Search results for: fractional Black-Scholes equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2022

Search results for: fractional Black-Scholes equations

372 Accountability of Artificial Intelligence: An Analysis Using Edgar Morin’s Complex Thought

Authors: Sylvie Michel, Sylvie Gerbaix, Marc Bidan

Abstract:

Artificial intelligence (AI) can be held accountable for its detrimental impacts. This question gains heightened relevance given AI's pervasive reach across various domains, magnifying its power and potential. The expanding influence of AI raises fundamental ethical inquiries, primarily centering on biases, responsibility, and transparency. This encompasses discriminatory biases arising from algorithmic criteria or data, accidents attributed to autonomous vehicles or other systems, and the imperative of transparent decision-making. This article aims to stimulate reflection on AI accountability, denoting the necessity to elucidate the effects it generates. Accountability comprises two integral aspects: adherence to legal and ethical standards and the imperative to elucidate the underlying operational rationale. The objective is to initiate a reflection on the obstacles to this "accountability," facing the challenges of the complexity of artificial intelligence's system and its effects. Then, this article proposes to mobilize Edgar Morin's complex thought to encompass and face the challenges of this complexity. The first contribution is to point out the challenges posed by the complexity of A.I., with fractional accountability between a myriad of human and non-human actors, such as software and equipment, which ultimately contribute to the decisions taken and are multiplied in the case of AI. Accountability faces three challenges resulting from the complexity of the ethical issues combined with the complexity of AI. The challenge of the non-neutrality of algorithmic systems as fully ethically non-neutral actors is put forward by a revealing ethics approach that calls for assigning responsibilities to these systems. The challenge of the dilution of responsibility is induced by the multiplicity and distancing between the actors. Thus, a dilution of responsibility is induced by a split in decision-making between developers, who feel they fulfill their duty by strictly respecting the requests they receive, and management, which does not consider itself responsible for technology-related flaws. Accountability is confronted with the challenge of transparency of complex and scalable algorithmic systems, non-human actors self-learning via big data. A second contribution involves leveraging E. Morin's principles, providing a framework to grasp the multifaceted ethical dilemmas and subsequently paving the way for establishing accountability in AI. When addressing the ethical challenge of biases, the "hologrammatic" principle underscores the imperative of acknowledging the non-ethical neutrality of algorithmic systems inherently imbued with the values and biases of their creators and society. The "dialogic" principle advocates for the responsible consideration of ethical dilemmas, encouraging the integration of complementary and contradictory elements in solutions from the very inception of the design phase. Aligning with the principle of organizing recursiveness, akin to the "transparency" of the system, it promotes a systemic analysis to account for the induced effects and guides the incorporation of modifications into the system to rectify deviations and reintroduce modifications into the system to rectify its drifts. In conclusion, this contribution serves as an inception for contemplating the accountability of "artificial intelligence" systems despite the evident ethical implications and potential deviations. Edgar Morin's principles, providing a lens to contemplate this complexity, offer valuable perspectives to address these challenges concerning accountability.

Keywords: accountability, artificial intelligence, complexity, ethics, explainability, transparency, Edgar Morin

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371 Numerical Simulation of the Dynamic Behavior of a LaNi5 Water Pumping System

Authors: Miled Amel, Ben Maad Hatem, Askri Faouzi, Ben Nasrallah Sassi

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Metal hydride water pumping system uses hydrogen as working fluid to pump water for low head and high discharge. The principal operation of this pump is based on the desorption of hydrogen at high pressure and its absorption at low pressure by a metal hydride. This work is devoted to study a concept of the dynamic behavior of a metal hydride pump using unsteady model and LaNi5 as hydriding alloy. This study shows that with MHP, it is possible to pump 340l/kg-cycle of water in 15 000s using 1 Kg of LaNi5 at a desorption temperature of 360 K, a pumping head equal to 5 m and a desorption gear ratio equal to 33. This study reveals also that the error given by the steady model, using LaNi5 is about 2%.A dimensional mathematical model and the governing equations of the pump were presented to predict the coupled heat and mass transfer within the MHP. Then, a numerical simulation is carried out to present the time evolution of the specific water discharge and to test the effect of different parameters (desorption temperature, absorption temperature, desorption gear ratio) on the performance of the water pumping system (specific water discharge, pumping efficiency and pumping time). In addition, a comparison between results obtained with steady and unsteady model is performed with different hydride mass. Finally, a geometric configuration of the reactor is simulated to optimize the pumping time.

Keywords: dynamic behavior, LaNi5, performance of water pumping system, unsteady model

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370 Numerical Simulation of Free Surface Water Wave for the Flow Around NACA 0012 Hydrofoil and Wigley Hull Using VOF Method

Authors: Omar Imine, Mohammed Aounallah, Mustapha Belkadi

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Steady three-dimensional and two free surface waves generated by moving bodies are presented, the flow problem to be simulated is rich in complexity and poses many modeling challenges because of the existence of breaking waves around the ship hull, and because of the interaction of the two-phase flow with the turbulent boundary layer. The results of several simulations are reported. The first study was performed for NACA0012 of hydrofoil with different meshes, this section is analyzed at h/c= 1, 0345 for 2D. In the second simulation, a mathematically defined Wigley hull form is used to investigate the application of a commercial CFD code in prediction of the total resistance and its components from tangential and normal forces on the hull wetted surface. The computed resistance and wave profiles are used to estimate the coefficient of the total resistance for Wigley hull advancing in calm water under steady conditions. The commercial CFD software FLUENT version 12 is used for the computations in the present study. The calculated grid is established using the code computer GAMBIT 2.3.26. The shear stress k-ωSST model is used for turbulence modeling and the volume of the fluid technique is employed to simulate the free-surface motion. The second order upwind scheme is used for discretizing the convection terms in the momentum transport equations, the Modified HRICscheme for VOF discretization. The results obtained compare well with the experimental data.

