Search results for: numerical optimisation
1292 Application of the Concept of Comonotonicity in Option Pricing
Authors: A. Chateauneuf, M. Mostoufi, D. Vyncke
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Monte Carlo (MC) simulation is a technique that provides approximate solutions to a broad range of mathematical problems. A drawback of the method is its high computational cost, especially in a high-dimensional setting, such as estimating the Tail Value-at-Risk for large portfolios or pricing basket options and Asian options. For these types of problems, one can construct an upper bound in the convex order by replacing the copula by the comonotonic copula. This comonotonic upper bound can be computed very quickly, but it gives only a rough approximation. In this paper we introduce the Comonotonic Monte Carlo (CoMC) simulation, by using the comonotonic approximation as a control variate. The CoMC is of broad applicability and numerical results show a remarkable speed improvement. We illustrate the method for estimating Tail Value-at-Risk and pricing basket options and Asian options when the logreturns follow a Black-Scholes model or a variance gamma model.Keywords: control variate Monte Carlo, comonotonicity, option pricing, scientific computing
Procedia PDF Downloads 5151291 An Inviscid Compressible Flow Solver Based on Unstructured OpenFOAM Mesh Format
Authors: Utkan Caliskan
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Two types of numerical codes based on finite volume method are developed in order to solve compressible Euler equations to simulate the flow through forward facing step channel. Both algorithms have AUSM+- up (Advection Upstream Splitting Method) scheme for flux splitting and two-stage Runge-Kutta scheme for time stepping. In this study, the flux calculations differentiate between the algorithm based on OpenFOAM mesh format which is called 'face-based' algorithm and the basic algorithm which is called 'element-based' algorithm. The face-based algorithm avoids redundant flux computations and also is more flexible with hybrid grids. Moreover, some of OpenFOAM’s preprocessing utilities can be used on the mesh. Parallelization of the face based algorithm for which atomic operations are needed due to the shared memory model, is also presented. For several mesh sizes, 2.13x speed up is obtained with face-based approach over the element-based approach.Keywords: cell centered finite volume method, compressible Euler equations, OpenFOAM mesh format, OpenMP
Procedia PDF Downloads 3191290 Computational Fluid Dynamics Simulation of Floating Body Motion Interacting with Focused Waves
Authors: Seul-Ki Park, Jong-Chun Park, Gyu-Mok Jeon, Dae-Kyung Ock, Seung-Gyu Jeong
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Rogue waves cause frequent accidents of ships and offshore structures, which can result in severe damage to the structures. The Rogue waves, which are also known as big waves, freak waves, extreme waves, monster waves, focused waves, giant waves and abnormal waves, are unexpected and suddenly appearing, and can have a breaking force to destroy the structure even though modern structures are designed to tolerate a breaking wave. In the present study, a series of focused waves are numerically reproduced by concentrating nonlinear multi-directional waves into a target point using a commercial CFD software, Star-CCM+. A flow analysis for investigating the physical characteristics of the focused waves is performed using the Star-CCM+, while it has several difficulties to examine the inner properties of the waves in existing potential theory and experiments. Additionally, the 6-DOF (Degree of Freedom) motion of a floating body interacting with the focused waves are simulated, and the dynamic response of the body are discussed.Keywords: multidirectional waves, focused waves, rogue waves, wave-structure interaction, numerical wave tank, computational fluid dynamics
Procedia PDF Downloads 2511289 A Phase Field Approach to Model Crack Interface Interaction in Ceramic Matrix Composites
Authors: Dhaladhuli Pranavi, Amirtham Rajagopal
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There are various failure modes in ceramic matrix composites; notable ones are fiber breakage, matrix cracking and fiber matrix debonding. Crack nucleation and propagation in microstructure of such composites requires an understanding of interaction of crack with the multiple inclusion heterogeneous system and interfaces. In order to assess structural integrity, the material parameters especially of the interface that governs the crack growth should be determined. In the present work, a nonlocal phase field approach is proposed to model the crack interface interaction in such composites. Nonlocal approaches help in understanding the complex mechanisms of delamination growth and mitigation and operates at a material length scale. The performance of the proposed formulation is illustrated through representative numerical examples. The model proposed is implemented in the framework of the finite element method. Several parametric studies on interface crack interaction are conducted. The proposed model is easy and simple to implement and works very well in modeling fracture in composite systems.Keywords: composite, interface, nonlocal, phase field
Procedia PDF Downloads 1421288 Performance Analysis of Solar Assisted Air Condition Using Carbon Dioxide as Refrigerant
Authors: Olusola Bamisile, Ferdinard Dika, Mustafa Dagbasi, Serkan Abbasoglu
