Search results for: Numerical probability modeling
667 Flow Analysis of Viscous Nanofluid Due to Rotating Rigid Disk with Navier’s Slip: A Numerical Study
Authors: Khalil Ur Rehman, M. Y. Malik, Usman Ali
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In this paper, the problem proposed by Von Karman is treated in the attendance of additional flow field effects when the liquid is spaced above the rotating rigid disk. To be more specific, a purely viscous fluid flow yield by rotating rigid disk with Navier’s condition is considered in both magnetohydrodynamic and hydrodynamic frames. The rotating flow regime is manifested with heat source/sink and chemically reactive species. Moreover, the features of thermophoresis and Brownian motion are reported by considering nanofluid model. The flow field formulation is obtained mathematically in terms of high order differential equations. The reduced system of equations is solved numerically through self-coded computational algorithm. The pertinent outcomes are discussed systematically and provided through graphical and tabular practices. A simultaneous way of study makes this attempt attractive in this sense that the article contains dual framework and validation of results with existing work confirms the execution of self-coded algorithm for fluid flow regime over a rotating rigid disk.
Keywords: Nanoparticles, Newtonian fluid model, chemical reaction, heat source/sink.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 979666 Review and Classification of the Indicators and Trends Used in Bridge Performance Modeling
Authors: S. Rezaei, Z. Mirzaei, M. Khalighi, J. Bahrami
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Bridges, as an essential part of road infrastructures, are affected by various deterioration mechanisms over time due to the changes in their performance. As changes in performance can have many negative impacts on society, it is essential to be able to evaluate and measure the performance of bridges throughout their life. This evaluation includes the development or the choice of the appropriate performance indicators, which, in turn, are measured based on the selection of appropriate models for the existing deterioration mechanism. The purpose of this article is a statistical study of indicators and deterioration mechanisms of bridges in order to discover further research capacities in bridges performance assessment. For this purpose, some of the most common indicators of bridge performance, including reliability, risk, vulnerability, robustness, and resilience, were selected. The researches performed on each index based on the desired deterioration mechanisms and hazards were comprehensively reviewed. In addition, the formulation of the indicators and their relationship with each other were studied. The research conducted on the mentioned indicators were classified from the point of view of deterministic or probabilistic method, the level of study (element level, object level, etc.), and the type of hazard and the deterioration mechanism of interest. For each of the indicators, a number of challenges and recommendations were presented according to the review of previous studies.
Keywords: Bridge, deterioration mechanism, lifecycle, performance indicator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 443665 The Investigation of Motor Cooling Performance
Authors: Chih-Chung Chang, Sy-Chi Kuo, Chen-Kang Huang, Sih-Li Chen
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This study experimentally and numerically investigates motor cooling performance. The motor consists of a centrifugal fan, two axial fans, a shaft, a stator, a rotor and a heat exchanger with 637 cooling tubes. The pressure rise-flow rate (P-Q) performance curves of the cooling fans at 1800 rpm are tested using a test apparatus complying with the Chinese National Standard (CNS) 2726. Compared with the experimental measurements, the numerical analysis results show that the P-Q performance curves of the axial fan and centrifugal fan can be estimated within about 2% and 6%, respectively. By using the simplified model, setting up the heat exchanger and stator as porous media, the flow field in the motor is calculated. By using the results of the flow field near the rotor and stator, and subjecting the heat generation rate as a boundary condition, the temperature distributions of the stator and rotor are also calculated. The simulation results show that the calculated temperature of the stator winding near the axial fans is lower by about 5% than the measured value, and the calculated temperature of the stator core located at the center of the stator is about 1% higher than the measured value. Besides, discussion is made to improve the motor cooling performance.Keywords: Motor cooling, P-Q performance curves, CNS, porous media.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1628664 Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models
Authors: Yoonsuh Jung
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As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an ‘optimal’ value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.Keywords: Cross Validation, Parameter Averaging, Parameter Selection, Regularization Parameter Search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1567663 Finite Element Analysis of Thermally-Induced Bistable Plate Using Four Plate Elements
Authors: Jixiao Tao, Xiaoqiao He
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The present study deals with the finite element (FE) analysis of thermally-induced bistable plate using various plate elements. The quadrilateral plate elements include the 4-node conforming plate element based on the classical laminate plate theory (CLPT), the 4-node and 9-node Mindlin plate element based on the first-order shear deformation laminated plate theory (FSDT), and a displacement-based 4-node quadrilateral element (RDKQ-NL20). Using the von-Karman’s large deflection theory and the total Lagrangian (TL) approach, the nonlinear FE governing equations for plate under thermal load are derived. Convergence analysis for four elements is first conducted. These elements are then used to predict the stable shapes of thermally-induced bistable plate. Numerical test shows that the plate element based on FSDT, namely the 4-node and 9-node Mindlin, and the RDKQ-NL20 plate element can predict two stable cylindrical shapes while the 4-node conforming plate predicts a saddles shape. Comparing the simulation results with ABAQUS, the RDKQ-NL20 element shows the best accuracy among all the elements.