Keywords: free surface flows, breaking waves, boundary layer, Wigley hull, volume of fluid

Procedia PDF Downloads 376
369 Study of Suezmax Shuttle Tanker Energy Efficiency for Operations at the Brazilian Pre-Salt Region

Authors: Rodrigo A. Schiller, Rubens C. Da Silva, Kazuo Nishimoto, Claudio M. P. Sampaio

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The need to reduce fossil fuels consumption due to the current scenario of trying to restrain global warming effects and reduce air pollution is dictating a series of transformations in shipping. This study introduces, at first, the changes of the regulatory framework concerning gas emissions control and fuel consumption efficiency on merchant ships. Secondly, the main operational procedures with high potential reduction of fuel consumption are discussed, with focus on existing vessels, using ship speed reduction procedure. This procedure shows the positive impacts on both operating costs reduction and also on energy efficiency increase if correctly applied. Finally, a numerical analysis of the fuel consumption variation with the speed was carried out for a Suezmax class oil tanker, which has been adapted to oil offloading operations for FPSOs in Brazilian offshore oil production systems. In this analysis, the discussions about the variations of vessel energy efficiency from small speed rate reductions and the possible applications of this improvement, taking into account the typical operating profile of the vessel in such a way to have significant economic impacts on the operation. This analysis also evaluated the application of two different numerical methods: one based only on regression equations produced by existing data, semi-empirical method, and another using a CFD simulations for estimating the hull shape parameters that are most relevant for determining fuel consumption, analyzing inaccuracies and impact on the final results.

Keywords: energy efficiency, offloading operations, speed reduction, Suezmax oil tanker

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368 Mental Health Challenges, Internalizing and Externalizing Behavior Problems, and Academic Challenges among Adolescents from Broken Families

Authors: Fadzai Munyuki

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Parental divorce is one of youth's most stressful life events and is associated with long-lasting emotional and behavioral problems. Over the last few decades, research has consistently found strong associations between divorce and adverse health effects in adolescents. Parental divorce has been hypothesized to lead to psychosocial development problems, mental health challenges, internalizing and externalizing behavior problems, and low academic performance among adolescents. This is supported by the Positive youth development theory, which states that a family setup has a major role to play in adolescent development and well-being. So, the focus of this research will be to test this hypothesized process model among adolescents in five provinces in Zimbabwe. A cross-sectional study will be conducted to test this hypothesis, and 1840 (n = 1840) adolescents aged between 14 to 17 will be employed for this study. A Stress and Questionnaire scale, a Child behavior checklist scale, and an academic concept scale will be used for this study. Data analysis will be done using Structural Equations Modeling. This study has many limitations, including the lack of a 'real-time' study, a few cross-sectional studies, a lack of a thorough and validated population measure, and many studies that have been done that have focused on one variable in relation to parental divorce. Therefore, this study seeks to bridge this gap between past research and current literature by using a validated population measure, a real-time study, and combining three latent variables in this study.

Keywords: mental health, internalizing and externalizing behavior, divorce, academic achievements

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367 A Three-Dimensional (3D) Numerical Study of Roofs Shape Impact on Air Quality in Urban Street Canyons with Tree Planting

Authors: Bouabdellah Abed, Mohamed Bouzit, Lakhdar Bouarbi

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The objective of this study is to investigate numerically the effect of roof shaped on wind flow and pollutant dispersion in a street canyon with one row of trees of pore volume, Pvol = 96%. A three-dimensional computational fluid dynamics (CFD) model for evaluating air flow and pollutant dispersion within an urban street canyon using Reynolds-averaged Navier–Stokes (RANS) equations and the k-Epsilon EARSM turbulence model as close of the equation system. The numerical model is performed with ANSYS-CFX code. Vehicle emissions were simulated as double line sources along the street. The numerical model was validated against the wind tunnel experiment. Having established this, the wind flow and pollutant dispersion in urban street canyons of six roof shapes are simulated. The numerical simulation agrees reasonably with the wind tunnel data. The results obtained in this work, indicate that the flow in 3D domain is more complicated, this complexity is increased with presence of tree and variability of the roof shapes. The results also indicated that the largest pollutant concentration level for two walls (leeward and windward wall) is observed with the upwind wedge-shaped roof. But the smallest pollutant concentration level is observed with the dome roof-shaped. The results also indicated that the corners eddies provide additional ventilation and lead to lower traffic pollutant concentrations at the street canyon ends.

Keywords: street canyon, pollutant dispersion, trees, building configuration, numerical simulation, k-Epsilon EARSM

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366 Optimization of Extraction Conditions and Characteristics of Scale collagen From Sardine: Sardina pilchardus

Authors: F. Bellali, M. Kharroubi, M. Loutfi, N.Bourhim

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In Morocco, fish processing industry is an important source income for a large amount of byproducts including skins, bones, heads, guts and scales. Those underutilized resources particularly scales contain a large amount of proteins and calcium. Scales from Sardina plichardus resulting from the transformation operation have the potential to be used as raw material for the collagen production. Taking into account this strong expectation of the regional fish industry, scales sardine upgrading is well justified. In addition, political and societal demands for sustainability and environment-friendly industrial production systems, coupled with the depletion of fish resources, drive this trend forward. Therefore, fish scale used as a potential source to isolate collagen has a wide large of applications in food, cosmetic and bio medical industry. The main aim of this study is to isolate and characterize the acid solubilize collagen from sardine fish scale, Sardina pilchardus. Experimental design methodology was adopted in collagen processing for extracting optimization. The first stage of this work is to investigate the optimization conditions of the sardine scale deproteinization on using response surface methodology (RSM). The second part focus on the demineralization with HCl solution or EDTA. Moreover, the last one is to establish the optimum condition for the isolation of collagen from fish scale by solvent extraction. The basic principle of RSM is to determinate model equations that describe interrelations between the independent variables and the dependent variables.

