Search results for: parametric analysis

Authors: Mohammed A. Sakr, Tarek M. Khalifa, Walid N. Mansour

Abstract:

External bonding of fiber reinforced polymer (FRP) plates to reinforced concrete (RC) beams is an effective technique for flexural strengthening. This paper presents an analytical parametric study on the behavior of RC continuous beams flexurally strengthened with externally bonded FRP plates on the upper and lower fibers, conducted using simple uniaxial nonlinear finite element model (UNFEM). UNFEM is able to estimate the load-carrying capacity, different failure modes and the interfacial stresses of RC continuous beams flexurally strengthened with externally bonded FRP plates on the upper and lower fibers. The study investigated the effect of five key parameters on the behavior and moment redistribution of FRP-reinforced continuous beams. The investigated parameters were the length of the FRP plate, the width and the thickness of the FRP plate, the ratio between the area of the FRP plate to the concrete area, the cohesive shear strength of the adhesive layer, and the concrete compressive strength. The investigation resulted in a number of important conclusions reflecting the effects of the studied parameters on the behavior of RC continuous beams flexurally strengthened with externally bonded FRP plates.

Keywords: continuous beams, parametric study, finite element, fiber reinforced polymer

Procedia PDF Downloads 349

Authors: Wahab Abdul Ghafar, Tao Zhong, Baba Kalan Enamullah

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Steel plate shear walls (SPSWs) are a robust lateral load resistance structure because of their high flexibility and efficient energy dissipation when subjected to seismic loads. This research investigates the seismic Performance of an innovative infill web strip (IWS-SPSW) and a typical unstiffened steel plate shear wall (USPSW). As a result, two 1:3 scale specimens of an IWS-SPSW and USPSW with a single story and a single bay were built and subjected to a cyclic lateral loading methodology. In the prototype, the beam-to-column connections were accomplished with the assistance of semi-rigid end-plate connectors. IWS-SPSW demonstrated exceptional ductility and shear load-bearing capacity during the testing process, with no cracks or other damage occurring. In addition, the IWS-SPSW could effectively dissipate energy without causing a significant amount of beam-column connection distortion. The shear load-bearing capacity of the USPSW was exceptional. However, it exhibited low ductility, severe infill plate corner ripping, and huge infill web plate cracks. The FE models were created and then confirmed using the experimental data. It has been demonstrated that the infill web strips of an SPSW system can affect the system's high Performance and total energy dissipation. In addition, a parametric analysis was carried out to evaluate the material qualities of the IWS, which can considerably improve the system's seismic performances. These properties include the steel's strength as well as its thickness.

Keywords: steel shear walls, seismic performance, failure mode, hysteresis response, nonlinear finite element analysis, parametric study.

Procedia PDF Downloads 69

Authors: Shahroz Khan, Erkan Gunpinar, Kemal Mart

Abstract:

Recently parametric design techniques became a vital concept in the field of Computer Aided Design (CAD), which helps to provide sophisticated platform to the designer in order to automate the design process in efficient time. In these techniques, design process starts by parameterizing the important features of design models (typically the key dimensions), with the implementation of design constraints. The design constraints help to retain the overall shape of the model while modifying its parameters. However, the process of initializing an appropriate number of design parameters and constraints is the crucial part of parametric design techniques, especially for complex surface models such as yacht hull. This paper introduces a method to create complex surface models in favor of parametric design techniques, a method to define the right number of parameters and respective design constraints, and a system to implement design parameters in contract to design constraints schema. For this, in our proposed approach the design process starts by dividing the yacht hull into three sections. Each section consists of different shape lines, which form the overall shape of yacht hull. The shape lines are created using Cubic Bezier Curves, which allow larger design flexibility. Design parameters and constraints are defined on the shape lines in 3D design space to facilitate the designers for better and individual handling of parameters. Afterwards, shape modifiers are developed, which allow the modification of each parameter while satisfying the respective set of criteria and design constraints. Such as, geometric continuities should be maintained between the shape lines of the three sections, fairness of the hull surfaces should be preserved after modification and while design modification, effect of a single parameter should be negligible on other parameters. The constraints are defined individually on shape lines of each section and mutually between the shape lines of two connecting sections. In order to validate and visualize design results of our shape modifiers, a real time graphic interface is created.