Keywords: Finite element method, geometrical nonlinearity, bistable, quadrilateral plate elements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 767662 Modeling and Analysis of the Effects of Temperature and Pressure on the Gas-Crossover in Polymer Electrolyte Membrane Electrolyzer
Authors: A. H. Abdol Rahim, Alhassan Salami Tijani
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Hydrogen produced by means of polymer electrolyte membrane electrolyzer (PEME) is one of the most promising methods due to clean and renewable energy source. In the process, some energy loss due to mass transfer through a PEM is caused by diffusion, electro-osmotic drag, and the pressure difference between the cathode channel and anode channel. In PEME, water molecules and ionic particles transferred between the electrodes from anode to cathode, Extensive mixing of the hydrogen and oxygen at anode channel due to gases cross-over must be avoided. In recent times the consciousness of safety issue in high pressure PEME where the oxygen mix with hydrogen at anode channel could create, explosive conditions have generated a lot of concern. In this paper, the steady state and simulation analysis of gases crossover in PEME on the temperature and pressure effect are presented. The simulations have been analysis in MATLAB based on the well-known Fick’s Law of molecular diffusion. The simulation results indicated that as temperature increases, there is a significant decrease in operating voltage.Keywords: Diffusion, gases cross-over, steady state.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2524661 The Use of Different Methodological Approaches to Teaching Mathematics at Secondary Level
Authors: M. Rodionov, N. Sharapova, Z. Dedovets
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The article describes methods of preparation of future teachers that includes the entire diversity of traditional and computer-oriented methodological approaches. The authors reveal how, in the specific educational environment, a teacher can choose the most effective combination of educational technologies based on the nature of the learning task. The key conditions that determine such a choice are that the methodological approach corresponds to the specificity of the problem being solved and that it is also responsive to the individual characteristics of the students. The article refers to the training of students in the proper use of mathematical electronic tools for educational purposes. The preparation of future mathematics teachers should be a step-by-step process, building on specific examples. At the first stage, students optimally solve problems aided by electronic means of teaching. At the second stage, the main emphasis is on modeling lessons. At the third stage, students develop and implement strategies in the study of one of the topics within a school mathematics curriculum. The article also recommended the implementation of this strategy in preparation of future teachers and stated the possible benefits.
Keywords: Computer-oriented approach, traditional approach, future teachers, mathematics, lesson, students, education.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 989660 Photogrammetry and GIS Integration for Archaeological Documentation of Ahl-Alkahf, Jordan
Authors: Rami Al-Ruzouq, Abdallah Al-Zoubi, Abdel-Rahman Abueladas, Petya Dimitrova
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Protection and proper management of archaeological heritage are an essential process of studying and interpreting the generations present and future. Protecting the archaeological heritage is based upon multidiscipline professional collaboration. This study aims to gather data by different sources (Photogrammetry and Geographic Information System (GIS)) integrated for the purpose of documenting one the of significant archeological sites (Ahl-Alkahf, Jordan). 3D modeling deals with the actual image of the features, shapes and texture to represent reality as realistically as possible by using texture. The 3D coordinates that result of the photogrammetric adjustment procedures are used to create 3D-models of the study area. Adding Textures to the 3D-models surfaces gives a 'real world' appearance to the displayed models. GIS system combined all data, including boundary maps, indicating the location of archeological sites, transportation layer, digital elevation model and orthoimages. For realistic representation of the study area, 3D - GIS model prepared, where efficient generation, management and visualization of such special data can be achieved.
