Search results for: multi-phase nonlinear wiener process

Authors: Zakaria Hamdi, Mariyamni Awang

Abstract:

For the past decades, CO₂ flooding has been used as a successful method for enhanced oil recovery (EOR). However, high mobility ratio and fingering effect are considered as important drawbacka of this process. Low temperature injection of CO₂ into high temperature reservoirs may improve the oil recovery, but simulating multiphase flow in the non-isothermal medium is difficult, and commercial simulators are very unstable in these conditions. Furthermore, to best of authors’ knowledge, no experimental work was done to verify the results of the simulations and to understand the pore-scale process. In this paper, we present results of investigations on injection of low temperature CO₂ into a high-pressure high-temperature micromodel with injection temperature range from 34 to 75 °F. Effect of temperature and saturation changes of different fluids are measured in each case. The results prove the proposed method. The injection of CO₂ at low temperatures increased the oil recovery in high temperature reservoirs significantly. Also, CO₂ rich phases available in the high temperature system can affect the oil recovery through the better sweep of the oil which is initially caused by penetration of LCO₂ inside the system. Furthermore, no unfavorable effect was detected using this method. Low temperature CO₂ is proposed to be used as early as secondary recovery.

Keywords: enhanced oil recovery, CO₂ flooding, micromodel studies, miscible flooding

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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

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Authors: Sandeep Kumar, Naveen Gupta

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Terahertz (THz) generation has been investigated by beating two cosh-Gaussian laser beams of the same amplitude but different wavenumbers and frequencies through rippled collisionless plasma. The ponderomotive force is operative which is induced due to the intensity gradient of the laser beam over the cross-section area of the wavefront. The electrons evacuate towards a low-intensity regime, which modifies the dielectric function of the medium and results in cross focusing of cosh-Gaussian laser beams. The evolution of spot size of laser beams has been studied by solving nonlinear Schrodinger wave equation (NLSE) with variational technique. The laser beams impart oscillations to electrons which are enhanced with ripple density. The nonlinear oscillatory motion of electrons gives rise to a nonlinear current density driving THz radiation. It has been observed that the periodicity of the ripple density helps to enhance the THz radiation.

Keywords: rippled collisionless plasma, cosh-gaussian laser beam, ponderomotive force, variational technique, nonlinear current density

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Authors: Farhad Ghasemi

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Along with transforming the international system into a complex and chaotic system, the fundamental question arises: how can deterrence be reconstructed conceptually and theoretically in this system model? The deterrence system is much more complex today than it was seven decades ago. This article suggests that the perception of deterrence as a linear system is a fundamental mistake because it does not consider the new dynamics of the international system, including network power dynamics. The author aims to improve this point by focusing on complexity and chaos theories, especially their nonlinearity and cascading failure principles. This article proposes that the perception of deterrence as a linear system is a fundamental mistake, as the new dynamics of the surrounding international system do not take into account. The author recognizes deterrence as a nonlinear system and introduces it as a concept in strategic studies.

Keywords: complexity, international system, deterrence, linear deterrence, nonlinear deterrence

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Authors: Young Hee Geum

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We compare optimal quartic order method for the multiple zeros of nonlinear equations illustrating the basins of attraction. To construct basins of attraction effectively, we take a 600×600 uniform grid points at the origin of the complex plane and paint the initial values on the basins of attraction with different colors according to the iteration number required for convergence.

Keywords: basins of attraction, convergence, multiple-root, nonlinear equation

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Authors: Ashkan Golgoon, Souhayl Sadik, Arash Yavari

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Eigenstrains in nonlinear solids are created due to anelastic effects such as non-uniform temperature distributions, growth, remodeling, and defects. Eigenstrains understanding is indispensable, as they can generate residual stresses and strongly affect the overall response of solids. Here, we study the residual stress and deformation fields of an incompressible isotropic infinite wedge with a circumferentially-symmetric distribution of finite eigenstrains. We construct a material manifold, whose Riemannian metric explicitly depends on the eigenstrain distribution, thereby we turn the problem into a classical nonlinear elasticity problem, where we find an embedding of the Riemannian material manifold into the ambient Euclidean space. In particular, we find exact solutions for the residual stress and deformation fields of a neo-Hookean wedge having a symmetric inclusion with finite radial and circumferential eigenstrains. Moreover, we numerically solve a similar problem when a symmetric Mooney-Rivlin inhomogeneity with finite eigenstrains is placed in a neo-Hookean wedge. Generalization of the eigenstrain problem to other geometries are also discussed.