Keywords: design parameter, design constraints, shape modifies, yacht hull

Procedia PDF Downloads 277

Authors: Amir Ashraf

Abstract:

Homoeopathy is an alternative system of medicine discovered by German physician Samuel Hahnemann in 1796. It has been used by several people for various health conditions globally for more than last 200 years. In India, homoeopathy is considered as a major system of alternative medicine. Homoeopathy is found effective in various medical conditions including Pyuria. Pyuria is the condition in which pus cells are found in urine. Homoeopathy is very useful for reducing pus cells, and homeopathically potentized Conium Mac (Hemlock) is an important remedy commonly used for reducing pyuria. Aim: To reduce the amount pus cells found in urine using Conium Mac 200C. Methods: Design. Small N Design. Samples: Purposive Sampling with 5 cases diagnosed as pyuria. Tools: Personal Data Schedule and ICD-10 Criteria for Pyuria. Techniques: Potentized homoeopathic medicine, Conium Mac 200th potency is used. Statistical Analysis: The statistical analyses were done using non-parametric tests. Results: There is significant pre/post difference has been identified. Conclusion: Homoeopathic potency, Conium Mac 200 C is effective in reducing the increased level of pus cells found in urine samples.

Keywords: homoeopathy, alternative medicine, Pyuria, Conim Mac, small N design, non-parametric tests, homeopathic physician, Ashirvad Hospital, Kannur

Procedia PDF Downloads 298

Authors: E. Faizan, Wahab Abdul Ghafar, Tao Zhong

Abstract:

Steel plate shear walls (SPSWs) are a robust lateral load resistance structure because of their high flexibility and efficient energy dissipation when subjected to seismic loads. This research investigates the seismic performance of an innovative infill web strip (IWS-SPSW) and a typical unstiffened steel plate shear wall (USPSW). As a result, two 1:3 scale specimens of an IWS-SPSW and USPSW with a single story and a single bay were built and subjected to a cyclic lateral loading methodology. In the prototype, the beam-to-column connections were accomplished with the assistance of semi-rigid end-plate connectors. IWS-SPSW demonstrated exceptional ductility and shear load-bearing capacity during the testing process, with no cracks or other damage occurring. In addition, the IWS-SPSW could effectively dissipate energy without causing a significant amount of beam-column connection distortion. The shear load-bearing capacity of the USPSW was exceptional. However, it exhibited low ductility, severe infill plate corner ripping, and huge infill web plate cracks. The FE models were created and then confirmed using the experimental data. It has been demonstrated that the infill web strips of an SPSW system can affect the system's high performance and total energy dissipation. In addition, a parametric analysis was carried out to evaluate the material qualities of the IWS, which can considerably improve the system's seismic performances. These properties include the steel's strength as well as its thickness.

Keywords: steel shear walls, seismic performance, failure mode, hysteresis response, nonlinear finite element analysis, parametric study

Procedia PDF Downloads 48

Authors: Faustina Masocha

Abstract:

This study sought to determine if the Covid-19 pandemic played a disruptive role in the signalling effect of dividend increases for the Top 40 companies listed on the Johannesburg Stock Exchange. With the use of Event Study Methodologies, it was found that dividend increases that were announced in the 2018 and 2019 financial years resulted in Cumulative Abnormal Returns (CARs) that were significantly different from zero, as confirmed by a p-value of 0,0300. This resulted in the conclusion that, under normal circumstances, dividend increases follow the precepts outlined in signalling theories which indicate that the announcement of dividend increases sent positive signals about the expected financial performance of a company. To prove the notion that Covid-19 plays a disruptive role on the signalling hypothesis, it was found from both parametric and non-parametric tests of significance that CARs related to dividend increases that were announced during the 2020 and 2021 financial years, when the Covid-19 pandemic was at its peak, were not significantly different from zero. Therefore, although the dividend increases still resulted in some CARs, such CARs were not statistically different from zero to confirm the signalling hypothesis. A p-value of 0.9830 from parametric t-tests and a p-value of 0.8971 from the Wilcoxon signed-rank test were used as a gauge that led to the conclusion that Covid-19 plays a disruptive effect on the signalling process of dividend increases.

