Search results for: CFD numerical simulations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4816

Search results for: CFD numerical simulations

3136 Comparison of Safety Factor Evaluation Methods for Buckling of High Strength Steel Welded Box Section Columns

Authors: Balazs Somodi, Balazs Kovesdi

Abstract:

In the research praxis of civil engineering the statistical evaluation of experimental and numerical investigations is an essential task in order to compare the experimental and numerical resistances of a specific structural problem with the proposed resistances of the standards. However, in the standards and in the international literature there are several different safety factor evaluation methods that can be used to check the necessary safety level (e.g.: 5% quantile level, 2.3% quantile level, 1‰ quantile level, γM partial safety factor, γM* partial safety factor, β reliability index). Moreover, in the international literature different calculation methods could be found even for the same safety factor as well. In the present study the flexural buckling resistance of high strength steel (HSS) welded closed sections are analyzed. The authors investigated the flexural buckling resistances of the analyzed columns by laboratory experiments. In the present study the safety levels of the obtained experimental resistances are calculated based on several safety approaches and compared with the EN 1990. The results of the different safety approaches are compared and evaluated. Based on the evaluation tendencies are identified and the differences between the statistical evaluation methods are explained.

Keywords: flexural buckling, high strength steel, partial safety factor, statistical evaluation

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3135 An Optimal Control Method for Reconstruction of Topography in Dam-Break Flows

Authors: Alia Alghosoun, Nabil El Moçayd, Mohammed Seaid

Abstract:

Modeling dam-break flows over non-flat beds requires an accurate representation of the topography which is the main source of uncertainty in the model. Therefore, developing robust and accurate techniques for reconstructing topography in this class of problems would reduce the uncertainty in the flow system. In many hydraulic applications, experimental techniques have been widely used to measure the bed topography. In practice, experimental work in hydraulics may be very demanding in both time and cost. Meanwhile, computational hydraulics have served as an alternative for laboratory and field experiments. Unlike the forward problem, the inverse problem is used to identify the bed parameters from the given experimental data. In this case, the shallow water equations used for modeling the hydraulics need to be rearranged in a way that the model parameters can be evaluated from measured data. However, this approach is not always possible and it suffers from stability restrictions. In the present work, we propose an adaptive optimal control technique to numerically identify the underlying bed topography from a given set of free-surface observation data. In this approach, a minimization function is defined to iteratively determine the model parameters. The proposed technique can be interpreted as a fractional-stage scheme. In the first stage, the forward problem is solved to determine the measurable parameters from known data. In the second stage, the adaptive control Ensemble Kalman Filter is implemented to combine the optimality of observation data in order to obtain the accurate estimation of the topography. The main features of this method are on one hand, the ability to solve for different complex geometries with no need for any rearrangements in the original model to rewrite it in an explicit form. On the other hand, its achievement of strong stability for simulations of flows in different regimes containing shocks or discontinuities over any geometry. Numerical results are presented for a dam-break flow problem over non-flat bed using different solvers for the shallow water equations. The robustness of the proposed method is investigated using different numbers of loops, sensitivity parameters, initial samples and location of observations. The obtained results demonstrate high reliability and accuracy of the proposed techniques.

Keywords: erodible beds, finite element method, finite volume method, nonlinear elasticity, shallow water equations, stresses in soil

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3134 A Study on Prediction Model for Thermally Grown Oxide Layer in Thermal Barrier Coating

Authors: Yongseok Kim, Jeong-Min Lee, Hyunwoo Song, Junghan Yun, Jungin Byun, Jae-Mean Koo, Chang-Sung Seok

Abstract:

Thermal barrier coating(TBC) is applied for gas turbine components to protect the components from extremely high temperature condition. Since metallic substrate cannot endure such severe condition of gas turbines, delamination of TBC can cause failure of the system. Thus, delamination life of TBC is one of the most important issues for designing the components operating at high temperature condition. Thermal stress caused by thermally grown oxide(TGO) layer is known as one of the major failure mechanisms of TBC. Thermal stress by TGO mainly occurs at the interface between TGO layer and ceramic top coat layer, and it is strongly influenced by the thickness and shape of TGO layer. In this study, Isothermal oxidation is conducted on coin-type TBC specimens prepared by APS(air plasma spray) method. After the isothermal oxidation at various temperature and time condition, the thickness and shape(rumpling shape) of the TGO is investigated, and the test data is processed by numerical analysis. Finally, the test data is arranged into a mathematical prediction model with two variables(temperature and exposure time) which can predict the thickness and rumpling shape of TGO.

Keywords: thermal barrier coating, thermally grown oxide, thermal stress, isothermal oxidation, numerical analysis

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3133 Evaluation of Rheological Properties, Anisotropic Shrinkage, and Heterogeneous Densification of Ceramic Materials during Liquid Phase Sintering by Numerical-Experimental Procedure

Authors: Hamed Yaghoubi, Esmaeil Salahi, Fateme Taati

Abstract:

The effective shear and bulk viscosity, as well as dynamic viscosity, describe the rheological properties of the ceramic body during the liquid phase sintering process. The rheological parameters depend on the physical and thermomechanical characteristics of the material such as relative density, temperature, grain size, and diffusion coefficient and activation energy. The main goal of this research is to acquire a comprehensive understanding of the response of an incompressible viscose ceramic material during liquid phase sintering process such as stress-strain relations, sintering and hydrostatic stress, the prediction of anisotropic shrinkage and heterogeneous densification as a function of sintering time by including the simultaneous influence of gravity field, and frictional force. After raw materials analysis, the standard hard porcelain mixture as a ceramic body was designed and prepared. Three different experimental configurations were designed including midpoint deflection, sinter bending, and free sintering samples. The numerical method for the ceramic specimens during the liquid phase sintering process are implemented in the CREEP user subroutine code in ABAQUS. The numerical-experimental procedure shows the anisotropic behavior, the complete difference in spatial displacement through three directions, the incompressibility for ceramic samples during the sintering process. The anisotropic shrinkage factor has been proposed to investigate the shrinkage anisotropy. It has been shown that the shrinkage along the normal axis of casting sample is about 1.5 times larger than that of casting direction, the gravitational force in pyroplastic deformation intensifies the shrinkage anisotropy more than the free sintering sample. The lowest and greatest equivalent creep strain occurs at the intermediate zone and around the central line of the midpoint distorted sample, respectively. In the sinter bending test sample, the equivalent creep strain approaches to the maximum near the contact area with refractory support. The inhomogeneity in Von-Misses, pressure, and principal stress intensifies the relative density non-uniformity in all samples, except in free sintering one. The symmetrical distribution of stress around the center of free sintering sample, cause to hinder the pyroplastic deformations. Densification results confirmed that the effective bulk viscosity was well-defined with relative density values. The stress analysis confirmed that the sintering stress is more than the hydrostatic stress from start to end of sintering time so, from both theoretically and experimentally point of view, the sintering process occurs completely.

