Search results for: numerical%20predictions

Authors: K. S. Agrawal

Abstract:

The performance of jet ejector was studied in detail by different authors. Several authors have studied mass transfer characteristics like interfacial area, mass transfer coefficients etc. In this paper, we have made an attempt to develop PDE model by considering bubble properties and apply Lattice-Boltzmann technique for PDE model. We may present the results for the interfacial area which we have obtained from our numerical simulation. Later the results are compared with previous work.

Keywords: jet ejector, mass transfer characteristics, numerical simulation, Lattice-Boltzmann technique

Procedia PDF Downloads 333

Authors: Sidique Gawusu, Xiaobing Zhang

Abstract:

Turbulence models play a significant role in all computational fluid dynamics based modelling approaches. There is, however, no general turbulence model suitable for all flow scenarios. Therefore, a successful numerical modelling approach is only achievable if a more appropriate closure model is used. This paper evaluates different turbulence models in numerical modelling of oil-water flow within the Eulerian-Eulerian approach. A comparison among the obtained numerical results and published benchmark data showed reasonable agreement. The domain was meshed using structured mesh, and grid test was performed to ascertain grid independence. The evaluation of the models was made through analysis of velocity and pressure profiles across the domain. The models were tested for their suitability to accurately obtain a scalable and precise numerical experience. As a result, it is found that all the models except Standard-ω provide comparable results. The study also revealed new insights on flow in porous media, specifically oil reservoirs.

Keywords: turbulence modelling, simulation, multi-phase flows, water-flooding, heavy oil

Procedia PDF Downloads 248

Authors: A. Mostafa

Abstract:

This paper presents a numerical study on determination of ballistic limit velocity (V₅₀) of stainless steel 304 (SS 304) used in manufacturing security screens. The simulated ballistic impact tests were conducted on clamped sheets with different thicknesses using ABAQUS/Explicit nonlinear finite element (FE) package. The ballistic limit velocity was determined using three approaches, namely: numerical tests based on material properties, FE calculated residual velocities and FE calculated residual energies. Johnson-Cook plasticity and failure criterion were utilized to simulate the dynamic behaviour of the SS 304 under various strain rates, while the well-known Lambert-Jonas equation was used for the data regression for the residual velocity and energy model. Good agreement between the investigated numerical methods was achieved. Additionally, the dependence of the ballistic limit velocity on the sheet thickness was observed. The proposed approaches present viable and cost-effective assessment methods of the ballistic performance of SS 304, which will support the development of robust security screen systems.

Keywords: ballistic velocity, stainless steel, numerical approaches, security screen

Procedia PDF Downloads 132

Authors: R. Ziaie Moayed, B. Mohammadi-Haji

Abstract:

Stone columns have been widely employing to improve the load-settlement characteristics of soft soils. The results of two small scale displacement control loading tests on stone columns were used in order to validate numerical finite element simulations. Additionally, a series of numerical calculations of static loading have been performed on strengthened raft footing to investigate the effects of using stone columns on bearing capacity of footings. The bearing capacity of single and group of stone columns under static loading compares with unimproved ground.

Keywords: circular raft footing, numerical analysis, validation, vertically encased stone column

Procedia PDF Downloads 265

Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

Abstract:

Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

Procedia PDF Downloads 66

Authors: Aliakbar Golshani, Seyyed Mehdi Poorhashemi, Mahsa Gharizadeh

Abstract:

The under passing tunnels are strongly influenced by the soils around. There are some complexities in the specification of real soil behavior, owing to the fact that lots of uncertainties exist in soil properties, and additionally, inappropriate soil constitutive models. Such mentioned factors may cause incompatible settlements in numerical analysis with the obtained values in actual construction. This paper aims to report a case study on a specific tunnel constructed by NATM. The tunnel has a depth of 11.4 m, height of 12.2 m, and width of 14.4 m with 2.5 lanes. The numerical modeling was based on a 2D finite element program. The soil material behavior was modeled by hardening soil model. According to the field observations, the numerical estimated settlement at the ground surface was approximately four times more than the measured one, after the entire installation of the initial lining, indicating that some unknown factors affect the values. Consequently, the geotechnical parameters are accurately revised by a numerical back-analysis using laboratory and field test data and based on the obtained monitoring data. The obtained result confirms that typically, the soil parameters are conservatively low-estimated. And additionally, the constitutive models cannot be applied properly for all soil conditions.

