Search results for: long time simulations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 22952

Search results for: long time simulations

22742 Effects of International Trade on Economic Growth

Authors: Tanimola Kazeem Abiodun

Abstract:

In the paper, attempt was made to investigate the impact of international trade on economic growth at the disaggregate level both from the theoretical and economic angle. The study in its contribution examines this impact at the disaggregated level. To this end, a hypothesis was formulated to investigate the short ?run and long run impact of international trade on growth in the country. In the econometrics investigation that follow, international trade was disaggregated to export and imports and their short run and long run effect on growth was examined. Also, the aggregate international trade was also investigated to see the long run effects of its own growth. The results of the findings indicate that; both export and import impact significantly to growth in the short run. The long-run impact of export on growth was found to be positive, significant and stable both. Engle-Granger co integration test and error correlation mechanism were applied to these long run relationships. For the import, while the short run was found to be positive and significant on its impact on growth, the long run relationship was found to be negative but not significant. Therefore, it is thus recommended among others that the country should engage more on export promotion drives.

Keywords: international trade, disaggregated, import, export, econometrics, trade, economic growth, foreign trade, import, export

Procedia PDF Downloads 389
22741 Assessment of Hypersaline Outfalls via Computational Fluid Dynamics Simulations: A Case Study of the Gold Coast Desalination Plant Offshore Multiport Brine Diffuser

Authors: Mitchell J. Baum, Badin Gibbes, Greg Collecutt

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This study details a three-dimensional field-scale numerical investigation conducted for the Gold Coast Desalination Plant (GCDP) offshore multiport brine diffuser. Quantitative assessment of diffuser performance with regard to trajectory, dilution and mapping of seafloor concentration distributions was conducted for 100% plant operation. The quasi-steady Computational Fluid Dynamics (CFD) simulations were performed using the Reynolds averaged Navier-Stokes equations with a k-ω shear stress transport turbulence closure scheme. The study compliments a field investigation, which measured brine plume characteristics under similar conditions. CFD models used an iterative mesh in a domain with dimensions 400 m long, 200 m wide and an average depth of 24.2 m. Acoustic Doppler current profiler measurements conducted in the companion field study exhibited considerable variability over the water column. The effect of this vertical variability on simulated discharge outcomes was examined. Seafloor slope was also accommodated into the model. Ambient currents varied predominantly in the longshore direction – perpendicular to the diffuser structure. Under these conditions, the alternating port orientation of the GCDP diffuser resulted in simultaneous subjection to co-propagating and counter-propagating ambient regimes. Results from quiescent ambient simulations suggest broad agreement with empirical scaling arguments traditionally employed in design and regulatory assessments. Simulated dynamic ambient regimes showed the influence of ambient crossflow upon jet trajectory, dilution and seafloor concentration is significant. The effect of ambient flow structure and the subsequent influence on jet dynamics is discussed, along with the implications for using these different simulation approaches to inform regulatory decisions.

Keywords: computational fluid dynamics, desalination, field-scale simulation, multiport brine diffuser, negatively buoyant jet

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22740 Coarse-Grained Molecular Simulations to Estimate Thermophysical Properties of Phase Equilibria

Authors: Hai Hoang, Thanh Xuan Nguyen Thi, Guillaume Galliero

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Coarse-Grained (CG) molecular simulations have shown to be an efficient way to estimate thermophysical (static and dynamic) properties of fluids. Several strategies have been developed and reported in the literature for defining CG molecular models. Among them, those based on a top-down strategy (i.e. CG molecular models related to macroscopic observables), despite being heuristic, have increasingly gained attention. This is probably due to its simplicity in implementation and its ability to provide reasonable results for not only simple but also complex systems. Regarding simple Force-Fields associated with these CG molecular models, it has been found that the four parameters Mie chain model is one of the best compromises to describe thermophysical static properties (e.g. phase diagram, saturation pressure). However, parameterization procedures of these Mie-chain GC molecular models given in literature are generally insufficient to simultaneously provide static and dynamic (e.g. viscosity) properties. To deal with such situations, we have extended the corresponding states by using a quantity associated with the liquid viscosity. Results obtained from molecular simulations have shown that our approach is able to yield good estimates for both static and dynamic thermophysical properties for various real non-associating fluids. In addition, we will show that on simple (e.g. phase diagram, saturation pressure) and complex (e.g. thermodynamic response functions, thermodynamic energy potentials) static properties, results of our scheme generally provides improved results compared to existing approaches.

Keywords: coarse-grained model, mie potential, molecular simulations, thermophysical properties, phase equilibria

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22739 Dynamic Shock Bank Liquidity Analysis

Authors: C. Recommandé, J. C. Blind, A. Clavel, R. Gourichon, V. Le Gal

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Simulations are developed in this paper with usual DSGE model equations. The model is based on simplified version of Smets-Wouters equations in use at European Central Bank which implies 10 macro-economic variables: consumption, investment, wages, inflation, capital stock, interest rates, production, capital accumulation, labour and credit rate, and allows take into consideration the banking system. Throughout the simulations, this model will be used to evaluate the impact of rate shocks recounting the actions of the European Central Bank during 2008.

