Search results for: flow estimation

Authors: Benson Ade Eniola Afere

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Over the years, kernel density estimation has been extensively studied within the context of nonparametric density estimation. The fundamental components of kernel density estimation are the kernel function and the bandwidth. While the mathematical exploration of the kernel component has been relatively limited, its selection and development remain crucial. The Mean Integrated Squared Error (MISE), serving as a measure of discrepancy, provides a robust framework for assessing the effectiveness of any kernel function. A kernel function with a lower MISE is generally considered to perform better than one with a higher MISE. Hence, the primary aim of this article is to create kernels that exhibit significantly reduced MISE when compared to existing classical kernels. Consequently, this article introduces a cluster of hybrid polynomial kernel families. The construction of these proposed kernel functions is carried out heuristically by combining two kernels from the classical polynomial kernel family using probability axioms. We delve into the analysis of error propagation within these kernels. To assess their performance, simulation experiments, and real-life datasets are employed. The obtained results demonstrate that the proposed hybrid kernels surpass their classical kernel counterparts in terms of performance.

Keywords: classical polynomial kernels, cluster of families, global error, hybrid Kernels, Kernel density estimation, Monte Carlo simulation

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Authors: Qianhui Li, Christoph H. Bruecker

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Atherosclerotic plaques are typically found where flow separation and variations of shear stress occur. Although helical flow patterns and flow separations have been recorded in the aorta, their relation has not been clearly clarified and especially in the condition of artificial heart valve prostheses. Therefore, an experimental study is performed to investigate the hemodynamic performance of different mechanical heart valves (MHVs), i.e. the SJM Regent bileaflet mechanical heart valve (BMHV) and the Lapeyre-Triflo FURTIVA trileaflet mechanical heart valve (TMHV), in a transparent model of the human aorta under a physiological pulsatile right-hand helical flow condition. A typical systolic flow profile is applied in the pulse-duplicator to generate a physiological pulsatile flow which thereafter flows past an axial turbine blade structure to imitate the right-hand helical flow induced in the left ventricle. High-speed particle image velocimetry (PIV) measurements are used to map the flow evolution. A circular open orifice nozzle inserted in the valve plane as the reference configuration initially replaces the valve under investigation to understand the hemodynamic effects of the entered helical flow structure on the flow evolution in the aortic arch. Flow field analysis of the open orifice nozzle configuration illuminates the helical flow effectively delays the flow separation at the inner radius wall of the aortic arch. The comparison of the flow evolution for different MHVs shows that the BMHV works like a flow straightener which re-configures the helical flow pattern into three parallel jets (two side-orifice jets and the central orifice jet) while the TMHV preserves the helical flow structure and therefore prevent the flow separation at the inner radius wall of the aortic arch. Therefore the TMHV is of better hemodynamic performance and reduces the pressure loss.

Keywords: flow separation, helical aortic flow, mechanical heart valve, particle image velocimetry

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Authors: Nermin Sökmen

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An effort estimation model is needed for software-intensive projects that consist of hardware, embedded software or some combination of the two, as well as high level software solutions. This paper first focuses on functional decomposition techniques to measure functional complexity of a computer system and investigates its impact on system development effort. Later, it examines effects of technical difficulty and design team capability factors in order to construct the best effort estimation model. With using traditional regression analysis technique, the study develops a system development effort estimation model which takes functional complexity, technical difficulty and design team capability factors as input parameters. Finally, the assumptions of the model are tested.

Keywords: functional complexity, functional decomposition, development effort, technical difficulty, design team capability, regression analysis

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Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

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This study applied traffic speed and occupancy to develop clustering models that identify different traffic conditions. Particularly, these models are based on the Dirichlet Process Mixture of Generalized Linear regression (DML) and change-point regression (CR). The model frameworks were implemented using 2015 historical traffic data aggregated at a 15-minute interval from an Interstate 295 freeway in Jacksonville, Florida. Using the deviance information criterion (DIC) to identify the appropriate number of mixture components, three traffic states were identified as free-flow, transitional, and congested condition. Results of the DML revealed that traffic occupancy is statistically significant in influencing the reduction of traffic speed in each of the identified states. Influence on the free-flow and the congested state was estimated to be higher than the transitional flow condition in both evening and morning peak periods. Estimation of the critical speed threshold using CR revealed that 47 mph and 48 mph are speed thresholds for congested and transitional traffic condition during the morning peak hours and evening peak hours, respectively. Free-flow speed thresholds for morning and evening peak hours were estimated at 64 mph and 66 mph, respectively. The proposed approaches will facilitate accurate detection and prediction of traffic congestion for developing effective countermeasures.