Keywords: anisotropic shrinkage, ceramic material, liquid phase sintering process, rheological properties, numerical-experimental procedure

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3132 Demarcating Wetting States in Pressure-Driven Flows by Poiseuille Number

Authors: Anvesh Gaddam, Amit Agrawal, Suhas Joshi, Mark Thompson

Abstract:

An increase in surface area to volume ratio with a decrease in characteristic length scale, leads to a rapid increase in pressure drop across the microchannel. Texturing the microchannel surfaces reduce the effective surface area, thereby decreasing the pressured drop. Surface texturing introduces two wetting states: a metastable Cassie-Baxter state and stable Wenzel state. Predicting wetting transition in textured microchannels is essential for identifying optimal parameters leading to maximum drag reduction. Optical methods allow visualization only in confined areas, therefore, obtaining whole-field information on wetting transition is challenging. In this work, we propose a non-invasive method to capture wetting transitions in textured microchannels under flow conditions. To this end, we tracked the behavior of the Poiseuille number Po = f.Re, (with f the friction factor and Re the Reynolds number), for a range of flow rates (5 < Re < 50), and different wetting states were qualitatively demarcated by observing the inflection points in the f.Re curve. Microchannels with both longitudinal and transverse ribs with a fixed gas fraction (δ, a ratio of shear-free area to total area) and at a different confinement ratios (ε, a ratio of rib height to channel height) were fabricated. The measured pressure drop values for all the flow rates across the textured microchannels were converted into Poiseuille number. Transient behavior of the pressure drop across the textured microchannels revealed the collapse of liquid-gas interface into the gas cavities. Three wetting states were observed at ε = 0.65 for both longitudinal and transverse ribs, whereas, an early transition occurred at Re ~ 35 for longitudinal ribs at ε = 0.5, due to spontaneous flooding of the gas cavities as the liquid-gas interface ruptured at the inlet. In addition, the pressure drop in the Wenzel state was found to be less than the Cassie-Baxter state. Three-dimensional numerical simulations confirmed the initiation of the completely wetted Wenzel state in the textured microchannels. Furthermore, laser confocal microscopy was employed to identify the location of the liquid-gas interface in the Cassie-Baxter state. In conclusion, the present method can overcome the limitations posed by existing techniques, to conveniently capture wetting transition in textured microchannels.

Keywords: drag reduction, Poiseuille number, textured surfaces, wetting transition

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3131 Numerical Simulation on Two Components Particles Flow in Fluidized Bed

Authors: Wang Heng, Zhong Zhaoping, Guo Feihong, Wang Jia, Wang Xiaoyi

Abstract:

Flow of gas and particles in fluidized beds is complex and chaotic, which is difficult to measure and analyze by experiments. Some bed materials with bad fluidized performance always fluidize with fluidized medium. The material and the fluidized medium are different in many properties such as density, size and shape. These factors make the dynamic process more complex and the experiment research more limited. Numerical simulation is an efficient way to describe the process of gas-solid flow in fluidized bed. One of the most popular numerical simulation methods is CFD-DEM, i.e., computational fluid dynamics-discrete element method. The shapes of particles are always simplified as sphere in most researches. Although sphere-shaped particles make the calculation of particle uncomplicated, the effects of different shapes are disregarded. However, in practical applications, the two-component systems in fluidized bed also contain sphere particles and non-sphere particles. Therefore, it is needed to study the two component flow of sphere particles and non-sphere particles. In this paper, the flows of mixing were simulated as the flow of molding biomass particles and quartz in fluidized bad. The integrated model was built on an Eulerian–Lagrangian approach which was improved to suit the non-sphere particles. The constructed methods of cylinder-shaped particles were different when it came to different numerical methods. Each cylinder-shaped particle was constructed as an agglomerate of fictitious small particles in CFD part, which means the small fictitious particles gathered but not combined with each other. The diameter of a fictitious particle d_fic and its solid volume fraction inside a cylinder-shaped particle α_fic, which is called the fictitious volume fraction, are introduced to modify the drag coefficient β by introducing the volume fraction of the cylinder-shaped particles α_cld and sphere-shaped particles α_sph. In a computational cell, the void ε, can be expressed as ε=1-〖α_cld α〗_fic-α_sph. The Ergun equation and the Wen and Yu equation were used to calculate β. While in DEM method, cylinder-shaped particles were built by multi-sphere method, in which small sphere element merged with each other. Soft sphere model was using to get the connect force between particles. The total connect force of cylinder-shaped particle was calculated as the sum of the small sphere particles’ forces. The model (size=1×0.15×0.032 mm3) contained 420000 sphere-shaped particles (diameter=0.8 mm, density=1350 kg/m3) and 60 cylinder-shaped particles (diameter=10 mm, length=10 mm, density=2650 kg/m3). Each cylinder-shaped particle was constructed by 2072 small sphere-shaped particles (d=0.8 mm) in CFD mesh and 768 sphere-shaped particles (d=3 mm) in DEM mesh. The length of CFD and DEM cells are 1 mm and 2 mm. Superficial gas velocity was changed in different models as 1.0 m/s, 1.5 m/s, 2.0m/s. The results of simulation were compared with the experimental results. The movements of particles were regularly as fountain. The effect of superficial gas velocity on cylinder-shaped particles was stronger than that of sphere-shaped particles. The result proved this present work provided a effective approach to simulation the flow of two component particles.

Keywords: computational fluid dynamics, discrete element method, fluidized bed, multiphase flow

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3130 Depth-Averaged Modelling of Erosion and Sediment Transport in Free-Surface Flows

Authors: Thomas Rowan, Mohammed Seaid

Abstract:

A fast finite volume solver for multi-layered shallow water flows with mass exchange and an erodible bed is developed. This enables the user to solve a number of complex sediment-based problems including (but not limited to), dam-break over an erodible bed, recirculation currents and bed evolution as well as levy and dyke failure. This research develops methodologies crucial to the under-standing of multi-sediment fluvial mechanics and waterway design. In this model mass exchange between the layers is allowed and, in contrast to previous models, sediment and fluid are able to transfer between layers. In the current study we use a two-step finite volume method to avoid the solution of the Riemann problem. Entrainment and deposition rates are calculated for the first time in a model of this nature. In the first step the governing equations are rewritten in a non-conservative form and the intermediate solutions are calculated using the method of characteristics. In the second stage, the numerical fluxes are reconstructed in conservative form and are used to calculate a solution that satisfies the conservation property. This method is found to be considerably faster than other comparative finite volume methods, it also exhibits good shock capturing. For most entrainment and deposition equations a bed level concentration factor is used. This leads to inaccuracies in both near bed level concentration and total scour. To account for diffusion, as no vertical velocities are calculated, a capacity limited diffusion coefficient is used. The additional advantage of this multilayer approach is that there is a variation (from single layer models) in bottom layer fluid velocity: this dramatically reduces erosion, which is often overestimated in simulations of this nature using single layer flows. The model is used to simulate a standard dam break. In the dam break simulation, as expected, the number of fluid layers utilised creates variation in the resultant bed profile, with more layers offering a higher deviation in fluid velocity . These results showed a marked variation in erosion profiles from standard models. The overall the model provides new insight into the problems presented at minimal computational cost.