Keywords: Sardina pilchardus, scales, valorization, collagen extraction, response surface methodology

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365 Temporal and Spatial Distribution Prediction of Patinopecten yessoensis Larvae in Northern China Yellow Sea

Authors: RuiJin Zhang, HengJiang Cai, JinSong Gui

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It takes Patinopecten yessoensis larvae more than 20 days from spawning to settlement. Due to the natural environmental factors such as current, Patinopecten yessoensis larvae are transported to a distance more than hundreds of kilometers, leading to a high instability of their spatial and temporal distribution and great difficulties in the natural spat collection. Therefore predicting the distribution is of great significance to improve the operating efficiency of the collecting. Hydrodynamic model of Northern China Yellow Sea was established and the motions equations of physical oceanography and verified by the tidal harmonic constants and the measured data velocities of Dalian Bay. According to the passivity drift characteristics of the larvae, combined with the hydrodynamic model and the particle tracking model, the spatial and temporal distribution prediction model was established and the spatial and temporal distribution of the larvae under the influence of flow and wind were simulated. It can be concluded from the model results: ocean currents have greatest impacts on the passive drift path and diffusion of Patinopecten yessoensis larvae; the impact of wind is also important, which changed the direction and speed of the drift. Patinopecten yessoensis larvae were generated in the sea along Zhangzi Island and Guanglu-Dachangshan Island, but after two months, with the impact of wind and currents, the larvae appeared in the west of Dalian and the southern of Lvshun, and even in Bohai Bay. The model results are consistent with the relevant literature on qualitative analysis, and this conclusion explains where the larvae come from in the perspective of numerical simulation.

Keywords: numerical simulation, Patinopecten yessoensis larvae, predicting model, spatial and temporal distribution

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364 Exact Vibration Analysis of a Rectangular Nano-Plate Using Nonlocal Modified Sinusoidal Shear Deformation Theory

Authors: Korosh Khorshidi, Mohammad Khodadadi

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In this paper, exact close form solution for out of plate free flexural vibration of moderately thick rectangular nanoplates are presented based on nonlocal modified trigonometric shear deformation theory, with assumptions of the Levy's type boundary conditions, for the first time. The aim of this study is to evaluate the effect of small-scale parameters on the frequency parameters of the moderately thick rectangular nano-plates. To describe the effects of small-scale parameters on vibrations of rectangular nanoplates, the Eringen theory is used. The Levy's type boundary conditions are combination of six different boundary conditions; specifically, two opposite edges are simply supported and any of the other two edges can be simply supported, clamped or free. Governing equations of motion and boundary conditions of the plate are derived by using the Hamilton’s principle. The present analytical solution can be obtained with any required accuracy and can be used as benchmark. Numerical results are presented to illustrate the effectiveness of the proposed method compared to other methods reported in the literature. Finally, the effect of boundary conditions, aspect ratios, small scale parameter and thickness ratios on nondimensional natural frequency parameters and frequency ratios are examined and discussed in detail.

Keywords: exact solution, nonlocal modified sinusoidal shear deformation theory, out of plane vibration, moderately thick rectangular plate

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363 Preparation and Modeling Carbon Nanofibers as an Adsorbent to Protect the Environment

Authors: Maryam Ziaei, Saeedeh Rafiei, Leila Mivehi, Akbar Khodaparast Haghi

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Carbon nanofibers possess properties that are rarely present in any other types of carbon adsorbents, including a small cross-sectional area, combined with a multitude of slit shaped nanopores that are suitable for adsorption of certain types of molecules. Because of their unique properties these materials can be used for the selective adsorption of organic molecules. On the other hand, activated carbon fiber (ACF) has been widely applied as an effective adsorbent for micro-pollutants in recent years. ACF effectively adsorbs and removes a full spectrum of harmful substances. Although there are various methods of fabricating carbon nanofibres, electrospinning is perhaps the most versatile procedure. This technique has been given great attention in current decades because of the nearly simple, comfortable and low cost. Spinning process control and achieve optimal conditions is important in order to effect on its physical properties, absorbency and versatility with different industrial purposes. Modeling and simulation are suitable methods to obtain this approach. In this paper, activated carbon nanofibers were produced during electrospinning of polyacrylonitrile solution. Stabilization, carbonization and activation of electrospun nanofibers in optimized conditions were achieved, and mathematical modelling of electrosinning process done by focusing on governing equations of electrified fluid jet motion (using FeniCS software). Experimental and theoretical results will be compared with each other in order to estimate the accuracy of the model. The simulation can provide the possibility of predicting essential parameters, which affect the electrospinning process.

Keywords: carbon nanofibers, electrospinning, electrospinning modeling, simulation

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362 Numerical Analysis of Core-Annular Blood Flow in Microvessels at Low Reynolds Numbers

Authors: L. Achab, F. Iachachene

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In microvessels, red blood cells (RBCs) exhibit a tendency to migrate towards the vessel center, establishing a core-annular flow pattern. The core region, marked by a high concentration of RBCs, is governed by significantly non-Newtonian viscosity. Conversely, the annular layer, composed of cell-free plasma, is characterized by Newtonian low viscosity. This property enables the plasma layer to act as a lubricant for the vessel walls, efficiently reducing resistance to the movement of blood cells. In this study, we investigate the factors influencing blood flow in microvessels and the thickness of the annular plasma layer using a non-miscible fluids approach in a 2D axisymmetric geometry. The governing equations of an incompressible unsteady flow are solved numerically through the Volume of Fluid (VOF) method to track the interface between the two immiscible fluids. To model blood viscosity in the core region, we adopt the Quemada constitutive law which is accurately captures the shear-thinning blood rheology over a wide range of shear rates. Our results are then compared to an established theoretical approach under identical flow conditions, particularly concerning the radial velocity profile and the thickness of the annular plasma layer. The simulation findings for low Reynolds numbers, demonstrate a notable agreement with the theoretical solution, emphasizing the pivotal role of blood’s rheological properties in the core region in determining the thickness of the annular plasma layer.