Keywords: traffic congestion, multistate speed distribution, traffic occupancy, Dirichlet process mixtures of generalized linear model, Bayesian change-point detection

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Authors: Shinji Kajiwara

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The spring-driven ball-type check valve is one of the most important components of hydraulic systems: it controls the position of the ball and prevents backward flow. To simplify the structure, the spring must be eliminated, and to accomplish this, the flow pattern and the behavior of the check ball in L-shaped pipe must be determined. In this paper, we present a full-scale model of a check ball made of acrylic resin, and we determine the relationship between the initial position of the ball, the position and diameter of the inflow port. The check flow rate increases in a standard center inflow model, and it is possible to greatly decrease the check-flow rate by shifting the inflow from the center.

Keywords: hydraulics, pipe flow, numerical simulation, flow visualization, check ball, L-shaped pipe

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Authors: Golden J. Zhang, Dongbao Zhou

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Darcy’s law is the fundamental theory in fluid dynamics and engineering applications. Although Darcy linearity was found to be valid for slow, viscous flow, non-linear and non-Darcian flow has been well documented under both small and large velocity fluid flow. Various classical models were proposed and used widely to quantify non-Darcian flow, including the well-known Forchheimer, Izbash, and Swartzendruber models. Applications, however, revealed limitations of these models. Here we propose a general model built upon the Caputo fractional derivative to quantify non-Darcian flow for various flows (laminar to turbulence).Real-world applications and model comparisons showed that the new fractional-derivative model, which extends the fractional model proposed recently by Zhou and Yang (2018), can capture the non-Darcian flow in the relatively small velocity in low-permeability deposits and the relatively high velocity in high-permeability sand. A scale effect was also identified for non-Darcian flow in fractured rocks. Therefore, fractional calculus may provide an efficient tool to improve classical models to quantify fluid dynamics in aquatic environments.

Keywords: fractional derivative, darcy’s law, non-darcian flow, fluid dynamics

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Authors: Mina Esmi Jahromi, Mehdi Khiadani

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Vertical water jets discharging into free surface turbulent cross flows result in the ingression of a large amount of air in the body of water and form a region of two-phase air-water flow with a considerable interfacial area. This research presents an experimental study of the two-phase bubbly flow using image processing technique. The air ingression and the trajectories of bubble swarms under different experimental conditions are evaluated. The rate of air entrainment and the bubble characteristics such as penetration depth, and dispersion pattern were found to be affected by the most influential parameters of water jet and cross flow including water jet-to-crossflow velocity ratio, water jet falling height, and cross flow depth. This research improves understanding of the underwater flow structure due to the water jet impingement in crossflow and advances the practical applications of water jets such as artificial aeration, circulation, and mixing where crossflow is present.

Keywords: air entrainment, image processing, jet in cross flow, two-phase flow

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Authors: Chen Niu, Xuesong Zhang, Dejiang Shang, Yongwei Liu

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Fishes can secrete high molecular weight fluid on their body skin to enable their rapid movement in the water. In this work, we employ a hybrid method that combines Computational Fluid Dynamics (CFD) and Finite Element Method (FEM) to investigate the effects of different mucus viscosities and injection velocities on fluctuation pressure in the boundary layer and flow-induced structural vibration noise of a flat plate model. To accurately capture the transient flow distribution on the plate surface, we use Large Eddy Simulation (LES) while the mucus inlet is positioned at a sufficient distance from the model to ensure effective coverage. Mucus injection is modeled using the Volume of Fluid (VOF) method for multiphase flow calculations. The results demonstrate that mucus control of pulsating pressure effectively reduces flow-induced structural vibration noise, providing an approach for controlling flow-induced noise in underwater vehicles.

