Search results for: stochastic finite elements

Authors: Vinayak Bassi, Rajpreet Singh

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Over the years, with the emergence of sophisticated computers and algorithms, finance has been quantified using computational prowess. Asset valuation has been one of the key components of quantitative finance. In fact, it has become one of the embryonic steps in determining risk related to a portfolio, the main goal of quantitative finance. This study comprises a drawing comparison between valuation output generated by two stochastic dynamic models, namely Black-Scholes and Dupire’s bi-dimensionality model. Both of these models are formulated for computing the valuation function for a portfolio of European options using Monte Carlo simulation methods. Although Monte Carlo algorithms have a slower convergence rate than calculus-based simulation techniques (like FDM), they work quite effectively over high-dimensional dynamic models. A fidelity gap is analyzed between the static (historical) and stochastic inputs for a sample portfolio of underlying assets. In order to enhance the performance efficiency of the model, the study emphasized the use of variable reduction methods and customizing random number generators to implement parallelization. An attempt has been made to further implement the Dupire’s model on a GPU to achieve higher computational performance. Furthermore, ideas have been discussed around the performance enhancement and bottleneck identification related to the implementation of options-pricing models on GPUs.

Keywords: monte carlo, stochastic models, computational finance, parallel programming, scientific computing

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Authors: Ahmadali Tahmasebimoradi, Chetra Mang, Xavier Lorang

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Thanks to the additive manufacturing process, lattice structures are replacing the traditional structures in aeronautical and automobile industries. In order to evaluate the mechanical response of the lattice structures, one has to resort to numerical techniques. Ansys is a globally well-known and trusted commercial software that allows us to model the lattice structures and analyze their mechanical responses using either solid or beam elements. In this software, a script may be used to systematically generate the lattice structures for any size. On the one hand, solid elements allow us to correctly model the contact between the substrates (the supports of the lattice structure) and the lattice structure, the local plasticity, and the junctions of the microbeams. However, their computational cost increases rapidly with the size of the lattice structure. On the other hand, although beam elements reduce the computational cost drastically, it doesn’t correctly model the contact between the lattice structures and the substrates nor the junctions of the microbeams. Also, the notion of local plasticity is not valid anymore. Moreover, the deformed shape of the lattice structure doesn’t correspond to the deformed shape of the lattice structure using 3D solid elements. In this work, motivated by the pros and cons of the 3D and beam models, a numerically hybrid model is presented for the lattice structures to reduce the computational cost of the simulations while avoiding the aforementioned drawbacks of the beam elements. This approach consists of the utilization of solid elements for the junctions and beam elements for the microbeams connecting the corresponding junctions to each other. When the global response of the structure is linear, the results from the hybrid models are in good agreement with the ones from the 3D models for body-centered cubic with z-struts (BCCZ) and body-centered cubic without z-struts (BCC) lattice structures. However, the hybrid models have difficulty to converge when the effect of large deformation and local plasticity are considerable in the BCCZ structures. Furthermore, the effect of the junction’s size of the hybrid models on the results is investigated. For BCCZ lattice structures, the results are not affected by the junction’s size. This is also valid for BCC lattice structures as long as the ratio of the junction’s size to the diameter of the microbeams is greater than 2. The hybrid model can take into account the geometric defects. As a demonstration, the point clouds of two lattice structures are parametrized in a platform called LATANA (LATtice ANAlysis) developed by IRT-SystemX. In this process, for each microbeam of the lattice structures, an ellipse is fitted to capture the effect of shape variation and roughness. Each ellipse is represented by three parameters; semi-major axis, semi-minor axis, and angle of rotation. Having the parameters of the ellipses, the lattice structures are constructed in Spaceclaim (ANSYS) using the geometrical hybrid approach. The results show a negligible discrepancy between the hybrid and 3D models, while the computational cost of the hybrid model is lower than the computational cost of the 3D model.