Keywords: cumulative abnormal returns, dividend increases, event study methodology, signalling

Procedia PDF Downloads 83

Authors: Takwiir Tahriim Khan, Tausif Khalid, Mohammad Redwan Ahamed, Md Soebur Rahman

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The mutual connection in joints has a significant impact on the safe and cost-effective design of steel structures. Generally, the end plates are welded at the end of the beam and columns are bolted with the end plates. Thus, the moment will be transferred at the interface, which is a critical segment at the connection. 3-D Finite Element Models (FEM) has been developed using ABAQUS 2017 software to predict the yield capacity of the end plate connections. The parameters used in this study are the depth, width, and thickness of the end plate, dimensions of the bolt, sectional and material properties of beams and columns. The influence width, depth, and thicknesses of the end plate connection on yield capacity were investigated through parametric studies. The results showed that, for increasing plate thickness from 0.3 inch to 0.8 inch by an increment of 0.1 inch the yield capacity increased by 2.85% on average, for decreasing the end plate depth from 13 inch to 11 inch the yield capacity increased by 25.4 %, and for decreasing the end plate width from 6.5 inch to 5.75 inch the yield capacity increased by 35.4%. Variation in yield capacity was also found by changing the beam and column section. Besides, the numerical results showed a good agreement with published experimental literature with an average variation of less than 8.3 % in yield capacity. So the study allows for a more effective combination of beam, column, and end plate dimensions.

Keywords: steel beam-column joints, finite element analysis, yield moment capacity, parametric study, ABAQUS, bolted joints, flush end plates, moment vs rotation curves

Procedia PDF Downloads 79

Authors: Kisan Sarda, Bhavika Shingote

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This paper aims to evaluate regression modelling for prediction of Energy storage of solar photovoltaic (PV) system using Semi parametric regression techniques because there are some parameters which are known while there are some unknown parameters like humidity, dust etc. Here irradiation of solar energy is different for different places on the basis of Latitudes, so by finding out areas which give more storage we can implement PV systems at those places and our need of energy will be fulfilled. This regression modelling is done for daily, monthly and seasonal prediction of solar energy storage. In this, we have used R modules for designing the algorithm. This algorithm will give the best comparative results than other regression models for the solar PV cell energy storage.

Keywords: semi parametric regression, photovoltaic (PV) system, regression modelling, irradiation

Procedia PDF Downloads 350

Authors: Fadi Awawdeh, O. Alsayyed, S. Al-Shará

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Considering the inhomogeneities of media, the variable-coefficient Sharma-Tasso-Olver (STO) equation is hereby investigated with the aid of symbolic computation. A newly developed simplified bilinear method is described for the solution of considered equation. Without any constraints on the coefficient functions, multiple kink solutions are obtained. Parametric analysis is carried out in order to analyze the effects of the coefficient functions on the stabilities and propagation characteristics of the solitonic waves.

Keywords: Hirota bilinear method, multiple kink solution, Sharma-Tasso-Olver equation, inhomogeneity of media

Procedia PDF Downloads 485

Authors: Norhan El Dallal

Abstract:

The MENA region is a challenging, rapid urbanizing region, with a special profile; culturally, socially, economically and environmentally. Despite the diversity between different countries of the MENA region they all share similar urban challenges where extensive interventions are crucial. A climate sensitive region as the MENA region requires special attention for development, adaptation and mitigation. Integrating climatic and environmental parameters into the planning process to create a responsive urban form is the aim of this research in which “Parametric Urbanism” as a trend serves as a tool to reach a more sustainable urban morphology. An attempt to parameterize the relation between the climate and the urban form in a detailed manner is the main objective of the thesis. The aim is relating the different passive approaches suitable for the MENA region with the design guidelines of each and every part of the planning phase. Various conceptual scenarios for the network pattern and block subdivision generation based on computational models are the next steps after the parameterization. These theoretical models could be applied on different climatic zones of the dense communities of the MENA region to achieve an energy efficient neighborhood or city with respect to the urban form, morphology, and urban planning pattern. A final criticism of the theoretical model is to be conducted showing the feasibility of the proposed solutions economically. Finally some push and pull policies are to be proposed to help integrate these solutions into the planning process.

Keywords: parametric urbanism, climate responsive, urban form, urban and regional studies

Procedia PDF Downloads 450

Authors: Subodh Kumar, Ramkisan Pawar, Gopal D. Belurkar

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This paper describes a study for simple blanking tool. In blanking or piercing operation, punch and die should be concentric for proper cutting. In this study, tolerance analysis method is used to analyze the variation in the press tool assembly. Variation results into the eccentricity in between die and punch due to cumulative tolerance of parts used in assembly. 1D variation analysis were performed by CREO parametric computer aided design (CAD) Software Powered by CETOL 6σ computer aided tolerance analysis software. Use of CAD analysis software given the opportunity to find out the cause of variation in tool assembly. Accordingly, the new specification of tolerance and process setting for die set manufacturing has determined. Tolerance allocation and tolerance analysis method were performed iteratively to conclude that position tolerance as well as size tolerance of hole in top plate for bush and size tolerance of guide pillar were more responsible for eccentricity in punch and die. This work proposes optimum tolerance for press tool assembly parts to achieve 100 % yield for specified .015mm minimum tolerance zone.

Keywords: blanking, GD&T (Geometric Dimension and Tolerancing), DPMU (defects per million unit), press tool, stackup analysis, tolerance allocation, yield percentage

Procedia PDF Downloads 324

Authors: Olga V. Kharchenko

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Applicability of a KTA crystal-based laser system with optical parametric oscillators (OPO) generation to lidar sounding of the atmosphere in the spectral range 3–4 µm is studied in this work. A technique based on differential absorption lidar (DIAL) method and differential optical absorption spectroscopy (DOAS) is developed for lidar sounding of trace atmospheric gases (TAG). The DIAL-DOAS technique is tested to estimate its efficiency for lidar sounding of atmospheric trace gases.

Keywords: atmosphere, lidar sounding, DIAL, DOAS, trace gases, nonlinear crystal

Procedia PDF Downloads 369

Authors: Abdullah Al Mamoon, Ataur Rahman

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Due to climate change, future rainfall will change at many locations on earth; however, the spatial and temporal patterns of this change are not easy to predict. One approach of predicting such future changes is to examine the trends in the historical rainfall data at a given region and use the identified trends to make future prediction. For this, a statistical trend test is commonly applied to the historical data. This paper examines the trends of daily extreme rainfall events from 30 rain gauges located in the State of Qatar. Rainfall data covering from 1962 to 2011 were used in the analysis. A combination of four non-parametric and parametric tests was applied to identify trends at 10%, 5%, and 1% significance levels. These tests are Mann-Kendall (MK), Spearman’s Rho (SR), Linear Regression (LR) and CUSUM tests. These tests showed both positive and negative trends throughout the country. Only eight stations showed positive (upward) trend, which were however not statistically significant. In contrast, significant negative (downward) trends were found at the 5% and 10% levels of significance in six stations. The MK, SR and LR tests exhibited very similar results. This finding has important implications in the derivation/upgrade of design rainfall for Qatar, which will affect design and operation of future urban drainage infrastructure in Qatar.