Keywords: mucus, flow control, noise control, flow-induced noise

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Authors: Sung Hyun You, Jeong Hoon Kim, Dae Ki Kim, Choon Ki Ahn

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In this paper, we proposed a new strategy for estimating indoor temperature based on the modified resistance capacitance (R–C) network thermal dynamic model. Using minimum variance finite impulse response (FIR) filter, accurate indoor temperature estimation can be achieved. Our study is clarified by the experimental validation of the proposed indoor temperature estimation method. This experiment scenario environment is composed of a demand response (DR) server and home energy management system (HEMS) in a test bed.

Keywords: energy consumption, resistance-capacitance network model, demand response, finite impulse response filter

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Authors: Muhammad Alif Bin Razali, Cheng-Gang Xie, Wai Lam Loh

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A venturi device is commonly used as an integral part of a multiphase flowmeter (MPFM) in real-time oil-gas production monitoring. For an accurate determination of individual phase fraction and flowrate, a gas-liquid flow ideally needs to be well mixed in the venturi measurement section. Partial flow mixing is achieved by installing a venturi vertically downstream of the blind-tee pipework that ‘homogenizes’ the incoming horizontal gas-liquid flow. In order to study in-depth the flow-mixing effect of the blind-tee, gas-liquid flows are captured at blind-tee and venturi sections by using a high-speed video camera and a purpose-built transparent test rig, over a wide range of superficial liquid velocities (0.3 to 2.4m/s) and gas volume fractions (10 to 95%). Electrical capacitance sensors are built to measure the instantaneous holdup (of oil-gas flows) at the venturi inlet and throat. Flow regimes and flow (a)symmetry are investigated based on analyzing the statistical features of capacitance sensors’ holdup time-series data and of the high-speed video time-stacked images. The perceived homogenization effect of the blind-tee on the incoming intermittent horizontal flow regimes is found to be relatively small across the tested flow conditions. A horizontal (blind-tee) to vertical (venturi) flow-pattern transition map is proposed based on gas and liquid mass fluxes (weighted by the Baker parameters).

Keywords: blind-tee, flow visualization, gas-liquid two-phase flow, MPFM

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Authors: H. Abaal, R. Skouri

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A power flow analysis is a steady-state study of power grid. The goal of power flow analysis is to determine the voltages, currents, and real and reactive power flows in a system under a given load conditions. In this paper, the load flow analysis program by Newton Raphson polar coordinates Method is developed. The effectiveness of the developed program is evaluated through a simple 5-IEEE test system bus by simulations using MATLAB.

Keywords: power flow analysis, Newton Raphson polar coordinates method

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Authors: Naci Büyükkaracığan

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Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, minimum flows, probability distribution

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Authors: Nizar Tayem, AbuMuhammad Moinuddeen, Ahmed A. Hussain, Redha M. Radaydeh

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This research paper introduces an approach for estimating the direction of arrival (DOA) of multiple RF noncoherent sources in a uniform linear array (ULA). The proposed method utilizes a Capon-like estimation algorithm and incorporates LU decomposition to enhance the accuracy of DOA estimation while significantly reducing computational complexity compared to existing methods like the Capon method. Notably, the proposed method does not require prior knowledge of the number of sources. To validate its effectiveness, the proposed method undergoes validation through both software simulations and practical experimentation on a prototype testbed constructed using a software-defined radio (SDR) platform and GNU Radio software. The results obtained from MATLAB simulations and real-time experiments provide compelling evidence of the proposed method's efficacy.

Keywords: DOA estimation, real-time validation, software defined radio, computational complexity, Capon's method, GNU radio

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Authors: Ariful Islam, Showkat Ahmad Lone

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The Mukherjee-Islam Model is commonly used as a simple life time distribution to assess system reliability. The model exhibits a better fit for failure information and provides more appropriate information about hazard rate and other reliability measures as shown by various authors. It is possible to introduce a location parameter at a time (i.e., a time before which failure cannot occur) which makes it a more useful failure distribution than the existing ones. Even after shifting the location of the distribution, it represents a decreasing, constant and increasing failure rate. It has been shown to represent the appropriate lower tail of the distribution of random variables having fixed lower bound. This study presents the reliability computations and probability weighted moment estimation of three parameter model. A comparative analysis is carried out between three parameters finite range model and some existing bathtub shaped curve fitting models. Since probability weighted moment method is used, the results obtained can also be applied on small sample cases. Maximum likelihood estimation method is also applied in this study.