Keywords: erosion, finite volume method, sediment transport, shallow water equations

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3129 Data-Driven Analysis of Velocity Gradient Dynamics Using Neural Network

Authors: Nishant Parashar, Sawan S. Sinha, Balaji Srinivasan

Abstract:

We perform an investigation of the unclosed terms in the evolution equation of the velocity gradient tensor (VGT) in compressible decaying turbulent flow. Velocity gradients in a compressible turbulent flow field influence several important nonlinear turbulent processes like cascading and intermittency. In an attempt to understand the dynamics of the velocity gradients various researchers have tried to model the unclosed terms in the evolution equation of the VGT. The existing models proposed for these unclosed terms have limited applicability. This is mainly attributable to the complex structure of the higher order gradient terms appearing in the evolution equation of VGT. We investigate these higher order gradients using the data from direct numerical simulation (DNS) of compressible decaying isotropic turbulent flow. The gas kinetic method aided with weighted essentially non-oscillatory scheme (WENO) based flow- reconstruction is employed to generate DNS data. By applying neural-network to the DNS data, we map the structure of the unclosed higher order gradient terms in the evolution of the equation of the VGT with VGT itself. We validate our findings by performing alignment based study of the unclosed higher order gradient terms obtained using the neural network with the strain rate eigenvectors.

Keywords: compressible turbulence, neural network, velocity gradient tensor, direct numerical simulation

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3128 Model Reference Adaptive Approach for Power System Stabilizer for Damping of Power Oscillations

Authors: Jožef Ritonja, Bojan Grčar, Boštjan Polajžer

Abstract:

In recent years, electricity trade between neighboring countries has become increasingly intense. Increasing power transmission over long distances has resulted in an increase in the oscillations of the transmitted power. The damping of the oscillations can be carried out with the reconfiguration of the network or the replacement of generators, but such solution is not economically reasonable. The only cost-effective solution to improve the damping of power oscillations is to use power system stabilizers. Power system stabilizer represents a part of synchronous generator control system. It utilizes semiconductor’s excitation system connected to the rotor field excitation winding to increase the damping of the power system. The majority of the synchronous generators are equipped with the conventional power system stabilizers with fixed parameters. The control structure of the conventional power system stabilizers and the tuning procedure are based on the linear control theory. Conventional power system stabilizers are simple to realize, but they show non-sufficient damping improvement in the entire operating conditions. This is the reason that advanced control theories are used for development of better power system stabilizers. In this paper, the adaptive control theory for power system stabilizers design and synthesis is studied. The presented work is focused on the use of model reference adaptive control approach. Control signal, which assures that the controlled plant output will follow the reference model output, is generated by the adaptive algorithm. Adaptive gains are obtained as a combination of the "proportional" term and with the σ-term extended "integral" term. The σ-term is introduced to avoid divergence of the integral gains. The necessary condition for asymptotic tracking is derived by means of hyperstability theory. The benefits of the proposed model reference adaptive power system stabilizer were evaluated as objectively as possible by means of a theoretical analysis, numerical simulations and laboratory realizations. Damping of the synchronous generator oscillations in the entire operating range was investigated. Obtained results show the improved damping in the entire operating area and the increase of the power system stability. The results of the presented work will help by the development of the model reference power system stabilizer which should be able to replace the conventional stabilizers in power systems.

Keywords: power system, stability, oscillations, power system stabilizer, model reference adaptive control

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3127 Component Test of Martensitic/Ferritic Steels and Nickel-Based Alloys and Their Welded Joints under Creep and Thermo-Mechanical Fatigue Loading

Authors: Daniel Osorio, Andreas Klenk, Stefan Weihe, Andreas Kopp, Frank Rödiger

Abstract:

Future power plants currently face high design requirements due to worsening climate change and environmental restrictions, which demand high operational flexibility, superior thermal performance, minimal emissions, and higher cyclic capability. The aim of the paper is, therefore, to investigate the creep and thermo-mechanical material behavior of improved materials experimentally and welded joints at component scale under near-to-service operating conditions, which are promising for application in highly efficient and flexible future power plants. These materials promise an increase in flexibility and a reduction in manufacturing costs by providing enhanced creep strength and, therefore, the possibility for wall thickness reduction. At the temperature range between 550°C and 625°C, the investigation focuses on the in-phase thermo-mechanical fatigue behavior of dissimilar welded joints of conventional materials (ferritic and martensitic material T24 and T92) to nickel-based alloys (A617B and HR6W) by means of membrane test panels. The temperature and external load are varied in phase during the test, while the internal pressure remains constant. At the temperature range between 650°C and 750°C, it focuses on the creep behavior under multiaxial stress loading of similar and dissimilar welded joints of high temperature resistant nickel-based alloys (A740H, A617B, and HR6W) by means of a thick-walled-component test. In this case, the temperature, the external axial load, and the internal pressure remain constant during testing. Numerical simulations are used for the estimation of the axial component load in order to induce a meaningful damage evolution without causing a total component failure. Metallographic investigations after testing will provide support for understanding the damage mechanism and the influence of the thermo-mechanical load and multiaxiality on the microstructure change and on the creep and TMF- strength.