Keywords: trends, extreme rainfall, daily rainfall, Mann-Kendall test, climate change, Qatar

Procedia PDF Downloads 528

Authors: Devyani D. Samarth, Sachin V. Bakre, Ratnesh Kumar

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This work deals with two buildings adjacent to each other connected with dampers. The “Imperial Valley Earthquake - El Centro", "May 18, 1940 earthquake time history is used for dynamic analysis of the system in the time domain. The effectiveness of fluid joint dampers is then investigated in terms of the reduction of displacement, acceleration and base shear responses of adjacent buildings. Finally, an extensive parametric study is carried out to find optimum damper properties like stiffness (Kd) and damping coefficient (Cd) for adjacent buildings. Results show that using fluid dampers to connect the adjacent buildings of different fundamental frequencies can effectively reduce earthquake-induced responses of either building if damper optimum properties are selected.

Keywords: energy dissipation devices, time history analysis, viscous damper, optimum parameters

Procedia PDF Downloads 462

Authors: A. El Kachani, E. Chakir, A. Ait Laachir, A. Niaaniaa, J. Zerouaoui

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This document presents an adaptive controller based on recursive parametric identification applied to a wind turbine based on the doubly-fed induction machine (DFIG), to compensate the faults and guarantee efficient of the DFIG. The proposed adaptive controller is based on the recursive least square algorithm which considers that the best estimator for the vector parameter is the vector x minimizing a quadratic criterion. Furthermore, this method can improve the rapidity and precision of the controller based on a model. The proposed controller is validated via simulation on a 5.5 kW DFIG-based wind turbine. The results obtained seem to be good. In addition, they show the advantages of an adaptive controller based on recursive least square algorithm.

Keywords: adaptive controller, recursive least squares algorithm, wind turbine, doubly fed induction generator

Procedia PDF Downloads 257

Authors: Ugbajah Maryjane

Abstract:

The study examined the production of grass cutter and the constraints in Anambra state, Nigeria. Specifically, it described socio-economic characteristics of the respondents, determinants of net farm income and constraints to grass cutter production. Multistage and random sampling methods were used to select 50 respondents for this study. Primary data were collected by means of structured questionnaire. Non-parametric and parametric statistical tools including frequency percentage mean ranking counts, cost and returns and returns and multiple regression were deployed for data analysis. Majority 84% produce on small scale, 64 % had formal education 68% had 3-4 years of farming experience hence small scaled production were common. The income (returns) on investment was used as index of profitability, gross margin (#5,972,280), net farm income (#5,327,055.2) net return on investment (2.5) and return on investment 3.1. Net farm income was significantly influence by stock size and years of farming experience. Grass cutter farmers production problem would be ameliorated by the expression of extension education awareness campaigns to discourage unhealthy practices such as indiscriminant bush burning, use of toxic chemicals as baits, and provision of credits to the farmers.

Keywords: socio-economic factors, profitability, awareness, toxic chemicals, credits

Procedia PDF Downloads 384

Authors: Paulo Mendonca, Nzar Faiq Naqeshbandi

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The objective of this study is to propose an interactive design environment that outlines the underlying computational framework to reach self-supporting overhangs. The research demonstrates the digital printability of overhangs taking into consideration factors related to the geometry design, the material used, the applied support, and the printing set-up of slicing and the extruder inclination. Parametric design tools can contribute to the design phase, form-finding, and stability optimization of self-supporting structures while printing in order to hold the components in place until they are sufficiently advanced to support themselves. The challenge is to ensure the stability of the printed parts in the critical inclinations during the whole fabrication process. Facilitating the identification of parameterization will allow to predict and optimize the process. Later, in the light of the previous findings, some guidelines of simulations and physical tests are given to be conducted for estimating the structural and functional performance.

Keywords: additive manufacturing, overhangs, self-support overhangs, printability, parametric tools

Procedia PDF Downloads 98

Authors: Nisful Laila, Fatin Fadhilah Hasib, Puji Sucia Sukmaningrum, Achsania Hendratmi

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The purpose of this study is to determine and comparing the level of efficiency of Islamic Banks in Indonesia and United Kingdom during eurozone sovereign debt crisis. This study using a quantitative non-parametric approach with Data Envelopment Analysis (DEA) VRS assumption, and a statistical tool Mann-Whitney U-Test. The samples are 11 Islamic Banks in Indonesia and 4 Islamic Banks in England. This research used mediating approach. Input variable consists of total deposit, asset, and the cost of labour. Output variable consists of financing and profit/loss. This study shows that the efficiency of Islamic Bank in Indonesia and United Kingdom are varied and fluctuated during the observation period. There is no significant different the efficiency performance of Islamic Banks in Indonesia and United Kingdom.