Keywords: core-annular flows, microvessels, Quemada model, plasma layer thickness, volume of fluid method

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361 Use Multiphysics Simulations and Resistive Pulse Sensing to Study the Effect of Metal and Non-Metal Nanoparticles in Different Salt Concentration

Authors: Chun-Lin Chiang, Che-Yen Lee, Yu-Shan Yeh, Jiunn-Haur Shaw

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Wafer fabrication is a critical part of the semiconductor process, when the finest linewidth with the improvement of technology continues to decline and the structure development from 2D towards to 3D. The nanoparticles contained in the slurry or in the ultrapure water which used for cleaning have a large influence on the manufacturing process. Therefore, semiconductor industry is hoping to find a viable method for on-line detection the nanoparticles size and concentration. The resistive pulse sensing technology is one of the methods that may cover this question. As we know that nanoparticles properties of material differ significantly from their properties at larger length scales. So, we want to clear that the metal and non-metal nanoparticles translocation dynamic when we use the resistive pulse sensing technology. In this study we try to use the finite element method that contains three governing equations to do multiphysics coupling simulations. The Navier-Stokes equation describes the laminar motion, the Nernst-Planck equation describes the ion transport, and the Poisson equation describes the potential distribution in the flow channel. To explore that the metal nanoparticles and the non-metal nanoparticles in different concentration electrolytes, through the nanochannel caused by ion current changes. Then the reliability of the simulation results was verified by resistive pulse sensing test. The existing results show that the lower ion concentration, the greater effect of nanoparticles on the ion concentration in the nanochannel. The conductive spikes are correlated with nanoparticles surface charge. Then we can be concluded that in the resistive pulse sensing technique, the ion concentration in the nanochannel and nanoparticle properties are important for the translocation dynamic, and they have the interactions.

Keywords: multiphysics simulations, resistive pulse sensing, nanoparticles, nanochannel

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360 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

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Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: enhanced ideal gas molecular movement (EIGMM), ideal gas molecular movement (IGMM), model updating method, probability-based damage detection (PBDD), uncertainty quantification

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359 Dispersion Effects in Waves Reflected by Lossy Conductors: The Optics vs. Electromagnetics Approach

Authors: Oibar Martinez, Clara Oliver, Jose Miguel Miranda

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The study of dispersion phenomena in electromagnetic waves reflected by conductors at infrared and lower frequencies is a topic which finds a number of applications. We aim to explain in this work what are the most relevant ones and how this phenomenon is modeled from both optics and electromagnetics points of view. We also explain here how the amplitude of an electromagnetic wave reflected by a lossy conductor could depend on both the frequency of the incident wave, as well as on the electrical properties of the conductor, and we illustrate this phenomenon with a practical example. The mathematical analysis made by a specialist in electromagnetics or a microwave engineer is apparently very different from the one made by a specialist in optics. We show here how both approaches lead to the same physical result and what are the key concepts which enable one to understand that despite the differences in the equations the solution to the problem happens to be the same. Our study starts with an analysis made by using the complex refractive index and the reflectance parameter. We show how this reflectance has a dependence with the square root of the frequency when the reflecting material is a good conductor, and the frequency of the wave is low enough. Then we analyze the same problem with a less known approach, which is based on the reflection coefficient of the electric field, a parameter that is most commonly used in electromagnetics and microwave engineering. In summary, this paper presents a mathematical study illustrated with a worked example which unifies the modeling of dispersion effects made by specialists in optics and the one made by specialists in electromagnetics. The main finding of this work is that it is possible to reproduce the dependence of the Fresnel reflectance with frequency from the intrinsic impedance of the reflecting media.

Keywords: dispersion, electromagnetic waves, microwaves, optics

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358 Experimental Study of the Dynamics of Sediments in Natural Channels in a Non-Stationary Flow Regime

Authors: Fourar Ali, Fourar Fatima Zohra

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Knowledge of sediment characteristics is fundamental to understanding their sedimentary functioning: sedimentation, settlement, and erosion processes of cohesive sediments are controlled by complex interactions between physical, chemical, and biological factors. Sediment transport is of primary importance in river hydraulics and river engineering. Indeed, the displacement of sediments can lead to lasting modifications of the bed in terms of its elevation, slope and roughness. The protection of a bank, for example, is likely to initiate a local incision of the river bed, which, in turn, can lead to the subsidence of the bank. The flows in the natural environment occur in general with heterogeneous boundary conditions because of the distribution of the roughnesses of the fixed or mobile bottoms and of the important deformations of the free surface, especially for the flows with a weak draft considering the irregularity of the bottom. Bedforms significantly influence flow resistance. The arrangement of particles lining the bottom of the stream bed or experimental channel generates waveforms of different sizes that lead to changes in roughness and consequently spatial variability in the turbulent characteristics of the flow. The study which is focused on the laws of friction in alluvial beds, aims to analyze the characteristics of flows and materials constituting the natural channels. Experimental results were obtained by simulating these flows on a rough bottom in an experimental channel at the Hydraulics Laboratory of the University of Batna 2. The system of equations governing the problem is solved using the program named: CLIPPER.5 and ACP.

Keywords: free surface flow, heterogeneous sand, moving bottom bed, friction coefficient, bottom roughness

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357 Application of the Finite Window Method to a Time-Dependent Convection-Diffusion Equation

Authors: Raoul Ouambo Tobou, Alexis Kuitche, Marcel Edoun

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The FWM (Finite Window Method) is a new numerical meshfree technique for solving problems defined either in terms of PDEs (Partial Differential Equation) or by a set of conservation/equilibrium laws. The principle behind the FWM is that in such problem each element of the concerned domain is interacting with its neighbors and will always try to adapt to keep in equilibrium with respect to those neighbors. This leads to a very simple and robust problem solving scheme, well suited for transfer problems. In this work, we have applied the FWM to an unsteady scalar convection-diffusion equation. Despite its simplicity, it is well known that convection-diffusion problems can be challenging to be solved numerically, especially when convection is highly dominant. This has led researchers to set the scalar convection-diffusion equation as a benchmark one used to analyze and derive the required conditions or artifacts needed to numerically solve problems where convection and diffusion occur simultaneously. We have shown here that the standard FWM can be used to solve convection-diffusion equations in a robust manner as no adjustments (Upwinding or Artificial Diffusion addition) were required to obtain good results even for high Peclet numbers and coarse space and time steps. A comparison was performed between the FWM scheme and both a first order implicit Finite Volume Scheme (Upwind scheme) and a third order implicit Finite Volume Scheme (QUICK Scheme). The results of the comparison was that for equal space and time grid spacing, the FWM yields a much better precision than the used Finite Volume schemes, all having similar computational cost and conditioning number.