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The aim of this study was to model an air conditioning system that brings about effective cooling and reduce fossil fuel consumption with solar energy as an alternative source of energy. The objective of the study is to design a system with high COP, low usage of electricity and to integrate solar energy into AC systems. A hybrid solar assisted air conditioning system is designed to produce 30kW cooling capacity and R744 (CO₂) is used as a refrigerant. The effect of discharge pressure on the performance of the system is studied. The subcool temperature, evaporating temperature (5°C) and suction gas return temperature (12°C) are kept constant for the four different discharge pressures considered. The cooling gas temperature is set at 25°C, and the discharge pressure includes 80, 85, 90 and 95 bars. Copeland Scroll software is used for the simulation. A pressure-enthalpy graph is also used to deduce each enthalpy point while numerical methods were used in making other calculations. From the result of the study, it is observed that a higher COP is achieved with the use of solar assisted systems. As much as 46% of electricity requirements will be save using solar input at compressor stage.Keywords: air conditioning, solar energy, performance, energy saving
Procedia PDF Downloads 1461287 Unsteady Characteristics Investigation on the Precessing Vortex Breakdown and Energy Separation in a Vortex Tube
Authors: Xiangji Guo, Bo Zhang
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In this paper, the phenomenon of vortex breakdown in a vortex tube was analyzed within the scope of unsteady character in swirl flows. A 3-D Unsteady Reynolds-averaged Navier–Stokes (URANS) closed by the Reynolds Stress Model (RSM) was adopted to simulate the large-scale vortex structure in vortex tube, and the numerical model was verified by the steady results. The swirl number was calculated for the vortex tube and the flow field was classed as strong swirl flow. According to the results, a time-dependent spiral flow field gyrates around a central recirculation zone which is precessing around the axis of the tube, and manifests the flow structure is the spiral type (S-type) vortex breakdown. The vortex breakdown is crucial for the formation of the central recirculation zone (CRZ), a further discussion was about the affection on CRZ with the different external conditions of vortex tube, the study on the unsteady characters was expected to hope to design of vortex tube and analyze the energy separation effect.Keywords: vortex tube, vortex breakdown, central recirculation zone, unsteady, energy separation
Procedia PDF Downloads 3181286 Analysis of Vapor-Phase Diffusion of Benzene from Contaminated Soil
Authors: Asma A. Parlin, K. Nakamura, N. Watanabe, T. Komai
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Understanding the effective diffusion of benzene vapor in the soil-atmosphere interface is important as an intrusion of benzene into the atmosphere from the soil is largely driven by diffusion. To analyze the vertical one dimensional effective diffusion of benzene vapor in porous medium with high water content, diffusion experiments were conducted in soil columns using Andosol soil and Toyoura silica sand with different water content; for soil water content was from 0 to 30 wt.% and for sand it was from 0.06 to 10 wt.%. In soil, a linear relation was found between water content and effective diffusion coefficient while the effective diffusion coefficient didn’t change in the sand with increasing water. A numerical transport model following unsteady-state approaches based on Fick’s second law was used to match the required time for a steady state of the gas phase concentration profile of benzene to the experimentally measured concentration profile gas phase in the column. The result highlighted that both the water content and porosity might increase vertical diffusion of benzene vapor in soil.Keywords: benzene vapor-phase, effective diffusion, subsurface soil medium, unsteady state
Procedia PDF Downloads 1431285 Non-Autonomous Seasonal Variation Model for Vector-Borne Disease Transferral in Kampala of Uganda
Authors: Benjamin Aina Peter, Amos Wale Ogunsola
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In this paper, a mathematical model of malaria transmission was presented with the effect of seasonal shift, due to global fluctuation in temperature, on the increase of conveyor of the infectious disease, which probably alters the region transmission potential of malaria. A deterministic compartmental model was proposed and analyzed qualitatively. Both qualitative and quantitative approaches of the model were considered. The next-generation matrix is employed to determine the basic reproduction number of the model. Equilibrium points of the model were determined and analyzed. The numerical simulation is carried out using Excel Micro Software to validate and support the qualitative results. From the analysis of the result, the optimal temperature for the transmission of malaria is between and . The result also shows that an increase in temperature due to seasonal shift gives rise to the development of parasites which consequently leads to an increase in the widespread of malaria transmission in Kampala. It is also seen from the results that an increase in temperature leads to an increase in the number of infectious human hosts and mosquitoes.Keywords: seasonal variation, indoor residual spray, efficacy of spray, temperature-dependent model
Procedia PDF Downloads 1691284 Structural Behaviour of Concrete Energy Piles in Thermal Loadings