Keywords: NATM tunnel, initial lining, laboratory test data, numerical back-analysis

Procedia PDF Downloads 341

Authors: Gozde Inal Kiziltepe, Ozgun Uyanik

Abstract:

There is growing evidence that socioeconomic (SES)-related differences in mathematical knowledge primarily start in early childhood period. Preschoolers from low-income families are likely to perform substantially worse in mathematical knowledge than their counterparts from middle and higher income families. The differences are seen on a wide range of recognizing written numerals, counting, adding and subtracting, and comparing numerical magnitudes. Early differences in numerical knowledge have a permanent effect childrens’ mathematical knowledge in other grades. In this respect, analyzing the effect of number board game on the number knowledge of 48-60 month-old children from disadvantaged low-income families constitutes the main objective of the study. Participants were the 71 preschoolers from a childcare center which served low-income urban families. Children were randomly assigned to the number board condition or to the color board condition. The number board condition included 35 children and the color board game condition included 36 children. Both board games were 50 cm long and 30 cm high; had ‘The Great Race’ written across the top; and included 11 horizontally arranged, different colored squares of equal sizes with the leftmost square labeled ‘Start’. The numerical board had the numbers 1–10 in the rightmost 10 squares; the color board had different colors in those squares. A rabbit or a bear token were presented to children for selecting, and on each trial spun a spinner to determine whether the token would move one or two spaces. The number condition spinner had a ‘1’ half and a ‘2’ half; the color condition spinner had colors that matched the colors of the squares on the board. Children met one-on-one with an experimenter for four 15- to 20-min sessions within a 2-week period. In the first and fourth sessions, children were administered identical pretest and posttest measures of numerical knowledge. All children were presented three numerical tasks and one subtest presented in the following order: counting, numerical magnitude comparison, numerical identification and Count Objects – Circle Number Probe subtest of Early Numeracy Assessment. In addition, same numerical tasks and subtest were given as a follow-up test four weeks after the post-test administration. Findings obtained from the study; showed that there was a meaningful difference between scores of children who played a color board game in favor of children who played number board game.

Keywords: low income, numerical board game, numerical knowledge, preschool education

Procedia PDF Downloads 321

Authors: Hadi Farhadian, Homayoon Katibeh

Abstract:

Groundwater inflow to the tunnels is one of the most important problems in tunneling operation. The objective of this study is the investigation of model dimension effects on tunnel inflow assessment in discontinuous rock masses using numerical modeling. In the numerical simulation, the model dimension has an important role in prediction of water inflow rate. When the model dimension is very small, due to low distance to the tunnel border, the model boundary conditions affect the estimated amount of groundwater flow into the tunnel and results show a very high inflow to tunnel. Hence, in this study, the two-dimensional universal distinct element code (UDEC) used and the impact of different model parameters, such as tunnel radius, joint spacing, horizontal and vertical model domain extent has been evaluated. Results show that the model domain extent is a function of the most significant parameters, which are tunnel radius and joint spacing.

Keywords: water inflow, tunnel, discontinues rock, numerical simulation

Procedia PDF Downloads 496

Authors: Nassima Sotehi

Abstract:

This article presents experimental and numerical results concerning the thermal properties of the porous materials used as heat insulator in the buildings sector. Initially, the thermal conductivity of three types of studied walls (classic concrete, concrete with cork aggregate and polystyrene concrete) was measured in experiments by the method of the boxes. Then a numerical modeling of the heat and mass transfers which occur within porous materials was applied to these walls. This work shows the influence of the presence of water in building materials on their thermophysical properties, as well as influence of the nature of materials and dosage of fibers introduced within these materials on the thermal and mass transfers.