Keywords: Finite Window Method, Convection-Diffusion, Numerical Technique, Convergence

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356 Theoretical Framework for Value Creation in Project Oriented Companies

Authors: Mariusz Hofman

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The paper ‘Theoretical framework for value creation in Project-Oriented Companies’ is designed to determine, how organisations create value and whether this allows them to achieve market success. An assumption has been made that there are two routes to achieving this value. The first one is to create intangible assets (i.e. the resources of human, structural and relational capital), while the other one is to create added value (understood as the surplus of revenue over costs). It has also been assumed that the combination of the achieved added value and unique intangible assets translates to the success of a project-oriented company. The purpose of the paper is to present hypothetical and deductive model which describing the modus operandi of such companies and approach to model operationalisation. All the latent variables included in the model are theoretical constructs with observational indicators (measures). The existence of a latent variable (construct) and also submodels will be confirmed based on a covariance matrix which in turn is based on empirical data, being a set of observational indicators (measures). This will be achieved with a confirmatory factor analysis (CFA). Due to this statistical procedure, it will be verified whether the matrix arising from the adopted theoretical model differs statistically from the empirical matrix of covariance arising from the system of equations. The fit of the model with the empirical data will be evaluated using χ2, RMSEA and CFI (Comparative Fit Index). How well the theoretical model fits the empirical data is assessed through a number of indicators. If the theoretical conjectures are confirmed, an interesting development path can be defined for project-oriented companies. This will let such organisations perform efficiently in the face of the growing competition and pressure on innovation.

Keywords: value creation, project-oriented company, structural equation modelling

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355 Analysis on Solar Panel Performance and PV-Inverter Configuration for Tropical Region

Authors: Eko Adhi Setiawan, Duli Asih Siregar, Aiman Setiawan

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Solar energy is abundant in nature, particularly in the tropics which have peak sun hour that can reach 8 hours per day. In the fabrication process, Photovoltaic’s (PV) performance are tested in standard test conditions (STC). It specifies a module temperature of 25°C, an irradiance of 1000 W/ m² with an air mass 1.5 (AM1.5) spectrum and zero wind speed. Thus, the results of the performance testing of PV at STC conditions cannot fully represent the performance of PV in the tropics. For example Indonesia, which has a temperature of 20-40°C. In this paper, the effect of temperature on the choice of the 5 kW AC inverter topology on the PV system such as the Central Inverter, String Inverter and AC-Module specifically for the tropics will be discussed. The proper inverter topology can be determined by analysis of the effect of temperature and irradiation on the PV panel. The effect of temperature and irradiation will be represented in the characteristics of I-V and P-V curves. PV’s characteristics on high temperature would be analyzed using Solar panel modeling through MATLAB Simulink based on mathematical equations that form Solar panel’s characteristic curve. Based on PV simulation, it is known then that temperature coefficients of short circuit current (ISC), open circuit voltage (VOC), and maximum output power (PMAX) consecutively as high as 0.56%/oC, -0.31%/oC and -0.4%/oC. Those coefficients can be used to calculate PV’s electrical parameters such as ISC, VOC, and PMAX in certain earth’s surface’s certain point. Then, from the parameters, the utility of the 5 kW AC inverter system can be determined. As the result, for tropical area, string inverter topology has the highest utility rates with 98, 80 %. On the other hand, central inverter and AC-Module Topology has utility rates of 92.69 % and 87.7 % eventually.

Keywords: Photovoltaic, PV-Inverter Configuration, PV Modeling, Solar Panel Characteristics.

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354 Numerical Modelling of Immiscible Fluids Flow in Oil Reservoir Rocks during Enhanced Oil Recovery Processes

Authors: Zahreddine Hafsi, Manoranjan Mishra , Sami Elaoud

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Ensuring the maximum recovery rate of oil from reservoir rocks is a challenging task that requires preliminary numerical analysis of different techniques used to enhance the recovery process. After conventional oil recovery processes and in order to retrieve oil left behind after the primary recovery phase, water flooding in one of several techniques used for enhanced oil recovery (EOR). In this research work, EOR via water flooding is numerically modeled, and hydrodynamic instabilities resulted from immiscible oil-water flow in reservoir rocks are investigated. An oil reservoir is a porous medium consisted of many fractures of tiny dimensions. For modeling purposes, the oil reservoir is considered as a collection of capillary tubes which provides useful insights into how fluids behave in the reservoir pore spaces. Equations governing oil-water flow in oil reservoir rocks are developed and numerically solved following a finite element scheme. Numerical results are obtained using Comsol Multiphysics software. The two phase Darcy module of COMSOL Multiphysics allows modelling the imbibition process by the injection of water (as wetting phase) into an oil reservoir. Van Genuchten, Brooks Corey and Levrett models were considered as retention models and obtained flow configurations are compared, and the governing parameters are discussed. For the considered retention models it was found that onset of instabilities viz. fingering phenomenon is highly dependent on the capillary pressure as well as the boundary conditions, i.e., the inlet pressure and the injection velocity.

