validation of the proposed method was based on the analytical model, Statistical Energy Analysis (SEA) model and empirical measurements. The received results were related to corresponding ones obtained from ISO 10140-3:2010 measurements. The study confirmed the usefulness of the engineering method.

Keywords: building acoustic, impact noise, impact sound insulation, impact sound transmission, reduction of impact sound

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Authors: Ho Young Son, Bu Seog Ju, Woo Young Jung

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This study presents the seismic safety evaluation of weir structure subjected to strong earthquake ground motions, as a flood defense structure in civil engineering structures. The seismic safety analysis procedure was illustrated through development of Finite Element (FE) and InFinite Element (IFE) method in ABAQUS platform. The IFE model was generated by CINPS4, 4-node linear one-way infinite model as a sold continuum infinite element in foundation areas of the weir structure and then nonlinear FE model using friction model for soil-structure interactions was applied in this study. In order to understand the complex behavior of weir structures, nonlinear time history analysis was carried out. Consequently, it was interesting to note that the compressive stress gave more vulnerability to the weir structure, in comparison to the tensile stress, during an earthquake. The stress concentration of the weir structure was shown at the connection area between the weir body and stilling basin area. The stress both tension and compression was reduced in IFE model rather than FE model of weir structures.

Keywords: seismic, numerical analysis, FEM, weir, boundary condition

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Authors: Fadwa Haraka, Ahmad Elouatouati, Mourad Taha Janan

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In this study, we propose a neural network based method in order to calculate the heat source temperature of isotropic plate with lower surface forced cooling. To validate the proposed model, the heat source temperatures values will be compared to the analytical method -variables separation- and finite element model. The mathematical simulation is done through 3D numerical simulation by COMSOL software considering three different materials: Aluminum, Copper, and Graphite. The proposed method will lead to a formulation of the heat source temperature based on the thermal and geometric properties of the base plate.

Keywords: thermal model, thermal resistance, finite element simulation, neural network

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Authors: Li Ji, Kaiwei Chu, Shibo Kuang, Aibing Yu

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Hydrocyclones are widely used to classify particles by size in industries such as mineral processing and chemical processing. The particles to be handled usually have a broad range of size distributions and sometimes density distributions, which has to be properly considered, causing challenges in the modelling of hydrocyclone. The combined approach of Computational Fluid Dynamics (CFD) and Discrete Element Method (DEM) offers convenience to model particle size/density distribution. However, its direct application to hydrocyclones is computationally prohibitive because there are billions of particles involved. In this work, a CFD-DEM model with the concept of the coarse-grained (CG) model is developed to model the solid-fluid flow in a hydrocyclone. The DEM is used to model the motion of discrete particles by applying Newton’s laws of motion. Here, a particle assembly containing a certain number of particles with same properties is treated as one CG particle. The CFD is used to model the liquid flow by numerically solving the local-averaged Navier-Stokes equations facilitated with the Volume of Fluid (VOF) model to capture air-core. The results are analyzed in terms of fluid and solid flow structures, and particle-fluid, particle-particle and particle-wall interaction forces. Furthermore, the calculated separation performance is compared with the measurements. The results obtained from the present study indicate that this approach can offer an alternative way to examine the flow and performance of hydrocyclones

Keywords: computational fluid dynamics, discrete element method, hydrocyclone, multiphase flow

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Authors: Sung-Won Seo, Jang-Young Choi

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The rare earth magnets used in synchronous generators offer many advantages, including high efficiency, greatly reduced the size, and weight. The permanent magnet linear synchronous generator (PMLSG) allows for direct drive without the need for a mechanical device. Therefore, the PMLSG is well suited to translational applications, such as wave energy converters and free piston energy converters. This manuscript compares the effects of different magnetization patterns on the characteristics of double-sided PMLSGs in slotless stator structures. The Halbach array has a higher flux density in air-gap than the Vertical array, and the advantages of its performance and efficiency are widely known. To verify the advantage of Halbach array, we apply a finite element method (FEM) and analytical method. In general, a FEM and an analytical method are used in the electromagnetic analysis for determining model characteristics, and the FEM is preferable to magnetic field analysis. However, the FEM is often slow and inflexible. On the other hand, the analytical method requires little time and produces accurate analysis of the magnetic field. Therefore, the flux density in air-gap and the Back-EMF can be obtained by FEM. In addition, the results from the analytical method correspond well with the FEM results. The model of the Halbach array reveals less copper loss than the model of the Vertical array, because of the Halbach array’s high output power density. The model of the Vertical array is lower core loss than the model of Halbach array, because of the lower flux density in air-gap. Therefore, the current density in the Vertical model is higher for identical power output. The completed manuscript will include the magnetic field characteristics and structural features of both models, comparing various results, and specific comparative analysis will be presented for the determination of the best model for application in a wave energy converting system.

