Search results for: numerical correlations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4213

Search results for: numerical correlations

4213 Validation of Existing Index Properties-Based Correlations for Estimating the Soil–Water Characteristic Curve of Fine-Grained Soils

Authors: Karim Kootahi, Seyed Abolhasan Naeini

Abstract:

The soil-water characteristic curve (SWCC), which represents the relationship between suction and water content (or degree of saturation), is an important property of unsaturated soils. The conventional method for determining SWCC is through specialized testing procedures. Since these procedures require specialized unsaturated soil testing apparatus and lengthy testing programs, several index properties-based correlations have been developed for estimating the SWCC of fine-grained soils. There are, however, considerable inconsistencies among the published correlations and there is no validation study on the predictive ability of existing correlations. In the present study, all existing index properties-based correlations are evaluated using a high quality worldwide database. The performances of existing correlations are assessed both graphically and quantitatively using statistical measures. The results of the validation indicate that most of the existing correlations provide unacceptable estimates of degree of saturation but the most recent model appears to be promising.

Keywords: SWCC, correlations, index properties, validation

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4212 Behaviour of Non-local Correlations and Quantum Information Theoretic Measures in Frustrated Molecular Wheels

Authors: Amit Tribedi

Abstract:

Genuine Quantumness present in Quantum Systems is the resource for implementing Quantum Information and Computation Protocols which can outperform the classical counterparts. These Quantumness measures encompass non-local ones known as quantum entanglement (QE) and quantum information theoretic (QIT) ones, e.g. Quantum Discord (QD). In this paper, some well-known measures of QE and QD in some wheel-like frustrated molecular magnetic systems have been studied. One of the systems has already been synthesized using coordination chemistry, and the other is hypothetical, where the dominant interaction is the spin-spin exchange interaction. Exact analytical methods and exact numerical diagonalization methods have been used. Some counter-intuitive non-trivial features, like non-monotonicity of quantum correlations with temperature, persistence of multipartite entanglement over bipartite ones etc. indicated by the behaviour of the correlations and the QIT measures have been found. The measures, being operational ones, can be used to realize the resource of Quantumness in experiments.

Keywords: 0D Magnets, discord, entanglement, frustration

Procedia PDF Downloads 192
4211 Correlations between Obesity Indices and Cardiometabolic Risk Factors in Obese Subgroups in Severely Obese Women

Authors: Seung Hun Lee, Sang Yeoup Lee

Abstract:

Objectives: To investigate associations between degrees of obesity using correlations between obesity indices and cardiometabolic risk factors. Methods: BMI, waist circumference (WC), fasting insulin, fasting glucose, lipids, and visceral adipose tissue (VAT) area using computed tomographic images were measured in 113 obese female without cardiovascular disease (CVD). Correlations between obesity indices and cardiometabolic risk factors were analyzed in obese subgroups defined using sequential obesity indices. Results: Mean BMI and WC were 29.6 kg/m2 and 92.8 cm. BMI showed significant correlations with all five cardiometabolic risk factors until the BMI cut-off point reached 27 kg/m2, but when it exceeded 30 kg/m2, correlations no longer existed. WC was significantly correlated with all five cardiometabolic risk factors up to a value of 85 cm, but when WC exceeded 90 cm, correlations no longer existed. Conclusions: Our data suggest that moderate weight-loss goals may not be enough to ameliorate cardiometabolic markers in severely obese patients. Therefore, individualized weight-loss goals should be recommended to such patients to improve health benefits.

Keywords: correlation, cardiovascular disease, risk factors, obesity

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4210 Numerical Modeling and Characteristic Analysis of a Parabolic Trough Solar Collector

Authors: Alibakhsh Kasaeian, Mohammad Sameti, Zahra Noori, Mona Rastgoo Bahambari

Abstract:

Nowadays, the parabolic trough solar collector technology has become the most promising large-scale technology among various solar thermal generations. In this paper, a detailed numerical heat transfer model for a parabolic trough collector with nanofluid is presented based on the finite difference approach for which a MATLAB code was developed. The model was used to simulate the performance of a parabolic trough solar collector’s linear receiver, called a heat collector element (HCE). In this model, the heat collector element of the receiver was discretized into several segments in axial directions and energy balances were used for each control volume. All the heat transfer correlations, the thermodynamic equations and the optical properties were considered in details and the set of algebraic equations were solved simultaneously using iterative numerical solutions. The modeling assumptions and limitations are also discussed, along with recommendations for model improvement.