Keywords: capillary pressure, EOR process, immiscible flow, numerical modelling

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353 Development of Probability Distribution Models for Degree of Bending (DoB) in Chord Member of Tubular X-Joints under Bending Loads

Authors: Hamid Ahmadi, Amirreza Ghaffari

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Fatigue life of tubular joints in offshore structures is not only dependent on the value of hot-spot stress, but is also significantly influenced by the through-the-thickness stress distribution characterized by the degree of bending (DoB). The DoB exhibits considerable scatter calling for greater emphasis in accurate determination of its governing probability distribution which is a key input for the fatigue reliability analysis of a tubular joint. Although the tubular X-joints are commonly found in offshore jacket structures, as far as the authors are aware, no comprehensive research has been carried out on the probability distribution of the DoB in tubular X-joints. What has been used so far as the probability distribution of the DoB in reliability analyses is mainly based on assumptions and limited observations, especially in terms of distribution parameters. In the present paper, results of parametric equations available for the calculation of the DoB have been used to develop probability distribution models for the DoB in the chord member of tubular X-joints subjected to four types of bending loads. Based on a parametric study, a set of samples was prepared and density histograms were generated for these samples using Freedman-Diaconis method. Twelve different probability density functions (PDFs) were fitted to these histograms. The maximum likelihood method was utilized to determine the parameters of fitted distributions. In each case, Kolmogorov-Smirnov test was used to evaluate the goodness of fit. Finally, after substituting the values of estimated parameters for each distribution, a set of fully defined PDFs have been proposed for the DoB in tubular X-joints subjected to bending loads.

Keywords: tubular X-joint, degree of bending (DoB), probability density function (PDF), Kolmogorov-Smirnov goodness-of-fit test

Procedia PDF Downloads 719
352 A Numerical Study on Semi-Active Control of a Bridge Deck under Seismic Excitation

Authors: A. Yanik, U. Aldemir

Abstract:

This study investigates the benefits of implementing the semi-active devices in relation to passive viscous damping in the context of seismically isolated bridge structures. Since the intrinsically nonlinear nature of semi-active devices prevents the direct evaluation of Laplace transforms, frequency response functions are compiled from the computed time history response to sinusoidal and pulse-like seismic excitation. A simple semi-active control policy is used in regard to passive linear viscous damping and an optimal non-causal semi-active control strategy. The control strategy requires optimization. Euler-Lagrange equations are solved numerically during this procedure. The optimal closed-loop performance is evaluated for an idealized controllable dash-pot. A simplified single-degree-of-freedom model of an isolated bridge is used as numerical example. Two bridge cases are investigated. These cases are; bridge deck without the isolation bearing and bridge deck with the isolation bearing. To compare the performances of the passive and semi-active control cases, frequency dependent acceleration, velocity and displacement response transmissibility ratios Ta(w), Tv(w), and Td(w) are defined. To fully investigate the behavior of the structure subjected to the sinusoidal and pulse type excitations, different damping levels are considered. Numerical results showed that, under the effect of external excitation, bridge deck with semi-active control showed better structural performance than the passive bridge deck case.

Keywords: bridge structures, passive control, seismic, semi-active control, viscous damping

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351 Fault Tolerant Control of the Dynamical Systems Based on Internal Structure Systems

Authors: Seyed Mohammad Hashemi, Shahrokh Barati

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The problem of fault-tolerant control (FTC) by accommodation method has been studied in this paper. The fault occurs in any system components such as actuators, sensors or internal structure of the system and leads to loss of performance and instability of the system. When a fault occurs, the purpose of the fault-tolerant control is designate strategy that can keep the control loop stable and system performance as much as possible perform it without shutting down the system. Here, the section of fault detection and isolation (FDI) system has been evaluated with regard to actuator's fault. Designing a fault detection and isolation system for a multi input-multi output (MIMO) is done by an unknown input observer, so the system is divided to several subsystems as the effect of other inputs such as disturbing given system state equations. In this observer design method, the effect of these disturbances will weaken and the only fault is detected on specific input. The results of this approach simulation can confirm the ability of the fault detection and isolation system design. After fault detection and isolation, it is necessary to redesign controller based on a suitable modification. In this regard after the use of unknown input observer theory and obtain residual signal and evaluate it, PID controller parameters redesigned for iterative. Stability of the closed loop system has proved in the presence of this method. Also, In order to soften the volatility caused by Annie variations of the PID controller parameters, modifying Sigma as a way acceptable solution used. Finally, the simulation results of three tank popular example confirm the accuracy of performance.

Keywords: fault tolerant control, fault detection and isolation, actuator fault, unknown input observer

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350 Estimation of Constant Coefficients of Bourgoyne and Young Drilling Rate Model for Drill Bit Wear Prediction

Authors: Ahmed Z. Mazen, Nejat Rahmanian, Iqbal Mujtaba, Ali Hassanpour

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In oil and gas well drilling, the drill bit is an important part of the Bottom Hole Assembly (BHA), which is installed and designed to drill and produce a hole by several mechanisms. The efficiency of the bit depends on many drilling parameters such as weight on bit, rotary speed, and mud properties. When the bit is pulled out of the hole, the evaluation of the bit damage must be recorded very carefully to guide engineers in order to select the bits for further planned wells. Having a worn bit for hole drilling may cause severe damage to bit leading to cutter or cone losses in the bottom of hole, where a fishing job will have to take place, and all of these will increase the operating cost. The main factor to reduce the cost of drilling operation is to maximize the rate of penetration by analyzing real-time data to predict the drill bit wear while drilling. There are numerous models in the literature for prediction of the rate of penetration based on drilling parameters, mostly based on empirical approaches. One of the most commonly used approaches is Bourgoyne and Young model, where the rate of penetration can be estimated by the drilling parameters as well as a wear index using an empirical correlation, provided all the constants and coefficients are accurately determined. This paper introduces a new methodology to estimate the eight coefficients for Bourgoyne and Young model using the gPROMS parameters estimation GPE (Version 4.2.0). Real data collected form similar formations (12 ¼’ sections) in two different fields in Libya are used to estimate the coefficients. The estimated coefficients are then used in the equations and applied to nearby wells in the same field to predict the bit wear.