Keywords: additive manufacturing, Ansys, geometric defects, hybrid finite element model, lattice structure

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Authors: Nikolaos Mamalis

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The work of the eminent architect and composer has undoubtedly been influenced both by his architecture and collaboration with Le Corbusier and by the conquests of the musical avant-garde of the 20th century (Schoenberg, Messian, Bartock, electroacoustic music). It is known that the golden mean and the Fibonacci sequence played a momentous role in the Architectural Avant-garde (Modulor) and expanded on musical pursuits. Especially in the 50s (serialism), it was a structural tool for composition. Xenakis' architectural and musical work (Sacrifice, Metastasis, Rebonds, etc.) received the influence of the Golden Section, as has been repeatedly demonstrated. However, the idea of this retrospective sequence and the reflection raised by the search for new proportions, both in the architectural and the musical work of Xenakis, was not limited to constituting a step, a workable formula that acted unifyingly with regard to the other parameters of the musical work, or as an aesthetic model that makes sense - philosophically and poetically - an anthropocentric dimension as in other composers (see Luigi Nono) ̇ triggered a qualitative leap, an opening of the composer to the assimilation of mathematical concepts and scientific types in music and the consolidation of new sound horizons of stochastic music.

Keywords: golden ratio, music, space, stochastic music

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Authors: Suman Paik, P. V. Durgaprasad, Bijan K. Dutta

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A study combining experimental and numerical investigation on the deformation behaviour of single crystals of copper is presented in this paper. Cylindrical samples were cut in specific orientations from high purity copper single crystal and subjected to uniaxial compression loading at quasi-static strain rate. The stress-strain curves along two different crystallographic orientations were then extracted. In order to study and compare the deformation responses, a single crystal plasticity model incorporating non-Schmid effects was developed assuming cross-slip plays an important role in orientation of the material. By making use of crystal plasticity finite element method, the model was applied to investigate the orientation dependence of the stress-strain behaviour of two crystallographic orientations. Finally, details of slip activities of deformed crystals were investigated by linking the orientation of slip lines with the theoretical traces of possible crystallographic planes. The experimentally determined active slip modes were matched with those determined by simulations.

Keywords: crystal plasticity, modelling, non-Schmid effects, finite elements, finite strain

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Authors: Manoj Malviya, Shubham Shinde

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The present study focuses on the determination of torsional stiffness of a space frame chassis and comparison of elements used in the Finite Element Analysis of frame. The study also discusses various concepts and design aspects of a space frame chassis with the emphasis on their applicability in BAJA SAE vehicles. Torsional stiffness is a very important factor that determines the chassis strength, vehicle control, and handling. Therefore, it is very important to determine the torsional stiffness of the vehicle before designing an optimum chassis so that it should not fail during extreme conditions. This study determines the torsional stiffness of frame with respect to suspension shocks, roll-stiffness and anti-roll bar rates. A spring model is developed to study the effects of suspension parameters. The engine greatly contributes to torsional stiffness, and therefore, its effects on torsional stiffness need to be considered. Deflections in the tire have not been considered in the present study. The proper element shape should be selected to analyze the effects of various loadings on chassis while implementing finite element methods. The study compares the accuracy of results and computational time for different element types. Shape functions of these elements are also discussed. Modelling methodology is discussed for the multibody analysis of chassis integrated with suspension arms and engine. Proper boundary conditions are presented so as to replicate the real life conditions.

Keywords: space frame chassis, torsional stiffness, multi-body analysis of chassis, element selection

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Authors: Mohammad Mahdi Paydar, Armin Cheraghalipour, Mostafa Hajiaghaei-Keshteli

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Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.

Keywords: perishable products, stochastic optimization, agricultural supply chain, ɛ-constraint

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Authors: T. Kritsana, P. Sawitri, P. Teeratas

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This article aims to study the effect of pressure on rocket motor case by Finite Element Method simulation to select optimal material in rocket motor manufacturing process. In this study, cylindrical tubes with outside diameter of 122 mm and thickness of 3 mm are used for simulation. Defined rocket motor case materials are AISI4130, AISI1026, AISI1045, AL2024 and AL7075. Internal pressure used for the simulation is 22 MPa. The result from Finite Element Method shows that at a pressure of 22 MPa rocket motor case produced by AISI4130, AISI1045 and AL7075 can be used. A comparison of the result between AISI4130, AISI1045 and AL7075 shows that AISI4130 has minimum principal stress and confirm the results of Finite Element Method by the used of calculation method found that, the results from Finite Element Method has good reliability.