Keywords: data envelopment analysis, efficiency, eurozone crisis, islamic bank

Procedia PDF Downloads 301

Authors: Vinay C. Doranalu, Amba Shetty

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In recent days due to climate change, there is a large variation in spatial distribution of daily rainfall within a small region. Rainfall is one of the main end climatic variables which affect spatio-temporal patterns of water availability. The real task postured by the change in climate is identification, estimation and understanding the uncertainty of rainfall. This study intended to analyze the spatial variations and temporal trends of daily precipitation using high resolution (0.25º x 0.25º) gridded data of Indian Meteorological Department (IMD). For the study, 38 grid points were selected in the study area and analyzed for daily precipitation time series (113 years) over the period 1901-2013. Grid points were divided into two zones based on the elevation and situated location of grid points: Low Land (exposed to sea and low elevated area/ coastal region) and High Land (Interior from sea and high elevated area/western Ghats). Time series were applied to examine the spatial analysis and temporal trends in each grid points by non-parametric Mann-Kendall test and Theil-Sen estimator to perceive the nature of trend and magnitude of slope in trend of rainfall. Pettit-Mann-Whitney test is applied to detect the most probable change point in trends of the time period. Results have revealed remarkable monotonic trend in each grid for daily precipitation of the time series. In general, by the regional cluster analysis found that increasing precipitation trend in shoreline region and decreasing trend in Western Ghats from recent years. Spatial distribution of rainfall can be partly explained by heterogeneity in temporal trends of rainfall by change point analysis. The Mann-Kendall test shows significant variation as weaker rainfall towards the rainfall distribution over eastern parts of the Western Ghats region of Karnataka.

Keywords: change point analysis, coastal region India, gridded rainfall data, non-parametric

Procedia PDF Downloads 263

Authors: M. E. Abou-Hashem El Dib, M. K. Swailem, M. M. Metwally, A. I. El Awady

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The present work illustrates a parametric study for the effect of stiffeners on the performance of slender built up steel I-columns. To achieve the desired analysis, finite element technique is used to develop nonlinear three-dimensional models representing the investigated columns. The finite element program (ANSYS 13.0) is used as a calculation tool for the necessary nonlinear analysis. A validation of the obtained numerical results is achieved. The considered parameters in the study are the column slenderness ratio and the horizontal stiffener's dimensions as well as the number of stiffeners. The dimensions of the stiffeners considered in the analysis are the stiffener width and the stiffener thickness. Numerical results signify a considerable effect of stiffeners on the performance and failure load of slender built up steel I-columns.