Keywords: heat transfer, nanofluid, numerical analysis, trough

Procedia PDF Downloads 331
4209 A Comparative Density Functional Theory Study of Hydrocarbon Combustion on Metal Surfaces

Authors: Abas Mohsenzadeh, Mina Arya, Kim Bolton

Abstract:

Catalytic combustion of hydrocarbons is an important technology developed to produce energy with minimum pollutant formation. The catalyst plays a key role in this process which operates at lower temperatures compared to conventional flame combustion. The energetics of the direct combustion of hydrocarbons (CH → C + H) on a series of metal surfaces including Ag, Au, Al, Cu, Rh, Pt, Pd, Ni, Fe and Co were investigated using density functional theory (DFT). Brønsted-Evans-Polanyi (BEP) and transition state scaling (TSS) correlations were proposed based on DFT calculations on the Ag, Au, Al, Cu, Rh, Pt and Pd surfaces. These correlations were then used to estimate the energetics on Fe, Ni and Co surfaces. Results showed that the estimated reaction and activation energies by BEP and TSS correlations on Fe, Ni and Co surfaces are in an excellent agreement with those obtained by DFT calculations. Therefore these correlations can be efficiently used to predict energetics of similar reactions on these surfaces without doing computationally costly transition state calculations. It was found that the activation barrier for CH dissociation follows the order Ag ˃ Au ˃ Al ˃ Cu ˃ Pt ˃ Pd ˃ Ni > Co > Rh > Fe. Also, BEP (with R2 value of 0.96) and TSS correlations (with R2 value of 0.99) support the results.

Keywords: BEP, DFT, hydrocarbon combustion, metal surfaces, TSS

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4208 Numerical Analysis of Heat Transfer Characteristics of an Orthogonal and Obliquely Impinging Air Jet on a Flat Plate

Authors: Abdulrahman Alenezi

Abstract:

This research paper investigates the surface heat transfer characteristics using computational fluid dynamics for orthogonal and inclined impinging jet. A jet Reynolds number (Rₑ) of 10,000, jet-to- plate spacing (H/D) of two and eight and two angles of impingement (α) of 45° and 90° (orthogonal) were employed in this study. An unconfined jet impinges steadily a constant temperature flat surface using air as working fluid. The numerical investigation is validated with an experimental study. This numerical study employs grid dependency investigation and four different types of turbulence models including the transition SSD to accurately predict the second local maximum in Nusselt number. A full analysis of the effect of both turbulence models and mesh size is reported. Numerical values showed excellent agreement with the experimental data for the case of orthogonal impingement. For the case of H/D =6 and α=45° a maximum percentage error of approximately 8.8% occurs of local Nusselt number at stagnation point. Experimental and numerical correlations are presented for four different cases

Keywords: turbulence model, inclined jet impingement, single jet impingement, heat transfer, stagnation point

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4207 Determination of Inflow Performance Relationship for Naturally Fractured Reservoirs: Numerical Simulation Study

Authors: Melissa Ramirez, Mohammad Awal

Abstract:

The Inflow Performance Relationship (IPR) of a well is a relation between the oil production rate and flowing bottom-hole pressure. This relationship is an important tool for petroleum engineers to understand and predict the well performance. In the petroleum industry, IPR correlations are used to design and evaluate well completion, optimizing well production, and designing artificial lift. The most commonly used IPR correlations models are Vogel and Wiggins, these models are applicable to homogeneous and isotropic reservoir data. In this work, a new IPR model is developed to determine inflow performance relationship of oil wells in a naturally fracture reservoir. A 3D black-oil reservoir simulator is used to develop the oil mobility function for the studied reservoir. Based on simulation runs, four flow rates are run to record the oil saturation and calculate the relative permeability for a naturally fractured reservoir. The new method uses the result of a well test analysis along with permeability and pressure-volume-temperature data in the fluid flow equations to obtain the oil mobility function. Comparisons between the new method and two popular correlations for non-fractured reservoirs indicate the necessity for developing and using an IPR correlation specifically developed for a fractured reservoir.