Keywords: rocket motor case, finite element method, principal stress, simulation

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Authors: Jubee Varghese, Pouria Hafiz

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Increased use of lightweight concrete in the construction industry is mainly due to its reduction in the weight of the structural elements, which in turn reduces the cost of production, transportation, and the overall project cost. However, the structural application of these lightweight concrete structures is limited due to its reduced density. Hence, further investigations are in progress to study the effect of fiber inclusion in improving the mechanical properties of lightweight concrete. Incorporating structural steel fibers, in general, enhances the performance of concrete and increases its durability by minimizing its potential to cracking and providing crack arresting mechanism. In this research, Geometric and Materially Non-linear Analysis (GMNA) was conducted for Finite Element Modelling using a software known as ABAQUS, to investigate the structural behavior of lightweight concrete with and without the addition of steel fibers and shear reinforcement. 21 finite element models of beams were created to study the effect of steel fibers based on three main parameters; fiber volume fraction (Vf = 0, 0.5 and 0.75%), shear span to depth ratio (a/d of 2, 3 and 4) and ratio of area of shear stirrups to spacing (As/s of 0.7, 1 and 1.6). The models created were validated with the previous experiment conducted by H.K. Kang et al. in 2011. It was seen that the lightweight fiber reinforcement can replace the use of fiber reinforced normal weight concrete as structural elements. The effect of an increase in steel fiber volume fraction is dominant for beams with higher shear span to depth ratio than for lower ratios. The effect of stirrups in the presence of fibers was very negligible; however; it provided extra confinement to the cracks by reducing the crack propagation and extra shear resistance than when compared to beams with no stirrups.

Keywords: ABAQUS, beams, fiber-reinforced concrete, finite element, light weight, shear span-depth ratio, steel fibers, steel-fiber volume fraction

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Authors: G. Shahzadi, A. Soulaimani

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This research work aims to identify the physical parameters of the constitutive soil model in the design of a rockfill dam by inverse analysis. The best parameters of the constitutive soil model, are those that minimize the objective function, defined as the difference between the measured and numerical results. The Finite Element code (Plaxis) has been utilized for numerical simulation. Polynomial and neural network-based response surfaces have been generated to analyze the relationship between soil parameters and displacements. The performance of surrogate models has been analyzed and compared by evaluating the root mean square error. A comparative study has been done based on objective functions and optimization techniques. Objective functions are categorized by considering measured data with and without uncertainty in instruments, defined by the least square method, which estimates the norm between the predicted displacements and the measured values. Hydro Quebec provided data sets for the measured values of the Romaine-2 dam. Stochastic optimization, an approach that can overcome local minima, and solve non-convex and non-differentiable problems with ease, is used to obtain an optimum value. Genetic Algorithm (GA), Particle Swarm Optimization (PSO) and Differential Evolution (DE) are compared for the minimization problem, although all these techniques take time to converge to an optimum value; however, PSO provided the better convergence and best soil parameters. Overall, parameter identification analysis could be effectively used for the rockfill dam application and has the potential to become a valuable tool for geotechnical engineers for assessing dam performance and dam safety.

Keywords: Rockfill dam, parameter identification, stochastic analysis, regression, PLAXIS

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Authors: Falek Kamel

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Various approaches are usually used in the dynamic analysis of beams vibrating transversally. For this, numerical methods allowing the solving of the general eigenvalue problem are utilized. The equilibrium equations describe the movement resulting from the solution of a fourth-order differential equation. Our investigation is based on the finite element method. The findings of these investigations are the vibration frequencies obtained by the Jacobi method. Two types of the elementary mass matrix are considered, representing a uniform distribution of the mass along with the element and concentrated ones located at fixed points whose number is increased progressively separated by equal distances at each evaluation stage. The studied beams have different boundary constraints representing several classical situations. Comparisons are made for beams where the distributed mass is replaced by n concentrated masses. As expected, the first calculus stage is to obtain the lowest number of beam parts that gives a frequency comparable to that issued from the Rayleigh formula. The obtained values are then compared to theoretical results based on the assumptions of the Bernoulli-Euler theory. These steps are used for the second type of mass representation in the same manner.