Authors: E. H. N. Gashti, M. Malaska, K. Kujala
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The thermo-mechanical behaviour of concrete energy pile foundations with different single and double U-tube shapes incorporated was analysed using the Comsol Multi-physics package. For the analysis, a 3D numerical model in real scale of the concrete pile and surrounding soil was simulated regarding actual operation of ground heat exchangers (GHE) and the surrounding ambient temperature. Based on initial ground temperature profile measured in situ, tube inlet temperature was considered to range from 6°C to 0°C (during the contraction process) over a 30-day period. Extra thermal stresses and deformations were calculated during the simulations and differences arising from the use of two different systems (single-tube and double-tube) were analysed. The results revealed no significant difference for extra thermal stresses at the centre of the pile in either system. However, displacements over the pile length were found to be up to 1.5-fold higher in the double-tube system than the single-tube system.Keywords: concrete energy piles, stresses, displacements, thermo-mechanical behaviour, soil-structure interactions
Procedia PDF Downloads 2141283 Digital Holographic Interferometric Microscopy for the Testing of Micro-Optics
Authors: Varun Kumar, Chandra Shakher
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Micro-optical components such as microlenses and microlens array have numerous engineering and industrial applications for collimation of laser diodes, imaging devices for sensor system (CCD/CMOS, document copier machines etc.), for making beam homogeneous for high power lasers, a critical component in Shack-Hartmann sensor, fiber optic coupling and optical switching in communication technology. Also micro-optical components have become an alternative for applications where miniaturization, reduction of alignment and packaging cost are necessary. The compliance with high-quality standards in the manufacturing of micro-optical components is a precondition to be compatible on worldwide markets. Therefore, high demands are put on quality assurance. For quality assurance of these lenses, an economical measurement technique is needed. For cost and time reason, technique should be fast, simple (for production reason), and robust with high resolution. The technique should provide non contact, non-invasive and full field information about the shape of micro- optical component under test. The interferometric techniques are noncontact type and non invasive and provide full field information about the shape of the optical components. The conventional interferometric technique such as holographic interferometry or Mach-Zehnder interferometry is available for characterization of micro-lenses. However, these techniques need more experimental efforts and are also time consuming. Digital holography (DH) overcomes the above described problems. Digital holographic microscopy (DHM) allows one to extract both the amplitude and phase information of a wavefront transmitted through the transparent object (microlens or microlens array) from a single recorded digital hologram by using numerical methods. Also one can reconstruct the complex object wavefront at different depths due to numerical reconstruction. Digital holography provides axial resolution in nanometer range while lateral resolution is limited by diffraction and the size of the sensor. In this paper, Mach-Zehnder based digital holographic interferometric microscope (DHIM) system is used for the testing of transparent microlenses. The advantage of using the DHIM is that the distortions due to aberrations in the optical system are avoided by the interferometric comparison of reconstructed phase with and without the object (microlens array). In the experiment, first a digital hologram is recorded in the absence of sample (microlens array) as a reference hologram. Second hologram is recorded in the presence of microlens array. The presence of transparent microlens array will induce a phase change in the transmitted laser light. Complex amplitude of object wavefront in presence and absence of microlens array is reconstructed by using Fresnel reconstruction method. From the reconstructed complex amplitude, one can evaluate the phase of object wave in presence and absence of microlens array. Phase difference between the two states of object wave will provide the information about the optical path length change due to the shape of the microlens. By the knowledge of the value of the refractive index of microlens array material and air, the surface profile of microlens array is evaluated. The Sag of microlens and radius of curvature of microlens are evaluated and reported. The sag of microlens agrees well within the experimental limit as provided in the specification by the manufacturer.Keywords: micro-optics, microlens array, phase map, digital holographic interferometric microscopy
Procedia PDF Downloads 4981282 Finite Element Modelling and Optimization of Post-Machining Distortion for Large Aerospace Monolithic Components
Authors: Bin Shi, Mouhab Meshreki, Grégoire Bazin, Helmi Attia