Keywords: modeling, porous media, thermal materials, thermal properties

Procedia PDF Downloads 434

Authors: Sara Bilal, Abdi Omar Shuriye, Raihan Othman

Abstract:

Numerical Methods is a course that can be conducted using workshops and group discussion. This study has been implemented on undergraduate students of level two at the Faculty of Engineering, International Islamic University Malaysia. The Numerical Method course has been delivered to two Sections 1 and 2 with 44 and 22 students in each section, respectively. Systematic steps have been followed to apply the student centered learning approach in teaching Numerical Method course. Initially, the instructor has chosen the topic which was Euler’s Method to solve Ordinary Differential Equations (ODE) to be learned. The students were then divided into groups with five members in each group. Initial instructions have been given to the group members to prepare their subtopics before meeting members from other groups to discuss the subtopics in an expert group inside the classroom. For the time assigned for the classroom discussion, the setting of the classroom was rearranged to accommodate the student centered learning approach. Teacher strength was by monitoring the process of learning inside and outside the class. The students have been assessed during the migrating to the expert groups, recording of a video explanation outside the classroom and during the final examination. Euler’s Method to solve the ODE was set as part of Question 3(b) in the final exam. It is observed that none of the students from both sections obtained a zero grade in Q3(b), compared to Q3(a) and Q3(c). Also, for Section 1(44 students), 29 students obtained the full mark of 7/7, while only 10 obtained 7/7 for Q3(a) and no students obtained 6/6 for Q3(c). Finally, we can recommend that the Numerical Method course be moved toward more student-centered Learning classrooms where the students will be engaged in group discussion rather than having a teacher one man show.

Keywords: teacher centered learning, student centered learning, mathematic, numerical methods

Procedia PDF Downloads 329

Authors: Bouziane Mohamed Tewfik

Abstract:

In order to improve the understanding of the influence of rainfall intensity on infiltration and deformation behaviour of unsaturated soil slopes, numerical 2D analyses are carried out by a three phase elasto-viscoplastic seepage-deformation coupled method. From the numerical results, it is shown that regardless of the saturated permeability of the soil slope, the increase in the pore water pressure (reduction in suction) during rainfall infiltration is localized close to the slope surface. In addition, the generation of the pore water pressure and the lateral displacement are mainly controlled by the ratio of the rainfall intensity to the saturated permeability of the soil.

Keywords: unsaturated soil, slope stability, rainfall infiltration, numerical analysis

Procedia PDF Downloads 438

Authors: Palwinder Singh, Munish Sandhir, Tejinder Singh

Abstract:

The ordinary differential equations (ODE) represent a natural framework for mathematical modeling of many real-life situations in the field of engineering, control systems, physics, chemistry and astronomy etc. Such type of differential equations can be solved by analytical methods or by numerical methods. If the solution is calculated using analytical methods, it is done through calculus theories, and thus requires a longer time to solve. In this paper, we compare the numerical accuracy of the solutions given by the three main types of one-step initial value solvers: Taylor’s Series Method, Euler’s Method and Runge-Kutta Fourth Order Method (RK4). The comparison of accuracy is obtained through comparing the solutions of ordinary differential equation given by these three methods. Furthermore, to verify the accuracy; we compare these numerical solutions with the exact solutions.

Keywords: Ordinary differential equations (ODE), Taylor’s Series Method, Euler’s Method, Runge-Kutta Fourth Order Method

Procedia PDF Downloads 320

Authors: Claude Tadonki

Abstract:

We address the issues related to the computation of the covariance matrix. This matrix is likely to be ill conditioned following its canonical expression, thus consequently raises serious numerical issues. The underlying linear system, which therefore should be solved by means of iterative approaches, becomes computationally challenging. A huge number of iterations is expected in order to reach an acceptable level of convergence, necessary to meet the required accuracy of the computation. In addition, this linear system needs to be solved at each iteration following the general form of the covariance matrix. Putting all together, its comes that we need to compute as fast as possible the associated matrix-vector product. This is our purpose in the work, where we consider and discuss skillful formulations of the problem, then propose a parallel implementation of the matrix-vector product involved. Numerical and performance oriented discussions are provided based on experimental evaluations.