Keywords: structural elements, beams vibrating, dynamic analysis, finite element method, Jacobi method

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Authors: A. Rezaei, M. Huisman, W. Van Paepegem

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Atomic interactions in molecular systems are mainly studied by particle mechanics. Nevertheless, researches have also put on considerable effort to simulate them using continuum methods. In early 2000, simple equivalent finite element models have been developed to study the mechanical properties of carbon nanotubes and graphene in composite materials. Afterward, many researchers have employed similar structural simulation approaches to obtain mechanical properties of nanostructured materials, to simplify interface behavior of fiber-reinforced composites, and to simulate defects in carbon nanotubes or graphene sheets, etc. These structural approaches, however, are limited to small deformations due to complicated local rotational coordinates. This article proposes a method for the finite element simulation of molecular mechanics. For ease in addressing the approach, here it is called Structural Finite Element Molecular Modeling (SFEMM). SFEMM method improves the available structural approaches for large deformations, without using any rotational degrees of freedom. Moreover, the method simulates molecular conformation, which is a big advantage over the previous approaches. Technically, this method uses nonlinear multipoint constraints to simulate kinematics of the atomic multibody interactions. Only truss elements are employed, and the bond potentials are implemented through constitutive material models. Because the equilibrium bond- length, bond angles, and bond-torsion potential energies are intrinsic material parameters, the model is independent of initial strains or stresses. In this paper, the SFEMM method has been implemented in ABAQUS finite element software. The constraints and material behaviors are modeled through two Fortran subroutines. The method is verified for the bond-stretch, bond-angle and bond-torsion of carbon atoms. Furthermore, the capability of the method in the conformation simulation of molecular structures is demonstrated via a case study of a graphene sheet. Briefly, SFEMM builds up a framework that offers more flexible features over the conventional molecular finite element models, serving the structural relaxation modeling and large deformations without incorporating local rotational degrees of freedom. Potentially, the method is a big step towards comprehensive molecular modeling with finite element technique, and thereby concurrently coupling an atomistic domain to a solid continuum domain within a single finite element platform.

Keywords: finite element, large deformation, molecular mechanics, structural method

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Authors: Yeghnem Redha, Guerroudj Hicham Zakaria, Hanifi Hachemi Amar Lemiya, Meftah Sid Ahmed, Tounsi Abdelouahed, Adda Bedia El Abbas

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Creep deformation of concrete is often responsible for excessive deflection at service loads which can compromise the performance of elements within a structure. Although laboratory test may be undertaken to determine the deformation properties of concrete, these are time-consuming, often expensive and generally not a practical option. Therefore, relatively simple empirically design code models are relied to predict the creep strain. This paper reviews the accuracy of creep and shrinkage predictions of reinforced concrete (RC) shear walls structures strengthened with carbon fibre reinforced polymer (CFRP) sheets, which is characterized by a widthwise varying fibre volume fraction. This review is yielded by CEB-FIB MC90 model. The time-dependent behavior was investigated to analyze their static behavior. In the numerical formulation, the adherents and the adhesives are all modelled as shear wall elements, using the mixed finite element method. Several tests were used to dem¬onstrate the accuracy and effectiveness of the proposed method. Numerical results from the present analysis are presented to illustrate the significance of the time-dependency of the lateral displacements.

Keywords: RC shear walls strengthened, CFRP sheets, creep and shrinkage, CEB-FIP MC90 model, finite element method, static behavior

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Authors: Pawan Kumar Sharma, Sudhakar Dwivedi, R. K. Arora

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Saffron is one of the most precious spices grown on the earth and is cultivated in a very limited area in few countries of the world. It has also been grown as a niche crop in Kishtwar district of Jammu region of Jammu and Kashmir State of India. This paper attempts to examine the presence of cost inefficiencies in saffron production and the associated socio-economic characteristics of saffron growers in the mentioned area. Although the numbers of inputs used in cultivation of saffron were limited, still cost inefficiencies were present in its production. The net present value (NPV), internal rate of return (IRR) and profitability index (PI) of investment in five years of saffron production were INR 1120803, 95.67 % and 3.52 respectively. The estimated coefficients of saffron stochastic cost function for saffron bulbs, human labour, animal labour, manure and saffron output were positive. The saffron growers having non-farm income were more cost inefficient as compared to farmers who did not have sources of income other than farming by 0.04 %. The maximum value of cost efficiency for saffron grower was 1.69 with mean value of 1.12. The majority of farmers have low cost inefficiencies, as the highest frequency of occurrence of the predicted cost efficiency was below 1.06.

