Search results for: MATLAB numerical quadrature
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4379

Search results for: MATLAB numerical quadrature

1919 Determination of the Friction Coefficient of AL5754 Alloy by Ring Compression Test: Experimental and Numerical Survey

Authors: P. M. Keshtiban, M. Zadshakoyan

Abstract:

One of the important factors that alter different process and geometrical parameters on metal forming processes is friction between contacting surfaces. Some important factors that effected directly by friction are: stress, strain, required load, wear of surfaces and then geometrical parameters. In order to control friction effects permanent lubrication is necessary. In this article, the friction coefficient is elicited by the most effective method, ring compression tests. The tests were done by both finite element method and practical tests. Different friction curves that extracted by finite element simulations and has good conformity with published results, used for obtaining final friction coefficient. In this study Mos2 is used as the lubricant and Al5754 alloy used as the specimens material.

Keywords: experiment, FEM, friction coefficient, ring compression

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1918 Contribution to the Evaluation of Uncertainties of Measurement to the Data Processing Sequences of a Cmm

Authors: Hassina Gheribi, Salim Boukebbab

Abstract:

The measurement of the parts manufactured on CMM (coordinate measuring machine) is based on the association of a surface of perfect geometry to the group of dots palpated via a mathematical calculation of the distances between the palpated points and itself surfaces. Surfaces not being never perfect, they are measured by a number of points higher than the minimal number necessary to define them mathematically. However, the central problems of three-dimensional metrology are the estimate of, the orientation parameters, location and intrinsic of this surface. Including the numerical uncertainties attached to these parameters help the metrologist to make decisions to be able to declare the conformity of the part to specifications fixed on the design drawing. During this paper, we will present a data-processing model in Visual Basic-6 which makes it possible automatically to determine the whole of these parameters, and their uncertainties.

Keywords: coordinate measuring machines (CMM), associated surface, uncertainties of measurement, acquisition and modeling

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1917 Numerical and Experimental Investigation of Mixed-Mode Fracture of Cement Paste and Interface Under Three-Point Bending Test

Authors: S. Al Dandachli, F. Perales, Y. Monerie, F. Jamin, M. S. El Youssoufi, C. Pelissou

Abstract:

The goal of this research is to study the fracture process and mechanical behavior of concrete under I–II mixed-mode stress, which is essential for ensuring the safety of concrete structures. For this purpose, two-dimensional simulations of three-point bending tests under variable load and geometry on notched cement paste samples of composite samples (cement paste/siliceous aggregate) are modeled by employing Cohesive Zone Models (CZMs). As a result of experimental validation of these tests, the CZM model demonstrates its capacity to predict fracture propagation at the local scale.

Keywords: cement paste, interface, cohesive zone model, fracture, three-point flexural test bending

Procedia PDF Downloads 150
1916 A Hybrid Energy Storage Module for the Emergency Energy System of the Community Shelter in Yucatán, México

Authors: María Reveles-Miranda, Daniella Pacheco-Catalán

Abstract:

Sierra Papacal commissary is located north of Merida, Yucatan, México, where the indigenous Maya population predominates. Due to its location, the region has an elevation of fewer than 4.5 meters above sea level, with a high risk of flooding associated with storms and hurricanes and a high vulnerability of infrastructure and housing in the presence of strong gusts of wind. In environmental contingencies, the challenge is providing an autonomous electrical supply using renewable energy sources that cover vulnerable populations' health, food, and water pumping needs. To address this challenge, a hybrid energy storage module is proposed for the emergency photovoltaic (PV) system of the community shelter in Sierra Papacal, Yucatán, which combines high-energy-density batteries and high-power-density supercapacitors (SC) in a single module, providing a quick response to energy demand, reducing the thermal stress on batteries and extending their useful life. Incorporating SC in energy storage modules can provide fast response times to power variations and balanced energy extraction, ensuring a more extended period of electrical supply to vulnerable populations during contingencies. The implemented control strategy increases the module's overall performance by ensuring the optimal use of devices and balanced energy exploitation. The operation of the module with the control algorithm is validated with MATLAB/Simulink® and experimental tests.