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Large monolithic components are widely used in the aerospace industry in order to reduce airplane weight. Milling is an important operation in manufacturing of the monolithic parts. More than 90% of the material could be removed in the milling operation to obtain the final shape. This results in low rigidity and post-machining distortion. The post-machining distortion is the deviation of the final shape from the original design after releasing the clamps. It is a major challenge in machining of the monolithic parts, which costs billions of economic losses every year. Three sources are directly related to the part distortion, including initial residual stresses (RS) generated from previous manufacturing processes, machining-induced RS and thermal load generated during machining. A finite element model was developed to simulate a milling process and predicate the post-machining distortion. In this study, a rolled-aluminum plate AA7175 with a thickness of 60 mm was used for the raw block. The initial residual stress distribution in the block was measured using a layer-removal method. A stress-mapping technique was developed to implement the initial stress distribution into the part. It is demonstrated that this technique significantly accelerates the simulation time. Machining-induced residual stresses on the machined surface were measured using MTS3000 hole-drilling strain-gauge system. The measured RS was applied on the machined surface of a plate to predict the distortion. The predicted distortion was compared with experimental results. It is found that the effect of the machining-induced residual stress on the distortion of a thick plate is very limited. The distortion can be ignored if the wall thickness is larger than a certain value. The RS generated from the thermal load during machining is another important factor causing part distortion. Very limited number of research on this topic was reported in literature. A coupled thermo-mechanical FE model was developed to evaluate the thermal effect on the plastic deformation of a plate. A moving heat source with a feed rate was used to simulate the dynamic cutting heat in a milling process. When the heat source passed the part surface, a small layer was removed to simulate the cutting operation. The results show that for different feed rates and plate thicknesses, the plastic deformation/distortion occurs only if the temperature exceeds a critical level. It was found that the initial residual stress has a major contribution to the part distortion. The machining-induced stress has limited influence on the distortion for thin-wall structure when the wall thickness is larger than a certain value. The thermal load can also generate part distortion when the cutting temperature is above a critical level. The developed numerical model was employed to predict the distortion of a frame part with complex structures. The predictions were compared with the experimental measurements, showing both are in good agreement. Through optimization of the position of the part inside the raw plate using the developed numerical models, the part distortion can be significantly reduced by 50%.Keywords: modelling, monolithic parts, optimization, post-machining distortion, residual stresses
Procedia PDF Downloads 541281 Evolved Bat Algorithm Based Adaptive Fuzzy Sliding Mode Control with LMI Criterion
Authors: P.-W. Tsai, C.-Y. Chen, C.-W. Chen
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In this paper, the stability analysis of a GA-Based adaptive fuzzy sliding model controller for a nonlinear system is discussed. First, a nonlinear plant is well-approximated and described with a reference model and a fuzzy model, both involving FLC rules. Then, FLC rules and the consequent parameter are decided on via an Evolved Bat Algorithm (EBA). After this, we guarantee a new tracking performance inequality for the control system. The tracking problem is characterized to solve an eigenvalue problem (EVP). Next, an adaptive fuzzy sliding model controller (AFSMC) is proposed to stabilize the system so as to achieve good control performance. Lyapunov’s direct method can be used to ensure the stability of the nonlinear system. It is shown that the stability analysis can reduce nonlinear systems into a linear matrix inequality (LMI) problem. Finally, a numerical simulation is provided to demonstrate the control methodology.Keywords: adaptive fuzzy sliding mode control, Lyapunov direct method, swarm intelligence, evolved bat algorithm
Procedia PDF Downloads 4451280 A Deterministic Approach for Solving the Hull and White Interest Rate Model with Jump Process
Authors: Hong-Ming Chen
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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.Keywords: optimization, interest rate model, jump process, deterministic
Procedia PDF Downloads 1611279 Using CFRP Sheets and Anchors on Sand-Lightweight Perlite Concrete to Evaluate the Flexural Behaviour of T-Beams
Authors: Mohammed Zaki, Hayder Rasheed
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This paper evaluates the flexural response of sand-lightweight Perlite concrete using full-scale reinforced concrete T beams strengthened and anchored with carbon fiber reinforced polymer (CFRP) materials. Four specimens were prepared with the same geometry, steel reinforcements, concrete properties, and span lengths. The anchored beams had a similar number of CFRP sheets but were secured utilizing different arrangements of CFRP fiber anchors. That will allow for effective and easily making comparisons to examine the flexural strengthening behavior of sand-lightweight Perlite concrete beams with anchors. The experimental outcomes were also compared with the numerical study and the comparisons were discussed. The test results showed an improvement in flexural behavior due to the use of CFRP sheets and anchors. Interestingly, the anchored beams recorded similar ultimate strength regardless of the number of CFRP fiber anchors used due to the failure by excessive wide cracks in the concrete.Keywords: perlite concrete, CFRP fiber anchors, lightweight concrete, full-scale T-beams