Keywords: saffron, internal rate of return, cost efficiency, stochastic frontier model

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Authors: Reza Zakerinejad

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Gully erosion is a serious problem that threading the sustainability of agricultural area and rangeland and water in a large part of Iran. This type of water erosion is the main source of sedimentation in many catchment areas in the north of Iran. Since in many national assessment approaches just qualitative models were applied the aim of this study is to predict the spatial distribution of gully erosion processes by means of detail terrain analysis and GIS -based logistic regression in the loess deposition in a case study in the Golestan Province. This study the DEM with 25 meter result ion from ASTER data has been used. The Landsat ETM data have been used to mapping of land use. The TreeNet model as a stochastic modeling was applied to prediction the susceptible area for gully erosion. In this model ROC we have set 20 % of data as learning and 20 % as learning data. Therefore, applying the GIS and satellite image analysis techniques has been used to derive the input information for these stochastic models. The result of this study showed a high accurate map of potential for gully erosion.

Keywords: TreeNet model, terrain analysis, Golestan Province, Iran

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Authors: Jihad Daba, Jean-Pierre Dubois

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Multi path fading noise degrades the performance of cellular communication, most notably in femto- and pico-cells in 3G and 4G systems. When the wireless channel consists of a small number of scattering paths, the statistics of fading noise is not analytically tractable and poses a serious challenge to developing closed canonical forms that can be analysed and used in the design of efficient and optimal receivers. In this context, noise is multiplicative and is referred to as stochastically local fading. In many analytical investigation of multiplicative noise, the exponential or Gamma statistics are invoked. More recent advances by the author of this paper have utilized a Poisson modulated and weighted generalized Laguerre polynomials with controlling parameters and uncorrelated noise assumptions. In this paper, we investigate the statistics of multi-diversity stochastically local area fading channel when the channel consists of randomly distributed Rayleigh and Rician scattering centers with a coherent specular Nakagami-distributed line of sight component and an underlying doubly stochastic Poisson process driven by a lognormal intensity. These combined statistics form a unifying triply stochastic filtered marked Poisson point process model.

Keywords: cellular communication, femto and pico-cells, stochastically local area fading channel, triply stochastic filtered marked Poisson point process

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Authors: Phanida Phukoetphim, Asaad Y. Shamseldin

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In this study, the novel Stochastic Gradient Boosting (SGB) combination method is addressed for producing daily river flows from four different rain-runoff models of Ohinemuri catchment, New Zealand. The selected rainfall-runoff models are two empirical black-box models: linear perturbation model and linear varying gain factor model, two conceptual models: soil moisture accounting and routing model and Nedbør-Afrstrømnings model. In this study, the simple average combination method and the weighted average combination method were used as a benchmark for comparing the results of the novel SGB combination method. The models and combination results are evaluated using statistical and graphical criteria. Overall results of this study show that the use of combination technique can certainly improve the simulated river flows of four selected models for Ohinemuri catchment, New Zealand. The results also indicate that the novel SGB combination method is capable of accurate prediction when used in a combination method of the simulated river flows in New Zealand.

Keywords: multi-model combination, rainfall-runoff modeling, stochastic gradient boosting, bioinformatics

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Authors: Tasnuba Binte Jamal, Khan Mahmud Amanat