Keywords: CC-LM, Central Bank, DSGE, liquidity shock, non-standard intervention

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22738 Theoretical, Numerical and Experimental Assessment of Elastomeric Bearing Stability

Authors: Manuel A. Guzman, Davide Forcellini, Ricardo Moreno, Diego H. Giraldo

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Elastomeric bearings (EB) are used in many applications, such as base isolation of bridges, seismic protection and vibration control of other structures and machinery. Their versatility is due to their particular behavior since they have different stiffness in the vertical and horizontal directions, allowing to sustain vertical loads and at the same time horizontal displacements. Therefore, vertical, horizontal and bending stiffnesses are important parameters to take into account in the design of EB. In order to acquire a proper design methodology of EB all three, theoretical, finite element analysis and experimental, approaches should be taken into account to assess stability due to different loading states, predict their behavior and consequently their effects on the dynamic response of structures, and understand complex behavior and properties of rubber-like materials respectively. In particular, the recent large-displacement theory on the stability of EB formulated by Forcellini and Kelly is validated with both numerical simulations using the finite element method, and experimental results set at the University of Antioquia in Medellin, Colombia. In this regard, this study reproduces the behavior of EB under compression loads and investigates the stability behavior with the three mentioned points of view.

Keywords: elastomeric bearings, experimental tests, numerical simulations, stability, large-displacement theory

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22737 Application of the Material Point Method as a New Fast Simulation Technique for Textile Composites Forming and Material Handling

Authors: Amir Nazemi, Milad Ramezankhani, Marian Kӧrber, Abbas S. Milani

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The excellent strength to weight ratio of woven fabric composites, along with their high formability, is one of the primary design parameters defining their increased use in modern manufacturing processes, including those in aerospace and automotive. However, for emerging automated preform processes under the smart manufacturing paradigm, complex geometries of finished components continue to bring several challenges to the designers to cope with manufacturing defects on site. Wrinklinge. g. is a common defectoccurring during the forming process and handling of semi-finished textile composites. One of the main reasons for this defect is the weak bending stiffness of fibers in unconsolidated state, causing excessive relative motion between them. Further challenges are represented by the automated handling of large-area fiber blanks with specialized gripper systems. For fabric composites forming simulations, the finite element (FE)method is a longstanding tool usedfor prediction and mitigation of manufacturing defects. Such simulations are predominately meant, not only to predict the onset, growth, and shape of wrinkles but also to determine the best processing condition that can yield optimized positioning of the fibers upon forming (or robot handling in the automated processes case). However, the need for use of small-time steps via explicit FE codes, facing numerical instabilities, as well as large computational time, are among notable drawbacks of the current FEtools, hindering their extensive use as fast and yet efficient digital twins in industry. This paper presents a novel woven fabric simulation technique through the application of the material point method (MPM), which enables the use of much larger time steps, facing less numerical instabilities, hence the ability to run significantly faster and efficient simulationsfor fabric materials handling and forming processes. Therefore, this method has the ability to enhance the development of automated fiber handling and preform processes by calculating the physical interactions with the MPM fiber models and rigid tool components. This enables the designers to virtually develop, test, and optimize their processes based on either algorithmicor Machine Learning applications. As a preliminary case study, forming of a hemispherical plain weave is shown, and the results are compared to theFE simulations, as well as experiments.

Keywords: material point method, woven fabric composites, forming, material handling

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22736 Assessment of the Change in Strength Properties of Biocomposites Based on PLA and PHA after 4 Years of Storage in a Highly Cooled Condition

Authors: Karolina Mazur, Stanislaw Kuciel

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Polylactides (PLA) and polyhydroxyalkanoates (PHA) are the two groups of biodegradable and biocompatible thermoplastic polymers most commonly utilised in medicine and rehabilitation. The aim of this work is to determine the changes in the strength properties and the microstructures taking place in biodegradable polymer composites during their long-term storage in a highly cooled environment (i.e. a freezer at -24ºC) and to initially assess the durability of such biocomposites when used as single-use elements of rehabilitation or medical equipment. It is difficult to find any information relating to the feasibility of long-term storage of technical products made of PLA or PHA, but nonetheless, when using these materials to make products such as casings of hair dryers, laptops or mobile phones, it is safe to assume that without storing in optimal conditions their degradation time might last even several years. SEM images and the assessment of the strength properties (tensile, bending and impact testing) were carried out and the density and water sorption of two polymers, PLA and PHA (NaturePlast PLE 001 and PHE 001), filled with cellulose fibres (corncob grain – Rehofix MK100, Rettenmaier&Sohne) up to 10 and 20% mass were determined. The biocomposites had been stored at a temperature of -24ºC for 4 years. In order to find out the changes in the strength properties and the microstructure taking place after such a long time of storage, the results of the assessment have been compared with the results of the same research carried out 4 years before. Results shows a significant change in the manner of fractures – from ductile with developed surface for the PHA composite with corncob grain when the tensile testing was performed directly after the injection into a more brittle state after 4 years of storage, which is confirmed by the strength tests, where a decrease of deformation is observed at point of fracture. The research showed that there is a way of storing medical devices made out of PLA or PHA for a reasonably long time, as long as the required temperature of storage is met. The decrease of mechanical properties found during tensile testing and bending for PLA was less than 10% of the tensile strength, while the modulus of elasticity and deformation at fracturing slightly rose, which may implicate the beginning of degradation processes. The strength properties of PHA are even higher after 4 years of storage, although in that case the decrease of deformation at fracturing is significant, reaching even 40%, which suggests its degradation rate is higher than that of PLA. The addition of natural particles in both cases only slightly increases the biodegradation.