Keywords: finite eigenstrains, geometric mechanics, inclusion, inhomogeneity, nonlinear elasticity

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Authors: Gigih Priyandoko, Mohd Fairusham Ghazali, Tan Siew Fun

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This paper discusses about the defect detection of plastic pipe by using nonlinear acoustic wave modulation method. It is a sensitive method for damage detection and it is based on the propagation of high frequency acoustic waves in plastic pipe with low frequency excitation. The plastic pipe is excited simultaneously with a slow amplitude modulated vibration pumping wave and a constant amplitude probing wave. The frequency of both the excitation signals coincides with the resonances of the plastic pipe. A PVP pipe is used as the specimen as it is commonly used for the conveyance of liquid in many fields. The results obtained are being observed and the difference between uncracked specimen and cracked specimen can be distinguished clearly.

Keywords: plastic pipe, defect detection, nonlinear acoustic modulation, excitation

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Authors: A. Abdikian

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Propagation of nonlinear acoustic wave in dense electron-positron (e-p) plasmas in the presence of an external magnetic field and stationary ions (to neutralize the plasma background) is studied. By means of the quantum hydrodynamics model and applying the reductive perturbation method, the Zakharov-Kuznetsov equation is derived. Using the bifurcation theory of planar dynamical systems, the compressive structure of electrostatic solitary wave and periodic travelling waves is found. The numerical results show how the ion density ratio, the ion cyclotron frequency, and the direction cosines of the wave vector affect the nonlinear electrostatic travelling waves. The obtained results may be useful to better understand the obliquely nonlinear electrostatic travelling wave of small amplitude localized structures in dense magnetized quantum e-p plasmas and may be applicable to study the particle and energy transport mechanism in compact stars such as the interior of massive white dwarfs etc.

Keywords: bifurcation theory, phase portrait, magnetized electron-positron plasma, the Zakharov-Kuznetsov equation

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Authors: Mohammad Reza Ameri, Ali Massumi, Mohammad Haghbin

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Non-linear static analysis, commonly referred to as pushover analysis, is a powerful tool for assessing the seismic response of structures. A suitable lateral load pattern for pushover analysis can bring the results of this simple, quick and low-cost analysis close to the realistic results of nonlinear dynamic analyses. In this research, four samples of 10- and 15 story (two- and four-bay) reinforced concrete frames were studied. The lateral load distribution patterns recommended in FEMA 273/356 guidelines were applied to the sample models in order to perform pushover analyses. The results were then compared to the results obtained from several nonlinear incremental dynamic analyses for a range of earthquakes. Finally, a lateral load distribution pattern was proposed for pushover analysis of medium-rise reinforced concrete buildings based on the results of nonlinear static and dynamic analyses.

Keywords: lateral load pattern, nonlinear static analysis, incremental dynamic analysis, medium-rise reinforced concrete frames, performance based design

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Authors: Ganesh Meshram, Gloria Biswal

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In this study, we present the numerical investigation of surface wettability on triangular micropillar surfaces by using a two-dimensional (2D) pseudo-potential multiphase lattice Boltzmann method with a D2Q9 model for various interaction parameters of the range varies from -1.40 to -2.50. Initially, simulation of the equilibrium state of a water droplet on a flat surface is considered for various interaction parameters to examine the accuracy of the present numerical model. We then imposed the microscale pillars on the bottom wall of the surface with different heights of the pillars to form the hydrophobic and superhydrophobic surfaces which enable the higher contact angle. The wettability of surfaces is simulated with water droplets of radius 100 lattice units in the domain of 800x800 lattice units. The present study shows that increasing the interaction parameter of the pillared hydrophobic surfaces dramatically reduces the contact area between water droplets and solid walls due to the momentum redirection phenomenon. Contact angles for different values of interaction strength have been validated qualitatively with the analytical results.