Keywords: covariance-matrix, multicore, numerical computing, parallel computing

Procedia PDF Downloads 284

Authors: Badr Alkahtani

Abstract:

In this poster, numerical solutions of two-dimensional and three-dimensional lid driven cavity are presented by solving the steady Navier-Stokes equations at high Reynolds numbers where it becomes difficult. Lid driven cavity is where the a fluid contained in a cube and the upper wall is moving. In two dimensions, we use the streamfunction-vorticity formulation to solve the problem in a square domain. A numerical method is employed to discretize the problem in the x and y directions with a spectral collocation method. The problem is coded in the MATLAB programming environment. Solutions at high Reynolds numbers are obtained up to Re=20000 on a fine grid of 131 * 131. Also in this presentation, the numerical solutions for the three-dimensional lid-driven cavity problem are obtained by solving the velocity-vorticity formulation of the Navier-Stokes equations (which is the first time that this has been simulated with special boundary conditions) for various Reynolds numbers. A spectral collocation method is employed to discretize the y and z directions and a finite difference method is used to discretize the x direction. Numerical solutions are obtained for Reynolds number up to 200. , The work prepared here is to show the efficiency of methods used to simulate the physical problem where accurate simulations of lid driven cavity are obtained at high Reynolds number as mentioned above. The result for the two dimensional problem is far from the previous researcher result.

Keywords: lid driven cavity, navier-stokes, simulation, Reynolds number

Procedia PDF Downloads 683

Authors: Amina Bouhaouche, Zineb Kaoua, Lila Lahreche, Sid Ali Kaoua, Kamel Daoud

Abstract:

The objective of this study is to present a novel approach for analyzing the solid dispersion and mixing performance by a numerical simulation method using solid works software of a monodisperse particles for a large span of time reached 20 minutes. To assure the viability of a numerical simulation, an experimental study of a binary mixture of monodiperse particles taken as free flowing material in a V blender was developed on the basis of relative standard deviation curves, and the arrangement of the particles in the vessel. The experimental results were discussed and compared to the numerical simulation results.

Keywords: non-cohesive material, solid mixing, solid works, v-blender

Procedia PDF Downloads 356

Authors: Mohammad Moonesun, Ehsan Asadi Asrami, Julia Bodnarchuk

Abstract:

In the case of Solar Autonomous Underwater Vehicle, which uses photovoltaic panels to provide its required power, due to limitation of energy, accurate estimation of resistance and energy has major sensitivity. In this work, hydrodynamic calculations by numerical method for a solar autonomous underwater vehicle equipped by two 50 W photovoltaic panels has been studied. To evaluate the required power and energy, hull hydrodynamic resistance in several velocities should be taken into account. To do this assessment, the ANSYS FLUENT 18 applied as Computational Fluid Dynamics (CFD) tool that solves Reynolds Average Navier Stokes (RANS) equations around AUV hull, and K-ω SST is used as turbulence model. To validate of solution method and modeling approach, the model of Myring submarine that it’s experimental data was available, is simulated. There is good agreement between numerical and experimental results. Also, these results showed that the K-ω SST Turbulence model is an ideal method to simulate the AUV motion in low velocities.