Keywords: comparative analysis, maximum likelihood estimation, Mukherjee-Islam failure model, probability weighted moment estimation, reliability

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Authors: Simon Ingelsten, Anton Lundberg, Vijay Shankar, Lars-Olof Landström, Örjan Johansson

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The flow in a low consistency disc refiner is simulated with the aim of identifying flow structures possibly being of importance for a future study to optimise the energy efficiency in refining processes. A simplified flow geometry is used, where a single groove of a refiner disc is modelled. Two different fibre models are used to simulate turbulent fibre suspension flow in the groove. The first model is a Bingham viscoplastic fluid model where the fibre suspension is treated as a non-Newtonian fluid with a yield stress. The second model is a new model proposed in a recent study where the suspended fibres effect on flow is accounted for through a modelled orientation distribution function (ODF). Both models yielded similar results with small differences. Certain flow characteristics that were expected and that was found in the literature were identified. Some of these flow characteristics may be of importance in a future process to optimise the refiner geometry to increase the energy efficiency. Further study and a more detailed flow model is; however, needed in order for the simulations to yield results valid for quantitative use in such an optimisation study. An outline of the next steps in such a study is proposed.

Keywords: disc refiner, fibre flow, sustainability, turbulence modelling

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Authors: Nitaya Buntao

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This paper considers the problems of interval estimation for rainfall mean of the lognormal distribution and the delta-lognormal distribution in Northeastern Thailand. We present here the modified generalized pivotal approach (MGPA) compared to the modified method of variance estimates recovery (MMOVER). The performance of each method is examined in term of coverage probabilities and average lengths by Monte Carlo simulation. An extensive simulation study indicates that the MMOVER performs better than the MGPA approach in terms of the coverage probability; it results in highly accurate coverage probability.

Keywords: rainfall mean, interval estimation, lognormal distribution, delta-lognormal distribution

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Authors: Aliakbar Golshani, Armin Ramezanzad

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Tensile strength which is an important parameter of the rock for engineering applications is difficult to measure directly through physical experiment (i.e. uniaxial tensile test). Therefore, indirect experimental methods such as Brazilian test have been taken into consideration and some relations have been proposed in order to obtain the tensile strength for rocks indirectly. In this research, to calculate numerically the tensile strength for granitic rocks, Particle Flow Code in three-dimension (PFC3D) software were used. First, uniaxial compression tests were simulated and the tensile strength was determined for Inada granite (from a quarry in Kasama, Ibaraki, Japan). Then, by simulating Brazilian test condition for Inada granite, the tensile strength was indirectly calculated again. Results show that the tensile strength calculated numerically agrees well with the experimental results obtained from uniaxial tensile tests on Inada granite samples.

Keywords: numerical simulation, particle flow code, PFC, tensile strength, Brazilian Test

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Authors: Zainab A. Bu Sinnah, David I. Graham

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The Lattice Boltzmann Method has been developed and used to simulate both steady and unsteady fluid flow problems such as turbulent flows, multiphase flow and flows in the vascular system. As an example, the study of blood flow and its properties can give a greater understanding of atherosclerosis and the flow parameters which influence this phenomenon. The blood flow in the vascular system is driven by a pulsating pressure gradient which is produced by the heart. As a very simple model of this, we simulate plane channel flow under periodic forcing. This pulsatile flow is essentially the standard Poiseuille flow except that the flow is driven by the periodic forcing term. Moment boundary conditions, where various moments of the particle distribution function are specified, are applied at solid walls. We used a second-order single relaxation time model and investigated grid convergence using two distinct approaches. In the first approach, we fixed both Reynolds and Womersley numbers and varied relaxation time with grid size. In the second approach, we fixed the Womersley number and relaxation time. The expected second-order convergence was obtained for the second approach. For the first approach, however, the numerical method converged, but not necessarily to the appropriate analytical result. An explanation is given for these observations.