Keywords: contact angle, lattice boltzmann method, d2q9 model, pseudo-potential multiphase method, hydrophobic surfaces, wenzel state, cassie-baxter state, wettability

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Authors: Ga Ye Kim, Hee Sun Kim, Yeong Soo Shin

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Many studies have been done on the repair and strengthening method of concrete structure, so far. The traditional retrofit method was to attach fiber sheet such as CFRP (Carbon Fiber Reinforced Polymer), GFRP (Glass Fiber Reinforced Polymer) and AFRP (Aramid Fiber Reinforced Polymer) on the concrete structure. However, this method had many downsides in that there are a risk of debonding and an increase in displacement by a shortage of structure section. Therefore, it is effective way to enlarge the structural member with polymer mortar or Ultra-High Performance Fiber Reinforced Concrete (UHPFRC) as a means of strengthening concrete structure. This paper intends to investigate structural performance of reinforced concrete (RC) beams enlarged with polymer mortar and compare the experimental results with analytical results. Nonlinear finite element analyses were conducted to compare the experimental results and predict structural behavior of retrofitted RC beams accurately without cost consuming experimental process. In addition, this study aims at comparing differences of retrofit material between commonly used material (polymer mortar) and recently used material (UHPFRC) by conducting nonlinear finite element analyses. In the first part of this paper, the RC beams having different cover type were fabricated for the experiment and the size of RC beams was 250 millimeters in depth, 150 millimeters in width and 2800 millimeters in length. To verify the experiment, nonlinear finite element models were generated using commercial software ABAQUS 6.10-3. From this study, both experimental and analytical results demonstrated good strengthening effect on RC beam and showed similar tendency. For the future, the proposed analytical method can be used to predict the effect of strengthened RC beam. In the second part of the study, the main parameters were type of retrofit materials. The same nonlinear finite element models were generated to compare the polymer mortar with UHPFRCC. Two types of retrofit material were evaluated and retrofit effect was verified by analytical results.

Keywords: retrofit material, polymer mortar, UHPFRC, nonlinear finite element analysis

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Authors: Xinhuang Wu, Yousef Sardahi

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A hybrid and optimal multi-loop control structure combining linear and nonlinear control algorithms are introduced in this paper to regulate the position of a quadcopter unmanned aerial vehicle (UAV) driven by four brushless DC motors. To this end, a nonlinear mathematical model of the UAV is derived and then linearized around one of its operating points. Using the nonlinear version of the model, a sliding mode control is used to derive the control laws of the motor thrust forces required to drive the UAV to a certain position. The linear model is used to design two controllers, XG-controller and YG-controller, responsible for calculating the required roll and pitch to maneuver the vehicle to the desired X and Y position. Three attitude controllers are designed to calculate the desired angular rates of rotors, assuming that the Euler angles are minimal. After that, a many-objective optimization problem involving 20 design parameters and ten objective functions is formulated and solved by HypE (Hypervolume estimation algorithm), one of the widely used many-objective optimization algorithms approaches. Both stability and performance constraints are imposed on the optimization problem. The optimization results in terms of Pareto sets and fronts are obtained and show that some of the design objectives are competing. That is, when one objective goes down, the other goes up. Also, Numerical simulations conducted on the nonlinear UAV model show that the proposed optimization method is quite effective.