Keywords: underwater vehicle, hydrodynamic resistance, numerical modelling, CFD, RANS

Procedia PDF Downloads 168

Authors: Maryamosadat Ghasemi, Reza Amrollahi

Abstract:

Plasma equilibrium geometry has a great influence on the confinement and magnetohydrodynamic stability in tokamaks. The poloidal field (PF) system of a tokamak should be able to support this plasma equilibrium geometry. In this work the prepared numerical code based on radial basis functions are presented and used to solve the Grad–Shafranov (GS) equation for the axisymmetric equilibrium of tokamak plasma. The radial basis functions (RBFs) which is a kind of numerical meshfree method (MFM) for solving partial differential equations (PDEs) has appeared in the last decade and is developing significantly in the last few years. This technique is applied in this study to obtain the equilibrium configuration for Alborz Tokamak. The behavior of numerical solution convergences show the validation of this calculations.

Keywords: equilibrium, grad–shafranov, radial basis functions, Alborz Tokamak

Procedia PDF Downloads 440

Authors: Abouzar Kaboudian, Boo Cheong Khoo

Abstract:

The Ghost Solid Method (GSM) based algorithms have been extensively used for numerical calculation of wave propagation in the limit of abrupt changes in materials. In this work, we present a unified version of the GSMs that can be successfully applied to both abrupt as well as smooth changes of the material properties in a medium. The application of this method enables us to use the previously-matured numerical algorithms which were developed to be applied to homogeneous mediums, with only minor modifications. This method is developed for one-dimensional settings and its extension to multi-dimensions is briefly discussed. Various numerical experiments are presented to show the applicability of this unified GSM to wave propagation problems in sharply as well as smoothly varying mediums.

Keywords: elastic solid, functionally graded material, ghost solid method, solid-solid interaction

Procedia PDF Downloads 391

Authors: Sao-Jeng Chao, Wen-Cheng Chen, Wei-Humg Lu

Abstract:

In order to prevent encountering unpredictable factors, geotechnical engineers always conduct numerical analysis for braced excavation design. Simulation work in advance can predict the response of subsequent excavation and thus will be designed to increase the security coefficient of construction. The parameters that are considered include geological conditions, soil properties, soil distributions, loading types, and the analysis and design methods. National Ilan University is located on the LanYang plain, mainly deposited by clayey soil and loose sand, and thus is vulnerable to external influence displacement. National Ilan University experienced a construction of braced excavation with a complete program of monitoring excavation. This study takes advantage of a one-dimensional finite element method RIDO to simulate the excavation process. The predicted results from numerical simulation analysis are compared with the monitored results of construction to explore the differences between them. Numerical simulation analysis of the excavation process can be used to analyze retaining structures for the purpose of understanding the relationship between the displacement and supporting system. The resulting deformation and stress distribution from the braced excavation cab then be understand in advance. The problems can be prevented prior to the construction process, and thus acquire all the affected important factors during design and construction.

Keywords: excavation, numerical simulation, RIDO, retaining structure

Procedia PDF Downloads 230

Authors: Kadda Boumediene, Mohamed Ziani

Abstract:

Mainly because of their good ratio stiffness/mass, and in addition to adjustable mechanical properties, composite materials are more and more often used as an alternative to traditional materials in several domains. Before using these materials in practical application, a detailed and precise characterization of their mechanical properties is necessary. In the present work, we will find a dynamic analyze of composite beam (natural frequencies and mode shape), an experimental vibration technique, which presents a powerful tool for the estimation of mechanical characteristics, is used to characterize a dissimilar beam of a Mortar/ natural mineral fiber. The study is completed by an analytic (Rayleigh & Rayleigh-Ritz), experimental and numerical application for non-uniform composite beam of a Mortar/ natural mineral fiber. The study is supported by a comparison between numerical and analytic results as well as a comparison between experimental and numerical results.