Keywords: creep, creep-fatigue, component behaviour, weld joints, high temperature material behaviour, nickel-alloys, high temperature resistant steels

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3126 Structural Optimization, Design, and Fabrication of Dissolvable Microneedle Arrays

Authors: Choupani Andisheh, Temucin Elif Sevval, Bediz Bekir

Abstract:

Due to their various advantages compared to many other drug delivery systems such as hypodermic injections and oral medications, microneedle arrays (MNAs) are a promising drug delivery system. To achieve enhanced performance of the MN, it is crucial to develop numerical models, optimization methods, and simulations. Accordingly, in this work, the optimized design of dissolvable MNAs, as well as their manufacturing, is investigated. For this purpose, a mechanical model of a single MN, having the geometry of an obelisk, is developed using commercial finite element software. The model considers the condition in which the MN is under pressure at the tip caused by the reaction force when penetrating the skin. Then, a multi-objective optimization based on non-dominated sorting genetic algorithm II (NSGA-II) is performed to obtain geometrical properties such as needle width, tip (apex) angle, and base fillet radius. The objective of the optimization study is to reach a painless and effortless penetration into the skin along with minimizing its mechanical failures caused by the maximum stress occurring throughout the structure. Based on the obtained optimal design parameters, master (male) molds are then fabricated from PMMA using a mechanical micromachining process. This fabrication method is selected mainly due to the geometry capability, production speed, production cost, and the variety of materials that can be used. Then to remove any chip residues, the master molds are cleaned using ultrasonic cleaning. These fabricated master molds can then be used repeatedly to fabricate Polydimethylsiloxane (PDMS) production (female) molds through a micro-molding approach. Finally, Polyvinylpyrrolidone (PVP) as a dissolvable polymer is cast into the production molds under vacuum to produce the dissolvable MNAs. This fabrication methodology can also be used to fabricate MNAs that include bioactive cargo. To characterize and demonstrate the performance of the fabricated needles, (i) scanning electron microscope images are taken to show the accuracy of the fabricated geometries, and (ii) in-vitro piercing tests are performed on artificial skin. It is shown that optimized MN geometries can be precisely fabricated using the presented fabrication methodology and the fabricated MNAs effectively pierce the skin without failure.

Keywords: microneedle, microneedle array fabrication, micro-manufacturing structural optimization, finite element analysis

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3125 The Analysis of Own Signals of PM Electrical Machines – Example of Eccentricity

Authors: Marcin Baranski

Abstract:

This article presents a vibration diagnostic method designed for permanent magnets (PM) traction motors. Those machines are commonly used in traction drives of electrical vehicles. Specific structural properties of machines excited by permanent magnets are used in this method - electromotive force (EMF) generated due to vibrations. This work presents: field-circuit model, results of static tests, results of calculations and simulations.

Keywords: electrical vehicle, permanent magnet, traction drive, vibrations, electrical machine, eccentricity

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3124 Overview of Multi-Chip Alternatives for 2.5 and 3D Integrated Circuit Packagings

Authors: Ching-Feng Chen, Ching-Chih Tsai

Abstract:

With the size of the transistor gradually approaching the physical limit, it challenges the persistence of Moore’s Law due to the development of the high numerical aperture (high-NA) lithography equipment and other issues such as short channel effects. In the context of the ever-increasing technical requirements of portable devices and high-performance computing, relying on the law continuation to enhance the chip density will no longer support the prospects of the electronics industry. Weighing the chip’s power consumption-performance-area-cost-cycle time to market (PPACC) is an updated benchmark to drive the evolution of the advanced wafer nanometer (nm). The advent of two and half- and three-dimensional (2.5 and 3D)- Very-Large-Scale Integration (VLSI) packaging based on Through Silicon Via (TSV) technology has updated the traditional die assembly methods and provided the solution. This overview investigates the up-to-date and cutting-edge packaging technologies for 2.5D and 3D integrated circuits (ICs) based on the updated transistor structure and technology nodes. The author concludes that multi-chip solutions for 2.5D and 3D IC packagings are feasible to prolong Moore’s Law.

Keywords: moore’s law, high numerical aperture, power consumption-performance-area-cost-cycle time to market, 2.5 and 3D- very-large-scale integration, packaging, through silicon via

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3123 Structural Performance of Composite Steel and Concrete Beams

Authors: Jakub Bartus

Abstract:

In general, composite steel and concrete structures present an effective structural solution utilizing full potential of both materials. As they have a numerous advantages on the construction side, they can reduce greatly the overall cost of construction, which is the main objective of the last decade, highlighted by the current economic and social crisis. The study represents not only an analysis of composite beams’ behaviour having web openings but emphasizes the influence of these openings on the total strain distribution at the level of steel bottom flange as well. The major investigation was focused on a change of structural performance with respect to various layouts of openings. Examining this structural modification, an improvement of load carrying capacity of composite beams was a prime object. The study is devided into analytical and numerical part. The analytical part served as an initial step into the design process of composite beam samples, in which optimal dimensions and specific levels of utilization in individual stress states were taken into account. The numerical part covered description of imposed structural issue in a form of a finite element model (FEM) using strut and shell elements accounting for material non-linearities. As an outcome, a number of conclusions were drawn describing and explaining an effect of web opening presence on the structural performance of composite beams.

Keywords: composite beam, web opening, steel flange, totalstrain, finite element analysis

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3122 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects

Authors: M. Mohsin Munir, Taimoor Ahmad, Javed Munir, Usman Rashid

Abstract:

Determination of maximum elevation of a flowing fluid due to sudden rejection of load in a hydropower facility is of great interest to hydraulic engineers to ensure safety of the hydraulic structures. Several mathematical models exist that employ one-dimensional modeling for the determination of surge but none of these perfectly simulate real-time circumstances. The paper envisages investigation of surge inception and propagation for a Low Head Hydropower project using Computational Fluid Dynamics (CFD) analysis on FLOW-3D software package. The fluid dynamic model utilizes its analysis for surge by employing Reynolds’ Averaged Navier-Stokes Equations (RANSE). The CFD model is designed for a case study at Taunsa hydropower Project in Pakistan. Various scenarios have run through the model keeping in view upstream boundary conditions. The prototype results were then compared with the results of physical model testing for the same scenarios. The results of the numerical model proved quite accurate coherence with the physical model testing and offers insight into phenomenon which are not apparent in physical model and shall be adopted in future for the similar low head projects limiting delays and cost incurred in the physical model testing.

Keywords: surge, FLOW-3D, numerical model, Taunsa, RANSE

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3121 Drag Reduction of Base Bleed at Various Flight Conditions

Authors: Man Chul Jeong, Hyoung Jin Lee, Sang Yoon Lee, Ji Hyun Park, Min Wook Chang, In-Seuck Jeung

Abstract:

This study focus on the drag reduction effect of the base bleed at supersonic flow. Base bleed is the method which bleeds the gas on the tail of the flight vehicle and reduces the base drag, which occupies over 50% of the total drag in any flight speed. Thus base bleed can reduce the total drag significantly, and enhance the total flight range. Drag reduction ratio of the base bleed is strongly related to the mass flow rate of the bleeding gas. Thus selecting appropriate mass flow rate is important. However, since the flight vehicle has various flight speed, same mass flow rate of the base bleed can have different drag reduction effect during the flight. Thus, this study investigates the effect of the drag reduction depending on the flight speed by numerical analysis using STAR-CCM+. The analysis model is 155mm diameter projectile with boat-tailed shape base. Angle of the boat-tail is chosen previously for minimum drag coefficient. Numerical analysis is conducted for Mach 2 and Mach 3, with various mass flow rate, or the injection parameter I, of the bleeding gas and the temperature of the bleeding gas, is fixed to 300K. The results showed that I=0.025 has the minimum drag at Mach 2, and I=0.014 has the minimum drag at Mach 3. Thus as the Mach number is higher, the lower mass flow rate of the base bleed has more effect on drag reduction.

