Search results for: Padé time stepping
17613 Numerical Evolution Methods of Rational Form for Diffusion Equations
Authors: Said Algarni
Abstract:
The purpose of this study was to investigate selected numerical methods that demonstrate good performance in solving PDEs. We adapted alternative method that involve rational polynomials. Padé time stepping (PTS) method, which is highly stable for the purposes of the present application and is associated with lower computational costs, was applied. Furthermore, PTS was modified for our study which focused on diffusion equations. Numerical runs were conducted to obtain the optimal local error control threshold.Keywords: Padé time stepping, finite difference, reaction diffusion equation, PDEs
Procedia PDF Downloads 26917612 Discrete Tracking Control of Nonholonomic Mobile Robots: Backstepping Design Approach
Authors: Alexander S. Andreev, Olga A. Peregudova
Abstract:
In this paper, we propose a discrete tracking control of nonholonomic mobile robots with two degrees of freedom. The electro-mechanical model of a mobile robot moving on a horizontal surface without slipping, with two rear wheels controlled by two independent DC electric, and one front roal wheel is considered. We present back-stepping design based on the Euler approximate discrete-time model of a continuous-time plant. Theoretical considerations are verified by numerical simulation. The work was supported by RFFI (15-01-08482).Keywords: actuator dynamics, back stepping, discrete-time controller, Lyapunov function, wheeled mobile robot
Procedia PDF Downloads 37717611 Electromyography Analysis during Walking and Seated Stepping in the Elderly
Authors: P. Y. Chiang, Y. H. Chen, Y. J. Lin, C. C. Chang, W. C. Hsu
Abstract:
The number of the elderly in the world population and the rate of falls in this increasing numbers of older people are increasing. Decreasing muscle strength and an increasing risk of falling are associated with the ageing process. Because the effects of seated stepping training on the walking performance in the elderly remain unclear, the main purpose of the proposed study is to perform electromyography analysis during walking and seated stepping in the elderly. Four surface EMG electrodes were sticked on the surface of lower limbs muscles, including vastus lateralis (VL), and gastrocnemius (GT) of both sides. Before test, maximal voluntary contraction (MVC) of the respective muscle was obtained using manual muscle testing. The analog raw data of EMG signals were digitized with a sampling frequency of 2000 Hz. The signals were fully rectified and the linear envelope were calculated. Stepping motion cycle was separated into two phases by stepping timing (ST) and pedal return timing (PRT). ST refer to the time when the pedal marker reached the highest height, representing the contra-lateral leg was going to release the pedal. PRT refer to the time when the pedal marker reached the lowest height, representing the contra-lateral leg was going to step the pedal. We assumed that ST acted the same role in initial contact during walking, and PRT for toe-off. The period from ST to next PRT was called pushing phase (PP), during which the leg would start to step with resistance, and we compare this phase with the stance phase in level walking. The period from PRT to next ST was called returning phase (RP), during which leg would not have any resistance in this phase, and we compare this phase with the swing phase in level walking. VL and Gastro muscular activation had similar patterns in both side. The ability may transfer to those needed during loading response, mid-stance and terminal swing phase. User needed to make more effort in stepping compared with walking with similar timing; thus the strengthening of the VL and Gastro may be helpful to improve the walking endurance and efficiency for the elderly.Keywords: elderly, electromyography, seated stepping, walking
Procedia PDF Downloads 18817610 Back Stepping Sliding Mode Control of Blood Glucose for Type I Diabetes
Authors: N. Tadrisi Parsa, A. R. Vali, R. Ghasemi
Abstract:
Diabetes is a growing health problem in worldwide. Especially, the patients with Type 1 diabetes need strict glycemic control because they have deficiency of insulin production. This paper attempts to control blood glucose based on body mathematical body model. The Bergman minimal mathematical model is used to develop the nonlinear controller. A novel back-stepping based sliding mode control (B-SMC) strategy is proposed as a solution that guarantees practical tracking of a desired glucose concentration. In order to show the performance of the proposed design, it is compared with conventional linear and fuzzy controllers which have been done in previous researches. The numerical simulation result shows the advantages of sliding mode back stepping controller design to linear and fuzzy controllers.Keywords: bergman model, nonlinear control, back stepping, sliding mode control