Keywords: biocomposites, PLA, PHA, storage

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22735 Detailed Degradation-Based Model for Solid Oxide Fuel Cells Long-Term Performance

Authors: Mina Naeini, Thomas A. Adams II

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Solid Oxide Fuel Cells (SOFCs) feature high electrical efficiency and generate substantial amounts of waste heat that make them suitable for integrated community energy systems (ICEs). By harvesting and distributing the waste heat through hot water pipelines, SOFCs can meet thermal demand of the communities. Therefore, they can replace traditional gas boilers and reduce greenhouse gas (GHG) emissions. Despite these advantages of SOFCs over competing power generation units, this technology has not been successfully commercialized in large-scale to replace traditional generators in ICEs. One reason is that SOFC performance deteriorates over long-term operation, which makes it difficult to find the proper sizing of the cells for a particular ICE system. In order to find the optimal sizing and operating conditions of SOFCs in a community, a proper knowledge of degradation mechanisms and effects of operating conditions on SOFCs long-time performance is required. The simplified SOFC models that exist in the current literature usually do not provide realistic results since they usually underestimate rate of performance drop by making too many assumptions or generalizations. In addition, some of these models have been obtained from experimental data by curve-fitting methods. Although these models are valid for the range of operating conditions in which experiments were conducted, they cannot be generalized to other conditions and so have limited use for most ICEs. In the present study, a general, detailed degradation-based model is proposed that predicts the performance of conventional SOFCs over a long period of time at different operating conditions. Conventional SOFCs are composed of Yttria Stabilized Zirconia (YSZ) as electrolyte, Ni-cermet anodes, and LaSr₁₋ₓMnₓO₃ (LSM) cathodes. The following degradation processes are considered in this model: oxidation and coarsening of nickel particles in the Ni-cermet anodes, changes in the pore radius in anode, electrolyte, and anode electrical conductivity degradation, and sulfur poisoning of the anode compartment. This model helps decision makers discover the optimal sizing and operation of the cells for a stable, efficient performance with the fewest assumptions. It is suitable for a wide variety of applications. Sulfur contamination of the anode compartment is an important cause of performance drop in cells supplied with hydrocarbon-based fuel sources. H₂S, which is often added to hydrocarbon fuels as an odorant, can diminish catalytic behavior of Ni-based anodes by lowering their electrochemical activity and hydrocarbon conversion properties. Therefore, the existing models in the literature for H₂-supplied SOFCs cannot be applied to hydrocarbon-fueled SOFCs as they only account for the electrochemical activity reduction. A regression model is developed in the current work for sulfur contamination of the SOFCs fed with hydrocarbon fuel sources. The model is developed as a function of current density and H₂S concentration in the fuel. To the best of authors' knowledge, it is the first model that accounts for impact of current density on sulfur poisoning of cells supplied with hydrocarbon-based fuels. Proposed model has wide validity over a range of parameters and is consistent across multiple studies by different independent groups. Simulations using the degradation-based model illustrated that SOFCs voltage drops significantly in the first 1500 hours of operation. After that, cells exhibit a slower degradation rate. The present analysis allowed us to discover the reason for various degradation rate values reported in literature for conventional SOFCs. In fact, the reason why literature reports very different degradation rates, is that literature is inconsistent in definition of how degradation rate is calculated. In the literature, the degradation rate has been calculated as the slope of voltage versus time plot with the unit of voltage drop percentage per 1000 hours operation. Due to the nonlinear profile of voltage over time, degradation rate magnitude depends on the magnitude of time steps selected to calculate the curve's slope. To avoid this issue, instantaneous rate of performance drop is used in the present work. According to a sensitivity analysis, the current density has the highest impact on degradation rate compared to other operating factors, while temperature and hydrogen partial pressure affect SOFCs performance less. The findings demonstrated that a cell running at lower current density performs better in long-term in terms of total average energy delivered per year, even though initially it generates less power than if it had a higher current density. This is because of the dominant and devastating impact of large current densities on the long-term performance of SOFCs, as explained by the model.

Keywords: degradation rate, long-term performance, optimal operation, solid oxide fuel cells, SOFCs

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22734 Design of Self-Balancing Bicycle Using Object State Detection in Co-Ordinate System

Authors: Mamta M. Barapatre, V. N. Sahare

Abstract:

Since from long time two wheeled vehicle self-balancing has always been a back-breaking task for both human and robots. Leaning a bicycle driving is long time process and goes through building knowledge base for parameter decision making while balancing robots. In order to create this machine learning phase with embedded system the proposed system is designed. The system proposed aims to construct a bicycle automaton, power-driven by an electric motor, which could balance by itself and move along a specific path. This path could be wavy with bumps and varying widths. The key aim was to construct a cycle which self-balances itself by controlling its handle. In order to take a turn, the mass was transferred to the center. In order to maintain the stability, the bicycle bot automatically turned the handle and a turn. Some problems were faced by the team which were Speed, Steering mechanism through mass- distribution (leaning), Center of mass location and gyroscopic effect of its wheel. The idea proposed have potential applications in automation of transportation system and is most efficient.

Keywords: gyroscope-flywheel, accelerometer, servomotor-controller, self stability concept

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22733 Accounting and Prudential Standards of Banks and Insurance Companies in EU: What Stakes for Long Term Investment?