Procedia PDF Downloads 861278 [Keynote Speech]: Simulation Studies of Pulsed Voltage Effects on Cells
Authors: Jiahui Song
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In order to predict or explain a complicated biological process, it is important first to construct mathematical models that can be used to yield analytical solutions. Through numerical simulation, mathematical model results can be used to test scenarios that might not be easily attained in a laboratory experiment, or to predict parameters or phenomena. High-intensity, nanosecond pulse electroporation has been a recent development in bioelectrics. The dynamic pore model can be achieved by including a dynamic aspect and a dependence on the pore population density into pore formation energy equation to analyze and predict such electroporation effects. For greater accuracy, with inclusion of atomistic details, molecular dynamics (MD) simulations were also carried out during this study. Besides inducing pores in cells, external voltages could also be used in principle to modulate action potential generation in nerves. This could have an application in electrically controlled ‘pain management’. Also a simple model-based rate equation treatment of the various cellular bio-chemical processes has been used to predict the pulse number dependent cell survival trends.Keywords: model, high-intensity, nanosecond, bioelectrics
Procedia PDF Downloads 2251277 Numerical Investigation of Al2O3/Water Nanofluid Heat Transfer in a Microtube with Viscous Dissipation Effect
Authors: Misagh Irandoost Shahrestani, Hossein Shokouhmand, Mohammad Kalteh, Behrang Hasanpour
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In this paper, nanofluid conjugate heat transfer through a microtube with viscous dissipation effect is investigated numerically. The fluid flow is considered as a laminar regime. A constant heat flux is applied on the microtube outer wall and the two ends of its wall are considered adiabatic. Conjugate heat transfer problem is solved and investigated for this geometry. It is shown that viscous dissipation effect which is induced by shear stresses can not be neglected in microtubes. Viscous heating behaves as an energy source in the fluid and affects the temperature distribution. The effect of Reynolds number, particle volume fraction and the nanoparticles diameter on the energy source are investigated and an attempt on establishing suitable equations for assessing the value of the energy source based on Re, Dp and Φ is performed and they are depicted as 3D diagrams. Finally, the significance of viscous dissipation and the influence of these parameters on convective heat transfer coefficient are studied.Keywords: convective heat transfer coefficient, heat transfer, microtube, nanofluid, viscous dissipation
Procedia PDF Downloads 5121276 Study of the Influence of Hole Topology on Crack Propagation Rate
Authors: Hallan Moura Ladeira, Carla Tatiana Mota Anflor
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The drilling process for bolted or riveted joints of components is very common in the naval, aeronautical, mechanical, and civil industries. In this context, the present work aims to study, through computer simulation, the influence of hole geometry (through, chamfered, and rounded) on crack propagation when submitted to static and dynamic loads. For the static crack evaluation, failure was considered when the stress intensity factor (FIT) exceeds the fracture toughness of the material (KIc). In the case of fatigue, the condition of the small crack tip plastification zone and the Paris Law were considered for determining region II of the dadN x ΔK curve. Initially, a parametric analysis of the hole geometry was performed to obtain a topology that would result in less discontinuity of the stress field and, consequently, less influence on static crack growth. The best performing topology was then used to study the fatigue crack growth rate considering the Paris Law. The numerical tests were performed on a 7075-T6 aluminum specimen resulting in dadN x ΔK curves in good agreement with the literature.Keywords: holes, cracks, loading, fracture toughness
Procedia PDF Downloads 1141275 Nonlinear Modelling and Analysis of Piezoelectric Smart Thin-Walled Structures in Supersonic Flow
Authors: Shu-Yang Zhang, Shun-Qi Zhang, Zhan-Xi Wang, Xian-Sheng Qin
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Thin-walled structures are used more and more widely in modern aircrafts and some other structures in aerospace field nowadays. Accompanied by the wider applications, the vibration of the structures has been a bigger problem. Because of the direct and converse piezoelectric effect, piezoelectric materials combined to host thin-walled structures, named as piezoelectric smart structures, can be an effective way to suppress the vibration. So, an accurate model for piezoelectric thin-walled structures in air flow is necessary and important. In our recent work, an electromechanical coupling nonlinear aerodynamic finite element model of piezoelectric smart thin-walled structures is built based on the Reissner-Mindlin plate theory and first-order piston theory for aerodynamic pressure of supersonic flow. Von Kármán type nonlinearity is considered in the present model. Finally, the model is validated by experimental and numerical results from the literature, which can describe the vibration of the structures in supersonic flow precisely.Keywords: piezoelectric smart structures, aerodynamic, geometric nonlinearity, finite element analysis