Keywords: columns, local buckling, slender, stiffener, thin walled section

Procedia PDF Downloads 287

Authors: Sara A. Ben Lashihar

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The heritage building information modelling (HBIM) of the historical masonry buildings has expanded lately to meet the urgent needs for conservation and structural analysis. The masonry structures are unique features for ancient building architectures worldwide that have special cultural, spiritual, and historical significance. However, there is a research gap regarding the reliability of the HBIM modeling process of these structures. The HBIM modeling process of the masonry structures faces significant challenges due to the inherent complexity and uniqueness of their structural systems. Most of these processes are based on tracing the point clouds and rarely follow documents, archival records, or direct observation. The results of these techniques are highly abstracted models where the accuracy does not exceed LOD 200. The masonry assemblages, especially curved elements such as arches, vaults, and domes, are generally modeled with standard BIM components or in-place models, and the brick textures are graphically input. Hence, future investigation is necessary to establish a methodology to generate automatically parametric masonry components. These components are developed algorithmically according to mathematical and geometric accuracy and the validity of the survey data. The main aim of this paper is to provide a comprehensive review of the state of the art of the existing researches and papers that have been conducted on the HBIM modeling of the masonry structural elements and the latest approaches to achieve parametric models that have both the visual fidelity and high geometric accuracy. The paper reviewed more than 800 articles, proceedings papers, and book chapters focused on "HBIM and Masonry" keywords from 2017 to 2021. The studies were downloaded from well-known, trusted bibliographic databases such as Web of Science, Scopus, Dimensions, and Lens. As a starting point, a scientometric analysis was carried out using VOSViewer software. This software extracts the main keywords in these studies to retrieve the relevant works. It also calculates the strength of the relationships between these keywords. Subsequently, an in-depth qualitative review followed the studies with the highest frequency of occurrence and the strongest links with the topic, according to the VOSViewer's results. The qualitative review focused on the latest approaches and the future suggestions proposed in these researches. The findings of this paper can serve as a valuable reference for researchers, and BIM specialists, to make more accurate and reliable HBIM models for historic masonry buildings.

Keywords: HBIM, masonry, structure, modeling, automatic, approach, parametric

Procedia PDF Downloads 139

Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

Procedia PDF Downloads 459

Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

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Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

Procedia PDF Downloads 125

Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

Procedia PDF Downloads 342

Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

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The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

Procedia PDF Downloads 397

Authors: Ozcan B., Koca B., Tuzcuoglu E., Cavusoglu S., Efe A., Bayraktar S.

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A washing machine is mainly used for removing any types of dirt and stains and also eliminating malodorous substances from textile surfaces. Stains originate from various sources from the human body to environmental contamination. Therefore, there are various methods for removing them. They are roughly classified into four different groups: oily (greasy) stains, particulate stains, enzymatic stains and bleachable (oxidizable) stains. Oily stains on clothes surfaces are a common result of being in contact with organic substances of the human body (e.g. perspiration, skin shedding and sebum) or by being exposed to an oily environmental pollutant (e.g. oily foods). Studies showed that human sebum is major component of oily soil found on the garments, and if it is aged under the several environmental conditions, it can generate obstacle yellow stains on the textile surface. In this study, a parametric study was carried out to investigate the key factors affecting the cleaning performance (specifically sebum removal performance) of a washing machine. These parameters are mechanical agitation percentage of tumble, consumed water and total washing period. A full factorial design of the experiment is used to capture all the possible parametric interactions using Minitab 2021 statistical program. Tests are carried out with commercial liquid detergent and 2 different types of sebum-soiled cotton and cotton + polyester fabrics. Parametric results revealed that for both test samples, increasing the washing time and the mechanical agitation could lead to a much better removal result of sebum. However, for each sample, the water amount had different outcomes. Increasing the water amount decreases the performance of cotton + polyester fabrics, while it is favorable for cotton fabric. Besides this, it was also discovered that the type of textile can greatly affect the sebum removal performance. Results showed that cotton + polyester fabrics are much easier to clean compared to cotton fabric

Keywords: laundry, washing machine, low-temperature washing, cold wash, washing efficiency index, sustainability, cleaning performance, stain removal, oily soil, sebum, yellowing

Procedia PDF Downloads 104

Authors: P. Chantarawitoon, H. Askarinejad

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The steel beams with web opening including the cellular and castellated I-beams are fabricated from a solid web I-beam through a double cutting method to a specific shape and size along the beam. The two halves of the beams are then welded together, increasing the overall depth of the web section. In this paper, the deflection of the cellular and castellated beams subject to uniform vertical loads are investigated using Finite Element Autodesk simulation package. The structural response of the beams with web opening are compared with regular solid beams. Additionally, parametric studies are carried out to study the influence of the geometric properties of a cellular beam to its structural responses.