Keywords: wave energy converter, permanent magnet linear synchronous generator, finite element method, analytical method

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Authors: N. A. Mokhtar, A. G. Hussin, Y. Z. Zubairi

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This paper proposes a new simultaneous simple linear functional relationship model by assuming equal error variances. We derive the maximum likelihood estimate of the parameters in the simultaneous model and the covariance. We show by simulation study the small bias values of the parameters suggest the suitability of the estimation method. As an illustration, the proposed simultaneous model is applied to real data of the wind direction and wave direction measured by two different instruments.

Keywords: simultaneous linear functional relationship model, Fisher information matrix, parameter estimation, circular variables

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Authors: Jie Huo, Jonathan Wu

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Segmentation of anatomical structures in medical images is essential for scientific inquiry into the complex relationships between biological structure and clinical diagnosis, treatment and assessment. As a method of incorporating the prior knowledge and the anatomical structure similarity between a target image and atlases, multi-atlas segmentation has been successfully applied in segmenting a variety of medical images, including the brain, cardiac, and abdominal images. The basic idea of multi-atlas segmentation is to transfer the labels in atlases to the coordinate of the target image by matching the target patch to the atlas patch in the neighborhood. However, this technique is limited by the pairwise registration between target image and atlases. In this paper, a novel multi-atlas segmentation approach is proposed by introducing a dynamic energy model. First, the target is mapped to each atlas image by minimizing the dynamic energy function, then the segmentation of target image is generated by weighted fusion based on the energy. The method is tested on MICCAI 2012 Multi-Atlas Labeling Challenge dataset which includes 20 target images and 15 atlases images. The paper also analyzes the influence of different parameters of the dynamic energy model on the segmentation accuracy and measures the dice coefficient by using different feature terms with the energy model. The highest mean dice coefficient obtained with the proposed method is 0.861, which is competitive compared with the recently published method.

Keywords: brain MRI segmentation, dynamic energy model, multi-atlas segmentation, energy minimization

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Authors: Babak H. Tabrizi, Seyed Farid Ghaderi

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Concurrent planning of project scheduling and material ordering has been increasingly addressed within last decades as an approach to improve the project execution costs. Therefore, we have taken the problem into consideration in this paper, aiming to maximize schedules quality robustness, in addition to minimize the relevant costs. In this regard, a bi-objective mathematical model is developed to formulate the problem. Moreover, it is possible to utilize the all-unit discount for materials purchasing. The problem is then solved by the constraint method, and the Pareto front is obtained for a variety of robustness values. The applicability and efficiency of the proposed model is tested by different numerical instances, finally.

Keywords: e-constraint method, material ordering, project management, project scheduling

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Authors: Adnan Ahmad, Yusri Kamin, Asnol Dahar Minghat, Mohd. Khir Nordin, Dayana Farzeha, Ahmad Nabil

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The purpose of this study is to identify the teaching method practices of the practical work subject in Vocational Secondary School. This study examined the practice of Vocational Teaching Method in Automotive Practical Work. The quantitative method used the sets of the questionnaire. 283 students and 63 teachers involved from ten VSS involved in this research. Research finding showed in conducting the introduction session teachers prefer used the demonstration method and questioning technique. While in deliver the content of practical task, teachers applied group monitoring and problem-solving approach. To conclude the task of automotive practical work, teachers choose re-explain and report writing to make sure students really understand all the process of teaching. VTM-APW also involved the competency-based concept to embed in the model. Derived from factors investigated, research produced the combination of elements in teaching skills and vocational skills which could be used as the best teaching method in automotive practical work for school level. As conclusion this study has concluded that the VTM-APW model is able to apply in teaching to make an improvement with current practices in Vocational Secondary School. Hence, teachers are suggested to use this method to enhance student's knowledge in Automotive and teachers will deliver skills to the current and future workforce relevant with the required competency skilled in workplace.

Keywords: vocational teaching method, practical task, teacher preferences, student preferences

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Authors: H. Hotait, X. Chiementin, L. Rasolofondraibe

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This paper presents a continuous work to detect the abnormal state in the rolling bearing by studying the vibration signature analysis and calculation of the remaining useful life. To achieve these aims, two methods; the first method is the classification to detect the degradation state by the AOM-OPTICS (Acousto-Optic Modulator) method. The second one is the prediction of the degradation state using least-squares support vector regression and then compared with the linear degradation model. An experimental investigation on ball-bearing was conducted to see the effectiveness of the used method by applying the acquired vibration signals. The proposed model for predicting the state of bearing gives us accurate results with the experimental and numerical data.