Keywords: Lattice Boltzmann method, single relaxation time, pulsatile flow, moment based boundary condition

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Authors: Moridi Fatemeh, Dasineh Mehdi, Jafari Narges

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The aim of this study was to investigate the relationship between dividends and investment in a condition of cash flow uncertainty. Previous studies have also found some evidence that there is N-shaped relationship between dividends and investment given different levels of cash uncertainly. Thus, this study examines this relationship over the period 2009-2014 in Tehran Stock Exchange (TSE). Based on our sample and new variables, we found reverse N-shaped relationship in different levels of cash flow uncertainly. This shape was descending in cash flow certainly and uncertainly but it is ascending in medial position.

Keywords: dividends, investment, nonlinear relationship, uncertainty of cash flow

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Authors: Zohreh Sheidaei, Farhad Sadegh Moghanlou, Rahim Vesal

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Diseases related to leg venous system are common worldwide. An incompetent vein with deformed wall and insufficient valves affects flow field of blood and disrupts the process of blood circulating system. Having enough knowledge about the flow field through veins will help find new ways to cure the related diseases. In the present study, blood flow around a leaflet valve of a perforating vein is investigated numerically by Finite Element Method. Flow behavior and vortexes, generated around the leaflet valves, are studied considering valve opening percentage. Obtained velocity and pressure fields show mechanical stresses on vein wall and these valves and consequently introduce the regions susceptible to deformation.

Keywords: fluid flow, leaflet valve, numerical investigation, perforating vein

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Authors: Qian You, Ibrahim Hassan, Lyes Kadem

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An experiment is conducted to fundamentally investigate flow oscillation characteristics in different sizes of single microtubes in vertical upward flow direction. Three microtubes have 0.889 mm, 0.533 mm, and 0.305 mm hydraulic diameters with 100 mm identical heated length. The mass flux of the working fluid FC-72 varies from 700 kg/m2•s to 1400 kg/m2•s, and the heat flux is uniformly applied on the tube surface up to 9.4 W/cm2. The subcooled inlet temperature is maintained around 24°C during the experiment. The effect of hydraulic diameter and mass flux are studied. The results showed that they have interactions on the flow oscillations occurrence and behaviors. The onset of flow instability (OFI), which is a threshold of unstable flow, usually appears in large microtube with diversified and sustained flow oscillations, while the transient point, which is the point when the flow turns from one stable state to another suddenly, is more observed in small microtube without characterized flow oscillations due to the bubble confinement. The OFI/transient point occurs early as hydraulic diameter reduces at a given mass flux. The increased mass flux can delay the OFI/transient point occurrence in large hydraulic diameter, but no significant effect in small size. Although the only transient point is observed in the smallest tube, it appears at small heat flux and is not sensitive to mass flux; hence, the smallest microtube is not recommended since increasing heat flux may cause local dryout.

Keywords: flow boiling instability, hydraulic diameter effect, a single microtube, vertical upward flow

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Authors: Seyedeh Mandan Kazzazi, Elena Kranioti

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In the field of human osteology, sex estimation is an important step in developing biological profile. There are a number of methods that can be used to estimate the sex of human remains varying from visual assessments to metric analysis of sexually dimorphic traits. Teeth are one of the most durable physical elements in human body that can be used for this purpose. The present study investigated the utility of cervical measurements for sex estimation through discriminant analysis. The permanent molar teeth of 75 skeletons (28 females and 52 males) from Hasanlu site in North-western Iran were studied. Cervical mesiodistal and buccolingual measurements were taken from both maxillary and mandibular first and second molars. Discriminant analysis was used to evaluate the accuracy of each diameter in assessing sex. The results showed that males had statistically larger teeth than females for maxillary and mandibular molars and both measurements (P < 0.05). The range of classification rate was from (75.7% to 85.5%) for the original and cross-validated data. The most dimorphic teeth were maxillary and mandibular second molars providing 85.5% and 83.3% correct classification rate respectively. The data generated from the present study suggested that cervical mesiodistal and buccolingual measurements of the molar teeth can be useful and reliable for sex estimation in Iranian archaeological populations.