Keywords: batteries, community shelter, environmental contingencies, hybrid energy storage, isolated photovoltaic system, supercapacitors

Procedia PDF Downloads 91
1915 Comparison of Wake Oscillator Models to Predict Vortex-Induced Vibration of Tall Chimneys

Authors: Saba Rahman, Arvind K. Jain, S. D. Bharti, T. K. Datta

Abstract:

The present study compares the semi-empirical wake-oscillator models that are used to predict vortex-induced vibration of structures. These models include those proposed by Facchinetti, Farshidian, and Dolatabadi, and Skop and Griffin. These models combine a wake oscillator model resembling the Van der Pol oscillator model and a single degree of freedom oscillation model. In order to use these models for estimating the top displacement of chimneys, the first mode vibration of the chimneys is only considered. The modal equation of the chimney constitutes the single degree of freedom model (SDOF). The equations of the wake oscillator model and the SDOF are simultaneously solved using an iterative procedure. The empirical parameters used in the wake-oscillator models are estimated using a newly developed approach, and response is compared with experimental data, which appeared comparable. For carrying out the iterative solution, the ode solver of MATLAB is used. To carry out the comparative study, a tall concrete chimney of height 210m has been chosen with the base diameter as 28m, top diameter as 20m, and thickness as 0.3m. The responses of the chimney are also determined using the linear model proposed by E. Simiu and the deterministic model given in Eurocode. It is observed from the comparative study that the responses predicted by the Facchinetti model and the model proposed by Skop and Griffin are nearly the same, while the model proposed by Fashidian and Dolatabadi predicts a higher response. The linear model without considering the aero-elastic phenomenon provides a less response as compared to the non-linear models. Further, for large damping, the prediction of the response by the Euro code is relatively well compared to those of non-linear models.

Keywords: chimney, deterministic model, van der pol, vortex-induced vibration

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1914 Thrust Vectoring Control of Supersonic Flow through an Orifice Injector

Authors: I. Mnafeg, A. Abichou, L. Beji

Abstract:

Traditional mechanical control systems in thrust vectoring are efficient in rocket thrust guidance but their costs and their weights are excessive. The fluidic injection in the nozzle divergent constitutes an alternative procedure to achieve the goal. In this paper, we present a 3D analytical model for fluidic injection in a supersonic nozzle integrating an orifice. The fluidic vectoring uses a sonic secondary injection in the divergent. As a result, the flow and interaction between the main and secondary jet has built in order to express the pressure fields from which the forces and thrust vectoring are deduced. Under various separation criteria, the present analytical model results are compared with the existing numerical and experimental data from the literature.

Keywords: flow separation, fluidic thrust vectoring, nozzle, secondary jet, shock wave

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1913 An Optimal Bayesian Maintenance Policy for a Partially Observable System Subject to Two Failure Modes

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

Abstract:

In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed and illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, multivariate Bayesian control

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1912 An EWMA P-Chart Based on Improved Square Root Transformation

Authors: Saowanit Sukparungsee

Abstract:

Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: number of defects, exponentially weighted moving average, average run length, square root transformations

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1911 Projective Lag Synchronization in Drive-Response Dynamical Networks via Hybrid Feedback Control

Authors: Mohd Salmi Md Noorani, Ghada Al-Mahbashi, Sakhinah Abu Bakar

Abstract:

This paper investigates projective lag synchronization (PLS) behavior in drive response dynamical networks (DRDNs) model with identical nodes. A hybrid feedback control method is designed to achieve the PLS with mismatch and without mismatch terms. The stability of the error dynamics is proven theoretically using the Lyapunov stability theory. Finally, analytical results show that the states of the dynamical network with non-delayed coupling can be asymptotically synchronized onto a desired scaling factor under the designed controller. Moreover, the numerical simulations results demonstrate the validity of the proposed method.