Keywords: beams with web opening, cellular and castellated beams, finite element analysis, vertical deflection

Procedia PDF Downloads 219

Authors: K. S. Sivakumaran, T. Thanga, B. Halabieh

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The end panels of a large rectangular industrial duct, which experience significant internal pressures, also experience considerable transverse shear due to transfer of gravity loads to the supports. The current design practice of such thin plate panels for shear load is based on methods used for the design of plate girder webs. The structural arrangements, the loadings and the resulting behavior associated with the industrial duct end panels are, however, significantly different than those of the web of a plate girder. The large aspect ratio of the end panels gives rise to multiple bands of tension fields, whereas the plate girder web design is based on one tension field. In addition to shear, the industrial end panels are subjected to internal pressure which in turn produces significant membrane action. This paper reports a study which was undertaken to review the current industrial analysis and design methods and to propose a comprehensive method of designing industrial duct end panels for shear resistance. In this investigation, a nonlinear finite element model was developed to simulate the behavior of industrial duct end panel subjected to transverse shear and internal pressures. The model considered the geometric imperfections and constitutive relations for steels. Six scale independent dimensionless parameters that govern the behavior of such end panel were identified and were then used in an extensive parametric study. It was concluded that the plate slenderness dominates the shear strength of stockier end panels, and whereas, the aspect ratio and plate slenderness influence the shear strength of slender end panels. Based on these studies, this paper proposes design aids for estimating the shear strength of rectangular duct end panels.

Keywords: thin plate, transverse shear, tension field, finite element analysis, parametric study, design

Procedia PDF Downloads 198

Authors: Shamraiz Ahmad, Riaz Ahmad, Adnan Maqsood

Abstract:

This paper describes the application of 2k-design of experiment in order to screen the geometric parameters and experimental refinement of ceiling fan blades. The ratio of the air delivery to the power consumed is commonly known as service value (SV) in ceiling fan designer’s community. Service value was considered as the response for 56 inch ceiling fan and four geometric parameters (bend position at root, bend position at tip, bent angle at root and bent angle at tip) of blade were analyzed. With two levels, the 4-design parameters along with their eleven interactions were studied and design of experiment was employed for experimental arrangement. Blade manufacturing and testing were done in a medium scale enterprise. The objective was achieved and service value of ceiling fan was increased by 10.4 % without increasing the cost of production and manufacturing system. Experiments were designed and results were analyzed using Minitab® 16 software package.

Keywords: parametric screening, 2k-design of experiment, ceiling fan, service value, performance improvement

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Authors: Tingting Huang, Sha Li, Geoffrey Griffiths, Martin Lukac, Jianning Zhu

Abstract:

Territorial landscapes have experienced a gradual loss of their typical characteristics during long-term human activities. In order to protect the integrity of regional landscapes, it is necessary to characterize, evaluate and protect them in a graded manner. The study takes Fujian, China, as an example and classifies the landscape characters of the site at the regional scale, middle scale, and detailed scale. A multi-scale approach combining parametric and holistic approaches is used to classify and partition the landscape character types (LCTs) and landscape character areas (LCAs) at different scales, and a multi-element landscape assessment approach is adopted to explore the conservation strategies of the landscape character. Firstly, multiple fields and multiple elements of geography, nature and humanities were selected as the basis of assessment according to the scales. Secondly, the study takes a parametric approach to the classification and partitioning of landscape character, Principal Component Analysis, and two-stage cluster analysis (K-means and GMM) in MATLAB software to obtain LCTs, combines with Canny Operator Edge Detection Algorithm to obtain landscape character contours and corrects LCTs and LCAs by field survey and manual identification methods. Finally, the study adopts the Landscape Sensitivity Assessment method to perform landscape character conservation analysis and formulates five strategies for different LCAs: conservation, enhancement, restoration, creation, and combination. This multi-scale identification approach can efficiently integrate multiple types of landscape character elements, reduce the difficulty of broad-scale operations in the process of landscape character conservation, and provide a basis for landscape character conservation strategies. Based on the natural background and the restoration of regional characteristics, the results of landscape character assessment are scientific and objective and can provide a strong reference in regional and national scale territorial spatial planning.

Keywords: parameterization, multi-scale, landscape character identify, landscape character assessment

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