Keywords: Bourgoyne and Young model, bit wear, gPROMS, rate of penetration

Procedia PDF Downloads 154
349 Sensorless Machine Parameter-Free Control of Doubly Fed Reluctance Wind Turbine Generator

Authors: Mohammad R. Aghakashkooli, Milutin G. Jovanovic

Abstract:

The brushless doubly-fed reluctance generator (BDFRG) is an emerging, medium-speed alternative to a conventional wound rotor slip-ring doubly-fed induction generator (DFIG) in wind energy conversion systems (WECS). It can provide competitive overall performance and similar low failure rates of a typically 30% rated back-to-back power electronics converter in 2:1 speed ranges but with the following important reliability and cost advantages over DFIG: the maintenance-free operation afforded by its brushless structure, 50% synchronous speed with the same number of rotor poles (allowing the use of a more compact, and more efficient two-stage gearbox instead of a vulnerable three-stage one), and superior grid integration properties including simpler protection for the low voltage ride through compliance of the fractional converter due to the comparatively higher leakage inductances and lower fault currents. Vector controlled pulse-width-modulated converters generally feature a much lower total harmonic distortion relative to hysteresis counterparts with variable switching rates and as such have been a predominant choice for BDFRG (and DFIG) wind turbines. Eliminating a shaft position sensor, which is often required for control implementation in this case, would be desirable to address the associated reliability issues. This fact has largely motivated the recent growing research of sensorless methods and developments of various rotor position and/or speed estimation techniques for this purpose. The main limitation of all the observer-based control approaches for grid-connected wind power applications of the BDFRG reported in the open literature is the requirement for pre-commissioning procedures and prior knowledge of the machine inductances, which are usually difficult to accurately identify by off-line testing. A model reference adaptive system (MRAS) based sensor-less vector control scheme to be presented will overcome this shortcoming. The true machine parameter independence of the proposed field-oriented algorithm, offering robust, inherently decoupled real and reactive power control of the grid-connected winding, is achieved by on-line estimation of the inductance ratio, the underlying rotor angular velocity and position MRAS observer being reliant upon. Such an observer configuration will be more practical to implement and clearly preferable to the existing machine parameter dependent solutions, and especially bearing in mind that with very little modifications it can be adapted for commercial DFIGs with immediately obvious further industrial benefits and prospects of this work. The excellent encoder-less controller performance with maximum power point tracking in the base speed region will be demonstrated by realistic simulation studies using large-scale BDFRG design data and verified by experimental results on a small laboratory prototype of the WECS emulation facility.

Keywords: brushless doubly fed reluctance generator, model reference adaptive system, sensorless vector control, wind energy conversion

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348 Evaluation of the Dry Compressive Strength of Refractory Bricks Developed from Local Kaolin

Authors: Olanrewaju Rotimi Bodede, Akinlabi Oyetunji

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Modeling the dry compressive strength of sodium silicate bonded kaolin refractory bricks was studied. The materials used for this research work included refractory clay obtained from Ijero-Ekiti kaolin deposit on coordinates 7º 49´N and 5º 5´E, sodium silicate obtained from the open market in Lagos on coordinates 6°27′11″N 3°23′45″E all in the South Western part of Nigeria. The mineralogical composition of the kaolin clay was determined using the Energy Dispersive X-Ray Fluorescence Spectrometer (ED-XRF). The clay samples were crushed and sieved using the laboratory pulveriser, ball mill and sieve shaker respectively to obtain 100 μm diameter particles. Manual pipe extruder of dimension 30 mm diameter by 43.30 mm height was used to prepare the samples with varying percentage volume of sodium silicate 5 %, 7.5 % 10 %, 12.5 %, 15 %, 17.5 %, 20% and 22.5 % while kaolin and water were kept at 50 % and 5 % respectively for the comprehensive test. The samples were left to dry in the open laboratory atmosphere for 24 hours to remove moisture. The samples were then were fired in an electrically powered muffle furnace. Firing was done at the following temperatures; 700ºC, 750ºC, 800ºC, 850ºC, 900ºC, 950ºC, 1000ºC and 1100ºC. Compressive strength test was carried out on the dried samples using a Testometric Universal Testing Machine (TUTM) equipped with a computer and printer, optimum compression of 4.41 kN/mm2 was obtained at 12.5 % sodium silicate; the experimental results were modeled with MATLAB and Origin packages using polynomial regression equations that predicted the estimated values for dry compressive strength and later validated with Pearson’s rank correlation coefficient, thereby obtaining a very high positive correlation value of 0.97.

Keywords: dry compressive strength, kaolin, modeling, sodium silicate

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347 Fluid–Structure Interaction Modeling of Wind Turbines

Authors: Andre F. A. Cyrino

Abstract:

Knowing that the technological advance is the focus on the efficient extraction of energy from wind, and therefore in the design of wind turbine structures, this work aims the study of the fluid-structure interaction of an idealized wind turbine. The blade was studied as a beam attached to a cylindrical Hub with rotation axis pointing the air flow that passes through the rotor. Using the calculus of variations and the finite difference method the blade will be simulated by a discrete number of nodes and the aerodynamic forces were evaluated. The study presented here was written on Matlab and performs a numeric simulation of a simplified model of windmill containing a Hub and three blades modeled as Euler-Bernoulli beams for small strains and under the constant and uniform wind. The mathematical approach is done by Hamilton’s Extended Principle with the aerodynamic loads applied on the nodes considering the local relative wind speed, angle of attack and aerodynamic lift and drag coefficients. Due to the wide range of angles of attack, a wind turbine blade operates, the airfoil used on the model was NREL SERI S809 which allowed obtaining equations for Cl and Cd as functions of the angle of attack, based on a NASA study. Tridimensional flow effects were no taken in part, as well as torsion of the beam, which only bends. The results showed the dynamic response of the system in terms of displacement and rotational speed as the turbine reached the final speed. Although the results were not compared to real windmills or more complete models, the resulting values were consistent with the size of the system and wind speed.