Keywords: drive-response dynamical network, projective lag synchronization, hybrid feedback control, stability theory

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1910 Analysis of Transformer Reactive Power Fluctuations during Adverse Space Weather

Authors: Patience Muchini, Electdom Matandiroya, Emmanuel Mashonjowa

Abstract:

A ground-end manifestation of space weather phenomena is known as geomagnetically induced currents (GICs). GICs flow along the electric power transmission cables connecting the transformers and between the grounding points of power transformers during significant geomagnetic storms. Geomagnetically induced currents have been studied in other regions and have been noted to affect the power grid network. In Zimbabwe, grid failures have been experienced, but it is yet to be proven if these failures have been due to GICs. The purpose of this paper is to characterize geomagnetically induced currents with a power grid network. This paper analyses data collected, which is geomagnetic data, which includes the Kp index, DST index, and the G-Scale from geomagnetic storms and also analyses power grid data, which includes reactive power, relay tripping, and alarms from high voltage substations and then correlates the data. This research analysis was first theoretically analyzed by studying geomagnetic parameters and then experimented upon. To correlate, MATLAB was used as the basic software to analyze the data. Latitudes of the substations were also brought into scrutiny to note if they were an impact due to the location as low latitudes areas like most parts of Zimbabwe, there are less severe geomagnetic variations. Based on theoretical and graphical analysis, it has been proven that there is a slight relationship between power system failures and GICs. Further analyses can be done by implementing measuring instruments to measure any currents in the grounding of high-voltage transformers when geomagnetic storms occur. Mitigation measures can then be developed to minimize the susceptibility of the power network to GICs.

Keywords: adverse space weather, DST index, geomagnetically induced currents, KP index, reactive power

Procedia PDF Downloads 114
1909 Modeling of Historical Lime Masonry Structure in Abaqus

Authors: Ram Narayan Khare, Adhyatma Khare, Aradhna Shrivastava

Abstract:

In this study, numerical modeling of ‘Lime Surkhi’ masonry building has been carried out for a prototype ancient building situated at seismic zone III using the Finite Element Method by Abaqus software. The model is designed in order to get the failure envelope and then decide the best method of retrofitting the structure so that the structure is made to withstand more decades, given its historical background. Previously, due to a lack of technologies, it was difficult to determine the mode of failure. Present technological development can predict the mode of failure, and subsequently, the structure can be refabricated accordingly. The study makes an important addition to the understanding of retrofitting ancient and old buildings based on the results of FEM modeling.

Keywords: seismic retrofitting, Abaqus, FEM, historic building, Lime Surkhi masonry

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1908 Mechanic and Thermal Analysis on an 83 kW Electric Motorcycle: A First-Principles Study

Authors: Martín Felipe García Romero, Nancy Mondragón Escamilla, Ismael Araujo Vargas, Viviana Basurto Rios, Kevin Cano Pulido, Pedro Enrique Velázquez Elisondo

Abstract:

This paper presents a preliminary prototype of an 83 kW all-electric motorbike since, nowadays, electric motorbikes have advanced drastically in their technology in such a way that lately, there has been a boom in the field of competition of medium power electric vehicles. The field of electric vehicle racing mainly pursues the aim of obtaining an optimal performance of all the motorbike components in order to obtain a safe racing vehicle fast enough while looking for the stability of all the systems onboard. A general description of the project is given up to date, detailing the parts of the system, integration, numerical estimations, and a rearrangement proposal of the actual prototype with the aim to mechanically and thermally improve the vehicle.

Keywords: electric motorcycle, thermal analysis, mechanic analysis, electric vehicle

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1907 Assessment of Seismic Behavior of Masonry Minarets by Discrete Element Method

Authors: Ozden Saygili, Eser Cakti

Abstract:

Mosques and minarets can be severely damaged as a result of earthquakes. Non-linear behavior of minarets of Mihrimah Sultan and Süleymaniye Mosques and the minaret of St. Sophia are analyzed to investigate seismic response, damage and failure mechanisms of minarets during earthquake. Selected minarets have different height and diameter. Discrete elements method was used to create the numerical minaret models. Analyses were performed using sine waves. Two parameters were used for evaluating the results: the maximum relative dislocation of adjacent drums and the maximum displacement at the top of the minaret. Both parameters were normalized by the drum diameter. The effects of minaret geometry on seismic behavior were evaluated by comparing the results of analyses.