Keywords: inflow performance relationship, mobility function, naturally fractured reservoir, well test analysis

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4206 CFD Studies on Forced Convection Nanofluid Flow Inside a Circular Conduit

Authors: M. Khalid, W. Rashmi, L. L. Kwan

Abstract:

This work provides an overview on the experimental and numerical simulations of various nanofluids and their flow and heat transfer behavior. It was further extended to study the effect of nanoparticle concentration, fluid flow rates and thermo-physical properties on the heat transfer enhancement of Al2O3/water nanofluid in a turbulent flow circular conduit using ANSYS FLUENT™ 14.0. Single-phase approximation (homogeneous model) and two-phase (mixture and Eulerian) models were used to simulate the nanofluid flow behavior in the 3-D horizontal pipe. The numerical results were further validated with experimental correlations reported in the literature. It was found that heat transfer of nanofluids increases with increasing particle volume concentration and Reynolds number, respectively. Results showed good agreement (~9% deviation) with the experimental correlations, especially for a single-phase model with constant properties. Among two-phase models, mixture model (~14% deviation) showed better prediction compared to Eulerian-dispersed model (~18% deviation) when temperature independent properties were used. Non-drag forces were also employed in the Eulerian two-phase model. However, the two-phase mixture model with temperature dependent nanofluid properties gave slightly closer agreement (~12% deviation).

Keywords: nanofluid, CFD, heat transfer, forced convection, circular conduit

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4205 Optimization of the Numerical Fracture Mechanics

Authors: H. Hentati, R. Abdelmoula, Li Jia, A. Maalej

Abstract:

In this work, we present numerical simulations of the quasi-static crack propagation based on the variation approach. We perform numerical simulations of a piece of brittle material without initial crack. An alternate minimization algorithm is used. Based on these numerical results, we determine the influence of numerical parameters on the location of crack. We show the importance of trying to optimize the time of numerical computation and we present the first attempt to develop a simple numerical method to optimize this time.

Keywords: fracture mechanics, optimization, variation approach, mechanic

Procedia PDF Downloads 571
4204 Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory

Authors: Thomas Chinwe Urama, Patrick Oseloka Ezepue, Peters Chimezie Nnanwa

Abstract:

This paper investigates the universal financial dynamics in two dominant stock markets in Sub-Saharan Africa, through an in-depth analysis of the cross-correlation matrix of price returns in Nigerian Stock Market (NSM) and Johannesburg Stock Exchange (JSE), for the period 2009 to 2013. The strength of correlations between stocks is known to be higher in JSE than that of the NSM. Particularly important for modelling Nigerian derivatives in the future, the interactions of other stocks with the oil sector are weak, whereas the banking sector has strong positive interactions with the other sectors in the stock exchange. For the JSE, it is the oil sector and beverages that have greater sectorial correlations, instead of the banks which have the weaker correlation with other sectors in the stock exchange.

Keywords: random matrix theory, cross-correlations, emerging markets, option pricing, eigenvalues eigenvectors, inverse participation ratios and implied volatility

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4203 Some Results on the Generalized Higher Rank Numerical Ranges

Authors: Mohsen Zahraei

Abstract:

‎In this paper, ‎the notion of ‎rank-k numerical range of rectangular complex matrix polynomials‎ ‎are introduced. ‎Some algebraic and geometrical properties are investigated. ‎Moreover, ‎for ε>0 the notion of Birkhoff-James approximate orthogonality sets for ε-higher ‎rank numerical ranges of rectangular matrix polynomials is also introduced and studied. ‎The proposed definitions yield a natural generalization of the standard higher rank numerical ranges.