Procedia PDF Downloads 34717609 Caputo-Type Fuzzy Fractional Riccati Differential Equations with Fuzzy Initial Conditions
Authors: Trilok Mathur, Shivi Agarwal
Abstract:
This paper deals with the solutions of fuzzy-fractional-order Riccati equations under Caputo-type fuzzy fractional derivatives. The Caputo-type fuzzy fractional derivatives are defined based on Hukuhura difference and strongly generalized fuzzy differentiability. The Laplace-Adomian-Pade method is used for solving fractional Riccati-type initial value differential equations of fractional order. Moreover, we also displayed some examples to illustrate our methods.Keywords: Caputo-type fuzzy fractional derivative, Fractional Riccati differential equations, Laplace-Adomian-Pade method, Mittag Leffler function
Procedia PDF Downloads 36217608 The Analysis of a Reactive Hydromagnetic Internal Heat Generating Poiseuille Fluid Flow through a Channel
Authors: Anthony R. Hassan, Jacob A. Gbadeyan
Abstract:
In this paper, the analysis of a reactive hydromagnetic Poiseuille fluid flow under each of sensitized, Arrhenius and bimolecular chemical kinetics through a channel in the presence of heat source is carried out. An exothermic reaction is assumed while the concentration of the material is neglected. Adomian Decomposition Method (ADM) together with Pade Approximation is used to obtain the solutions of the governing nonlinear non – dimensional differential equations. Effects of various physical parameters on the velocity and temperature fields of the fluid flow are investigated. The entropy generation analysis and the conditions for thermal criticality are also presented.Keywords: chemical kinetics, entropy generation, thermal criticality, adomian decomposition method (ADM) and pade approximation
Procedia PDF Downloads 42217607 Set-point Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electro-Hydraulic Servo System
Authors: Maria Ahmadnezhad, Seyedgharani Ghoreishi
Abstract:
Electrohydraulic servo system have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this thesis, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the set-point performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired set-point performance and has robustness to the disturbances and system uncertainties of EHS systems.Keywords: electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign
Procedia PDF Downloads 97217606 Tracking Performance Evaluation of Robust Back-Stepping Control Design for a Nonlinear Electro-Hydraulic Servo System
Authors: Maria Ahmadnezhad, Mohammad Reza Soltanpour
Abstract:
Electrohydraulic servo systems have been used in industry in a wide number of applications. Its dynamics are highly nonlinear and also have large extent of model uncertainties and external disturbances. In this thesis, a robust back-stepping control (RBSC) scheme is proposed to overcome the problem of disturbances and system uncertainties effectively and to improve the tracking performance of EHS systems. In order to implement the proposed control scheme, the system uncertainties in EHS systems are considered as total leakage coefficient and effective oil volume. In addition, in order to obtain the virtual controls for stabilizing system, the update rule for the system uncertainty term is induced by the Lyapunov control function (LCF). To verify the performance and robustness of the proposed control system, computer simulation of the proposed control system using Matlab/Simulink Software is executed. From the computer simulation, it was found that the RBSC system produces the desired tracking performance and has robustness to the disturbances and system uncertainties of EHS systems.Keywords: electro hydraulic servo system, back-stepping control, robust back-stepping control, Lyapunov redesign
Procedia PDF Downloads 26217605 Designing Back-Stepping Sliding Mode Controller for a Class of 4Y Octorotor
Authors: I. Khabbazi, R. Ghasemi
Abstract:
This paper presents a combination of both robust nonlinear controller and nonlinear controller for a class of nonlinear 4Y Octorotor UAV using Back-stepping and sliding mode controller. The robustness against internal and external disturbance and decoupling control are the merits of the proposed paper. The proposed controller decouples the Octorotor dynamical system. The controller is then applied to a 4Y Octorotor UAV and its feature will be shown.Keywords: sliding mode, backstepping, decoupling, octorotor UAV
Procedia PDF Downloads 41117604 Trapped Versus Stepping Stones: Work Trajectories of Young Workers During the COVID-19 Pandemic
Authors: Goh Mingyuan Asher, Nurul Fadiah Johari, Neo Yu Wei, Kim Aryung, Ho Kong Chong, Irene Y. H. N. G.