Keywords: Archaeology, close range photogrammetry, ortho-photo, 3D-GIS
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2147659 Capability Prediction of Machining Processes Based on Uncertainty Analysis
Authors: Hamed Afrasiab, Saeed Khodaygan
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Prediction of machining process capability in the design stage plays a key role to reach the precision design and manufacturing of mechanical products. Inaccuracies in machining process lead to errors in position and orientation of machined features on the part, and strongly affect the process capability in the final quality of the product. In this paper, an efficient systematic approach is given to investigate the machining errors to predict the manufacturing errors of the parts and capability prediction of corresponding machining processes. A mathematical formulation of fixture locators modeling is presented to establish the relationship between the part errors and the related sources. Based on this method, the final machining errors of the part can be accurately estimated by relating them to the combined dimensional and geometric tolerances of the workpiece – fixture system. This method is developed for uncertainty analysis based on the Worst Case and statistical approaches. The application of the presented method is illustrated through presenting an example and the computational results are compared with the Monte Carlo simulation results.Keywords: Process capability, machining error, dimensional and geometrical tolerances, uncertainty analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1224658 Evaluation of Settlement of Coastal Embankments Using Finite Elements Method
Authors: Sina Fadaie, Seyed Abolhassan Naeini
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Coastal embankments play an important role in coastal structures by reducing the effect of the wave forces and controlling the movement of sediments. Many coastal areas are underlain by weak and compressible soils. Estimation of during construction settlement of coastal embankments is highly important in design and safety control of embankments and appurtenant structures. Accordingly, selecting and establishing of an appropriate model with a reasonable level of complication is one of the challenges for engineers. Although there are advanced models in the literature regarding design of embankments, there is not enough information on the prediction of their associated settlement, particularly in coastal areas having considerable soft soils. Marine engineering study in Iran is important due to the existence of two important coastal areas located in the northern and southern parts of the country. In the present study, the validity of Terzaghi’s consolidation theory has been investigated. In addition, the settlement of these coastal embankments during construction is predicted by using special methods in PLAXIS software by the help of appropriate boundary conditions and soil layers. The results indicate that, for the existing soil condition at the site, some parameters are important to be considered in analysis. Consequently, a model is introduced to estimate the settlement of the embankments in such geotechnical conditions.
Keywords: Consolidation, coastal embankments, settlement, numerical methods, finite elements method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 777657 Laminar Free Convection of Nanofluid Flow in Horizontal Porous Annulus
Authors: Manal H. Saleh
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A numerical study has been carried out to investigate the heat transfer by natural convection of nanofluid taking Cu as nanoparticles and the water as based fluid in a three dimensional annulus enclosure filled with porous media (silica sand) between two horizontal concentric cylinders with 12 annular fins of 2.4mm thickness attached to the inner cylinder under steady state conditions. The governing equations which used are continuity, momentum and energy equations under an assumptions used Darcy law and Boussinesq-s approximation which are transformed to dimensionless equations. The finite difference approach is used to obtain all the computational results using the MATLAB-7. The parameters affected on the system are modified Rayleigh number (10 ≤Ra*≤ 1000), fin length Hf (3, 7 and 11mm), radius ratio Rr (0.293, 0.365 and 0.435) and the volume fraction(0 ≤ ¤ò ≤ 0 .35). It was found that the average Nusselt number depends on (Ra*, Hf, Rr and φ). The results show that, increasing of fin length decreases the heat transfer rate and for low values of Ra*, decreasing Rr cause to decrease Nu while for Ra* greater than 100, decreasing Rr cause to increase Nu and adding Cu nanoparticles with 0.35 volume fraction cause 27.9% enhancement in heat transfer. A correlation for Nu in terms of Ra*, Hf and φ, has been developed for inner hot cylinder.Keywords: Annular fins, laminar free convection, nanofluid, porous media, three dimensions horizontal annulus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2478656 On Developing an Automatic Speech Recognition System for Standard Arabic Language
Authors: R. Walha, F. Drira, H. El-Abed, A. M. Alimi