Keywords: optimal control, many-objective optimization, sliding mode control, linear control, cascade controllers, UAV, drones

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Authors: M. Derraz, M.Farhaoui

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In the water treatment processes, the determination of the optimal dose of the coagulant is an issue of particular concern. Coagulant dosing is correlated to raw water quality which depends on some parameters (turbidity, ph, temperature, conductivity…). The objective of this study is to provide water treatment operators with a tool that enables to predict and replace, sometimes, the manual method (jar testing) used in this plant to predict the optimum coagulant dose. The model is constructed using actual process data for a water treatment plant located in the middle of Morocco (Meknes).

Keywords: coagulation process, aluminum sulfate, model, coagulant dose

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Authors: Suchi Barua, Narottam Das, Sven Nordholm, Mohammad Razaghi

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This paper presents nonlinear pulse propagation characteristics for different input optical pulse shapes with various input pulse energy levels in semiconductor optical amplifiers. For simulation of nonlinear pulse propagation, finite-difference beam propagation method is used to solve the nonlinear Schrödinger equation. In this equation, gain spectrum dynamics, gain saturation are taken into account which depends on carrier depletion, carrier heating, spectral-hole burning, group velocity dispersion, self-phase modulation and two photon absorption. From this analysis, we obtained the output waveforms and spectra for different input pulse shapes as well as for different input energies. It shows clearly that the peak position of the output waveforms are shifted toward the leading edge which due to the gain saturation of the SOA for higher input pulse energies. We also analyzed and compared the normalized difference of full-width at half maximum for different input pulse shapes in the SOA.

Keywords: finite-difference beam propagation method, pulse shape, pulse propagation, semiconductor optical amplifier

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Authors: Rajni Kant Panik, Deependra Singh, Manju Singh

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Despite significant advances in the treatment of severe burn injury, infection and sepsis persist as frequent causes of morbidity and mortality for burn victims due to extensive compromise of the skin and contiguous tissue that serve as a protective barrier against microbial invasion. In the setting of a burn wound infection, Staphylococcus aureus is the most commonly isolated pathogens from bloodstream infections in burn care hospitals. We aimed to develop a biocompatible system of Poly vinyl alcohol (PVA)-sodium alginate hydrogel carrying multiple drugs- catalase and mupirocin in controlled manner for effective and complete burn wound healing. PLGA nanoparticles of Catalase and mupirocin were prepared by homogenization method and optimized system was incorporated in PVA-sodium alginate slurry. PVA-sodium alginate hydrogels were prepared by freeze thaw method. The prepared dispersion was casted into films to prepare multiphase hydrogel system and characterized by in vitro and in vivo studies. The study clearly showed the beneficial effect of antioxidant enzyme and antibiotic in the treatment of infected burn wound, as evidenced by the reduced incidence of wound infection and the shortening of healing time.

Keywords: burn wound, catalase, mupirocin, wound healing

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Authors: Juliana A. Knocikova

Abstract:

Methods of nonlinear signal analysis are based on finding that random behavior can arise in deterministic nonlinear systems with a few degrees of freedom. Considering the dynamical systems, entropy is usually understood as a rate of information production. Changes in temporal dynamics of physiological data are indicating evolving of system in time, thus a level of new signal pattern generation. During last decades, many algorithms were introduced to assess some patterns of physiological responses to external stimulus. However, the reflex responses are usually characterized by short periods of time. This characteristic represents a great limitation for usual methods of nonlinear analysis. To solve the problems of short recordings, parameter of approximate entropy has been introduced as a measure of system complexity. Low value of this parameter is reflecting regularity and predictability in analyzed time series. On the other side, increasing of this parameter means unpredictability and a random behavior, hence a higher system complexity. Reduced neurophysiological data complexity has been observed repeatedly when analyzing electroneurogram and electromyogram activities during defence reflex responses. Quantitative phrenic neurogram changes are also obvious during severe hypoxia, as well as during airway reflex episodes. Concluding, the approximate entropy parameter serves as a convenient tool for analysis of reflex behavior characterized by short lasting time series.