Keywords: discrete element method, earthquake safety, nonlinear analysis, masonry structures

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1906 The Road to Tunable Structures: Comparison of Experimentally Characterised and Numerical Modelled Auxetic Perforated Sheet Structures

Authors: Arthur Thirion

Abstract:

Auxetic geometries allow the generation of a negative Poisson ratio (NPR) in conventional materials. This behaviour allows materials to have certain improved mechanical properties, including impact resistance and altered synclastic behaviour. This means these structures have significant potential when it comes to applications as chronic wound dressings. To this end, 6 different "perforated sheet" structure types were 3D printed. These structures all had variations of key geometrical features included cell length and angle. These were tested in compression and tension to assess their Poisson ratio. Both a positive and negative Poisson ratio was generated by the structures depending on the loading. The a/b ratio followed by θ has been shown to impact the Poisson ratio significantly. There is still a significant discrepancy between modelled and observed behaviour.

Keywords: auxetic materials, 3D printing, negative Poisson's ratio, tunable Poisson's ratio

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1905 Threshold Competency of Students in Graduate School

Authors: Terada Pinyo

Abstract:

This study is the survey research, designed to find out the threshold competency of graduate students in terms of knowledge excellency and professional skills proficiency based on Thai Qualifications Framework for Higher Education (TQF). The sample group consisted of 240 students. The results were collected by stratified sampling, using study programs for each stage. The results were analysed and calculated by computer program. Statistics used during analysing were percentage, mean, and standard deviation. From the study, the threshold competency of graduate students were in very high score range in both overall and specific category. The top category which received the most score was interpersonal skills and responsibility, following by ethics and morality, knowledge and skills, and numerical communication and information technology.

Keywords: threshold competency, Thai qualifications framework for higher education, graduate school

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1904 Stereo Motion Tracking

Authors: Yudhajit Datta, Hamsi Iyer, Jonathan Bandi, Ankit Sethia

Abstract:

Motion Tracking and Stereo Vision are complicated, albeit well-understood problems in computer vision. Existing softwares that combine the two approaches to perform stereo motion tracking typically employ complicated and computationally expensive procedures. The purpose of this study is to create a simple and effective solution capable of combining the two approaches. The study aims to explore a strategy to combine the two techniques of two-dimensional motion tracking using Kalman Filter; and depth detection of object using Stereo Vision. In conventional approaches objects in the scene of interest are observed using a single camera. However for Stereo Motion Tracking; the scene of interest is observed using video feeds from two calibrated cameras. Using two simultaneous measurements from the two cameras a calculation for the depth of the object from the plane containing the cameras is made. The approach attempts to capture the entire three-dimensional spatial information of each object at the scene and represent it through a software estimator object. In discrete intervals, the estimator tracks object motion in the plane parallel to plane containing cameras and updates the perpendicular distance value of the object from the plane containing the cameras as depth. The ability to efficiently track the motion of objects in three-dimensional space using a simplified approach could prove to be an indispensable tool in a variety of surveillance scenarios. The approach may find application from high security surveillance scenes such as premises of bank vaults, prisons or other detention facilities; to low cost applications in supermarkets and car parking lots.

Keywords: kalman filter, stereo vision, motion tracking, matlab, object tracking, camera calibration, computer vision system toolbox

Procedia PDF Downloads 327
1903 OFDM Radar for High Accuracy Target Tracking

Authors: Mahbube Eghtesad

Abstract:

For a number of years, the problem of simultaneous detection and tracking of a target has been one of the most relevant and challenging issues in a wide variety of military and civilian systems. We develop methods for detecting and tracking a target using an orthogonal frequency division multiplexing (OFDM) based radar. As a preliminary step we introduce the target trajectory and Gaussian noise model in discrete time form. Then resorting to match filter and Kalman filter we derive a detector and target tracker. After that we propose an OFDM radar in order to achieve further improvement in tracking performance. The motivation for employing multiple frequencies is that the different scattering centers of a target resonate differently at each frequency. Numerical examples illustrate our analytical results, demonstrating the achieved performance improvement due to the OFDM signaling method.