Authors: Sandra Rigot, Samira Demaria, Frederic Lemaire

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The starting point of this research is the contemporary capitalist paradox: there is a real scarcity of long term investment despite the boom of potential long term investors. This gap represents a major challenge: there are important needs for long term financing in developed and emerging countries in strategic sectors such as energy, transport infrastructure, information and communication networks. Moreover, the recent financial and sovereign debt crises, which have respectively reduced the ability of financial banking intermediaries and governments to provide long term financing, questions the identity of the actors able to provide long term financing, their methods of financing and the most appropriate forms of intermediation. The issue of long term financing is deemed to be very important by the EU Commission, as it issued a 2013 Green Paper (GP) on long-term financing of the EU economy. Among other topics, the paper discusses the impact of the recent regulatory reforms on long-term investment, both in terms of accounting (in particular fair value) and prudential standards for banks. For banks, prudential and accounting standards are also crucial. Fair value is indeed well adapted to the trading book in a short term view, but this method hardly suits for a medium and long term portfolio. Banks’ ability to finance the economy and long term projects depends on their ability to distribute credit and the way credit is valued (fair value or amortised cost) leads to different banking strategies. Furthermore, in the banking industry, accounting standards are directly connected to the prudential standards, as the regulatory requirements of Basel III use accounting figures with prudential filter to define the needs for capital and to compute regulatory ratios. The objective of these regulatory requirements is to prevent insolvency and financial instability. In the same time, they can represent regulatory constraints to long term investing. The balance between financial stability and the need to stimulate long term financing is a key question raised by the EU GP. Does fair value accounting contributes to short-termism in the investment behaviour? Should prudential rules be “appropriately calibrated” and “progressively implemented” not to prevent banks from providing long-term financing? These issues raised by the EU GP lead us to question to what extent the main regulatory requirements incite or constrain banks to finance long term projects. To that purpose, we study the 292 responses received by the EU Commission during the public consultation. We analyze these contributions focusing on particular questions related to fair value accounting and prudential norms. We conduct a two stage content analysis of the responses. First, we proceed to a qualitative coding to identify arguments of respondents and subsequently we run a quantitative coding in order to conduct statistical analyses. This paper provides a better understanding of the position that a large panel of European stakeholders have on these issues. Moreover, it adds to the debate on fair value accounting and its effects on prudential requirements for banks. This analysis allows us to identify some short term bias in banking regulation.

Keywords: basel 3, fair value, securitization, long term investment, banks, insurers

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22732 Structural Health Monitoring Method Using Stresses Occurring on Bridge Bearings Under Temperature

Authors: T. Nishido, S. Fukumoto

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The functions of movable bearings decline due to corrosion and sediments. As the result, they cannot move or rotate according to the behaviors of girders. Because of the constraints, the bending moments are generated by the horizontal reaction forces and the heights of girders. Under these conditions, the authors obtained the following results by analysis and experiment. Tensile stresses due to the moments occurred at temperature fluctuations. The large tensile stresses on concrete slabs around the bearings caused cracks. Even if concrete slabs are newly replaced, cracks will come out again with function declined bearings. The functional declines of bearings are generally found by using displacement gauges. However the method is not suitable for long-term measurements. We focused on the change in the strains at the bearings and the lower flanges near them at temperature fluctuations. It was found that their strains were particularly large when the movements of the bearings were constrained. Therefore, we developed a long-term health monitoring wireless system with FBG (Fiber Bragg Grating) sensors which were attached to bearings and lower flanges. The FBG sensors have the characteristics such as non-electrical influence, resistance to weather, and high strain sensitivity. Such characteristics are suitable for long-term measurements. The monitoring system was inexpensive because it was limited to the purpose of measuring strains and temperature. Engineers can monitor the behaviors of bearings in real time with the wireless system. If an office is away from bridge sites, the system will save traveling time and cost.

Keywords: bridge bearing, concrete slab,  FBG sensor, health monitoring

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22731 Pseudo Modal Operating Deflection Shape Based Estimation Technique of Mode Shape Using Time History Modal Assurance Criterion

Authors: Doyoung Kim, Hyo Seon Park

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Studies of System Identification(SI) based on Structural Health Monitoring(SHM) have actively conducted for structural safety. Recently SI techniques have been rapidly developed with output-only SI paradigm for estimating modal parameters. The features of these output-only SI methods consist of Frequency Domain Decomposition(FDD) and Stochastic Subspace Identification(SSI) are using the algorithms based on orthogonal decomposition such as singular value decomposition(SVD). But the SVD leads to high level of computational complexity to estimate modal parameters. This paper proposes the technique to estimate mode shape with lower computational cost. This technique shows pseudo modal Operating Deflections Shape(ODS) through bandpass filter and suggests time history Modal Assurance Criterion(MAC). Finally, mode shape could be estimated from pseudo modal ODS and time history MAC. Analytical simulations of vibration measurement were performed and the results with mode shape and computation time between representative SI method and proposed method were compared.

Keywords: modal assurance criterion, mode shape, operating deflection shape, system identification

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22730 Influence of Microstructure on Deformation Mechanisms and Mechanical Properties of Additively Manufactured Steel

Authors: Etienne Bonnaud, David Lindell

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Correlations between microstructure, deformation mechanisms, and mechanical properties in additively manufactured 316L steel components have been investigated. Mechanical properties in the vertical direction (building direction) and in the horizontal direction (in plane directions) are markedly different. Vertically built specimens show lower yield stress but higher elongation than their horizontally built counterparts. Microscopic observations by electron back scattered diffraction (EBSD) for both build orientations reveal a strong [110] fiber texture in the build direction but different grain morphologies. These microstructures are used as input in subsequent crystal plasticity numerical simulations to understand their influence on the deformation mechanisms and the mechanical properties. Mean field simulations using a visco plastic self consistent (VPSC) model were carried out first but did not give results consistent with the tensile test experiments. A more detailed full-field model had to be used based on the Visco Plastic Fast Fourier Transform (VPFTT) method. A more accurate microstructure description was then input to the simulation model, where thin vertical regions of smaller grains were also taken into account. It turned out that these small grain clusters were responsible for the discrepancies in yield stress and hardening. Texture and morphology have a strong effect on mechanical properties. The different mechanical behaviors between vertically and horizontally printed specimens could be explained by means of numerical full-field crystal plasticity simulations, and the presence of thin clusters of smaller grains was shown to play a central role in the deformation mechanisms.