Keywords: approximate entropy, neurophysiological data, nonlinear dynamics, reflex

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Authors: M. R. Akbari, S. Akbari, L. Abdollahpour

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The present paper is concerned with calculating the 2-dimensional velocity profile of a viscous flow for an incompressible fluid along the leading edge of a flat plate by using the continuity and motion equations with a simple and innovative approach. A Comparison between Numerical method and AGM has been made and the results have been revealed that AGM is very accurate and easy and can be applied for a wide variety of nonlinear problems. It is notable that most of the differential equations can be solved in this approach which in the other approaches they do not have this capability. Moreover, there are some valuable benefits in this method of solving differential equations, for instance: Without any dimensionless procedure, we can solve many differential equation(s), that is, differential equations are directly solvable by this method. In addition, it is not necessary to convert variables into new ones. According to the afore-mentioned expressions which will be proved in this literature, the process of solving nonlinear differential equation(s) will be very simple and convenient in contrast to the other approaches.

Keywords: leading edge, new idea, flat plate, incompressible fluid

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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

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Authors: M. Tehranizadeh, E. Shoushtari Rezvani

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Seismic performance of steel moment-resisting frame structures is investigated considering nonlinear soil-structure interaction (SSI) effects. 10-, 15-, and 20-story planar building frames with aspect ratio of 3 are designed in accordance with current building codes. Inelastic seismic demands of the superstructure are considered using concentrated plasticity model. The raft foundation system is designed for different soil types. Beam-on-nonlinear Winkler foundation (BNWF) is used to represent dynamic impedance of the underlying soil. Two sets of pulse-like as well as no-pulse near-fault earthquakes are used as input ground motions. The results show that the reduction in drift demands due to nonlinear SSI is characterized by a more uniform distribution pattern along the height when compared to the fixed-base and linear SSI condition. It is also concluded that beneficial effects of nonlinear SSI on displacement demands is more significant in case of pulse-like ground motions and performance level of the steel moment-resisting frames can be enhanced.

Keywords: soil-structure interaction, uplifting, soil plasticity, near-fault earthquake, tall building

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Authors: H. Y. Jung, Ju H. Park, S. M. Lee

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A sampled-data controller is presented for solid oxide fuel cell systems which is expressed by a sector bounded nonlinear model. The sector bounded nonlinear systems, which have a feedback connection with a linear dynamical system and nonlinearity satisfying certain sector type constraints. Also, the sampled-data control scheme is very useful since it is possible to handle digital controller and increasing research efforts have been devoted to sampled-data control systems with the development of modern high-speed computers. The proposed control law is obtained by solving a convex problem satisfying several linear matrix inequalities. Simulation results are given to show the effectiveness of the proposed design method.

Keywords: sampled-data control, fuel cell, linear matrix inequalities, nonlinear control

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Authors: Yaping Zhao

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In the present study, the exact solutions for the steady response of quasi-linear systems under non-white wide-band random excitation are considered by means of the stochastic averaging method. The non linearity of the systems contains the power-law damping and the cross-product term of the power-law damping and displacement. The drift and diffusion coefficients of the Fokker-Planck-Kolmogorov (FPK) equation after averaging are obtained by a succinct approach. After solving the averaged FPK equation, the joint probability density function and the marginal probability density function in steady state are attained. In the process of resolving, the eigenvalue problem of ordinary differential equation is handled by integral equation method. Some new results are acquired and the novel method to deal with the problems in nonlinear random vibration is proposed.

Keywords: random vibration, stochastic averaging method, FPK equation, transition probability density

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Authors: Gyu-Jin Kim, Hyo-Gyoung Kwak

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In this research, the effect of prestressing force on the nonlinearity of concrete was investigated by an experimental study. For the measurement of ultrasonic nonlinearity, a prestressed concrete beam was prepared and a nonlinear resonant ultrasound method was adopted. When the prestressing force changes, the stress state of the concrete inside the beam is affected, which leads to the occurrence of micro-cracks and changes in mechanical properties. Therefore, it is necessary to introduce nonlinear ultrasonic technology which sensitively reflects microstructural changes. Repetitive prestressing load history, including maximum levels of 45%, 60% and 75%, depending on the compressive strength, is designed to evaluate the impact of loading levels on the nonlinearity. With the experimental results, the possibility of ultrasonic nonlinearity as a trial indicator of stress was evaluated.