Keywords: base bleed, supersonic, drag reduction, recirculation

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3120 On the End-of-Life Inventory Problem

Authors: Hans Frenk, Sonya Javadi, Semih Onur Sezer

Abstract:

We consider the so-called end of life inventory problem for the supplier of a product in its final phase of the service life cycle. This phase starts when the production of the items stops and continues until the warranty of the last sold item expires. At the beginning of this phase, the supplier places a final order for spare parts to serve customers coming with defective items. At any time during the final phase, the supplier may also decide to switch to an alternative and more cost-effective policy. This alternative policy may be in the form of replacing a defective item with a substitutable product or offering discounts / rebates on new generation products. In this setup, the objective is to find a final order quantity and also a switching time which will minimize the total expected discounted cost. We study this problem under a general cost structure in a continuous-time framework where arrivals of defective items are given by a non-homogeneous Poisson process. We consider four formulations which differ by the nature of the switching time. These formulations are studied in detail and properties of the objective function are derived in each case. Using these properties, we provide exact algorithms for efficient numerical implementations. Numerical examples are provided illustrating the application of these algorithms. In these examples, we also compare the costs associated with these different formulations.

Keywords: End-of-life inventory control, martingales, optimization, service parts

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3119 Investigation of Mangrove Area Effects on Hydrodynamic Conditions of a Tidal Dominant Strait Near the Strait of Hormuz

Authors: Maryam Hajibaba, Mohsen Soltanpour, Mehrnoosh Abbasian, S. Abbas Haghshenas

Abstract:

This paper aims to evaluate the main role of mangroves forests on the unique hydrodynamic characteristics of the Khuran Strait (KS) in the Persian Gulf. Investigation of hydrodynamic conditions of KS is vital to predict and estimate sedimentation and erosion all over the protected areas north of Qeshm Island. KS (or Tang-e-Khuran) is located between Qeshm Island and the Iranian mother land and has a minimum width of approximately two kilometers. Hydrodynamics of the strait is dominated by strong tidal currents of up to 2 m/s. The bathymetry of the area is dynamic and complicated as 1) strong currents do exist in the area which lead to seemingly sand dune movements in the middle and southern parts of the strait, and 2) existence a vast area with mangrove coverage next to the narrowest part of the strait. This is why ordinary modeling schemes with normal mesh resolutions are not capable for high accuracy estimations of current fields in the KS. A comprehensive set of measurements were carried out with several components, to investigate the hydrodynamics and morpho-dynamics of the study area, including 1) vertical current profiling at six stations, 2) directional wave measurements at four stations, 3) water level measurements at six stations, 4) wind measurements at one station, and 5) sediment grab sampling at 100 locations. Additionally, a set of periodic hydrographic surveys was included in the program. The numerical simulation was carried out by using Delft3D – Flow Module. Model calibration was done by comparing water levels and depth averaged velocity of currents against available observational data. The results clearly indicate that observed data and simulations only fit together if a realistic perspective of the mangrove area is well captured by the model bathymetry data. Generating unstructured grid by using RGFGRID and QUICKIN, the flow model was driven with water level time-series at open boundaries. Adopting the available field data, the key role of mangrove area on the hydrodynamics of the study area can be studied. The results show that including the accurate geometry of the mangrove area and consideration of its sponge-like behavior are the key aspects through which a realistic current field can be simulated in the KS.

Keywords: Khuran Strait, Persian Gulf, tide, current, Delft3D

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3118 A Prediction Method of Pollutants Distribution Pattern: Flare Motion Using Computational Fluid Dynamics (CFD) Fluent Model with Weather Research Forecast Input Model during Transition Season

Authors: Benedictus Asriparusa, Lathifah Al Hakimi, Aulia Husada

Abstract:

A large amount of energy is being wasted by the release of natural gas associated with the oil industry. This release interrupts the environment particularly atmosphere layer condition globally which contributes to global warming impact. This research presents an overview of the methods employed by researchers in PT. Chevron Pacific Indonesia in the Minas area to determine a new prediction method of measuring and reducing gas flaring and its emission. The method emphasizes advanced research which involved analytical studies, numerical studies, modeling, and computer simulations, amongst other techniques. A flaring system is the controlled burning of natural gas in the course of routine oil and gas production operations. This burning occurs at the end of a flare stack or boom. The combustion process releases emissions of greenhouse gases such as NO2, CO2, SO2, etc. This condition will affect the chemical composition of air and environment around the boundary layer mainly during transition season. Transition season in Indonesia is absolutely very difficult condition to predict its pattern caused by the difference of two air mass conditions. This paper research focused on transition season in 2013. A simulation to create the new pattern of the pollutants distribution is needed. This paper has outlines trends in gas flaring modeling and current developments to predict the dominant variables in the pollutants distribution. A Fluent model is used to simulate the distribution of pollutants gas coming out of the stack, whereas WRF model output is used to overcome the limitations of the analysis of meteorological data and atmospheric conditions in the study area. Based on the running model, the most influence factor was wind speed. The goal of the simulation is to predict the new pattern based on the time of fastest wind and slowest wind occurs for pollutants distribution. According to the simulation results, it can be seen that the fastest wind (last of March) moves pollutants in a horizontal direction and the slowest wind (middle of May) moves pollutants vertically. Besides, the design of flare stack in compliance according to EPA Oil and Gas Facility Stack Parameters likely shows pollutants concentration remains on the under threshold NAAQS (National Ambient Air Quality Standards).