Keywords: additive manufacturing, crystal plasticity, full-field simulations, mean-field simulations, texture

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22729 Comparative Mesh Sensitivity Study of Different Reynolds Averaged Navier Stokes Turbulence Models in OpenFOAM

Authors: Zhuoneng Li, Zeeshan A. Rana, Karl W. Jenkins

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In industry, to validate a case, often a multitude of simulation are required and in order to demonstrate confidence in the process where users tend to use a coarser mesh. Therefore, it is imperative to establish the coarsest mesh that could be used while keeping reasonable simulation accuracy. To date, the two most reliable, affordable and broadly used advanced simulations are the hybrid RANS (Reynolds Averaged Navier Stokes)/LES (Large Eddy Simulation) and wall modelled LES. The potentials in these two simulations will still be developed in the next decades mainly because the unaffordable computational cost of a DNS (Direct Numerical Simulation). In the wall modelled LES, the turbulence model is applied as a sub-grid scale model in the most inner layer near the wall. The RANS turbulence models cover the entire boundary layer region in a hybrid RANS/LES (Detached Eddy Simulation) and its variants, therefore, the RANS still has a very important role in the state of art simulations. This research focuses on the turbulence model mesh sensitivity analysis where various turbulence models such as the S-A (Spalart-Allmaras), SSG (Speziale-Sarkar-Gatski), K-Omega transitional SST (Shear Stress Transport), K-kl-Omega, γ-Reθ transitional model, v2f are evaluated within the OpenFOAM. The simulations are conducted on a fully developed turbulent flow over a flat plate where the skin friction coefficient as well as velocity profiles are obtained to compare against experimental values and DNS results. A concrete conclusion is made to clarify the mesh sensitivity for different turbulence models.

Keywords: mesh sensitivity, turbulence models, OpenFOAM, RANS

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22728 Impact of Using Peer Instruction and PhET Simulations on the Motivation and Physics Anxiety

Authors: Jaypee Limueco

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This research focused on the impact of Peer Instruction and PhET Simulations on the level of motivation and Physics anxiety of Grade 9 students. Two groups of students were used in the study. The experimental group involved 65 registered students while the control group has 64 registered students. To determine the level of motivation of students in learning physics, the Physics Motivation Questionnaire was administered. On the other hand, to determine the level of Physics anxiety of the students in each group, Physics Anxiety Rating Scale was used. Peer Instruction supplemented with PhET simulations was implemented in the experimental group while the traditional lecture method was used in the control group. Both instruments were again administered after the implementation of the two different teaching approaches. “Wilcoxon Signed Rank test” was used to test the significant difference between pretest and posttest of each group. “Mann Whitney U” was used to test if significant differences exist between each group before and after instruction. Results showed that there is no significant difference between the level of motivation and anxiety of the experimental and control group before the implementation at p<0.05 significance level. It implies that the students have the same level of motivation and physics anxiety before instruction. However, the results of both tests have significant differences between the groups after instruction. It is also found that there is a significant positive change in the responses of the students in the experimental group while no change was evident on the control. The result of the analysis of the Mann Whitney U shows that the change in the attributes of the students is caused by the treatment. Therefore, it is concluded that Peer Instruction and PhET simulation helped in alleviating motivation of students and minimizing their anxiety towards Physics.

Keywords: anxiety, motivation, peer instruction, PhET simulations

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22727 Downside Risk Analysis of the Nigerian Stock Market: A Value at Risk Approach

Authors: Godwin Chigozie Okpara

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This paper using standard GARCH, EGARCH, and TARCH models on day of the week return series (of 246 days) from the Nigerian Stock market estimated the model variants’ VaR. An asymmetric return distribution and fat-tail phenomenon in financial time series were considered by estimating the models with normal, student t and generalized error distributions. The analysis based on Akaike Information Criterion suggests that the EGARCH model with student t innovation distribution can furnish more accurate estimate of VaR. In the light of this, we apply the likelihood ratio tests of proportional failure rates to VaR derived from EGARCH model in order to determine the short and long positions VaR performances. The result shows that as alpha ranges from 0.05 to 0.005 for short positions, the failure rate significantly exceeds the prescribed quintiles while it however shows no significant difference between the failure rate and the prescribed quantiles for long positions. This suggests that investors and portfolio managers in the Nigeria stock market have long trading position or can buy assets with concern on when the asset prices will fall. Precisely, the VaR estimates for the long position range from -4.7% for 95 percent confidence level to -10.3% for 99.5 percent confidence level.

Keywords: downside risk, value-at-risk, failure rate, kupiec LR tests, GARCH models

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22726 3D CFD Model of Hydrodynamics in Lowland Dam Reservoir in Poland