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Carbon Fiber-Reinforced Polymer (CFRP) composite materials have proven to have valuable properties and suitability to be used in the construction of new buildings and in upgrading the existing ones due to its effectiveness, ease of implementation and many more. In the present study, a numerical finite element investigation has been conducted using ANSYS 18.1 to study the behavior of square HSS AISC sections under eccentric compressive loading strengthened with CFRP materials. A three-dimensional finite element model for square HSS section using shell element was developed. Application of CFRP strengthening was incorporated in the finite element model by adding an additional layer of shell elements. Both material and geometric nonlinearities were incorporated in the model. The developed finite element model was applied to simulate experimental studies done by past researchers and it was found that good agreement exists between the current analysis and past experimental results, which established the acceptability and validity of the developed finite element model to carry out further investigation. Study was then focused on some selected non-compact AISC square HSS columns and the effects of number of CFRP layers, amount of eccentricities and cross-sectional geometry on the strength gain of those columns were observed. Load was applied at a distance equal to the column dimension and twice that of column dimension. It was observed that CFRP strengthening is comparatively effective for smaller eccentricities. For medium sized sections, strengthening tends to be effective at smaller eccentricities as well. For relatively large AISC square HSS columns, with increasing number of CFRP layers (from 1 to 3 layers) the gain in strength is approximately 1 to 38% to that of unstrengthened section for smaller eccentricities and slenderness ratio ranging from 27 to 54. For medium sized square HSS sections, effectiveness of CFRP strengthening increases approximately by about 12 to 162%. The findings of the present study provide a better understanding of the behavior of HSS sections strengthened with CFRP subjected to eccentric compressive load.

Keywords: CFRP strengthening, eccentricity, finite element model, square hollow section

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Authors: Reza Mollapourasl, Majid Haghi

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In this study, we develop local meshfree methods known as radial basis function-generated finite difference (RBF-FD) method and Hermite finite difference (RBF-HFD) method to design stencil weights and spatial discretization for Helmholtz equation. The convergence and stability of schemes are investigated numerically in three dimensions with irregular shaped domain. These localized meshless methods incorporate the advantages of the RBF method, finite difference and Hermite finite difference methods to handle the ill-conditioning issue that often destroys the convergence rate of global RBF methods. Moreover, numerical illustrations show that the proposed localized RBF type methods are efficient and applicable for problems with complex geometries. The convergence and accuracy of both schemes are compared by solving a test problem.

Keywords: radial basis functions, Hermite finite difference, Helmholtz equation, stability

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Authors: N. M. Amin, W. N. A. W. Sulaiman

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The effectiveness of the seismic response between 3D solid elements model and simplified beam elements model has been investigated. At present, the studies of the numerical modelling using 3D solid element are minimal due to numerical software constraint. The finite element analysis using 3D solid element was chosen to study displacement response of laminated rubber bearing (LRB) during high intensity Kobe earthquake. In this research a simply supported bridge (single span), fixed at support was analysed by using transient analysis subjected to real time history loading of Kobe earthquake.

Keywords: laminated rubber bearing, solid element, simplified beam element, transient analysis

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Authors: Felipe M. de Freitas, Icaro V. Soares, Lucas L. L. Fortes, Sandro T. M. Gonçalves, Úrsula D. C. Resende

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The SPICE-based simulators are quite robust and widely used for simulation of electronic circuits, their algorithms support linear and non-linear lumped components and they can manipulate an expressive amount of encapsulated elements. Despite the great potential of these simulators based on SPICE in the analysis of quasi-static electromagnetic field interaction, that is, at low frequency, these simulators are limited when applied to microwave hybrid circuits in which there are both lumped and distributed elements. Usually the spatial discretization of the FDTD (Finite-Difference Time-Domain) method is done according to the actual size of the element under analysis. After spatial discretization, the Courant Stability Criterion calculates the maximum temporal discretization accepted for such spatial discretization and for the propagation velocity of the wave. This criterion guarantees the stability conditions for the leapfrogging of the Yee algorithm; however, it is known that for the field update, the stability of the complete FDTD procedure depends on factors other than just the stability of the Yee algorithm, because the FDTD program needs other algorithms in order to be useful in engineering problems. Examples of these algorithms are Absorbent Boundary Conditions (ABCs), excitation sources, subcellular techniques, grouped elements, and non-uniform or non-orthogonal meshes. In this work, the influence of the stability of the FDTD method in the modeling of concentrated elements such as resistive sources, resistors, capacitors, inductors and diode will be evaluated. In this paper is proposed, therefore, the electromagnetic modeling of electronic components in order to create models that satisfy the needs for simulations of circuits in ultra-wide frequencies. The models of the resistive source, the resistor, the capacitor, the inductor, and the diode will be evaluated, among the mathematical models for lumped components in the LE-FDTD method (Lumped-Element Finite-Difference Time-Domain), through the parametric analysis of Yee cells size which discretizes the lumped components. In this way, it is sought to find an ideal cell size so that the analysis in FDTD environment is in greater agreement with the expected circuit behavior, maintaining the stability conditions of this method. Based on the mathematical models and the theoretical basis of the required extensions of the FDTD method, the computational implementation of the models in Matlab® environment is carried out. The boundary condition Mur is used as the absorbing boundary of the FDTD method. The validation of the model is done through the comparison between the obtained results by the FDTD method through the electric field values and the currents in the components, and the analytical results using circuit parameters.