Keywords: composite beam, mortar/ natural mineral fiber, mechanical characteristics, natural frequencies, mode shape

Procedia PDF Downloads 325

Authors: DRIS Mohammed El-Amine, BOUNIF Abdelhamid

Abstract:

This paper considers an experimental and numerical investigation of variable density in axisymmetric turbulent free jets. Special attention is paid to the study of the scalar dissipation rate. In this case, dynamic field equations are coupled to scalar field equations by the density which can vary by the thermal effect (jet heating). The numerical investigation is based on the first and second order turbulence models. For the discretization of the equations system characterizing the flow, the finite volume method described by Patankar (1980) was used. The experimental study was conducted in order to evaluate dynamical characteristics of a heated axisymmetric air flow using the Laser Doppler Anemometer (LDA) which is a very accurate optical measurement method. Experimental and numerical results are compared and discussed. This comparison do not show large difference and the results obtained are in general satisfactory.

Keywords: Scalar dissipation rate, thermal effects, turbulent axisymmetric jets, second order modelling, Velocimetry Laser Doppler.

Procedia PDF Downloads 422

Authors: Taleb Hosni Abderrahmane, Berga Abdelmadjid

Abstract:

The development of numerical analysis and its application to geomechanics problems have provided geotechnical engineers with extremely powerful tools. One of the most important problems in geotechnical engineering is the slope stability assessment. It is a very difficult task due to several aspects such the nature of the problem, experimental consideration, monitoring, controlling, and assessment. The main objective of this paper is to perform a comparative numerical study between the following methods: The Limit Equilibrium (LEM), Finite Element (FEM), Limit Analysis (LAM) and Distinct Element (DEM). The comparison is conducted in terms of the safety factors and the critical slip surfaces. Through the results, we see the feasibility to analyse slope stability by many methods.

Keywords: comparison, factor of safety, geomechanics, numerical methods, slope analysis, slip surfaces

Procedia PDF Downloads 499

Authors: Gozel Judakova, Markus Bause

Abstract:

We present and analyze reliable numerical techniques for simulating complex flow and transport phenomena related to natural gas transportation in pipelines. Such kind of problems are of high interest in the field of petroleum and environmental engineering. Modeling and understanding natural gas flow and transformation processes during transportation is important for the sake of physical realism and the design and operation of pipeline systems. In our approach a two fluid flow model based on a system of coupled hyperbolic conservation laws is considered for describing natural gas flow undergoing hydratization. The accurate numerical approximation of two-phase gas flow remains subject of strong interest in the scientific community. Such hyperbolic problems are characterized by solutions with steep gradients or discontinuities, and their approximation by standard finite element techniques typically gives rise to spurious oscillations and numerical artefacts. Recently, stabilized and discontinuous Galerkin finite element techniques have attracted researchers’ interest. They are highly adapted to the hyperbolic nature of our two-phase flow model. In the presentation a streamline upwind Petrov-Galerkin approach and a discontinuous Galerkin finite element method for the numerical approximation of our flow model of two coupled systems of Euler equations are presented. Then the efficiency and reliability of stabilized continuous and discontinous finite element methods for the approximation is carefully analyzed and the potential of the either classes of numerical schemes is investigated. In particular, standard benchmark problems of two-phase flow like the shock tube problem are used for the comparative numerical study.

Keywords: discontinuous Galerkin method, Euler system, inviscid two-fluid model, streamline upwind Petrov-Galerkin method, twophase flow

Procedia PDF Downloads 297

Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: damage mechanics, 3-D numerical analysis, RC, slab with opening

Procedia PDF Downloads 150

Authors: Dan Zhao, Y. W. Sheng

Abstract:

The present work considers a convection-driven T-shaped pulse combustion system. Both experimental and numerical investigations are conducted to study the mechanism of pulse combustion and its potential application in fabric drying. To gain insight on flame-acoustic dynamic interaction and pulsating flow characteristics, 3D numerical simulation of the pulse combustion process of a premixed turbulent flame in a Rijke-type combustor is performed. Two parameters are examined: (1) fuel-air ratio, (2) inlet flow velocity. Their effects on triggering pulsating flow and Nusselt number are studied. As each of the parameters is varied, Nusselt number characterizing the heat transfer rate and the heat-driven pulsating flow signature is found to change. The main nonlinearity is identified in the heat fluxes. To validate our numerical findings, a cylindrical T-shaped Rijke-type combustor made of quartz-glass with a Bunsen burner is designed and tested.