Keywords: flare motion, new prediction, pollutants distribution, transition season, WRF model

Procedia PDF Downloads 556
3117 Bi-Component Particle Segregation Studies in a Spiral Concentrator Using Experimental and CFD Techniques

Authors: Prudhvinath Reddy Ankireddy, Narasimha Mangadoddy

Abstract:

Spiral concentrators are commonly used in various industries, including mineral and coal processing, to efficiently separate materials based on their density and size. In these concentrators, a mixture of solid particles and fluid (usually water) is introduced as feed at the top of a spiral channel. As the mixture flows down the spiral, centrifugal and gravitational forces act on the particles, causing them to stratify based on their density and size. Spiral flows exhibit complex fluid dynamics, and interactions involve multiple phases and components in the process. Understanding the behavior of these phases within the spiral concentrator is crucial for achieving efficient separation. An experimental bi-component particle interaction study is conducted in this work utilizing magnetite (heavier density) and silica (lighter density) with different proportions processed in the spiral concentrator. The observation separation reveals that denser particles accumulate towards the inner region of the spiral trough, while a significant concentration of lighter particles are found close to the outer edge. The 5th turn of the spiral trough is partitioned into five zones to achieve a comprehensive distribution analysis of bicomponent particle segregation. Samples are then gathered from these individual streams using an in-house sample collector, and subsequent analysis is conducted to assess component segregation. Along the trough, there was a decline in the concentration of coarser particles, accompanied by an increase in the concentration of lighter particles. The segregation pattern indicates that the heavier coarse component accumulates in the inner zone, whereas the lighter fine component collects in the outer zone. The middle zone primarily consists of heavier fine particles and lighter coarse particles. The zone-wise results reveal that there is a significant fraction of segregation occurs in inner and middle zones. Finer magnetite and silica particles predominantly accumulate in outer zones with the smallest fraction of segregation. Additionally, numerical simulations are also carried out using the computational fluid dynamics (CFD) model based on the volume of fluid (VOF) approach incorporating the RSM turbulence model. The discrete phase model (DPM) is employed for particle tracking, thereby understanding the particle segregation of magnetite and silica along the spiral trough.

Keywords: spiral concentrator, bi-component particle segregation, computational fluid dynamics, discrete phase model

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3116 Numerical Modelling of Wind Dispersal Seeds of Bromeliad Tillandsia recurvata L. (L.) Attached to Electric Power Lines

Authors: Bruna P. De Souza, Ricardo C. De Almeida

Abstract:

In some cities in the State of Parana – Brazil and in other countries atmospheric bromeliads (Tillandsia spp - Bromeliaceae) are considered weeds in trees, electric power lines, satellite dishes and other artificial supports. In this study, a numerical model was developed to simulate the seed dispersal of the Tillandsia recurvata species by wind with the objective of evaluating seeds displacement in the city of Ponta Grossa – PR, Brazil, since it is considered that the region is already infested. The model simulates the dispersal of each individual seed integrating parameters from the atmospheric boundary layer (ABL) and the local wind, simulated by the Weather Research Forecasting (WRF) mesoscale atmospheric model for the 2012 to 2015 period. The dispersal model also incorporates the approximate number of bromeliads and source height data collected from most infested electric power lines. The seeds terminal velocity, which is an important input data but was not available in the literature, was measured by an experiment with fifty-one seeds of Tillandsia recurvata. Wind is the main dispersal agent acting on plumed seeds whereas atmospheric turbulence is a determinant factor to transport the seeds to distances beyond 200 meters as well as to introduce random variability in the seed dispersal process. Such variability was added to the model through the application of an Inverse Fast Fourier Transform to wind velocity components energy spectra based on boundary-layer meteorology theory and estimated from micrometeorological parameters produced by the WRF model. Seasonal and annual wind means were obtained from the surface wind data simulated by WRF for Ponta Grossa. The mean wind direction is assumed to be the most probable direction of bromeliad seed trajectory. Moreover, the atmospheric turbulence effect and dispersal distances were analyzed in order to identify likely regions of infestation around Ponta Grossa urban area. It is important to mention that this model could be applied to any species and local as long as seed’s biological data and meteorological data for the region of interest are available.

Keywords: atmospheric turbulence, bromeliad, numerical model, seed dispersal, terminal velocity, wind

Procedia PDF Downloads 141
3115 Numerical Simulation of Filtration Gas Combustion: Front Propagation Velocity

Authors: Yuri Laevsky, Tatyana Nosova

Abstract:

The phenomenon of filtration gas combustion (FGC) had been discovered experimentally at the beginning of 80’s of the previous century. It has a number of important applications in such areas as chemical technologies, fire-explosion safety, energy-saving technologies, oil production. From the physical point of view, FGC may be defined as the propagation of region of gaseous exothermic reaction in chemically inert porous medium, as the gaseous reactants seep into the region of chemical transformation. The movement of the combustion front has different modes, and this investigation is focused on the low-velocity regime. The main characteristic of the process is the velocity of the combustion front propagation. Computation of this characteristic encounters substantial difficulties because of the strong heterogeneity of the process. The mathematical model of FGC is formed by the energy conservation laws for the temperature of the porous medium and the temperature of gas and the mass conservation law for the relative concentration of the reacting component of the gas mixture. In this case the homogenization of the model is performed with the use of the two-temperature approach when at each point of the continuous medium we specify the solid and gas phases with a Newtonian heat exchange between them. The construction of a computational scheme is based on the principles of mixed finite element method with the usage of a regular mesh. The approximation in time is performed by an explicit–implicit difference scheme. Special attention was given to determination of the combustion front propagation velocity. Straight computation of the velocity as grid derivative leads to extremely unstable algorithm. It is worth to note that the term ‘front propagation velocity’ makes sense for settled motion when some analytical formulae linking velocity and equilibrium temperature are correct. The numerical implementation of one of such formulae leading to the stable computation of instantaneous front velocity has been proposed. The algorithm obtained has been applied in subsequent numerical investigation of the FGC process. This way the dependence of the main characteristics of the process on various physical parameters has been studied. In particular, the influence of the combustible gas mixture consumption on the front propagation velocity has been investigated. It also has been reaffirmed numerically that there is an interval of critical values of the interfacial heat transfer coefficient at which a sort of a breakdown occurs from a slow combustion front propagation to a rapid one. Approximate boundaries of such an interval have been calculated for some specific parameters. All the results obtained are in full agreement with both experimental and theoretical data, confirming the adequacy of the model and the algorithm constructed. The presence of stable techniques to calculate the instantaneous velocity of the combustion wave allows considering the semi-Lagrangian approach to the solution of the problem.

Keywords: filtration gas combustion, low-velocity regime, mixed finite element method, numerical simulation

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3114 Strain Softening of Soil under Cyclic Loading

Authors: Kobid Panthi, Suttisak Soralump, Suriyon Prempramote

Abstract:

In June 27, 2014 slope movement was observed in upstream side of Khlong Pa Bon Dam, Thailand. The slide did not have any major catastrophic impact on the dam structure but raised a very important question; why did the slide occur after 10 years of operation? Various site investigations (Bore Hole Test, SASW, Echo Sounding, and Geophysical Survey), laboratory analysis and numerical modelling using SIGMA/W and SLOPE/W were conducted to determine the cause of slope movement. It was observed that the dam had undergone the greatest differential drawdown in its operational history in the year 2014 and was termed as the major cause of movement. From the laboratory tests, it was found that the shear strength of clay had decreased with a period of time and was near its residual value. The cyclic movement of water, i.e., reservoir filling and emptying was coined out to be the major cause for the reduction of shear strength. The numerical analysis was carried out using a modified cam clay (MCC) model to determine the strain softening behavior of the clay. The strain accumulation was observed in the slope with each reservoir cycle triggering the slope failure in 2014. It can be inferred that if there was no major drawdown in 2014, the slope would not have failed but eventually would have failed after a long period of time. If there was no major drawdown in 2014, the slope would not have failed. However, even if there hadn’t been a drawdown, it would have failed eventually in the long run.