Abstract:
The COVID-19 pandemic represents an externally induced force as they face a combination of reduced work, dismissal, and job change for young precarious workers. The paper drew insights from two interview waves of the in-work poverty study in Singapore which were conducted a year apart. By analysing respondents’ job histories before and at the start of the pandemic as well as their job experiences over the two waves of interviews, the study found the presence of what scholars describe as trap and stepping stone trajectories. Trap trajectories refer to how the nature of precarious employment leads respondents to be in dead-end jobs with no room for progression while stepping stone trajectories refer to how poor work provides opportunities for the accumulation of work experiences. We also look at how structure, agency and biographical factors affect job trajectories and discuss the impacts of COVID-19 on work experiences and the implications of the bifurcation of trajectory outcomes on poverty and inequality among the young working poor in Singapore.Keywords: working poor, precarity, young workers, COVID-19, work trajectories
Procedia PDF Downloads 7317603 Investigation of Grid Supply Harmonic Effects in Wound Rotor Induction Machines
Authors: Nur Sarma, Paul M. Tuohy, Siniša Djurović
Abstract:
This paper presents an in-depth investigation of the effects of several grid supply harmonic voltages on the stator currents of an example wound rotor induction machine. The observed effects of higher order grid supply harmonics are identified using a finite element time stepping transient model, as well as a time-stepping electromagnetic model. In addition, a number of analytical equations to calculate the spectral content of the stator currents are presented in the paper. The presented equations are validated through comparison with the obtained spectra predicted using the finite element and electromagnetic models. The presented study provides a better understanding of the origin of supply harmonic effects identified in the stator currents of the example wound rotor induction machine. Furthermore, the study helps to understand the effects of higher order supply harmonics on the harmonic emissions of the wound rotor induction machine.Keywords: wound rotor induction machine, supply harmonics, current spectrum, power spectrum, power quality, harmonic emmisions, finite element analysis
Procedia PDF Downloads 15017602 Simulation on Fuel Metering Unit Used for TurboShaft Engine Model
Authors: Bin Wang, Hengyu Ji, Zhifeng Ye
Abstract:
Fuel Metering Unit (FMU) in fuel system of an aeroengine sometimes has direct influence on the engine performance, which is neglected for the sake of easy access to mathematical model of the engine in most cases. In order to verify the influence of FMU on an engine model, this paper presents a co-simulation of a stepping motor driven FMU (digital FMU) in a turboshaft aeroengine, using AMESim and MATLAB to obtain the steady and dynamic characteristics of the FMU. For this method, mechanical and hydraulic section of the unit is modeled through AMESim, while the stepping motor is mathematically modeled through MATLAB/Simulink. Combining these two sub-models yields an AMESim/MATLAB co-model of the FMU. A simplified component level model for the turboshaft engine is established and connected with the FMU model. Simulation results on the full model show that the engine model considering FMU characteristics describes the engine more precisely especially in its transition state. An FMU dynamics will cut down the rotation speed of the high pressure shaft and the inlet pressure of the combustor during the step response. The work in this paper reveals the impact of FMU on engine operation characteristics and provides a reference to an engine model for ground tests.Keywords: fuel metering unit, stepping motor, AMESim/Matlab, full digital simulation
Procedia PDF Downloads 20817601 A Monolithic Arbitrary Lagrangian-Eulerian Finite Element Strategy for Partly Submerged Solid in Incompressible Fluid with Mortar Method for Modeling the Contact Surface
Authors: Suman Dutta, Manish Agrawal, C. S. Jog
Abstract:
Accurate computation of hydrodynamic forces on floating structures and their deformation finds application in the ocean and naval engineering and wave energy harvesting. This manuscript presents a monolithic, finite element strategy for fluid-structure interaction involving hyper-elastic solids partly submerged in an incompressible fluid. A velocity-based Arbitrary Lagrangian-Eulerian (ALE) formulation has been used for the fluid and a displacement-based Lagrangian approach has been used for the solid. The flexibility of the ALE technique permits us to treat the free surface of the fluid as a Lagrangian entity. At the interface, the continuity of displacement, velocity and traction are enforced using the mortar method. In the mortar method, the constraints are enforced in a weak sense using the Lagrange multiplier method. In the literature, the mortar method has