Procedia PDF Downloads 3891274 Electromagnetic Wave Propagation Equations in 2D by Finite Difference Method
Authors: N. Fusun Oyman Serteller
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In this paper, the techniques to solve time dependent electromagnetic wave propagation equations based on the Finite Difference Method (FDM) are proposed by comparing the results with Finite Element Method (FEM) in 2D while discussing some special simulation examples. Here, 2D dynamical wave equations for lossy media, even with a constant source, are discussed for establishing symbolic manipulation of wave propagation problems. The main objective of this contribution is to introduce a comparative study of two suitable numerical methods and to show that both methods can be applied effectively and efficiently to all types of wave propagation problems, both linear and nonlinear cases, by using symbolic computation. However, the results show that the FDM is more appropriate for solving the nonlinear cases in the symbolic solution. Furthermore, some specific complex domain examples of the comparison of electromagnetic waves equations are considered. Calculations are performed through Mathematica software by making some useful contribution to the programme and leveraging symbolic evaluations of FEM and FDM.Keywords: finite difference method, finite element method, linear-nonlinear PDEs, symbolic computation, wave propagation equations
Procedia PDF Downloads 1471273 Mechanical Model of Gypsum Board Anchors Subjected Cyclic Shear Loading
Authors: Yoshinori Kitsutaka, Fumiya Ikedo
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In this study, the mechanical model of various anchors embedded in gypsum board subjected cyclic shear loading were investigated. Shear tests for anchors embedded in 200 mm square size gypsum board were conducted to measure the load - load displacement curves. The strength of the gypsum board was changed for three conditions and 12 kinds of anchors were selected which were ordinary used for gypsum board anchoring. The loading conditions were a monotonous loading and a cyclic loading controlled by a servo-controlled hydraulic loading system to achieve accurate measurement. The fracture energy for each of the anchors was estimated by the analysis of consumed energy calculated by the load - load displacement curve. The effect of the strength of gypsum board and the types of anchors on the shear properties of gypsum board anchors was cleared. A numerical model to predict the load-unload curve of shear deformation of gypsum board anchors caused by such as the earthquake load was proposed and the validity on the model was proved.Keywords: gypsum board, anchor, shear test, cyclic loading, load-unload curve
Procedia PDF Downloads 3871272 Optimal Maintenance Policy for a Partially Observable Two-Unit System
Authors: Leila Jafari, Viliam Makis, G. B. Akram Khaleghei
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In this paper, we present a maintenance model of a two-unit series system with economic dependence. Unit#1, which is considered to be more expensive and more important, is subject to condition monitoring (CM) at equidistant, discrete time epochs and unit#2, which is not subject to CM, has a general lifetime distribution. The multivariate observation vectors obtained through condition monitoring carry partial information about the hidden state of unit#1, which can be in a healthy or a warning state while operating. Only the failure state is assumed to be observable for both units. The objective is to find an optimal opportunistic maintenance policy minimizing the long-run expected average cost per unit time. The problem is formulated and solved in the partially observable semi-Markov decision process framework. An effective computational algorithm for finding the optimal policy and the minimum average cost is developed and illustrated by a numerical example.Keywords: condition-based maintenance, semi-Markov decision process, multivariate Bayesian control chart, partially observable system, two-unit system
Procedia PDF Downloads 4591271 Stabilization of Displaced Periodic Orbit Using Feedback Linearization Control Scheme
Authors: Arun Kumar Yadav, Badam Singh Kushvah
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In the present work, we investigated displaced periodic orbits in the linear order in the circular restricted three-body Sun-Jupiter system, where the third mass-less body utilizes solar electric sail. The electric solar sail is a new space propulsion concept which uses the solar wind momentum for producing thrust, and it is somewhat like to the more well-known solar radiation pressure sail which is often called simply the solar sail. Moreover, we implement the feedback linearization control scheme to perform the stabilization and trajectory tracking for the nonlinear system. Further, we derived periodic orbits analytically in linear order by introducing a first order approximation. These approximate analytic solutions are utilized in a numerical search to determine displaced periodic orbit in the full nonlinear model. We found the displaced periodic orbit for the defined non-linear model and stabilized the model.Keywords: solar electric sail, circular restricted three-body problem (CRTBP), displaced orbit, feedback linearization control