Keywords: matched filter, target trashing, OFDM radar, Kalman filter

Procedia PDF Downloads 398
1902 Characterization of Plunging Water Jets in Crossflows: Experimental and Numerical Studies

Authors: Mina Esmi Jahromi, Mehdi Khiadani

Abstract:

Plunging water jets discharging into turbulent crossflows are capable of providing efficient air water interfacial area, which is desirable for the process of mass transfer. Although several studies have been dedicated to the air entrainment by water jets impinging into stagnant water, very few studies have focused on the water jets in crossflows. This study investigates development of the two-phase flow as a result of the jet impingements into crossflows by means of image processing technique and CFD simulations. Investigations are also conducted on the oxygen transfer and a correlation is established between the aeration properties and the oxygenation capacity of water jets in crossflows. This study helps the optimal design and the effective operation of the industrial and the environmental equipment incorporating water jets in crossflows.

Keywords: air entrainment, CFD simulation, image processing, jet in crossflow, oxygen transfer, two-phase flow

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1901 A Numerical and Experimental Analysis of the Performance of a Combined Solar Unit for Air Conditioning and Water Desalination

Authors: Zied Guidara, Alexander Morgenstern, Aref Younes Maalej

Abstract:

In this paper, a desiccant solar unit for air conditioning and desalination is presented first. Secondly, a dynamic modelling study of the desiccant wheel is developed. After that, a simulation study and an experimental investigation of the behaviour of desiccant wheel are developed. The experimental investigation is done in the chamber of commerce in Freiburg-Germany. Indeed, the variations of calculated and measured temperatures and specific humidity of dehumidified and rejected air are presented where a good agreement is found when comparing the model predictions with experimental data under the considered range of operating conditions. Finally, the study of the compartments of desalination and water condensation shows that the unit can produce an acceptable quantity of water at the same time of the air conditioning operation.

Keywords: air conditioning, desalination, condensation, design, desiccant wheel

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1900 An Improved Lower Bound for Minimal-Area Convex Cover for Closed Unit Curves

Authors: S. Som-Am, B. Grechuk

Abstract:

Moser’s worm problem is the unsolved problem in geometry which asks for the minimal area of a convex region on the plane which can cover all curves of unit length, assuming that curves may be rotated and translated to fit inside the region. We study a version of this problem asking for a minimal convex cover for closed unit curves. By combining geometric methods with numerical box’s search algorithm, we show that any such cover should have an area at least 0.0975. This improves the best previous lower bound of 0.096694. In fact, we show that the minimal area of convex hull of circle, equilateral triangle, and rectangle of perimeter 1 is between 0.0975 and 0.09763.

Keywords: Moser’s worm problem, closed arcs, convex cover, minimal-area cover

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1899 Modelling of Geotechnical Data Using Geographic Information System and MATLAB for Eastern Ahmedabad City, Gujarat

Authors: Rahul Patel

Abstract:

Ahmedabad, a city located in western India, is experiencing rapid growth due to urbanization and industrialization. It is projected to become a metropolitan city in the near future, resulting in various construction activities. Soil testing is necessary before construction can commence, requiring construction companies and contractors to periodically conduct soil testing. The focus of this study is on the process of creating a spatial database that is digitally formatted and integrated with geotechnical data and a Geographic Information System (GIS). Building a comprehensive geotechnical (Geo)-database involves three steps: collecting borehole data from reputable sources, verifying the accuracy and redundancy of the data, and standardizing and organizing the geotechnical information for integration into the database. Once the database is complete, it is integrated with GIS, allowing users to visualize, analyze, and interpret geotechnical information spatially. Using a Topographic to Raster interpolation process in GIS, estimated values are assigned to all locations based on sampled geotechnical data values. The study area was contoured for SPT N-Values, Soil Classification, Φ-Values, and Bearing Capacity (T/m2). Various interpolation techniques were cross-validated to ensure information accuracy. This GIS map enables the calculation of SPT N-Values, Φ-Values, and bearing capacities for different footing widths and various depths. This study highlights the potential of GIS in providing an efficient solution to complex phenomena that would otherwise be tedious to achieve through other means. Not only does GIS offer greater accuracy, but it also generates valuable information that can be used as input for correlation analysis. Furthermore, this system serves as a decision support tool for geotechnical engineers.