Keywords: slope movement, strain softening, residual strength, modified cam clay

Procedia PDF Downloads 132
3113 Computational Fluid Dynamics Design and Analysis of Aerodynamic Drag Reduction Devices for a Mazda T3500 Truck

Authors: Basil Nkosilathi Dube, Wilson R. Nyemba, Panashe Mandevu

Abstract:

In highway driving, over 50 percent of the power produced by the engine is used to overcome aerodynamic drag, which is a force that opposes a body’s motion through the air. Aerodynamic drag and thus fuel consumption increase rapidly at speeds above 90kph. It is desirable to minimize fuel consumption. Aerodynamic drag reduction in highway driving is the best approach to minimize fuel consumption and to reduce the negative impacts of greenhouse gas emissions on the natural environment. Fuel economy is the ultimate concern of automotive development. This study aims to design and analyze drag-reducing devices for a Mazda T3500 truck, namely, the cab roof and rear (trailer tail) fairings. The aerodynamic effects of adding these append devices were subsequently investigated. To accomplish this, two 3D CAD models of the Mazda truck were designed using the Design Modeler. One, with these, append devices and the other without. The models were exported to ANSYS Fluent for computational fluid dynamics analysis, no wind tunnel tests were performed. A fine mesh with more than 10 million cells was applied in the discretization of the models. The realizable k-ε turbulence model with enhanced wall treatment was used to solve the Reynold’s Averaged Navier-Stokes (RANS) equation. In order to simulate the highway driving conditions, the tests were simulated with a speed of 100 km/h. The effects of these devices were also investigated for low-speed driving. The drag coefficients for both models were obtained from the numerical calculations. By adding the cab roof and rear (trailer tail) fairings, the simulations show a significant reduction in aerodynamic drag at a higher speed. The results show that the greatest drag reduction is obtained when both devices are used. Visuals from post-processing show that the rear fairing minimized the low-pressure region at the rear of the trailer when moving at highway speed. The rear fairing achieved this by streamlining the turbulent airflow, thereby delaying airflow separation. For lower speeds, there were no significant differences in drag coefficients for both models (original and modified). The results show that these devices can be adopted for improving the aerodynamic efficiency of the Mazda T3500 truck at highway speeds.

Keywords: aerodynamic drag, computation fluid dynamics, fluent, fuel consumption

Procedia PDF Downloads 140
3112 A Theoretical Study of and Phase Change Material Layered Roofs under Specific Climatic Regions in Turkey and the United Kingdom

Authors: Tugba Gurler, Irfan Kurtbas

Abstract:

Roof influences considerably energy demand of buildings. In order to reduce this energy demand, various solutions have been proposed, such as roofs with variable thermal insulation, cool roofs, green roofs, heat exchangers and ventilated roofs, and phase change material (PCM) layered roofs. PCMs suffer from relatively low thermal conductivity despite of their promise of the energy-efficiency initiatives for thermal energy storage (TES). This study not only presents the thermal performance of the concrete roof with PCM layers but also evaluates the products with different design configurations and thicknesses under Central Anatolia Region, Turkey and Nottinghamshire, UK weather conditions. System design limitations and proposed prediction models are discussed in this study. A two-dimensional numerical model has been developed, and governing equations have been solved at each time step. Upper surfaces of the roofs have been modelled with heat flux conditions, while lower surfaces of the roofs with boundary conditions. In addition, suitable roofs have been modeled under symmetry boundary conditions. The results of the designed concrete roofs with PCM layers have been compared with common concrete roofs in Turkey. The UK and the numerical modeling results have been validated with the data given in the literature.

Keywords: phase change material, regional energy demand, roof layers, thermal energy storage

Procedia PDF Downloads 102
3111 Biomechanical Modeling, Simulation, and Comparison of Human Arm Motion to Mitigate Astronaut Task during Extra Vehicular Activity

Authors: B. Vadiraj, S. N. Omkar, B. Kapil Bharadwaj, Yash Vardhan Gupta

Abstract:

During manned exploration of space, missions will require astronaut crewmembers to perform Extra Vehicular Activities (EVAs) for a variety of tasks. These EVAs take place after long periods of operations in space, and in and around unique vehicles, space structures and systems. Considering the remoteness and time spans in which these vehicles will operate, EVA system operations should utilize common worksites, tools and procedures as much as possible to increase the efficiency of training and proficiency in operations. All of the preparations need to be carried out based on studies of astronaut motions. Until now, development and training activities associated with the planned EVAs in Russian and U.S. space programs have relied almost exclusively on physical simulators. These experimental tests are expensive and time consuming. During the past few years a strong increase has been observed in the use of computer simulations due to the fast developments in computer hardware and simulation software. Based on this idea, an effort to develop a computational simulation system to model human dynamic motion for EVA is initiated. This study focuses on the simulation of an astronaut moving the orbital replaceable units into the worksites or removing them from the worksites. Our physics-based methodology helps fill the gap in quantitative analysis of astronaut EVA by providing a multisegment human arm model. Simulation work described in the study improves on the realism of previous efforts, incorporating joint stops to account for the physiological limits of range of motion. To demonstrate the utility of this approach human arm model is simulated virtually using ADAMS/LifeMOD® software. Kinematic mechanism for the astronaut’s task is studied from joint angles and torques. Simulation results obtained is validated with numerical simulation based on the principles of Newton-Euler method. Torques determined using mathematical model are compared among the subjects to know the grace and consistency of the task performed. We conclude that due to uncertain nature of exploration-class EVA, a virtual model developed using multibody dynamics approach offers significant advantages over traditional human modeling approaches.