Keywords: ‎‎Rank-k numerical range‎, ‎isometry‎, ‎numerical range‎, ‎rectangular matrix polynomials

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4202 Heat Transfer Performance for Turbulent Flow through a Tube Using Baffles

Authors: Amina Benabderrahmane, Abdelylah Benazza, Samir Laouedj

Abstract:

Three dimensional numerical investigation of heat transfer enhancement inside a non-uniformly heated parabolic trough solar collector fitted with baffles under turbulent flow was studied in the current paper. Molten salt is used as heat transfer fluid and simulations are carried out in ANSYS computational fluid dynamics (CFD). The present data was validating by the empirical correlations available in the literatures and good agreement was obtained. The Nusselt number and friction factor values for using baffles are considerably higher than that for smooth pipe. The emplacement and the distance between two consecutive baffles have an effect non-negligible on heat transfer characteristics; the results demonstrate that the temperature gradient reduces with the inclusion of inserts.

Keywords: Baffles, heat transfer enhancement, molten salt, Monte Carlo ray trace technique, numerical investigation

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4201 Empirical Study of Running Correlations in Exam Marks: Same Statistical Pattern as Chance

Authors: Weisi Guo

Abstract:

It is well established that there may be running correlations in sequential exam marks due to students sitting in the order of course registration patterns. As such, a random and non-sequential sampling of exam marks is a standard recommended practice. Here, the paper examines a large number of exam data stretching several years across different modules to see the degree to which it is true. Using the real mark distribution as a generative process, it was found that random simulated data had no more sequential randomness than the real data. That is to say, the running correlations that one often observes are statistically identical to chance. Digging deeper, it was found that some high running correlations have students that indeed share a common course history and make similar mistakes. However, at the statistical scale of a module question, the combined effect is statistically similar to the random shuffling of papers. As such, there may not be the need to take random samples for marks, but it still remains good practice to mark papers in a random sequence to reduce the repetitive marking bias and errors.

Keywords: data analysis, empirical study, exams, marking

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4200 Using Derivative Free Method to Improve the Error Estimation of Numerical Quadrature

Authors: Chin-Yun Chen

Abstract:

Numerical integration is an essential tool for deriving different physical quantities in engineering and science. The effectiveness of a numerical integrator depends on different factors, where the crucial one is the error estimation. This work presents an error estimator that combines a derivative free method to improve the performance of verified numerical quadrature.

Keywords: numerical quadrature, error estimation, derivative free method, interval computation

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4199 Tunneling Current Switching in the Coupled Quantum Dots by Means of External Field

Authors: Vladimir Mantsevich, Natalya Maslova, Petr Arseyev

Abstract:

We investigated the tunneling current peculiarities in the system of two coupled by means of the external field quantum dots (QDs) weakly connected to the electrodes in the presence of Coulomb correlations between localized electrons by means of Heisenberg equations for pseudo operators with constraint. Special role of multi-electronic states was demonstrated. Various single-electron levels location relative to the sample Fermi level and to the applied bias value in symmetric tunneling contact were investigated. Rabi frequency tuning results in the single-electron energy levels spacing. We revealed the appearance of negative tunneling conductivity and demonstrated multiple switching "on" and "off" of the tunneling current depending on the Coulomb correlations value, Rabi frequency amplitude and energy levels spacing. We proved that Coulomb correlations strongly influence the system behavior. We demonstrated the presence of multi-stability in the coupled QDs with Coulomb correlations when single value of the tunneling current amplitude corresponds to the two values of Rabi frequency in the case when both single-electron energy levels are located slightly above eV and are close to each other. This effect disappears when the single-electron energy levels spacing increases.