Procedia PDF Downloads 1891270 Rogue Waves Arising on the Standing Periodic Wave in the High-Order Ablowitz-Ladik Equation
Authors: Yanpei Zhen
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The nonlinear Schrödinger (NLS) equation models wave dynamics in many physical problems related to fluids, plasmas, and optics. The standing periodic waves are known to be modulationally unstable, and rogue waves (localized perturbations in space and time) have been observed on their backgrounds in numerical experiments. The exact solutions for rogue waves arising on the periodic standing waves have been obtained analytically. It is natural to ask if the rogue waves persist on the standing periodic waves in the integrable discretizations of the integrable NLS equation. We study the standing periodic waves in the semidiscrete integrable system modeled by the high-order Ablowitz-Ladik (AL) equation. The standing periodic wave of the high-order AL equation is expressed by the Jacobi cnoidal elliptic function. The exact solutions are obtained by using the separation of variables and one-fold Darboux transformation. Since the cnoidal wave is modulationally unstable, the rogue waves are generated on the periodic background.Keywords: Darboux transformation, periodic wave, Rogue wave, separating the variables
Procedia PDF Downloads 1831269 Internal and External Overpressure Calculation for Vented Gas Explosion by Using a Combined Computational Fluid Dynamics Approach
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Recent oil and gas accidents have reminded us the severe consequences of gas explosion on structure damage and financial loss. In order to protect the structures and personnel, engineers and researchers have been working on numerous different explosion mitigation methods. Amongst, venting is the most economical approach to mitigate gas explosion overpressure. In this paper, venting is used as the overpressure alleviation method. A theoretical method and a numerical technique are presented to predict the internal and external pressure from vented gas explosion in a large enclosure. Under idealized conditions, a number of experiments are used to calibrate the accuracy of the theoretically calculated data. A good agreement between the theoretical results and experimental data is seen. However, for realistic scenarios, the theoretical method over-estimates internal pressures and is incapable of predicting external pressures. Therefore, a CFD simulation procedure is proposed in this study to estimate both the internal and external overpressure from a large-scale vented explosion. Satisfactory agreement between CFD simulation results and experimental data is achieved.Keywords: vented gas explosion, internal pressure, external pressure, CFD simulation, FLACS, ANSYS Fluent
Procedia PDF Downloads 1601268 Interaction between Unsteady Supersonic Jet and Vortex Rings
Authors: Kazumasa Kitazono, Hiroshi Fukuoka, Nao Kuniyoshi, Minoru Yaga, Eri Ueno, Naoaki Fukuda, Toshio Takiya
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The unsteady supersonic jet formed by a shock tube with a small high-pressure chamber was used as a simple alternative model for pulsed laser ablation. Understanding the vortex ring formed by the shock wave is crucial in clarifying the behavior of unsteady supersonic jet discharged from an elliptical cell. Therefore, this study investigated the behavior of vortex rings and a jet. The experiment and numerical calculation were conducted using the schlieren method and by solving the axisymmetric two-dimensional compressible Navier–Stokes equations, respectively. In both, the calculation and the experiment, laser ablation is conducted for a certain duration, followed by discharge through the exit. Moreover, a parametric study was performed to demonstrate the effect of pressure ratio on the interaction among vortex rings and the supersonic jet. The interaction between the supersonic jet and the vortex rings increased the velocity of the supersonic jet up to the magnitude of the velocity at the center of the vortex rings. The interaction between the vortex rings increased the velocity at the center of the vortex ring.Keywords: computational fluid dynamics, shock-wave, unsteady jet, vortex ring
Procedia PDF Downloads 4701267 Determining Moment-Curvature Relationship of Reinforced Concrete Rectangular Shear Walls
Authors: Gokhan Dok, Hakan Ozturk, Aydin Demir
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The behavior of reinforced concrete (RC) members is quite important in RC structures. When evaluating the performance of structures, the nonlinear properties are defined according to the cross sectional behavior of RC members. To be able to determine the behavior of RC members, its cross sectional behavior should be known well. The moment-curvature (MC) relationship is used to represent cross sectional behavior. The MC relationship of RC cross section can be best determined both experimentally and numerically. But, experimental study on RC members is very difficult. The aim of the study is to obtain the MC relationship of RC shear walls. Additionally, it is aimed to determine the parameters which affect MC relationship. While obtaining MC relationship of RC members, XTRACT which can represent robustly the MC relationship is used. Concrete quality, longitudinal and transverse reinforcing ratios, are selected as parameters which affect MC relationship. As a result of the study, curvature ductility and effective flexural stiffness are determined using this parameter. Effective flexural stiffness is compared with the values defined in design codes.Keywords: moment-curvature, reinforced concrete, shear wall, numerical