Keywords: extra vehicular activity, biomechanics, inverse kinematics, human body modeling

Procedia PDF Downloads 342
3110 Drivetrain Comparison and Selection Approach for Armored Wheeled Hybrid Vehicles

Authors: Çağrı Bekir Baysal, Göktuğ Burak Çalık

Abstract:

Armored vehicles may have different traction layouts as a result of terrain capabilities and mobility needs. Two main categories of layouts can be separated as wheeled and tracked. Tracked vehicles have superior off-road capabilities but what they gain on terrain performance they lose on mobility front. Wheeled vehicles on the other hand do not have as good terrain capabilities as tracked vehicles but they have superior mobility capabilities such as top speed, range and agility with respect to tracked vehicles. Conventional armored vehicles employ a diesel ICE as main power source. In these vehicles ICE is mechanically connected to the powertrain. This determines the ICE rpm as a result of speed and torque requested by the driver. ICE efficiency changes drastically with torque and speed required and conventional vehicles suffer in terms of fuel consumption because of this. Hybrid electric vehicles employ at least one electric motor in order to improve fuel efficiency. There are different types of hybrid vehicles but main types are Series Hybrid, Parallel Hybrid and Series-Parallel Hybrid. These vehicles introduce an electric motor for traction and also can have a generator electric motor for range extending purposes. Having an electric motor as the traction power source brings the flexibility of either using the ICE as an alternative traction source while it is in efficient range or completely separating the ICE from traction and using it solely considering efficiency. Hybrid configurations have additional advantages for armored vehicles in addition to fuel efficiency. Heat signature, silent operation and prolonged stationary missions can be possible with the help of the high-power battery pack that will be present in the vehicle for hybrid drivetrain. Because of the reasons explained, hybrid armored vehicles are becoming a target area for military and also for vehicle suppliers. In order to have a better idea and starting point when starting a hybrid armored vehicle design, hybrid drivetrain configuration has to be selected after performing a trade-off study. This study has to include vehicle mobility simulations, integration level, vehicle level and performance level criteria. In this study different hybrid traction configurations possible for an 8x8 vehicle is compared using above mentioned criteria set. In order to compare hybrid traction configurations ease of application, cost, weight advantage, reliability, maintainability, redundancy and performance criteria have been used. Performance criteria points have been defined with the help of vehicle simulations and tests. Results of these simulations and tests also help determining required tractive power for an armored vehicle including conditions like trench and obstacle crossing, gradient climb. With the method explained in this study, each configuration is assigned a point for each criterion. This way, correct configuration can be selected objectively for every application. Also, key aspects of armored vehicles, mine protection and ballistic protection will be considered for hybrid configurations. Results are expected to vary for different types of vehicles but it is observed that having longitudinal differential locking capability improves mobility and having high motor count increases complexity in general.

Keywords: armored vehicles, electric drivetrain, electric mobility, hybrid vehicles

Procedia PDF Downloads 86
3109 A Study of Two Disease Models: With and Without Incubation Period

Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: asymptotic stability, Hartman-Grobman stability criterion, incubation period, Routh-Hurwitz criterion, Runge-Kutta method

Procedia PDF Downloads 175
3108 A Fourier Method for Risk Quantification and Allocation of Credit Portfolios

Authors: Xiaoyu Shen, Fang Fang, Chujun Qiu

Abstract:

Herewith we present a Fourier method for credit risk quantification and allocation in the factor-copula model framework. The key insight is that, compared to directly computing the cumulative distribution function of the portfolio loss via Monte Carlo simulation, it is, in fact, more efficient to calculate the transformation of the distribution function in the Fourier domain instead and inverting back to the real domain can be done in just one step and semi-analytically, thanks to the popular COS method (with some adjustments). We also show that the Euler risk allocation problem can be solved in the same way since it can be transformed into the problem of evaluating a conditional cumulative distribution function. Once the conditional or unconditional cumulative distribution function is known, one can easily calculate various risk metrics. The proposed method not only fills the niche in literature, to the best of our knowledge, of accurate numerical methods for risk allocation but may also serve as a much faster alternative to the Monte Carlo simulation method for risk quantification in general. It can cope with various factor-copula model choices, which we demonstrate via examples of a two-factor Gaussian copula and a two-factor Gaussian-t hybrid copula. The fast error convergence is proved mathematically and then verified by numerical experiments, in which Value-at-Risk, Expected Shortfall, and conditional Expected Shortfall are taken as examples of commonly used risk metrics. The calculation speed and accuracy are tested to be significantly superior to the MC simulation for real-sized portfolios. The computational complexity is, by design, primarily driven by the number of factors instead of the number of obligors, as in the case of Monte Carlo simulation. The limitation of this method lies in the "curse of dimension" that is intrinsic to multi-dimensional numerical integration, which, however, can be relaxed with the help of dimension reduction techniques and/or parallel computing, as we will demonstrate in a separate paper. The potential application of this method has a wide range: from credit derivatives pricing to economic capital calculation of the banking book, default risk charge and incremental risk charge computation of the trading book, and even to other risk types than credit risk.

Keywords: credit portfolio, risk allocation, factor copula model, the COS method, Fourier method

Procedia PDF Downloads 167
3107 Divergent Weathering on Two Sides of Plastic Fragments from Coastal Environments Around the Globe

Authors: Bo Hu, Mui-Choo Jong, João Frias, Irina Chubarenko, Gabriel Enrique De-la-Torre, Prabhu Kolandhasamy, Md. Jaker Hossain, Elena Esiukova, Lei Su, Hua Deng, Huahong Shi

Abstract:

Plastic debris in coastal environments undergoes a series of aging processes due to the diverse environmental conditions they are exposed to. Existing research to date lacks a thorough understanding of how these processes affect exposed and non-exposed sides of plastic fragments, leading to potentially biased conclusions on how degradation occurs. This study addresses this knowledge gap by examining surface aging characteristics on both sides (e.g., cracks, delaminations, pits, wrinkles and color residues) of 1573 plastic fragments collected from 15 coastal sites worldwide and conducting outdoor aging simulations. A clear contrast was observed between the two sides of the plastic fragments, where one of the sides often displayed more pronounced aging features. Three key indicators were introduced to quantify the aging characteristics of plastic fragments, with values ranging from 0.00 to 58.00 mm/mm2 (line density), 0.00 to 92.12% (surface loss) and 0.00 to 1.51 (texture index), respectively. Outdoor simulations revealed that sun-exposed sides of plastic sheets developed more cracks, pores, and bubbles, while the shaded sides remained smoother. The annual average solar radiation intensity of 4.47 kWh in the experimental area exacerbated the degradation of the sun-exposed side, as confirmed by a significant increase in carbonyl index, with PE rising from 0.50 to 1.70, PP from 0.18 to 1.10, and PVC from 0.45 to 1.57, indicating photoaging. These results highlight the uneven weathering patterns of plastic fragments on shorelines due to varying environmental stresses. In particular, the side facing the sun exhibited more pronounced signs of aging. Outdoor experiments confirmed that the fragments’ sun-exposed sides experienced significantly higher degrees of weathering compared to the shaded sides. This study demonstrated that the divergent weathering patterns on the two sides of beach plastic fragments were primarily driven by differences in light exposure, duration, and mechanical stress.

Keywords: plastic fragments, coastal environment, surface aging features, two-sided differences

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