been shown to be robust in solving various contact mechanics problems. The time-stepping strategy used in this work reduces to the generalized trapezoidal rule in the Eulerian setting. In the Lagrangian limit, in the absence of external load, the algorithm conserves the linear and angular momentum and the total energy of the system. The use of monolithic coupling with an energy-conserving time-stepping strategy gives an unconditionally stable algorithm and allows the user to take large time steps. All the governing equations and boundary conditions have been mapped to the reference configuration. The use of the exact tangent stiffness matrix ensures that the algorithm converges quadratically within each time step. The robustness and good performance of the proposed method are demonstrated by solving benchmark problems from the literature.Keywords: ALE, floating body, fluid-structure interaction, monolithic, mortar method
Procedia PDF Downloads 24617600 Application of a SubIval Numerical Solver for Fractional Circuits
Authors: Marcin Sowa
Abstract:
The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.Keywords: numerical method, SubIval, fractional calculus, numerical solver, circuit analysis
Procedia PDF Downloads 17217599 Reliability and Validity of a Portable Inertial Sensor and Pressure Mat System for Measuring Dynamic Balance Parameters during Stepping
Authors: Emily Rowe
Abstract:
Introduction: Balance assessments can be used to help evaluate a person’s risk of falls, determine causes of balance deficits and inform intervention decisions. It is widely accepted that instrumented quantitative analysis can be more reliable and specific than semi-qualitative ordinal scales or itemised scoring methods. However, the uptake of quantitative methods is hindered by expense, lack of portability, and set-up requirements. During stepping, foot placement is actively coordinated with the body centre of mass (COM) kinematics during pre-initiation. Based on this, the potential to use COM velocity just prior to foot off and foot placement error as an outcome measure of dynamic balance is currently being explored using complex 3D motion capture. Inertial sensors and pressure mats might be more practical technologies for measuring these parameters in clinical settings. Objective: The aim of this study was to test the criterion validity and test-retest reliability of a synchronised inertial sensor and pressure mat-based approach to measure foot placement error and COM velocity while stepping. Methods: Trials were held with 15 healthy participants who each attended for two sessions. The trial task was to step onto one of 4 targets (2 for each foot) multiple times in a random, unpredictable order. The stepping target was cued using an auditory prompt and electroluminescent panel illumination. Data was collected using 3D motion capture and a combined inertial sensor-pressure mat system simultaneously in both sessions. To assess the reliability of each system, ICC estimates and their 95% confident intervals were calculated based on a mean-rating (k = 2), absolute-agreement, 2-way mixed-effects model. To test the criterion validity of the combined inertial sensor-pressure mat system against the motion capture system multi-factorial two-way repeated measures ANOVAs were carried out. Results: It was found that foot placement error was not reliably measured between sessions by either system (ICC 95% CIs; motion capture: 0 to >0.87 and pressure mat: <0.53 to >0.90). This could be due to genuine within-subject variability given the nature of the stepping task and brings into question the suitability of average foot placement error as an outcome measure. Additionally, results suggest the pressure mat is not a valid measure of this parameter since it was statistically significantly different from and much less precise than the motion capture system (p=0.003). The inertial sensor was found to be a moderately reliable (ICC 95% CIs >0.46 to >0.95) but not valid measure for anteroposterior and mediolateral COM velocities (AP velocity: p=0.000, ML velocity target 1 to 4: p=0.734, 0.001, 0.000 & 0.376). However, it is thought that with further development, the COM velocity measure validity could be improved. Possible options which could be investigated include whether there is an effect of inertial sensor placement with respect to pelvic marker placement or implementing more complex methods of data processing to manage inherent accelerometer and gyroscope limitations. Conclusion: The pressure mat is not a suitable alternative for measuring foot placement errors. The inertial sensors have the potential for measuring COM velocity; however, further development work is needed.Keywords: dynamic balance, inertial sensors, portable, pressure mat, reliability, stepping, validity, wearables
Procedia PDF Downloads 11117598 A Combined Error Control with Forward Euler Method for Dynamical Systems
Authors: R. Vigneswaran, S. Thilakanathan
Abstract:
Variable time-stepping algorithms for solving dynamical systems performed poorly for long time computations which pass close to a fixed point. To overcome this difficulty, several authors considered phase space error controls for numerical simulation of dynamical systems. In one generalized phase space error control, a step-size selection scheme was proposed, which allows this error control to be incorporated into the standard adaptive algorithm as an extra constraint at negligible extra computational cost. For this generalized error control, it was already analyzed the forward Euler method applied to the linear system whose coefficient matrix has real and negative eigenvalues. In this paper, this result was extended to the linear system whose coefficient matrix has complex eigenvalues with negative real parts. Some theoretical results were obtained and numerical experiments were carried out to support the theoretical results.Keywords: adaptivity, fixed point, long time simulations, stability, linear system
Procedia PDF Downloads 28317597 Efficacy of the Culturally Adapted Stepping Stones Positive Parenting Program on Parents of Children with Autism and down Syndrome
Authors: Afsheen Masood, Sumaira Rashid, Shama Mazahir
Abstract:
The main aim of this research is to evaluate the efficacy of a culturally adapted management program The Stepping Stones Positive Parenting Program (Tripple P; SSTP) for caregivers of children with autism spectrum disorders and Down syndrome. Positive psychology has catered new dimensions to the traditional perspectives of parenting. The current study was designed to determine the adoptions of positive parenting elements such as parenting styles, parental satisfaction, parental competency, and management of parental stress in alignment with behavioral problems of children with special needs after their parents get trained on Positive Parenting Techniques. This research study was devised in liaison with rehabilitation institute that is extending services for children with Autism Spectrum Disorder and Down syndrome. A Quasi experimental research design was employed with pre-test, post-test control group study in order to evaluate the changes in parenting patterns of parents with children (with Autism and Down syndrome). Caregivers of children diagnosed with Autism and Down syndrome between the age ranges of 25 to 45 years, n=20 from autism group and 20 from Down syndrome group (while their children with special needs in the age ranges of 8 to 14 years) participated in the current research. Parenting scale encompassing areas of parental efficacy, parental satisfaction was used in addition to Parenting Stress Index (SF), indigenously developed Child Behavior Problems Checklist and demographic sheet. Findings revealed statistically significant improvement for caregivers in intervention group from pretest to posttest situation. There was considerable decrease in reported mean behavioral issues of children with Down syndrome when parents in experimental group started practicing Positive Parenting Techniques with their special needs children. This change was somehow not recorded in parents of children with autism. Thus these findings establish the efficacy of culturally adapted parenting program that is evidence based and is established in western empirical research. This carries significant implication for practitioners in special needs domain and for school psychologists in Pakistan.Keywords: Autism and Parenting, Downsyndrome and Parenting , Positive Parenting, Stepping Stone Positive Parenting Program, Mangement of Behavioral Problems with positive parenting
Procedia PDF Downloads 21917596 Transient Heat Transfer of a Spiral Fin
Authors: Sen-Yung Lee, Li-Kuo Chou, Chao-Kuang Chen
Abstract:
In this study, the problem of temperature transient response of a spiral fin, with its end insulated, is analyzed with base end subjected to a variation of fluid temperature. The hybrid method of Laplace transforms/Adomian decomposed method-Padé, is applied to the temperature transient response of the fin, the result of the temperature distribution and the heat flux at the base of the spiral fin are obtained, show a good agreement in the physical phenomenon.Keywords: Laplace transforms, Adomian decomposed method- Padé, transient response, heat transfer
Procedia PDF Downloads 39217595 Speckle-Based Phase Contrast Micro-Computed Tomography with Neural Network Reconstruction
Authors: Y. Zheng, M. Busi, A. F. Pedersen, M. A. Beltran, C. Gundlach
Abstract:
X-ray phase contrast imaging has shown to yield a better contrast compared to conventional attenuation X-ray imaging, especially for soft tissues in the medical imaging energy range. This can potentially lead to better diagnosis for patients. However, phase contrast imaging has mainly been performed using highly brilliant Synchrotron radiation, as it requires high coherence X-rays. Many research teams have demonstrated that it is also feasible using a laboratory source, bringing it one step closer to clinical use. Nevertheless, the requirement of fine gratings and high precision stepping motors when using a laboratory source prevents it from being widely used. Recently, a random phase object has been proposed as an analyzer. This method requires a much less robust experimental setup. However, previous studies were done using a particular X-ray source (liquid-metal jet micro-focus source) or high precision motors for stepping. We have been working on a much simpler setup with just small modification of a commercial bench-top micro-CT (computed tomography) scanner, by introducing a piece of sandpaper as the phase analyzer in front of the X-ray source. However, it needs a suitable algorithm for speckle tracking and 3D reconstructions. The precision and sensitivity of speckle tracking algorithm determine the resolution of the system, while the 3D reconstruction algorithm will affect the minimum number of projections required, thus limiting the temporal resolution. As phase contrast imaging methods usually require much longer exposure time than traditional absorption based X-ray imaging technologies, a dynamic phase contrast micro-CT with a high temporal resolution is particularly challenging. Different reconstruction methods, including neural network based techniques, will be evaluated in this project to increase the temporal resolution of the phase contrast micro-CT. A Monte Carlo ray tracing simulation (McXtrace) was used to generate a large dataset to train the neural network, in order to address the issue that neural networks require large amount of training data to get high-quality reconstructions.Keywords: micro-ct, neural networks, reconstruction, speckle-based x-ray phase contrast
Procedia PDF Downloads 21817594 Transport and Mixing Phenomena Developed by Vortex Formation in Flow around Airfoil Using Lagrangian Coherent Structures
Authors: Riaz Ahmad, Jiazhong Zhang, Asma Farooqi
Abstract:
In this study, mass transport between separation bubbles and the flow around a two-dimensional airfoil are numerically investigated using Lagrangian Coherent Structures (LCSs). Finite Time Lyapunov Exponent (FTLE) technique is used for the computation to identify invariant manifolds and LCSs. Moreover, the Characteristic Base Split (CBS) scheme combined with dual time stepping technique is applied to simulate such transient flow at low Reynolds number. We then investigate the evolution of vortex structures during the transport process with the aid of LCSs. To explore the vortex formation at the surface of the airfoil, the dynamics of separatrix is also taken into account which is formed by the combination of stable-unstable manifolds. The Lagrangian analysis gives a detailed understanding of vortex dynamics and separation bubbles which plays a significant role to explore the performance of the unsteady flow generated by the airfoil. Transport process and flow separation phenomena are studied extensively to analyze the flow pattern by Lagrangian point of view.Keywords: transport phenomena, CBS Method, vortex formation, Lagrangian Coherent Structures
Procedia PDF Downloads 10517593 Starting Characteristic Analysis of LSPM for Pumping System Considering Demagnetization
Authors: Subrato Saha, Yun-Hyun Cho
Abstract:
This paper presents the design process of a high performance 3-phase 3.7 kW 2-pole line start permanent magnet synchronous motor for pumping system. A method was proposed to study the starting torque characteristics considering line start with high inertia load. A d-q model including cage was built to study the synchronization capability. Time-stepping finite element method analysis was utilized to accurately predict the dynamic and transient performance, efficiency, starting current, speed curve and, etc. Considering the load torque of pumps during starting stage, the rotor bar was designed with minimum demagnetization of permanent magnet caused by huge starting current.Keywords: LSPM, starting analysis, demagnetization, FEA, pumping system
Procedia PDF Downloads 43817592 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
Abstract:
The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model
Procedia PDF Downloads 11217591 Effect of Mesh Size on the Supersonic Viscous Flow Parameters around an Axisymmetric Blunt Body
Authors: Haoui Rabah
Abstract:
The aim of this work is to analyze a viscous flow around the axisymmetric blunt body taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier-Stokes equations is realized by using the finite volume method to determine the flow parameters and detached shock position. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, CFL coefficient and mesh size level are selected to ensure numerical convergence. The effect of the mesh size is significant on the shear stress and velocity profile. The best solution is obtained with using a very fine grid. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.Keywords: supersonic flow, viscous flow, finite volume, blunt body
Procedia PDF Downloads 57517590 Assessing Project Performance through Work Sampling and Earned Value Analysis
Authors: Shobha Ramalingam
Abstract:
The majority of the infrastructure projects are affected by time overrun, resulting in project delays and subsequently cost overruns. Time overrun may vary from a few months to as high as five or more years, placing the project viability at risk. One of the probable reasons noted in the literature for this outcome in projects is due to poor productivity. Researchers contend that productivity in construction has only marginally increased over the years. While studies in the literature have extensively focused on time and cost parameters in projects, there are limited studies that integrate time and cost with productivity to assess project performance. To this end, a study was conducted to understand the project delay factors concerning cost, time and productivity. A case-study approach was adopted to collect rich data from a nuclear power plant project site for two months through observation, interviews and document review. The data were analyzed using three different approaches for a comprehensive understanding. Foremost, a root-cause analysis was performed on the data using Ishikawa’s fish-bone diagram technique to identify the various factors impacting the delay concerning time. Based on it, a questionnaire was designed and circulated to concerned executives, including project engineers and contractors to determine the frequency of occurrence of the delay, which was then compiled and presented to the management for a possible solution to mitigate. Second, a productivity analysis was performed on select activities, including rebar bending and concreting through a time-motion study to analyze product performance. Third, data on cost of construction for three years allowed analyzing the cost performance using earned value management technique. All three techniques allowed to systematically and comprehensively identify the key factors that deter project performance and productivity loss in the construction of the nuclear power plant project. The findings showed that improper planning and coordination between multiple trades, concurrent operations, improper workforce and material management, fatigue due to overtime were some of the key factors that led to delays and poor productivity. The findings are expected to act as a stepping stone for further research and have implications for practitioners.Keywords: earned value analysis, time performance, project costs, project delays, construction productivity
Procedia PDF Downloads 6517589 Numerical Investigation of Incompressible Turbulent Flows by Method of Characteristics
Authors: Ali Atashbar Orang, Carlo Massimo Casciola
Abstract:
A novel numerical approach for the steady incompressible turbulent flows is presented in this paper. The artificial compressibility method (ACM) is applied to the Reynolds Averaged Navier-Stokes (RANS) equations. A new Characteristic-Based Turbulent (CBT) scheme is developed for the convective fluxes. The well-known Spalart–Allmaras turbulence model is employed to check the effectiveness of this new scheme. Comparing the proposed scheme with previous studies, it is found that the present CBT scheme demonstrates accurate results, high stability and faster convergence. In addition, the local time stepping and implicit residual smoothing are applied as the convergence acceleration techniques. The turbulent flows past a backward facing step, circular cylinder, and NACA0012 hydrofoil are studied as benchmarks. Results compare favorably with those of other available schemes.Keywords: incompressible turbulent flow, method of characteristics, finite volume, Spalart–Allmaras turbulence model
Procedia PDF Downloads 39017588 Dynamic Analysis of Transmission Line Towers
Authors: L. Srikanth, D. Neelima Satyam
Abstract:
The transmission line towers are one of the important life line structures in the distribution of power from the source to the various places for several purposes. The predominant external loads which act on these towers are wind and earthquake loads. In this present study tower is analyzed using Indian Standards IS: 875:1987 (Wind Load), IS: 802:1995 (Structural Steel), IS:1893:2002 (Earthquake) and dynamic analysis of tower has been performed considering ground motion of 2001 Bhuj Earthquake (India). The dynamic analysis was performed considering a tower system consisting two towers spaced 800m apart and 35m height each. This analysis has been performed using numerical time stepping finite difference method which is central difference method were employed by a developed MATLAB program to get the normalized ground motion parameters includes acceleration, frequency, velocity which are important in designing the tower. The tower is analyzed using response spectrum analysis.Keywords: response spectra, dynamic analysis, central difference method, transmission tower
Procedia PDF Downloads 36717587 Inviscid Steady Flow Simulation Around a Wing Configuration Using MB_CNS
Authors: Muhammad Umar Kiani, Muhammad Shahbaz, Hassan Akbar
Abstract:
Simulation of a high speed inviscid steady ideal air flow around a 2D/axial-symmetry body was carried out by the use of mb_cns code. mb_cns is a program for the time-integration of the Navier-Stokes equations for two-dimensional compressible flows on a multiple-block structured mesh. The flow geometry may be either planar or axisymmetric and multiply-connected domains can be modeled by patching together several blocks. The main simulation code is accompanied by a set of pre and post-processing programs. The pre-processing programs scriptit and mb_prep start with a short script describing the geometry, initial flow state and boundary conditions and produce a discretized version of the initial flow state. The main flow simulation program (or solver as it is sometimes called) is mb_cns. It takes the files prepared by scriptit and mb_prep, integrates the discrete form of the gas flow equations in time and writes the evolved flow data to a set of output files. This output data may consist of the flow state (over the whole domain) at a number of instants in time. After integration in time, the post-processing programs mb_post and mb_cont can be used to reformat the flow state data and produce GIF or postscript plots of flow quantities such as pressure, temperature and Mach number. The current problem is an example of supersonic inviscid flow. The flow domain for the current problem (strake configuration wing) is discretized by a structured grid and a finite-volume approach is used to discretize the conservation equations. The flow field is recorded as cell-average values at cell centers and explicit time stepping is used to update conserved quantities. MUSCL-type interpolation and one of three flux calculation methods (Riemann solver, AUSMDV flux splitting and the Equilibrium Flux Method, EFM) are used to calculate inviscid fluxes across cell faces.Keywords: steady flow simulation, processing programs, simulation code, inviscid flux
Procedia PDF Downloads 39917586 Analytical Design of IMC-PID Controller for Ideal Decoupling Embedded in Multivariable Smith Predictor Control System
Authors: Le Hieu Giang, Truong Nguyen Luan Vu, Le Linh
Abstract:
In this paper, the analytical tuning rules of IMC-PID controller are presented for the multivariable Smith predictor that involved the ideal decoupling. Accordingly, the decoupler is first introduced into the multivariable Smith predictor control system by a well-known approach of ideal decoupling, which is compactly extended for general nxn multivariable processes and the multivariable Smith predictor controller is then obtained in terms of the multiple single-loop Smith predictor controllers. The tuning rules of PID controller in series with filter are found by using Maclaurin approximation. Many multivariable industrial processes are employed to demonstrate the simplicity and effectiveness of the presented method. The simulation results show the superior performances of presented method in compared with the other methods.Keywords: ideal decoupler, IMC-PID controller, multivariable smith predictor, Padé approximation
Procedia PDF Downloads 38117585 An Inviscid Compressible Flow Solver Based on Unstructured OpenFOAM Mesh Format
Authors: Utkan Caliskan
Abstract:
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 28417584 THz Phase Extraction Algorithms for a THz Modulating Interferometric Doppler Radar
Authors: Shaolin Allen Liao, Hual-Te Chien
Abstract:
Various THz phase extraction algorithms have been developed for a novel THz Modulating Interferometric Doppler Radar (THz-MIDR) developed recently by the author. The THz-MIDR differs from the well-known FTIR technique in that it introduces a continuously modulating reference branch, compared to the time-consuming discrete FTIR stepping reference branch. Such change allows real-time tracking of a moving object and capturing of its Doppler signature. The working principle of the THz-MIDR is similar to the FTIR technique: the incoming THz emission from the scene is split by a beam splitter/combiner; one of the beams is continuously modulated by a vibrating mirror or phase modulator and the other split beam is reflected by a reflection mirror; finally both the modulated reference beam and reflected beam are combined by the same beam splitter/combiner and detected by a THz intensity detector (for example, a pyroelectric detector). In order to extract THz phase from the single intensity measurement signal, we have derived rigorous mathematical formulas for 3 Frequency Banded (FB) signals: 1) DC Low-Frequency Banded (LFB) signal; 2) Fundamental Frequency Banded (FFB) signal; and 3) Harmonic Frequency Banded (HFB) signal. The THz phase extraction algorithms are then developed based combinations of 2 or all of these 3 FB signals with efficient algorithms such as Levenberg-Marquardt nonlinear fitting algorithm. Numerical simulation has also been performed in Matlab with simulated THz-MIDR interferometric signal of various Signal to Noise Ratio (SNR) to verify the algorithms.Keywords: algorithm, modulation, THz phase, THz interferometry doppler radar
Procedia PDF Downloads 294