Keywords: cervical measurements, Hasanlu, premolars, sex estimation

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Authors: Ammara Mehmood, Aneela Zameer, Muhammad Asif Zahoor Raja, Muhammad Faisal Fateh

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In this work, the strength of bio-inspired computational intelligence based technique is exploited for parameter estimation for the periodic signals using Continuous Differential Evolution (CDE) by defining an error function in the mean square sense. Multidimensional and nonlinear nature of the problem emerging in sinusoidal signal models along with noise makes it a challenging optimization task, which is dealt with robustness and effectiveness of CDE to ensure convergence and avoid trapping in local minima. In the proposed scheme of Continuous Differential Evolution based Signal Parameter Estimation (CDESPE), unknown adjustable weights of the signal system identification model are optimized utilizing CDE algorithm. The performance of CDESPE model is validated through statistics based various performance indices on a sufficiently large number of runs in terms of estimation error, mean squared error and Thiel’s inequality coefficient. Efficacy of CDESPE is examined by comparison with the actual parameters of the system, Genetic Algorithm based outcomes and from various deterministic approaches at different signal-to-noise ratio (SNR) levels.

Keywords: parameter estimation, bio-inspired computing, continuous differential evolution (CDE), periodic signals

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Authors: Saman Mostafazadeh-Fard, Zohrab Samani, Kenneth Suazo

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Agricultural ditch liners are used to prevent soil erosion and reduce seepage losses. This paper introduced an approach to validate a computational fluid dynamics (CFD) platform FLOW-3D code and its use to design a flow-regulating corrugated agricultural ditch liner system (Smart Ditch (SM)). Hydrodynamic and sediment transport analyses were performed on the proposed liner flow using the CFD platform FLOW-3D code. The code's hydrodynamic and scour and sediment transport models were calibrated and validated using lab data with an accuracy of 94 % and 95%, respectively. The code was then used to measure hydrodynamic parameters of sublayer turbulent intensity, kinetic energy, dissipation, and packed sediment mass normalized with respect to sublayer flow velocity. Sublayer turbulent intensity, kinetic energy, and dissipation in the SM flow were significantly higher than CR flow. An alternative corrugated liner was also designed, and sediment transport was measured and compared to SM and CR flows. Normalized packed sediment mass with respect to average sublayer flow velocity was 27.8 % lower in alternative flow compared to SM flow. CFD platform FLOW-3D code could effectively be used to design corrugated ditch liner systems and perform hydrodynamic and sediment transport analysis under various corrugation designs.

Keywords: CFD, hydrodynamic, sediment transport, ditch, liner design

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Authors: Sanghoon Bae, Hanju Cha

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Failed fuel detector (FFD) in research reactor is a very crucial instrument to detect the anomaly from failed fuels in the early stage around primary cooling system (PCS) outlet prior to the decay tank. FFD is considered as a mandatory sensor to ensure the integrity of fuel assemblies and mitigate the consequence from a failed fuel accident. For the effective function of FFD, the location of them should be determined by contemplating the effect from coolant flow around two outlets. For this, the analysis on computational flow dynamics (CFD) should be first performed how the coolant outlet flow including radioactive materials from failed fuels are mixed and discharged through the outlet plenum within certain seconds. The analysis result shows that the outlet flow is well mixed regardless of the position of failed fuel and ultimately illustrates the effect of detector location.

Keywords: computational flow dynamics (CFD), failed fuel detector (FFD), fresh fuel assembly (FFA), spent fuel assembly (SFA)

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Authors: Y. Galerkin, A. Rekstin, K. Soldatova

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Universal modeling method well proven for industrial compressors was applied for design of the high flow rate supersonic stage. Results were checked by ANSYS CFX and NUMECA Fine Turbo calculations. The impeller appeared to be very effective at transonic flow velocities. Stator elements efficiency is acceptable at design Mach numbers too. Their loss coefficient versus inlet flow angle performances correlates well with Universal modeling prediction. The impeller demonstrated ability of satisfactory operation at design flow rate. Supersonic flow behavior in the impeller inducer at the shroud blade to blade surface Φdes deserves additional study.