Keywords: pulse combustion, fabric drying, heat transfer, combustion oscillations, pressure oscillations

Procedia PDF Downloads 221

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. However, most of the option pricing models have no analytical solution. 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, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: integral differential equations, jump–diffusion model, American options, rational approximation

Procedia PDF Downloads 90

Authors: Reza Mohammadi

Abstract:

Using quartic spline, we develop a method for numerical solution of singularly perturbed two-point boundary-value problems. The purposed method is fourth-order accurate and applicable to problems both in singular and non-singular cases. The convergence analysis of the method is given. The resulting linear system of equations has been solved by using a tri-diagonal solver. We applied the presented method to test problems which have been solved by other existing methods in references, for comparison of presented method with the existing methods. Numerical results are given to illustrate the efficiency of our methods.

Keywords: second-order ordinary differential equation, singularly-perturbed, quartic spline, convergence analysis

Procedia PDF Downloads 331

Authors: N. Gigauri, V. Kukhalashvili, A. Surmava, L. Intskirveli, L. Gverdtsiteli

Abstract:

Tbilisi, a large city of the South Caucasus, is a junction point connecting Asia and Europe, Russia and republics of the Asia Minor. Over the last years, its atmosphere has been experienced an increasing anthropogenic load. Numerical modeling method is used for study of Tbilisi atmospheric air pollution. By means of 3D non-linear non-steady numerical model a peculiarity of city atmosphere pollution is investigated during background western light air. Dust concentration spatial and time changes are determined. There are identified the zones of high, average and less pollution, dust accumulation areas, transfer directions etc. By numerical modeling, there is shown that the process of air pollution by the dust proceeds in four stages, and they depend on the intensity of motor traffic, the micro-relief of the city, and the location of city mains. In the interval of time 06:00-09:00 the intensive growth, 09:00-15:00 a constancy or weak decrease, 18:00-21:00 an increase, and from 21:00 to 06:00 a reduction of the dust concentrations take place. The highly polluted areas are located in the vicinity of the city center and at some peripherical territories of the city, where the maximum dust concentration at 9PM is equal to 2 maximum allowable concentrations. The similar investigations conducted in case of various meteorological situations will enable us to compile the map of background urban pollution and to elaborate practical measures for ambient air protection.

Keywords: air pollution, dust, numerical modeling, urban

Procedia PDF Downloads 159

Authors: M. Salmanzadeh

Abstract:

In paper, we will deal with incompressible Couette flow, which represents an exact analytical solution of the Navier-Stokes equations. Couette flow is perhaps the simplest of all viscous flows, while at the same time retaining much of the same physical characteristics of a more complicated boundary-layer flow. The numerical technique that we will employ for the solution of the Couette flow is the Crank-Nicolson implicit method. Parabolic partial differential equations lend themselves to a marching solution; in addition, the use of an implicit technique allows a much larger marching step size than would be the case for an explicit solution. Hence, in the present paper we will have the opportunity to explore some aspects of CFD different from those discussed in the other papers.

Keywords: incompressible couette flow, numerical method, partial differential equation, Crank-Nicolson implicit

Procedia PDF Downloads 498

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

This paper presents an iteration method for the numerical solutions of a one-dimensional problem of generalized thermoelasticity with one relaxation time under given initial and boundary conditions. The thermoelastic material with variable properties as a power functional graded has been considered. Adomian’s decomposition techniques have been applied to the governing equations. The numerical results have been calculated by using the iterations method with a certain algorithm. The numerical results have been represented in figures, and the figures affirm that Adomian’s decomposition method is a successful method for modeling thermoelastic problems. Moreover, the empirical parameter of the functional graded, and the lattice design parameter have significant effects on the temperature increment, the strain, the stress, the displacement.

Keywords: Adomian, decomposition method, generalized thermoelasticity, algorithm

Procedia PDF Downloads 110