Keywords: blade aerodynamics, fluid–structure interaction, wind turbine aerodynamics, wind turbine blade

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346 Reliability Based Analysis of Multi-Lane Reinforced Concrete Slab Bridges

Authors: Ali Mahmoud, Shadi Najjar, Mounir Mabsout, Kassim Tarhini

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Empirical expressions for estimating the wheel load distribution and live-load bending moment are typically specified in highway bridge codes such as the AASHTO procedures. The purpose of this paper is to analyze the reliability levels that are inherent in reinforced concrete slab bridges that are designed based on the simplified empirical live load equations in the AASHTO LRFD procedures. To achieve this objective, bridges with multi-lanes (three and four lanes) and different spans are modeled using finite-element analysis (FEA) subjected to HS20 truck loading, tandem loading, and standard lane loading per AASHTO LRFD procedures. The FEA results are compared with the AASHTO LRFD moments in order to quantify the biases that might result from the simplifying assumptions adopted in AASHTO. A reliability analysis is conducted to quantify the reliability index for bridges designed using AASHTO procedures. To reach a consistent level of safety for three- and four-lane bridges, following a previous study restricted to one- and two-lane bridges, the live load factor in the design equation proposed by AASHTO LRFD will be assessed and revised if needed by alternating the live load factor for these lanes. The results will provide structural engineers with more consistent provisions to design concrete slab bridges or evaluate the load-carrying capacity of existing bridges.

Keywords: reliability analysis of concrete bridges, finite element modeling, reliability analysis, reinforced concrete bridge design, load carrying capacity

Procedia PDF Downloads 341
345 Government Size and Economic Growth: Testing the Non-Linear Hypothesis for Nigeria

Authors: R. Santos Alimi

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Using time-series techniques, this study empirically tested the validity of existing theory which stipulates there is a nonlinear relationship between government size and economic growth; such that government spending is growth-enhancing at low levels but growth-retarding at high levels, with the optimal size occurring somewhere in between. This study employed three estimation equations. First, for the size of government, two measures are considered as follows: (i) share of total expenditures to gross domestic product, (ii) share of recurrent expenditures to gross domestic product. Second, the study adopted real GDP (without government expenditure component), as a variant measure of economic growth other than the real total GDP, in estimating the optimal level of government expenditure. The study is based on annual Nigeria country-level data for the period 1970 to 2012. Estimation results show that the inverted U-shaped curve exists for the two measures of government size and the estimated optimum shares are 19.81% and 10.98%, respectively. Finally, with the adoption of real GDP (without government expenditure component), the optimum government size was found to be 12.58% of GDP. Our analysis shows that the actual share of government spending on average (2000 - 2012) is about 13.4%.This study adds to the literature confirming that the optimal government size exists not only for developed economies but also for developing economy like Nigeria. Thus, a public intervention threshold level that fosters economic growth is a reality; beyond this point economic growth should be left in the hands of the private sector. This finding has a significant implication for the appraisal of government spending and budgetary policy design.

Keywords: public expenditure, economic growth, optimum level, fully modified OLS

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344 An Estimating Equation for Survival Data with a Possibly Time-Varying Covariates under a Semiparametric Transformation Models

Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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An estimating equation technique is an alternative method of the widely used maximum likelihood methods, which enables us to ease some complexity due to the complex characteristics of time-varying covariates. In the situations, when both the time-varying covariates and left-truncation are considered in the model, the maximum likelihood estimation procedures become much more burdensome and complex. To ease the complexity, in this study, the modified estimating equations those have been given high attention and considerations in many researchers under semiparametric transformation model was proposed. The purpose of this article was to develop the modified estimating equation under flexible and general class of semiparametric transformation models for left-truncated and right censored survival data with time-varying covariates. Besides the commonly applied Cox proportional hazards model, such kind of problems can be also analyzed with a general class of semiparametric transformation models to estimate the effect of treatment given possibly time-varying covariates on the survival time. The consistency and asymptotic properties of the estimators were intuitively derived via the expectation-maximization (EM) algorithm. The characteristics of the estimators in the finite sample performance for the proposed model were illustrated via simulation studies and Stanford heart transplant real data examples. To sum up the study, the bias for covariates has been adjusted by estimating density function for the truncation time variable. Then the effect of possibly time-varying covariates was evaluated in some special semiparametric transformation models.

Keywords: EM algorithm, estimating equation, semiparametric transformation models, time-to-event outcomes, time varying covariate

Procedia PDF Downloads 152
343 Efficient Implementation of Finite Volume Multi-Resolution Weno Scheme on Adaptive Cartesian Grids

Authors: Yuchen Yang, Zhenming Wang, Jun Zhu, Ning Zhao

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An easy-to-implement and robust finite volume multi-resolution Weighted Essentially Non-Oscillatory (WENO) scheme is proposed on adaptive cartesian grids in this paper. Such a multi-resolution WENO scheme is combined with the ghost cell immersed boundary method (IBM) and wall-function technique to solve Navier-Stokes equations. Unlike the k-exact finite volume WENO schemes which involve large amounts of extra storage, repeatedly solving the matrix generated in a least-square method or the process of calculating optimal linear weights on adaptive cartesian grids, the present methodology only adds very small overhead and can be easily implemented in existing edge-based computational fluid dynamics (CFD) codes with minor modifications. Also, the linear weights of this adaptive finite volume multi-resolution WENO scheme can be any positive numbers on condition that their sum is one. It is a way of bypassing the calculation of the optimal linear weights and such a multi-resolution WENO scheme avoids dealing with the negative linear weights on adaptive cartesian grids. Some benchmark viscous problems are numerical solved to show the efficiency and good performance of this adaptive multi-resolution WENO scheme. Compared with a second-order edge-based method, the presented method can be implemented into an adaptive cartesian grid with slight modification for big Reynolds number problems.

Keywords: adaptive mesh refinement method, finite volume multi-resolution WENO scheme, immersed boundary method, wall-function technique.

Procedia PDF Downloads 149