Keywords: Coulomb correlations, negative tunneling conductivity, quantum dots, rabi frequency

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4198 Automatic and High Precise Modeling for System Optimization

Authors: Stephanie Chen, Mitja Echim, Christof Büskens

Abstract:

To describe and propagate the behavior of a system mathematical models are formulated. Parameter identification is used to adapt the coefficients of the underlying laws of science. For complex systems this approach can be incomplete and hence imprecise and moreover too slow to be computed efficiently. Therefore, these models might be not applicable for the numerical optimization of real systems, since these techniques require numerous evaluations of the models. Moreover not all quantities necessary for the identification might be available and hence the system must be adapted manually. Therefore, an approach is described that generates models that overcome the before mentioned limitations by not focusing on physical laws, but on measured (sensor) data of real systems. The approach is more general since it generates models for every system detached from the scientific background. Additionally, this approach can be used in a more general sense, since it is able to automatically identify correlations in the data. The method can be classified as a multivariate data regression analysis. In contrast to many other data regression methods this variant is also able to identify correlations of products of variables and not only of single variables. This enables a far more precise and better representation of causal correlations. The basis and the explanation of this method come from an analytical background: the series expansion. Another advantage of this technique is the possibility of real-time adaptation of the generated models during operation. Herewith system changes due to aging, wear or perturbations from the environment can be taken into account, which is indispensable for realistic scenarios. Since these data driven models can be evaluated very efficiently and with high precision, they can be used in mathematical optimization algorithms that minimize a cost function, e.g. time, energy consumption, operational costs or a mixture of them, subject to additional constraints. The proposed method has successfully been tested in several complex applications and with strong industrial requirements. The generated models were able to simulate the given systems with an error in precision less than one percent. Moreover the automatic identification of the correlations was able to discover so far unknown relationships. To summarize the above mentioned approach is able to efficiently compute high precise and real-time-adaptive data-based models in different fields of industry. Combined with an effective mathematical optimization algorithm like WORHP (We Optimize Really Huge Problems) several complex systems can now be represented by a high precision model to be optimized within the user wishes. The proposed methods will be illustrated with different examples.

Keywords: adaptive modeling, automatic identification of correlations, data based modeling, optimization

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4197 Prediction of Oxygen Transfer and Gas Hold-Up in Pneumatic Bioreactors Containing Viscous Newtonian Fluids

Authors: Caroline E. Mendes, Alberto C. Badino

Abstract:

Pneumatic reactors have been widely employed in various sectors of the chemical industry, especially where are required high heat and mass transfer rates. This study aimed to obtain correlations that allow the prediction of gas hold-up (Ԑ) and volumetric oxygen transfer coefficient (kLa), and compare these values, for three models of pneumatic reactors on two scales utilizing Newtonian fluids. Values of kLa were obtained using the dynamic pressure-step method, while  was used for a new proposed measure. Comparing the three models of reactors studied, it was observed that the mass transfer was superior to draft-tube airlift, reaching  of 0.173 and kLa of 0.00904s-1. All correlations showed good fit to the experimental data (R2≥94%), and comparisons with correlations from the literature demonstrate the need for further similar studies due to shortage of data available, mainly for airlift reactors and high viscosity fluids.

Keywords: bubble column, internal loop airlift, gas hold-up, kLa

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4196 Quantification of the Erosion Effect on Small Caliber Guns: Experimental and Numerical Analysis

Authors: Dhouibi Mohamed, Stirbu Bogdan, Chabotier André, Pirlot Marc

Abstract:

Effects of erosion and wear on the performance of small caliber guns have been analyzed throughout numerical and experimental studies. Mainly, qualitative observations were performed. Correlations between the volume change of the chamber and the maximum pressure are limited. This paper focuses on the development of a numerical model to predict the maximum pressure evolution when the interior shape of the chamber changes in the different weapon’s life phases. To fulfill this goal, an experimental campaign, followed by a numerical simulation study, is carried out. Two test barrels, « 5.56x45mm NATO » and « 7.62x51mm NATO,» are considered. First, a Coordinate Measuring Machine (CMM) with a contact scanning probe is used to measure the interior profile of the barrels after each 300-shots cycle until their worn out. Simultaneously, the EPVAT (Electronic Pressure Velocity and Action Time) method with a special WEIBEL radar are used to measure: (i) the chamber pressure, (ii) the action time, (iii) and the bullet velocity in each barrel. Second, a numerical simulation study is carried out. Thus, a coupled interior ballistic model is developed using the dynamic finite element program LS-DYNA. In this work, two different models are elaborated: (i) coupled Eularien Lagrangian method using fluid-structure interaction (FSI) techniques and a coupled thermo-mechanical finite element using a lumped parameter model (LPM) as a subroutine. Those numerical models are validated and checked through three experimental results, such as (i) the muzzle velocity, (ii) the chamber pressure, and (iii) the surface morphology of fired projectiles. Results show a good agreement between experiments and numerical simulations. Next, a comparison between the two models is conducted. The projectile motions, the dynamic engraving resistances and the maximum pressures are compared and analyzed. Finally, using this obtained database, a statistical correlation between the muzzle velocity, the maximum pressure and the chamber volume is established.

Keywords: engraving process, finite element analysis, gun barrel erosion, interior ballistics, statistical correlation

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4195 Improvement of the Numerical Integration's Quality in Meshless Methods

Authors: Ahlem Mougaida, Hedi Bel Hadj Salah

Abstract:

Several methods are suggested to improve the numerical integration in Galerkin weak form for Meshless methods. In fact, integrating without taking into account the characteristics of the shape functions reproduced by Meshless methods (rational functions, with compact support etc.), causes a large integration error that influences the PDE’s approximate solution. Comparisons between different methods of numerical integration for rational functions are discussed and compared. The algorithms are implemented in Matlab. Finally, numerical results were presented to prove the efficiency of our algorithms in improving results.

Keywords: adaptive methods, meshless, numerical integration, rational quadrature

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4194 Tweets to Touchdowns: Predicting National Football League Achievement from Social Media Optimism

Authors: Rohan Erasala, Ian McCulloh

Abstract:

The NFL Draft is a chance for every NFL team to select their next superstar. As a result, teams heavily invest in scouting, and millions of fans partake in the online discourse surrounding the draft. This paper investigates the potential correlations between positive sentiment in individual draft selection threads from the subreddit r/NFL and if this data can be used to make successful player recommendations. It is hypothesized that there will be limited correlations and nonviable recommendations made from these threads. The hypothesis is tested using sentiment analysis of draft thread comments and analyzing correlation and precision at k of top scores. The results indicate weak correlations between the percentage of positive comments in a draft selection thread and a player’s approximate value, but potentially viable recommendations from looking at players whose draft selection threads have the highest percentage of positive comments.

Keywords: national football league, NFL, NFL Draft, sentiment analysis, Reddit, social media, NLP

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4193 Effect of Knowledge of Bubble Point Pressure on Estimating PVT Properties from Correlations

Authors: Ahmed El-Banbi, Ahmed El-Maraghi

Abstract:

PVT properties are needed as input data in all reservoir, production, and surface facilities engineering calculations. In the absence of PVT reports on valid reservoir fluid samples, engineers rely on PVT correlations to generate the required PVT data. The accuracy of PVT correlations varies, and no correlation group has been found to provide accurate results for all oil types. The effect of inaccurate PVT data can be significant in engineering calculations and is well documented in the literature. Bubble point pressure can sometimes be obtained from external sources. In this paper, we show how to utilize the known bubble point pressure to improve the accuracy of calculated PVT properties from correlations. We conducted a systematic study using around 250 reservoir oil samples to quantify the effect of pre-knowledge of bubble point pressure. The samples spanned a wide range of oils, from very volatile oils to black oils and all the way to low-GOR oils. A method for shifting both undersaturated and saturated sections of the PVT properties curves to the correct bubble point is explained. Seven PVT correlation families were used in this study. All PVT properties (e.g., solution gas-oil ratio, formation volume factor, density, viscosity, and compressibility) were calculated using the correct bubble point pressure and the correlation estimated bubble point pressure. Comparisons between the calculated PVT properties and actual laboratory-measured values were made. It was found that pre-knowledge of bubble point pressure and using the shifting technique presented in the paper improved the correlation-estimated values by 10% to more than 30%. The most improvement was seen in the solution gas-oil ratio and formation volume factor.