Keywords: ArcGIS, borehole data, geographic information system, geo-database, interpolation, SPT N-value, soil classification, Φ-Value, bearing capacity

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1898 Prediction of Unsaturated Permeability Functions for Clayey Soil

Authors: F. Louati, H. Trabelsi, M. Jamei

Abstract:

Desiccation cracks following drainage-humidification cycles. With water loss, mainly due to evaporation, suction in the soil increases, producing volumetric shrinkage and tensile stress. When the tensile stress reaches tensile strength, the soil cracks. Desiccation cracks networks can directly control soil hydraulic properties. The aim of this study was for quantifying the hydraulic properties for examples the water retention curve, the saturated hydraulic conductivity, the unsaturated hydraulic conductivity function, the shrinkage dynamics in Tibar soil- clay soil in the Northern of Tunisia. Then a numerical simulation of unsaturated hydraulic properties for a crack network has been attempted. The finite elements code ‘CODE_BRIGHT’ can be used to follow the hydraulic distribution in cracked porous media.

Keywords: desiccation, cracks, permeability, unsaturated hydraulic flow, simulation

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1897 Periodically Forced Oscillator with Noisy Chaotic Dynamics

Authors: Adedayo Oke Adelakun

Abstract:

The chaotic dynamics of periodically forced oscillators with smooth potential has been extensively investigated via theoretical, numerical and experimental simulations. With the advent of the study of chaotic dynamics by means of method of multiple time scale analysis, Melnikov theory, bifurcation diagram, Poincare's map, bifurcation diagrams and Lyapunov exponents, it has become necessary to seek for a better understanding of nonlinear oscillator with noisy term. In this paper, we examine the influence of noise on complex dynamical behaviour of periodically forced F6 - Duffing oscillator for specific choice of noisy parameters. The inclusion of noisy term improves the dynamical behaviour of the oscillator which may have wider application in secure communication than smooth potential.

Keywords: hierarchical structure, periodically forced oscillator, noisy parameters, dynamical behaviour, F6 - duffing oscillator

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1896 Asymptotic Expansion of the Korteweg-de Vries-Burgers Equation

Authors: Jian-Jun Shu

Abstract:

It is common knowledge that many physical problems (such as non-linear shallow-water waves and wave motion in plasmas) can be described by the Korteweg-de Vries (KdV) equation, which possesses certain special solutions, known as solitary waves or solitons. As a marriage of the KdV equation and the classical Burgers (KdVB) equation, the Korteweg-de Vries-Burgers (KdVB) equation is a mathematical model of waves on shallow water surfaces in the presence of viscous dissipation. Asymptotic analysis is a method of describing limiting behavior and is a key tool for exploring the differential equations which arise in the mathematical modeling of real-world phenomena. By using variable transformations, the asymptotic expansion of the KdVB equation is presented in this paper. The asymptotic expansion may provide a good gauge on the validation of the corresponding numerical scheme.

Keywords: asymptotic expansion, differential equation, Korteweg-de Vries-Burgers (KdVB) equation, soliton

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1895 Numerical Analysis of End Plate Bolted Connection with Corrugated Beam

Authors: M. A. Sadeghian, J. Yang, Q. F. Liu

Abstract:

Steel extended end plate bolted connections are recommended to be widely utilized in special moment-resisting frame subjected to monotonic loading. Improper design of steel beam to column connection can lead to the collapse and fatality of structures. Therefore comprehensive research studies of beam to column connection design should be carried out. Also the performance and effect of corrugated on the strength of beam column end plate connection up to failure under monotonic loading in horizontal direction is presented in this paper. The non-linear elastic–plastic behavior has been considered through a finite element analysis using the multi-purpose software package LUSAS. The effect of vertically and horizontally types of corrugated web was also investigated.

Keywords: corrugated beam, monotonic loading, finite element analysis, end plate connection

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1894 Using Nonhomogeneous Poisson Process with Compound Distribution to Price Catastrophe Options

Authors: Rong-Tsorng Wang

Abstract:

In this paper, we derive a pricing formula for catastrophe equity put options (or CatEPut) with non-homogeneous loss and approximated compound distributions. We assume that the loss claims arrival process is a nonhomogeneous Poisson process (NHPP) representing the clustering occurrences of loss claims, the size of loss claims is a sequence of independent and identically distributed random variables, and the accumulated loss distribution forms a compound distribution and is approximated by a heavy-tailed distribution. A numerical example is given to calibrate parameters, and we discuss how the value of CatEPut is affected by the changes of parameters in the pricing model we provided.