Authors: Aleksandra Zieminska-Stolarska, Ireneusz Zbicinski

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Introduction: The objective of the present work was to develop and validate a 3D CFD numerical model for simulating flow through 17 kilometers long dam reservoir of a complex bathymetry. In contrast to flowing waters, dam reservoirs were not emphasized in the early years of water quality modeling, as this issue has never been the major focus of urban development. Starting in the 1970s, however, it was recognized that natural and man-made lakes are equal, if not more important than estuaries and rivers from a recreational standpoint. The Sulejow Reservoir (Central Poland) was selected as the study area as representative of many lowland dam reservoirs and due availability of a large database of the ecological, hydrological and morphological parameters of the lake. Method: 3D, 2-phase and 1-phase CFD models were analysed to determine hydrodynamics in the Sulejow Reservoir. Development of 3D, 2-phase CFD model of flow requires a construction of mesh with millions of elements and overcome serious convergence problems. As 1-phase CFD model of flow in relation to 2-phase CFD model excludes from the simulations the dynamics of waves only, which should not change significantly water flow pattern for the case of lowland, dam reservoirs. In 1-phase CFD model, the phases (water-air) are separated by a plate which allows calculations of one phase (water) flow only. As the wind affects velocity of flow, to take into account the effect of the wind on hydrodynamics in 1-phase CFD model, the plate must move with speed and direction equal to the speed and direction of the upper water layer. To determine the velocity at which the plate will move on the water surface and interacts with the underlying layers of water and apply this value in 1-phase CFD model, the 2D, 2-phase model was elaborated. Result: Model was verified on the basis of the extensive flow measurements (StreamPro ADCP, USA). Excellent agreement (an average error less than 10%) between computed and measured velocity profiles was found. As a result of work, the following main conclusions can be presented: •The results indicate that the flow field in the Sulejow Reservoir is transient in nature, with swirl flows in the lower part of the lake. Recirculating zones, with the size of even half kilometer, may increase water retention time in this region •The results of simulations confirm the pronounced effect of the wind on the development of the water circulation zones in the reservoir which might affect the accumulation of nutrients in the epilimnion layer and result e.g. in the algae bloom. Conclusion: The resulting model is accurate and the methodology develop in the frame of this work can be applied to all types of storage reservoir configurations, characteristics, and hydrodynamics conditions. Large recirculating zones in the lake which increase water retention time and might affect the accumulation of nutrients were detected. Accurate CFD model of hydrodynamics in large water body could help in the development of forecast of water quality, especially in terms of eutrophication and water management of the big water bodies.

Keywords: CFD, mathematical modelling, dam reservoirs, hydrodynamics

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22725 Accurate Calculation of the Penetration Depth of a Bullet Using ANSYS

Authors: Eunsu Jang, Kang Park

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In developing an armored ground combat vehicle (AGCV), it is a very important step to analyze the vulnerability (or the survivability) of the AGCV against enemy’s attack. In the vulnerability analysis, the penetration equations are usually used to get the penetration depth and check whether a bullet can penetrate the armor of the AGCV, which causes the damage of internal components or crews. The penetration equations are derived from penetration experiments which require long time and great efforts. However, they usually hold only for the specific material of the target and the specific type of the bullet used in experiments. Thus, penetration simulation using ANSYS can be another option to calculate penetration depth. However, it is very important to model the targets and select the input parameters in order to get an accurate penetration depth. This paper performed a sensitivity analysis of input parameters of ANSYS on the accuracy of the calculated penetration depth. Two conflicting objectives need to be achieved in adopting ANSYS in penetration analysis: maximizing the accuracy of calculation and minimizing the calculation time. To maximize the calculation accuracy, the sensitivity analysis of the input parameters for ANSYS was performed and calculated the RMS error with the experimental data. The input parameters include mesh size, boundary condition, material properties, target diameter are tested and selected to minimize the error between the calculated result from simulation and the experiment data from the papers on the penetration equation. To minimize the calculation time, the parameter values obtained from accuracy analysis are adjusted to get optimized overall performance. As result of analysis, the followings were found: 1) As the mesh size gradually decreases from 0.9 mm to 0.5 mm, both the penetration depth and calculation time increase. 2) As diameters of the target decrease from 250mm to 60 mm, both the penetration depth and calculation time decrease. 3) As the yield stress which is one of the material property of the target decreases, the penetration depth increases. 4) The boundary condition with the fixed side surface of the target gives more penetration depth than that with the fixed side and rear surfaces. By using above finding, the input parameters can be tuned to minimize the error between simulation and experiments. By using simulation tool, ANSYS, with delicately tuned input parameters, penetration analysis can be done on computer without actual experiments. The data of penetration experiments are usually hard to get because of security reasons and only published papers provide them in the limited target material. The next step of this research is to generalize this approach to anticipate the penetration depth by interpolating the known penetration experiments. This result may not be accurate enough to be used to replace the penetration experiments, but those simulations can be used in the early stage of the design process of AGCV in modelling and simulation stage.

Keywords: ANSYS, input parameters, penetration depth, sensitivity analysis

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22724 Critical Velocities for Particle Transport from Experiments and CFD Simulations

Authors: Sajith Sajeev, Brenton McLaury, Siamack Shirazi

Abstract:

In the petroleum industry, solid particles are often present along with the produced fluids. It is imperative to keep particles from accumulating in flow lines. In this study, various experiments are conducted to study sand particle transport, where critical velocity is defined as the average fluid velocity to keep particles continuously moving. Many parameters related to the fluid, particles and pipe affect the transport process. Experimental results are presented varying the particle concentration. Additionally, CFD simulations using a discrete element modeling (DEM) approach are presented to compare with experimental result.

Keywords: particle transport, critical velocity, CFD, DEM

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22723 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models

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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22722 Modeling of CREB Pathway Induced Gene Induction: From Stimulation to Repression

Authors: K. Julia Rose Mary, Victor Arokia Doss

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Electrical and chemical stimulations up-regulate phosphorylaion of CREB, a transcriptional factor that induces its target gene production for memory consolidation and Late Long-Term Potentiation (L-LTP) in CA1 region of the hippocampus. L-LTP requires complex interactions among second-messenger signaling cascade molecules such as cAMP, CAMKII, CAMKIV, MAPK, RSK, PKA, all of which converge to phosphorylate CREB which along with CBP induces the transcription of target genes involved in memory consolidation. A differential equation based model for L-LTP representing stimulus-mediated activation of downstream mediators which confirms the steep, supralinear stimulus-response effects of activation and inhibition was used. The same was extended to accommodate the inhibitory effect of the Inducible cAMP Early Repressor (ICER). ICER is the natural inducible CREB antagonist represses CRE-Mediated gene transcription involved in long-term plasticity for learning and memory. After verifying the sensitivity and robustness of the model, we had simulated it with various empirical levels of repressor concentration to analyse their effect on the gene induction. The model appears to predict the regulatory dynamics of repression on the L-LTP and agrees with the experimental values. The flux data obtained in the simulations demonstrate various aspects of equilibrium between the gene induction and repression.