Keywords: bearings, automatization, optimization, prognosis, classification, defect detection

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Authors: I. A Tijani, Y. F Wu, C.W. Lim

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Concrete Damaged Plasticity Model (CDPM) is capable of modeling the stress-strain behavior of confined concrete. Nevertheless, the accuracy of the model largely depends on its parameters. To date, most research works mainly focus on the identification and modification of the parameters for fiber reinforced polymer (FRP) confined concrete prior to damage. And, it has been established that the FRP-strengthened concrete behaves differently to FRP-repaired concrete. This paper presents a modified plastic damage model within the context of the CDPM in ABAQUS for modelling of a uniformly FRP-confined repaired concrete under monotonic loading. The proposed model includes infliction damage, elastic stiffness, yield criterion and strain hardening rule. The distinct feature of damaged concrete is elastic stiffness reduction; this is included in the model. Meanwhile, the test results were obtained from a physical testing of repaired concrete. The dilation model is expressed as a function of the lateral stiffness of the FRP-jacket. The finite element predictions are shown to be in close agreement with the obtained test results of the repaired concrete. It was observed from the study that with necessary modifications, finite element method is capable of modeling FRP-repaired concrete structures.

Keywords: Concrete, FRP, Damage, Repairing, Plasticity, and Finite element method

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Authors: Yuzhi Cai

Abstract:

In this paper, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, financial returns, predictive distribution, quantile function model

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Authors: Yuanhao Gao, Ping Lin, Kees Weijer

Abstract:

An optimal control system model is proposed for the cell flow in the process of chick embryo gastrulation in this paper. The target is to determine the cellular interaction forces which are hard to measure. This paper will take an approach to investigate the forces with the idea of the inverse problem. By choosing the forces as the control variable and regarding the cell flow as Stokes fluid, an objective functional will be established to match the numerical result of cell velocity with the experimental data. So that the forces could be determined by minimizing the objective functional. The Lagrange multiplier method is utilized to derive the state and adjoint equations consisting the optimal control system, which specifies the first-order necessary conditions. Finite element method is used to discretize and approximate equations. A conjugate gradient algorithm is given for solving the minimum solution of the system and determine the forces.

Keywords: optimal control model, Stokes equation, conjugate gradient method, finite element method, chick embryo gastrulation

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Authors: Shingo Murakami, Shinichi Enoki

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In structures, stress concentration is a factor of fatigue fracture. Basically, the stress concentration is a phenomenon that should be avoided. However, it is difficult to avoid the stress concentration. Therefore, relaxation of the stress concentration is important. The stress concentration arises from notches and circular holes. There is a relaxation method that a composite patch covers a notch and a circular hole. This relaxation method is used to repair aerial wings, but it is not systematized. Composites are more expensive than single materials. Accordingly, we propose the relaxation method that a single material patch covers a notch and a circular hole, and aim to systematize this relaxation method. We performed FEA (Finite Element Analysis) about an object by using a three-dimensional FEA model. The object was that a patch adheres to a plate with a circular hole. And, a uniaxial tensile load acts on the patched plate with a circular hole. In the three-dimensional FEA model, it is not easy to model the adhesion layer. Basically, the yield stress of the adhesive is smaller than that of adherents. Accordingly, the adhesion layer gets to plastic deformation earlier than the adherents under the yield stress of adherents. Therefore, we propose the three-dimensional FEA model which is applied a nonlinear elastic region to the adhesion layer. The nonlinear elastic region was calculated by a bilinear approximation. We compared the analysis results with the tensile test results to confirm whether the analysis model has usefulness. As a result, the analysis results agreed with the tensile test results. And, we confirmed that the analysis model has usefulness. As a result that the three-dimensional FEA model was used to the analysis, it was confirmed that an out-of-plane deformation occurred to the patched plate with a circular hole. The out-of-plane deformation causes stress increase of the patched plate with a circular hole. Therefore, we investigate that the out-of-plane deformation affects relaxation of the stress concentration in the plate with a circular hole on this relaxation method. As a result, it was confirmed that the out-of-plane deformation inhibits relaxation of the stress concentration on the plate with a circular hole.

Keywords: stress concentration, patch, out-of-plane deformation, Finite Element Analysis

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Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio

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