Keywords: catastrophe equity put options, compound distributions, nonhomogeneous Poisson process, pricing model

Procedia PDF Downloads 167
1893 Modelling of Passengers Exchange between Trains and Platforms

Authors: Guillaume Craveur

Abstract:

The evaluation of the passenger exchange time is necessary for railway operators in order to optimize and dimension rail traffic. Several influential parameters are identified and studied. Each parameter leads to a modeling completed with the buildingEXODUS software. The objective is the modelling of passenger exchanges measured by passenger counting. Population size is dimensioned using passenger counting files which are a report of the train service and contain following useful informations: number of passengers who get on and leave the train, exchange time. These information are collected by sensors placed at the top of each train door. With passenger counting files it is possible to know how many people are engaged in the exchange and how long is the exchange, but it is not possible to know passenger flow of the door. All the information about observed exchanges are thus not available. For this reason and in order to minimize inaccuracies, only short exchanges (less than 30 seconds) with a maximum of people are performed.

Keywords: passengers exchange, numerical tools, rolling stock, platforms

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1892 Inventory Decisions for Perishable Products with Age and Stock Dependent Demand Rate

Authors: Maher Agi, Hardik Soni

Abstract:

This paper presents a deterministic model for optimized control of the inventory of a perishable product subject to both physical deterioration and degradation of its freshness condition. The demand for the product depends on its current inventory level and freshness condition. Our model allows for any positive amount of end of cycle inventory. Some useful conditions that characterize the optimal solution of the model are derived and an algorithm is presented for finding the optimal values of the price, the inventory cycle, the end of cycle inventory level and the order quantity. Numerical examples are then given. Our work shows how the product freshness in conjunction with the inventory deterioration affects the inventory management decisions.

Keywords: inventory management, lot sizing, perishable products, deteriorating inventory, age-dependent demand, stock-dependent demand

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1891 Study of the Behavior of Bolted Joints with and Without Reinforcement

Authors: Karim Akkouche

Abstract:

Many methods have been developed for characterizing the behavior of bolted joints. However, in the presence of a certain model of stiffeners, no orientation was given in relation to their modeling. To this end, multitude of coarse errors can arise in the reproduction of the propagation of efforts and in representation of the modes of deformations. Considering these particularities, a numerical investigation was carried out in our laboratory. In this paper we will present a comparative study between three types of assemblies. A non-linear 3D modeling was chosen, given that it takes into consideration geometric and material non-linearity, using the Finite Element calculation code ABAQUS. Initially, we evaluated the influence of the presence of each stiffener on the "global" behavior of the assemblies, this by analyzing their Moment-Rotation curves, also by referring to the classification system proposed by NF EN 1993- 1.8 which is based on the resisting moment Mj-Rd and the initial stiffness Sj.int. In a second step, we evaluated the "local" behavior of their components by referring to the stress-strain curves.

Keywords: assembly, post-beam, end plate, nonlinearity

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1890 MHD Flow in a Curved Duct with FCI under a Uniform Magnetic Field

Authors: Yue Yan, Chang Nyung Kim

Abstract:

The numerical investigation of the three-dimensional liquid-metal (LM) magnetohydrodynamic (MHD) flows in a curved duct with flow channel insert (FCI) is presented in this paper, based on the computational fluid dynamics (CFD) method. A uniform magnetic field is applied perpendicular to the duct. The interdependency of the flow variables is examined in terms of the flow velocity, current density, electric potential and pressure. The electromagnetic characteristics of the LM MHD flows are reviewed with an introduction of the electric-field component and electro-motive component of the current. The influence of the existence of the FCI on the fluid flow is investigated in detail. The case with FCI slit located near the side layer yields smaller pressure gradient with stable flow field.

Keywords: curved duct, flow channel insert, liquid-metal, magnetohydrodynamic

Procedia PDF Downloads 496