Keywords: CREB, L-LTP, mathematical modeling, simulation

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22721 Solid Particles Transport and Deposition Prediction in a Turbulent Impinging Jet Using the Lattice Boltzmann Method and a Probabilistic Model on GPU

Authors: Ali Abdul Kadhim, Fue Lien

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Solid particle distribution on an impingement surface has been simulated utilizing a graphical processing unit (GPU). In-house computational fluid dynamics (CFD) code has been developed to investigate a 3D turbulent impinging jet using the lattice Boltzmann method (LBM) in conjunction with large eddy simulation (LES) and the multiple relaxation time (MRT) models. This paper proposed an improvement in the LBM-cellular automata (LBM-CA) probabilistic method. In the current model, the fluid flow utilizes the D3Q19 lattice, while the particle model employs the D3Q27 lattice. The particle numbers are defined at the same regular LBM nodes, and transport of particles from one node to its neighboring nodes are determined in accordance with the particle bulk density and velocity by considering all the external forces. The previous models distribute particles at each time step without considering the local velocity and the number of particles at each node. The present model overcomes the deficiencies of the previous LBM-CA models and, therefore, can better capture the dynamic interaction between particles and the surrounding turbulent flow field. Despite the increasing popularity of LBM-MRT-CA model in simulating complex multiphase fluid flows, this approach is still expensive in term of memory size and computational time required to perform 3D simulations. To improve the throughput of each simulation, a single GeForce GTX TITAN X GPU is used in the present work. The CUDA parallel programming platform and the CuRAND library are utilized to form an efficient LBM-CA algorithm. The methodology was first validated against a benchmark test case involving particle deposition on a square cylinder confined in a duct. The flow was unsteady and laminar at Re=200 (Re is the Reynolds number), and simulations were conducted for different Stokes numbers. The present LBM solutions agree well with other results available in the open literature. The GPU code was then used to simulate the particle transport and deposition in a turbulent impinging jet at Re=10,000. The simulations were conducted for L/D=2,4 and 6, where L is the nozzle-to-surface distance and D is the jet diameter. The effect of changing the Stokes number on the particle deposition profile was studied at different L/D ratios. For comparative studies, another in-house serial CPU code was also developed, coupling LBM with the classical Lagrangian particle dispersion model. Agreement between results obtained with LBM-CA and LBM-Lagrangian models and the experimental data is generally good. The present GPU approach achieves a speedup ratio of about 350 against the serial code running on a single CPU.

Keywords: CUDA, GPU parallel programming, LES, lattice Boltzmann method, MRT, multi-phase flow, probabilistic model

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22720 The Relationships between Carbon Dioxide (CO2) Emissions, Energy Consumption and GDP for Israel: Time Series Analysis, 1980-2010

Authors: Jinhoa Lee

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The relationships between environmental quality, energy use and economic output have created growing attention over the past decades among researchers and policy makers. Focusing on the empirical aspects of the role of CO2 emissions and energy use in affecting the economic output, this paper is an effort to fulfill the gap in a comprehensive case study at a country level using modern econometric techniques. To achieve the goal, this country-specific study examines the short-run and long-run relationships among energy consumption (using disaggregated energy sources: crude oil, coal, natural gas, electricity), carbon dioxide (CO2) emissions and gross domestic product (GDP) for Israel using time series analysis from the year 1980-2010. To investigate the relationships between the variables, this paper employs the Phillips–Perron (PP) test for stationarity, Johansen maximum likelihood method for cointegration and a Vector Error Correction Model (VECM) for both short- and long-run causality among the research variables for the sample. The long-run equilibrium in the VECM suggests significant positive impacts of coal and natural gas consumptions on GDP in Israel. In the short run, GDP positively affects coal consumption. While there exists a positive unidirectional causality running from coal consumption to consumption of petroleum products and the direct combustion of crude oil, there exists a negative unidirectional causality running from natural gas consumption to consumption of petroleum products and the direct combustion of crude oil in the short run. Overall, the results support arguments that there are relationships among environmental quality, energy use and economic output but the associations can to be differed by the sources of energy in the case of Israel over of period 1980-2010.

Keywords: CO2 emissions, energy consumption, GDP, Israel, time series analysis

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22719 Dynamics of a Susceptible-Infected-Recovered Model along with Time Delay, Modulated Incidence, and Nonlinear Treatment

Authors: Abhishek Kumar, Nilam

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As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.

Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability

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22718 Numerical Simulation of the Coal Spontaneous Combustion Dangerous Area in Composite Long-Wall Gobs

Authors: Changshan Zhang, Zhijin Yu, Shixing Fan

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A comprehensive hazard evaluation for coal self-heating in composite long-wall gobs is heavily dependent on computational simulation. In this study, the spatial distributions of cracks which caused significant air leakage were simulated by universal distinct element code (UDEC) simulation. Based on the main routes of air leakage and characteristics of coal self-heating, a computational fluid dynamics (CFD) modeling was conducted to model the coal spontaneous combustion dangerous area in composite long-wall gobs. The results included the oxygen concentration distributions and temperature profiles showed that the numerical approach is validated by comparison with the test data. Furthermore, under the conditions of specific engineering, the major locations where some techniques for extinguishing and preventing long-wall gob fires need to be put into practice were also examined.