Keywords: centrifugal compressor stage, supersonic impeller, inlet flow angle, loss coefficient, return channel, shock wave, vane diffuser

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Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

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In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

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Authors: Ahmed Alghurabi, Mysara Mohyaldinn, Shiferaw Jufar, Obai Younis, Abdullah Abduljabbar

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Erosion modeling equations were typically acquired from regulated experimental trials for solid particles entrained in single-phase or multi-phase flows. Evidently, those equations were later employed to predict the erosion damage caused by the continuous impacts of solid particles entrained in streamflow. It is also well-known that the particle impact angle and velocity do not change drastically in gas-sand flow erosion prediction; hence an accurate prediction of erosion can be projected. On the contrary, high-density fluid flows, such as water flow, through complex geometries, such as sand screens, greatly affect the sand particles’ trajectories/tracks and consequently impact the erosion rate predictions. Particle tracking models and erosion equations are frequently applied simultaneously as a method to improve erosion visualization and estimation. In the present work, computational fluid dynamic (CFD)-based erosion modeling was performed using a commercially available software; ANSYS Fluent. The continuous phase (water flow) behavior was simulated using the realizable K-epsilon model, and the secondary phase (solid particles), having a 5% flow concentration, was tracked with the help of the discrete phase model (DPM). To accomplish a successful erosion modeling, three erosion equations from the literature were utilized and introduced to the ANSYS Fluent software to predict the screen wire-slot velocity surge and estimate the maximum erosion rates on the screen surface. Results of turbulent kinetic energy, turbulence intensity, dissipation rate, the total pressure on the screen, screen wall shear stress, and flow velocity vectors were presented and discussed. Moreover, the particle tracks and path-lines were also demonstrated based on their residence time, velocity magnitude, and flow turbulence. On one hand, results from the utilized erosion equations have shown similarities in screen erosion patterns, locations, and DPM concentrations. On the other hand, the model equations estimated slightly different values of maximum erosion rates of the wire-wrapped screen. This is solely based on the fact that the utilized erosion equations were developed with some assumptions that are controlled by the experimental lab conditions.

Keywords: CFD simulation, erosion rate prediction, material loss due to erosion, water-sand flow

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Authors: Emad A. Mohammed

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The concept of hydraulic flow units (HFU) has been used for decades in the petroleum industry to improve the prediction of permeability. This concept is strongly related to the flow zone indicator (FZI) which is a function of the reservoir rock quality index (RQI). Both indices are based on reservoir porosity and permeability of core samples. It is assumed that core samples with similar FZI values belong to the same HFU. Thus, after dividing the porosity-permeability data based on the HFU, transformations can be done in order to estimate the permeability from the porosity. The conventional practice is to use the power law transformation using conventional HFU where percentage of error is considerably high. In this paper, neural network technique is employed as a soft computing transformation method to predict permeability instead of power law method to avoid higher percentage of error. This technique is based on HFU identification where Amaefule et al. (1993) method is utilized. In this regard, Kozeny and Carman (K–C) model, and modified K–C model by Hasan and Hossain (2011) are employed. A comparison is made between the two transformation techniques for the two porosity-permeability models. Results show that the modified K-C model helps in getting better results with lower percentage of error in predicting permeability. The results also show that the use of artificial intelligence techniques give more accurate prediction than power law method. This study was conducted on a heterogeneous complex carbonate reservoir in Oman. Data were collected from seven wells to obtain the permeability correlations for the whole field. The findings of this study will help in getting better estimation of permeability of a complex reservoir.

Keywords: permeability, hydraulic flow units, artificial intelligence, correlation

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Authors: Lassaad Smirani

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In this paper we propose a Neurosymbolic Learning System (NLS) as a channel estimator for Long Term Evolution Advanced (LTE-A) uplink. The proposed system main idea based on Neural Network has modules capable of performing bidirectional information transfer between symbolic module and connectionist module. We demonstrate various strengths of the NLS especially the ability to integrate theoretical knowledge (rules) and experiential knowledge (examples), and to make an initial knowledge base (rules) converted into a connectionist network. Also to use empirical knowledge witch by learning will have the ability to revise the theoretical knowledge and acquire new one and explain it, and finally the ability to improve the performance of symbolic or connectionist systems. Compared with conventional SC-FDMA channel estimation systems, The performance of NLS in terms of complexity and quality is confirmed by theoretical analysis and simulation and shows that this system can make the channel estimation accuracy improved and bit error rate decreased.

Keywords: channel estimation, SC-FDMA, neural network, hybrid system, BER, LTE-A

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