Keywords: micro crack, nonlinear ultrasonic resonant spectroscopy, prestressed concrete beam, prestressing force, ultrasonic nonlinearity

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Authors: Fang Li, Xie-Yuan Yin, Xie-Zhen Yin

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Instability and breakup of electrified viscoelastic liquid jets are involved in various applications such as inkjet printing, fuel atomization, the pharmaceutical industry, electrospraying, and electrospinning. Studying on the instability of electrified viscoelastic liquid jets is of theoretical and practical significance. We built a one-dimensional electrified viscoelastic model to study the nonlinear instability behavior of a perfecting conducting, slightly viscoelastic liquid jet under a radial electric field. The model is solved numerically by using an implicit finite difference scheme together with a boundary element method. It is found that under a radial electric field a viscoelastic liquid jet still evolves into a beads-on-string structure with a thin filament connecting two adjacent droplets as in the absence of an electric field. A radial electric field exhibits limited influence on the decay of the filament thickness in the nonlinear evolution process of a viscoelastic jet, in contrast to its great enhancing effect on the linear instability of the jet. On the other hand, a radial electric field can induce axial non-uniformity of the first normal stress difference within the filament. Particularly, the magnitude of the first normal stress difference near the midpoint of the filament can be greatly decreased by a radial electric field. Decreasing the extensional stress by a radial electric field may found applications in spraying, spinning, liquid bridges and others. In addition, the effect of a radial electric field on the formation of satellite droplets is investigated on the parametric plane of the dimensionless wave number and the electrical Bond number. It is found that satellite droplets may be formed for a larger axial wave number at a larger radial electric field. The present study helps us gain insight into the nonlinear instability characteristics of electrified viscoelastic liquid jets.

Keywords: non linear instability, one-dimensional models, radial electric fields, viscoelastic liquid jets

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Authors: Labane Chrif

Abstract:

A nonlinear approach to the automatic pitch attitude control problem for aircraft transportation is presented. A nonlinear model describing the longitudinal equations of motion in strict feedback form is derived. Backstepping is utilized for the construction of a globally stabilizing controller with a number of free design parameters. The controller is evaluated using the aircraft transportation. The adaptation scheme proposed allowed us to design an explicit controller with a minimal knowledge of the aircraft aerodynamics. Finally, the simulation results will show that backstepping controller have better dynamic performance, simpler design, higher precision, easier implement, etc. At the same time, the control effect will be significantly improved. In addition, backstepping control is superior in short transition, good stability, anti-disturbance and good control.

Keywords: nonlinear control, backstepping, aircraft control, Lyapunov function, longitudinal model

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Authors: Maba Boniface Matadi

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This paper analyses the model of Malaria endemic from the point of view of the group theoretic approach. The study identified new independent variables that lead to the transformation of the nonlinear model. Furthermore, corresponding determining equations were constructed, and new symmetries were found. As a result, the findings of the study demonstrate of the integrability of the model to present an invariant solution for the Malaria model.

Keywords: group theory, lie symmetry, invariant solutions, malaria

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Authors: Motahar Reza, Rajni Chahal, Neha Sharma

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This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Liuyu Zhang, Di Mo, Qiang Yan, Min Liu

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As the important equipment in the construction field, cuplock scaffold plays an important role in the construction process. As a scaffold connecting member, cuplock joint is of great importance. In order to explore the rotational stiffness nonlinear characteristics changing features of different structural forms of cuplock joint in different tightening torque condition under different conditions of load, ANSYS is used to establish four kinds of cuplock joint models with different forces to simulate the real force situation. By setting the different load conditions which means the cuplock is loaded at a certain distance from the cuplock joint in a certain direction until the cuplock is damaged and considering the gap between the cross bar joint and the vertical bar, the differences in the influence of the structural form and tightening torque on the rotation stiffness of the cuplock under different load conditions are compared. It is significantly important to improve the accuracy of calculating bearing capacity and stability of the cuplock steel pipe scaffold.