Keywords: hybrid circuits, LE-FDTD, lumped element, parametric analysis

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Authors: Ankita Srivastava, Yogesh K. Garg

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Housing provides comforts and well being leading towards the quality of life. Earlier research had established that landscape elements enhance the residents’ quality of life through its significant experiences occur due to their presence in the housing. This paper tries to identify the preference of landscape elements that enhance residents’ quality of life living in the apartment. Hence, landscape elements that can be planned in the open spaces of housing and quality of life components were identified from the secondary data sources. Experts’ were asked to identify the quality of life components with respect to landscape elements. A questionnaire survey of residents’ living in the apartment housing in Bhopal, India was conducted. The statistical analysis of survey data facilitated to explore the preference of landscape elements for the quality of life in the apartment housing. The final ranking compiled from the experts’ opinion, residents’ perception as well as factor analysis results to have an insight of the preference of landscape elements for the quality of life living in the apartment. Preference of landscape elements present in the paper may provide an overview of planning for apartment housing that may be used by architects, planners and developers for enhancing residents’ quality of life.

Keywords: landscape elements, quality of life, residents, housing

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Authors: A. Y. Mukhtar, J. B. Munyakazi, R. Ouifki

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Over the past few decades, the unprecedented increase in mobility has raised considerable concern about the relationship between mobility and vector-borne diseases and malaria in particular. Thus, one can claim that human mobility is one of the contributing factors to the resurgence of malaria. To assess human mobility on malaria burden among hosts, we formulate a movement-based model on a network of patches. We then extend human multi-group SEIAR deterministic epidemic models into a system of stochastic differential equations (SDEs). Our quantitative stochastic model which is expressed in terms of average rates of movement between compartments is fitted to time-series data (weekly malaria data of 2011 for each patch) using the maximum likelihood approach. Using the metapopulation (multi-group) model, we compute and analyze the basic reproduction number. The result shows that human movement is sufficient to preserve malaria disease firmness in the patches with the low transmission. With these results, we concluded that the sensitivity of malaria to the human mobility is turning to be greatly important over the implications of future malaria control in South Sudan.

Keywords: basic reproduction number, malaria, maximum likelihood, movement, stochastic model

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Authors: Silas A. Ihedioha

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In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.

Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle

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Authors: Manikanta Prasad Banda, Che Hua Yang

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Anti-symmetric wave propagation along the particle motion of the wedge waves is known as anti-symmetric flexural (ASF) modes which travel along the wedge tips of the mid-plane apex with a small truncation. This paper investigates the characteristics of the ASF modes propagation with the wedge tip crack. The simulation and experimental results obtained by a three-dimensional (3-D) finite element model explained the contact acoustic non-linear (CAN) behavior in explicit dynamics in ABAQUS and the ultrasonic non-destructive testing (NDT) method is used for defect detection. The effect of various parameters on its high and low-level conversion modes are known for complex reflections and transmissions involved with direct reflections and transmissions. The results are used to predict the location of crack through complex transmission and reflection coefficients.

Keywords: ASF mode, crack detection, finite elements method, laser ultrasound technique, wedge waves

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Authors: Ahmed Alagha, Belkacem Lamri, Abdelhak Kada.

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Steel-wood assemblies often have complex geometric configurations whose overall behavior under the effect of a fire is conditioned by the thermal response, by combining the two materials steel and wood, whose thermal characteristics are greatly influenced by high temperatures. The objective of this work is to study the thermal behavior of a steel-wood connection, with or without insulating material, subjected to an ISO834 standard fire model. The analysis is developed by the analytical approach using the Eurocode, and numerically, by the finite element method, through the ANSYS calculation code. The design of the connections is evaluated at room temperature taking the cases of single shear and double shear. The thermal behavior of the connections is simulated in transient state while taking into account the modes of heat transfer by convection and by radiation. The variation of temperature as a function of time is evaluated in different positions of the connections while talking about the heat produced and the formation of the carbon layer. The results relate to the temperature distributions in the connection elements as a function of the duration of the fire. The results of the thermal analysis show that the temperature increases rapidly and reaches more than 260 °C in the steel material for an hour of exposure to fire. The temperature development in wood material is different from that in steel because of its thermal properties. Wood heats up on the outside and burns, its surface can reach very high temperatures in points on the surface.