Keywords: computational simulation, UDEC simulation, coal self-heating, CFD modeling, long-wall gobs

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22717 Execution Time Optimization of Workflow Network with Activity Lead-Time

Authors: Xiaoping Qiu, Binci You, Yue Hu

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The executive time of the workflow network has an important effect on the efficiency of the business process. In this paper, the activity executive time is divided into the service time and the waiting time, then the lead time can be extracted from the waiting time. The executive time formulas of the three basic structures in the workflow network are deduced based on the activity lead time. Taken the process of e-commerce logistics as an example, insert appropriate lead time for key activities by using Petri net, and the executive time optimization model is built to minimize the waiting time with the time-cost constraints. Then the solution program-using VC++6.0 is compiled to get the optimal solution, which reduces the waiting time of key activities in the workflow, and verifies the role of lead time in the timeliness of e-commerce logistics.

Keywords: electronic business, execution time, lead time, optimization model, petri net, time workflow network

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22716 Local Gambling Attitudes, Corporate R&D Investment and Long-Term Financial Performance

Authors: Hong Fan, Lifang Gao, Feng Zhan

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This paper examines the influence of local gambling attitudes on a firm's long-term financial performance. Firms located in gambling-prone regions may be more willing to take risks, thus spending more on innovative projects. However, firms in such regions may also be likely to choose projects impulsively and allocate resources inefficiently. By studying Chinese publicly listed firms from 2010 to 2017, we find that firms in more gambling-prone regions invest more in R&D. Both local gambling attitudes and firms’ R&D spending are positively associated with firms’ long-term financial performance. More importantly, our study reveals that the positive impact of R&D spending on firms’ long-term financial performance is weakened by gambling-friendly attitudes, probably because firms in gambling-prone regions are more likely to overinvest in risky projects. This effect is stronger for larger firms, state-owned enterprises (SOEs), firms with more government subsidies, and firms with weaker internal control.

Keywords: regional gambling attitudes, long-term financial performance, R&D, risk, local bias

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22715 Performance Evaluation of the Classic seq2seq Model versus a Proposed Semi-supervised Long Short-Term Memory Autoencoder for Time Series Data Forecasting

Authors: Aswathi Thrivikraman, S. Advaith

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The study is aimed at designing encoders for deciphering intricacies in time series data by redescribing the dynamics operating on a lower-dimensional manifold. A semi-supervised LSTM autoencoder is devised and investigated to see if the latent representation of the time series data can better forecast the data. End-to-end training of the LSTM autoencoder, together with another LSTM network that is connected to the latent space, forces the hidden states of the encoder to represent the most meaningful latent variables relevant for forecasting. Furthermore, the study compares the predictions with those of a traditional seq2seq model.

Keywords: LSTM, autoencoder, forecasting, seq2seq model

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22714 Analysis of Factors Influencing the Response Time of an Aspirating Gaseous Agent Concentration Detection Method

Authors: Yu Guan, Song Lu, Wei Yuan, Heping Zhang

Abstract:

Gas fire extinguishing system is widely used due to its cleanliness and efficiency, and since its spray will be affected by many factors such as convection and obstacles in jetting region, so in order to evaluate its effectiveness, detecting concentration distribution in the jetting area is indispensable, which is commonly achieved by aspirating concentration detection technique. During the concentration measurement, the response time of detector is a very important parameter, especially for those fire-extinguishing systems with rapid gas dispersion. Long response time will not only underestimate its concentration but also prolong the change of concentration with time. Therefore it is necessary to analyze the factors influencing the response time. In the paper, an aspirating concentration detection method was introduced, which is achieved by using a small critical nozzle and a laminar flowmeter, and because of the response time is mainly related to the gas transport process from sampling site to the sensor, the effects of exhaust pipe size, gas flow rate, and gas concentration on its response time were analyzed. During the research, Bromotrifluoromethane (CBrF₃) was used. The effect of the sampling tube was investigated with different length of 1, 2, 3, 4 and 5 m (5mm in pipe diameter) and different pipe diameter of 3, 4, 5, 6 and 8 mm (3m in length). The effect of gas flow rate was analyzed by changing the throat diameter of the critical nozzle with 0.5, 0.682, 0.75, 0.8, 0.84 and 0.88 mm. The effect of gas concentration on response time was studied with the concentration range of 0-25%. The result showed that the response time increased with the increase of both the length and diameter of the sampling pipe, and the effect of length on response time was linear, but for the effect of diameter, it was exponential. It was also found that as the throat diameter of critical nozzle increased, the response time reduced a lot, in other words, gas flow rate has a great influence on response time. For the effect of gas concentration, the response time increased with the increase of the CBrF₃ concentration, and the slope of the curve was reduced.

Keywords: aspirating concentration detection, fire extinguishing, gaseous agent, response time

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22713 Molecular Dynamics Simulation Studies of High-Intensity, Nanosecond Pulsed Electric Fields Induced Membrane Electroporation

Authors: Jiahui Song

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The use of high-intensity, nanosecond electric pulses has been a recent development in biomedical. High-intensity (∼100 kV/cm), nanosecond duration-pulsed electric fields have been shown to induce cellular electroporation. This will lead to an increase in transmembrane conductivity and diffusive permeability. These effects will also alter the electrical potential across the membrane. The applications include electrically triggered intracellular calcium release, shrinkage of tumors, and temporary blockage of the action potential in nerves. In this research, the dynamics of pore formation with the presence of an externally applied electric field is studied on the basis of molecular dynamics (MD) simulations using the GROMACS package. MD simulations show pore formation occurs for a pulse with the amplitude of 0.5V/nm at 1ns at temperature 316°K. Also increasing temperatures facilitate pore formation. When the temperature is increased to 323°K, pore forms at 0.75ns with the pulse amplitude of 0.5V/nm. For statistical significance, a total of eight MD simulations are carried out with different starting molecular velocities for each simulation. Also, actual experimental observations are compared against MD simulation results.

Keywords: molecular dynamics, high-intensity, nanosecond, electroporation

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