Keywords: cuplock joint, highway tunnel, non-linear characteristics, rotational stiffness, scaffold stability, theoretical analysis

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Authors: Reza Soleimanpour, Ching Tai Ng

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Fibre-composites are widely used in various structures due to their attractive properties such as higher stiffness to mass ratio and better corrosion resistance compared to metallic materials. However, one serious weakness of this composite material is delamination, which is a subsurface separation of laminae. A low level of this barely visible damage can cause a significant reduction in residual compressive strength. In the last decade, the application of guided waves for damage detection has been a topic of significant interest for many researches. Among all guided wave techniques, nonlinear guided wave has shown outstanding sensitivity and capability for detecting different types of damages, e.g. cracks and delaminations. So far, most of researches on applications of nonlinear guided wave have been dedicated to isotropic material, such as aluminium and steel, while only a few works have been done on applications of nonlinear characteristics of guided waves in anisotropic materials. This study investigates the nonlinear interactions of the fundamental antisymmetric lamb wave (A0) with delamination in composite laminates using three-dimensional (3D) explicit finite element (FE) simulations. The nonlinearity considered in this study arises from interactions of two interfaces of sub-laminates at the delamination region, which generates contact acoustic nonlinearity (CAN). The aim of this research is to investigate the phenomena of CAN in composite laminated beams by a series of numerical case studies. In this study interaction of fundamental antisymmetric lamb wave with delamination of different sizes are studied in detail. The results show that the A0 lamb wave interacts with the delaminations generating CAN in the form of higher harmonics, which is a good indicator for determining the existence of delaminations in composite laminates.

Keywords: contact acoustic nonlinearity, delamination, fibre reinforced composite beam, finite element, nonlinear guided waves

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Authors: Esmaeil Abbaszadeh Molaei, Zongyan Zhou, Aibing Yu

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The applications of liquid fluidizations have been increased in many parts of industries such as particle classification, backwashing of granular filters, crystal growth, leaching and washing, and bioreactors due to high-efficient liquid–solid contact, favorable mass and heat transfer, high operation flexibilities, and reduced back mixing of phases. In most of these multiphase operations the particles properties, i.e. size, density, and shape, may change during the process because of attrition, coalescence or chemical reactions. Previous studies, either experimentally or numerically, mainly have focused on studies of liquid-solid fluidized beds containing spherical particles; however, the role of particle shape on the hydrodynamics of liquid fluidized beds is still not well-known. A three-dimensional Discrete Element Model (DEM) and Computational Fluid Dynamics (CFD) are coupled to study the influence of particles shape on particles and liquid flow patterns in liquid-solid fluidized beds. In the simulations, ellipsoid particles are used to study the shape factor since they can represent a wide range of particles shape from oblate and sphere to prolate shape particles. Different particle shapes from oblate (disk shape) to elongated particles (rod shape) are selected to investigate the effect of aspect ratio on different flow characteristics such as general particles and liquid flow pattern, pressure drop, and particles orientation. First, the model is verified based on experimental observations, then further detail analyses are made. It was found that spherical particles showed a uniform particle distribution in the bed, which resulted in uniform pressure drop along the bed height. However for particles with aspect ratios less than one (disk-shape), some particles were carried into the freeboard region, and the interface between the bed and freeboard was not easy to be determined. A few particle also intended to leave the bed. On the other hand, prolate particles showed different behaviour in the bed. They caused unstable interface and some flow channeling was observed for low liquid velocities. Because of the non-uniform particles flow pattern for particles with aspect ratios lower (oblate) and more (prolate) than one, the pressure drop distribution in the bed was not observed as uniform as what was found for spherical particles.

Keywords: CFD, DEM, ellipsoid, fluidization, multiphase flow, non-spherical, simulation

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