Keywords: Eurocode 5, finite elements, ISO834, simple shear, thermal behaviour, wood-steel connection

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Authors: Sanam Haseen, Abdul Bari

Abstract:

In this paper a three stage multivariate programming problem with random survey cost and variances as random variables has been formulated as a non-linear stochastic programming problem. The problem has been converted into an equivalent deterministic form using chance constraint programming and modified E-modeling. An empirical study of the problem has been done at the end of the paper using R-simulation.

Keywords: chance constraint programming, modified E-model, stochastic programming, stratified sample surveys, three stage sample surveys

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Authors: A. Fettahoglu

Abstract:

Theory of viscoelasticity is used by many researchers to represent behavior of many materials such as pavements on roads or bridges. Several researches used analytical methods and rheology to predict the material behaviors of simple models. Today, more complex engineering structures are analyzed using Finite Element Method, in which material behavior is embedded by means of three dimensional viscoelastic material laws. As a result, structures of unordinary geometry and domain like pavements of bridges can be analyzed by means of Finite Element Method and three dimensional viscoelastic equations. In the scope of this study, rheological models embedded in ANSYS, namely, generalized Maxwell elements and Prony series, which are two methods used by ANSYS to represent viscoelastic material behavior, are presented explicitly. Subsequently, a practical problem, which has an analytical solution given in literature, is used to verify the applicability of viscoelasticity tool embedded in ANSYS. Finally, amount of error in the results of ANSYS is compared with the analytical results to indicate the influence of used method and time step size.

Keywords: generalized Maxwell model, finite element method, prony series, time step size, viscoelasticity

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Authors: Ramzi B. Albadarneh

Abstract:

In this paper, we use the new definition of fractional derivative called conformable fractional derivative to derive some finite difference formulas and its error terms which are used to solve fractional differential equations and fractional partial differential equations, also to derive fractional Euler method and its error terms which can be applied to solve fractional differential equations. To provide the contribution of our work some applications on finite difference formulas and Euler Method are given.

Keywords: conformable fractional derivative, finite difference formula, fractional derivative, finite difference formula

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Authors: Ghania Zerari, Abderrezak Guessoum, Rachid Beguenane

Abstract:

This paper introduces high-performance architecture for fully parallel stochastic Low-Density Parity-Check (LDPC) field programmable gate array (FPGA) based LDPC decoder. The new approach is designed to decrease the decoding latency and to reduce the FPGA logic utilisation. To accomplish the target logic utilisation reduction, the routing of the proposed sub-variable node (VN) internal memory is designed to utilize one slice distributed RAM. Furthermore, a VN initialization, using the channel input probability, is achieved to enhance the decoder convergence, without extra resources and without integrating the output saturated-counters. The Xilinx FPGA implementation, of IEEE 802.3an standard LDPC code, shows that the proposed decoding approach attain high performance along with reduction of FPGA logic utilisation.

Keywords: low-density parity-check (LDPC) decoder, stochastic decoding, field programmable gate array (FPGA), IEEE 802.3an standard

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Authors: Likewin Thomas, M. V. Manoj Kumar, B. Annappa

Abstract:

The aim of this study was to develop an Artificial Neural Network0 s recommendation model for an online process using the complexity of load, performance, and average servicing time of the resources. Here, the proposed model investigates the resource performance using stochastic gradient decent method for learning ranking function. A probabilistic cost function is implemented to identify the optimal θ values (load) on each resource. Based on this result the recommendation of resource suitable for performing the currently executing task is made. The test result of CoSeLoG project is presented with an accuracy of 72.856%.

Keywords: ADALINE, neural network, gradient decent, process mining, resource behaviour, polynomial regression model

Procedia PDF Downloads 390