Procedia PDF Downloads 2851266 An Analysis of a Queueing System with Heterogeneous Servers Subject to Catastrophes
Authors: M. Reni Sagayaraj, S. Anand Gnana Selvam, R. Reynald Susainathan
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This study analyzed a queueing system with blocking and no waiting line. The customers arrive according to a Poisson process and the service times follow exponential distribution. There are two non-identical servers in the system. The queue discipline is FCFS, and the customers select the servers on fastest server first (FSF) basis. The service times are exponentially distributed with parameters μ1 and μ2 at servers I and II, respectively. Besides, the catastrophes occur in a Poisson manner with rate γ in the system. When server I is busy or blocked, the customer who arrives in the system leaves the system without being served. Such customers are called lost customers. The probability of losing a customer was computed for the system. The explicit time dependent probabilities of system size are obtained and a numerical example is presented in order to show the managerial insights of the model. Finally, the probability that arriving customer finds system busy and average number of server busy in steady state are obtained numerically.Keywords: queueing system, blocking, poisson process, heterogeneous servers, queue discipline FCFS, busy period
Procedia PDF Downloads 5041265 Vortices Structure in Internal Laminar and Turbulent Flows
Authors: Farid Gaci, Zoubir Nemouchi
Abstract:
A numerical study of laminar and turbulent fluid flows in 90° bend of square section was carried out. Three-dimensional meshes, based on hexahedral cells, were generated. The QUICK scheme was employed to discretize the convective term in the transport equations. The SIMPLE algorithm was adopted to treat the velocity-pressure coupling. The flow structure obtained showed interesting features such as recirculation zones and counter-rotating pairs of vortices. The performance of three different turbulence models was evaluated: the standard k- ω model, the SST k-ω model and the Reynolds Stress Model (RSM). Overall, it was found that, the multi-equation model performed better than the two equation models. In fact, the existence of four pairs of counter rotating cells, in the straight duct upstream of the bend, were predicted by the RSM closure but not by the standard eddy viscosity model nor the SST k-ω model. The analysis of the results led to a better understanding of the induced three dimensional secondary flows and the behavior of the local pressure coefficient and the friction coefficient.Keywords: curved duct, counter-rotating cells, secondary flow, laminar, turbulent
Procedia PDF Downloads 3361264 Non-Linear Behavior of Granular Materials in Pavement Design
Authors: Mounir Tichamakdj, Khaled Sandjak, Boualem Tiliouine
Abstract:
The design of flexible pavements is currently carried out using a multilayer elastic theory. However, for thin-surface pavements subject to light or medium traffic volumes, the importance of the non-linear stress-strain behavior of unbound granular materials requires the use of more sophisticated numerical models for the structural design of these pavements. The simplified analysis of the nonlinear behavior of granular materials in pavement design will be developed in this study. To achieve this objective, an equivalent linear model derived from a volumetric shear stress model is used to simulate the nonlinear elastic behavior of two unlinked local granular materials often used in pavements. This model is included here to adequately incorporate material non-linearity due to stress dependence and stiffness of the granular layers in the flexible pavement analysis. The sensitivity of the pavement design criteria to the likely variations in asphalt layer thickness and the mineralogical nature of unbound granular materials commonly used in pavement structures are also evaluated.Keywords: granular materials, linear equivalent model, non-linear behavior, pavement design, shear volumetric strain model
Procedia PDF Downloads 1771263 3D Numerical Analysis of Stone Columns Reinforced with Horizontal and Vertical Geosynthetic Materials
Authors: R. Ziaie Moayed, A. Khalili
Abstract:
Improvement and reinforcement of soils with poor strength and engineering properties for constructing low height structures or structures such as liquid storage tanks, bridge columns, and heavy structures have necessitated applying particular techniques. Stone columns are among the well-known methods applied in such soils. This method provides an economically justified way for improving engineering properties of soft clay and loose sandy soils. Stone column implementation in these soils increases their bearing capacity and reduces the settlement of foundation build on them. In the present study, the finite difference based FLAC3D software was used to investigate the performance and effect of soil reinforcement through stone columns without lining and those with geosynthetic lining with different levels of stiffness in horizontal and vertical modes in clayey soils. The results showed that soil improvement using stone columns with lining in vertical and horizontal modes results in improvement of bearing capacity and foundation settlement.Keywords: bearing capacity, FLAC3D, geosynthetic, settlement, stone column
Procedia PDF Downloads 172