Keywords: PVT data, PVT properties, PVT correlations, bubble point pressure

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4192 Correlations in the Ising Kagome Lattice

Authors: Antonio Aguilar Aguilar, Eliezer Braun Guitler

Abstract:

Using a previously developed procedure and with the aid of algebraic software, a two-dimensional generalized Ising model with a 4×2 unitary cell (UC), we obtain a Kagome Lattice with twelve different spin-spin values of interaction, in order to determine the partition function per spin L(T). From the partition function we can study the magnetic behavior of the system. Because of the competition phenomenon between spins, a very complex behavior among them in a variety of magnetic states can be observed.

Keywords: correlations, Ising, Kagome, exact functions

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4191 Stabilization of the Bernoulli-Euler Plate Equation: Numerical Analysis

Authors: Carla E. O. de Moraes, Gladson O. Antunes, Mauro A. Rincon

Abstract:

The aim of this paper is to study the internal stabilization of the Bernoulli-Euler equation numerically. For this, we consider a square plate subjected to a feedback/damping force distributed only in a subdomain. An algorithm for obtaining an approximate solution to this problem was proposed and implemented. The numerical method used was the Finite Difference Method. Numerical simulations were performed and showed the behavior of the solution, confirming the theoretical results that have already been proved in the literature. In addition, we studied the validation of the numerical scheme proposed, followed by an analysis of the numerical error; and we conducted a study on the decay of the energy associated.

Keywords: Bernoulli-Euler plate equation, numerical simulations, stability, energy decay, finite difference method

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4190 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, computational analysis, finance, options pricing, numerical methods

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4189 Numerical Simulations for Nitrogen Flow in Piezoelectric Valve

Authors: Pawel Flaszynski, Piotr Doerffer, Jan Holnicki-Szulc, Grzegorz Mikulowski

Abstract:

Results of numerical simulations for transonic flow in a piezoelectric valve are presented. The valve is the main part of an adaptive pneumatic shock absorber. Flow structure in the valve domain and the influence of the flow non-uniformity in the valve on a mass flow rate is investigated. Numerical simulation results are compared with experimental data.

Keywords: pneumatic valve, transonic flow, numerical simulations, piezoelectric valve

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4188 A New Obesity Index Derived from Waist Circumference and Hip Circumference Well-Matched with Other Indices in Children with Obesity

Authors: Mustafa M. Donma, Orkide Donma

Abstract:

Anthropometric obesity indices such as waist circumference (WC), indices derived from anthropometric measurements such as waist-to-hip ratio (WHR), and indices created from body fat mass composition such as trunk-to-leg fat ratio (TLFR) are commonly used for the evaluation of mild or severe forms of obesity. Their clinical utilities are being compared using body mass index (BMI) percentiles to classify obesity groups. The best of them is still being investigated to make a clear-cut discrimination between healthy normal individuals (N-BMI) and overweight or obese (OB) or morbid obese patients. The aim of this study is to derive a new index, which best suits the purpose for the discrimination of children with N-BMI from OB children. A total of eighty-three children participated in the study. Two groups were constituted. The first group comprised 42 children with N-BMI, and the second group was composed of 41 OB children, whose age- and sex- adjusted BMI percentile values vary between 95 and 99. The corresponding values for the first group were between 15 and 85. This classification was based upon the tables created by World Health Organization. The institutional ethics committee approved the study protocol. Informed consent forms were filled by the parents of the participants. Anthropometric measurements were taken and recorded following a detailed physical examination. Within this context, weight, height (Ht), WC, hip C (HC), neck C (NC) values were taken. Body mass index, WHR, (WC+HC)/2, WC/Ht, (WC/HC)/Ht, WC*NC were calculated. Bioelectrical impedance analysis was performed to obtain body’s fat compartments in terms of total fat, trunk fat, leg fat, arm fat masses. Trunk-to-leg fat ratio, trunk-to-appendicular fat ratio (TAFR), (trunk fat+leg fat)/2 ((TF+LF)/2) were calculated. Fat mass index (FMI) and diagnostic obesity notation model assessment-II (D2I) index values were calculated. Statistical analysis of the data was performed. Significantly increased values of (WC+HC)/2, (TF+LF)/2, D2I, and FMI were observed in OB group in comparison with those of N-BMI group. Significant correlations were calculated between BMI and WC, (WC+HC)/2, (TF+LF)/2, TLFR, TAFR, D2I as well as FMI both in N-BMI and OB groups. The same correlations were obtained for WC. (WC+HC)/2 was correlated with TLFR, TAFR, (TF+LF)/2, D2I, and FMI in N-BMI group. In OB group, the correlations were the same except those with TLFR and TAFR. These correlations were not present with WHR. Correlations were observed between TLFR and BMI, WC, (WC+HC)/2, (TF+LF)/2, D2I as well as FMI in N-BMI group. Same correlations were observed also with TAFR. In OB group, correlations between TLFR or TAFR and BMI, WC as well as (WC+HC)/2 were missing. None was noted with WHR. From these findings, it was concluded that (WC+HC)/2, but not WHR, was much more suitable as an anthropometric obesity index. The only correlation valid in both groups was that exists between (WC+HC)/2 and (TF+LF)/2. This index was suggested as a link between anthropometric and fat-based indices.

Keywords: children, hip circumference, obesity, waist circumference

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4187 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations

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4186 3-D Numerical Model for Wave-Induced Seabed Response around an Offshore Pipeline

Authors: Zuodong Liang, Dong-Sheng Jeng

Abstract:

Seabed instability around an offshore pipeline is one of key factors that need to be considered in the design of offshore infrastructures. Unlike previous investigations, a three-dimensional numerical model for the wave-induced soil response around an offshore pipeline is proposed in this paper. The numerical model was first validated with 2-D experimental data available in the literature. Then, a parametric study will be carried out to examine the effects of wave, seabed characteristics and confirmation of pipeline. Numerical examples demonstrate significant influence of wave obliquity on the wave-induced pore pressures and the resultant seabed liquefaction around the pipeline, which cannot be observed in 2-D numerical simulation.

Keywords: pore pressure, 3D wave model, seabed liquefaction, pipeline

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4185 Prediction of in situ Permeability for Limestone Rock Using Rock Quality Designation Index

Authors: Ahmed T. Farid, Muhammed Rizwan

Abstract:

Geotechnical study for evaluating soil or rock permeability is a highly important parameter. Permeability values for rock formations are more difficult for determination than soil formation as it is an effect of the rock quality and its fracture values. In this research, the prediction of in situ permeability of limestone rock formations was predicted. The limestone rock permeability was evaluated using Lugeon tests (in-situ packer permeability). Different sites which spread all over the Riyadh region of Saudi Arabia were chosen to conduct our study of predicting the in-situ permeability of limestone rock. Correlations were deducted between the values of in-situ permeability of the limestone rock with the value of the rock quality designation (RQD) calculated during the execution of the boreholes of the study areas. The study was performed for different ranges of RQD values measured during drilling of the sites boreholes. The developed correlations are recommended for the onsite determination of the in-situ permeability of limestone rock only. For the other sedimentary formations of rock, more studies are needed for predicting the actual correlations related to each type.

Keywords: In situ, packer, permeability, rock, quality

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4184 Solving Mean Field Problems: A Survey of Numerical Methods and Applications

Authors: Amal Machtalay

Abstract:

In this survey, we aim to review the rapidly growing literature on numerical methods to solve different forms of mean field problems, namely mean field games (MFG), mean field controls (MFC), potential MFGs, and master equations, as well as their corresponding recent applications. Here, we distinguish two families of numerical methods: iterative methods based on mesh generation and those called mesh-free, normally related to neural networking and learning frameworks.

Keywords: mean-field games, numerical schemes, partial differential equations, complex systems, machine learning

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