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The Automatic Speech Recognition (ASR) applied to Arabic language is a challenging task. This is mainly related to the language specificities which make the researchers facing multiple difficulties such as the insufficient linguistic resources and the very limited number of available transcribed Arabic speech corpora. In this paper, we are interested in the development of a HMM-based ASR system for Standard Arabic (SA) language. Our fundamental research goal is to select the most appropriate acoustic parameters describing each audio frame, acoustic models and speech recognition unit. To achieve this purpose, we analyze the effect of varying frame windowing (size and period), acoustic parameter number resulting from features extraction methods traditionally used in ASR, speech recognition unit, Gaussian number per HMM state and number of embedded re-estimations of the Baum-Welch Algorithm. To evaluate the proposed ASR system, a multi-speaker SA connected-digits corpus is collected, transcribed and used throughout all experiments. A further evaluation is conducted on a speaker-independent continue SA speech corpus. The phonemes recognition rate is 94.02% which is relatively high when comparing it with another ASR system evaluated on the same corpus.Keywords: ASR, HMM, acoustical analysis, acoustic modeling, Standard Arabic language
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1769655 Mathematical Model of Depletion of Forestry Resource: Effect of Synthetic Based Industries
Authors: Manisha Chaudhary, Joydip Dhar, Govind Prasad Sahu
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A mathematical model is proposed considering the forest biomass density B(t), density of wood based industries W(t) and density of synthetic industries S(t). It is assumed that the forest biomass grows logistically in the absence of wood based industries, but depletion of forestry biomass is due to presence of wood based industries. The growth of wood based industries depends on B(t), while S(t) grows at a constant rate, independent of B(t). Further there is a competition between W(t) and S(t) according to market demand. The proposed model has four ecologically feasible steady states, namely, E1: forest biomass free and wood industries free equilibrium; E2: wood industries free equilibrium and two coexisting equilibria E∗1 , E∗2 . Behavior of the system near all feasible equilibria is analyzed using the stability theory of differential equations. In the proposed model, the natural depletion rate h1 is a crucial parameter and system exhibits Hopf-bifurcation about the non-trivial equilibrium with respect to h1. The analytical results are verified using numerical simulation.
Keywords: A mathematical model, Competition between wood based and synthetic industries, Hopf-bifurcation, Stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3484654 Implicit Lyapunov Control of Multi-Control Hamiltonians Systems Based On the State Error
Authors: Fangfang Meng, Shuang Cong
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In the closed quantum system, if the control system is strongly regular and all other eigenstates are directly coupled to the target state, the control system can be asymptotically stabilized at the target eigenstate by the Lyapunov control based on the state error. However, if the control system is not strongly regular or as long as there is one eigenstate not directly coupled to the target state, the situations will become complicated. In this paper, we propose an implicit Lyapunov control method based on the state error to solve the convergence problems for these two degenerate cases. And at the same time, we expand the target state from the eigenstate to the arbitrary pure state. Especially, the proposed method is also applicable in the control system with multi-control Hamiltonians. On this basis, the convergence of the control systems is analyzed using the LaSalle invariance principle. Furthermore, the relation between the implicit Lyapunov functions of the state distance and the state error is investigated. Finally, numerical simulations are carried out to verify the effectiveness of the proposed implicit Lyapunov control method. The comparisons of the control effect using the implicit Lyapunov control method based on the state distance with that of the state error are given.
Keywords: Implicit Lyapunov control, state error, degenerate cases, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491653 Numerical Heat Transfer Performance of Water-Based Graphene Nanoplatelets
Authors: Ahmad Amiri, Hamed K. Arzani, S. N. Kazi, B. T. Chew
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Since graphene nanoplatelet (GNP) is a promising material due to desirable thermal properties, this paper is related to the thermophysical and heat transfer performance of covalently functionalized GNP-based water/ethylene glycol nanofluid through an annular channel. After experimentally measuring thermophysical properties of prepared samples, a computational fluid dynamics study has been carried out to examine the heat transfer and pressure drop of well-dispersed and stabilized nanofluids. The effect of concentration of GNP and Reynolds number at constant wall temperature boundary condition under turbulent flow regime on convective heat transfer coefficient has been investigated. Based on the results, for different Reynolds numbers, the convective heat transfer coefficient of the prepared nanofluid is higher than that of the base fluid. Also, the enhancement of convective heat transfer coefficient and thermal conductivity increase with the increase of GNP concentration in base-fluid. Based on the results of this investigation, there is a significant enhancement on the heat transfer rate associated with loading well-dispersed GNP in base-fluid.Keywords: Nanofluid, turbulent flow, forced convection flow, graphene, annular, annulus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1575652 Dependability Tools in Multi-Agent Support for Failures Analysis of Computer Networks
Authors: Myriam Noureddine
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During their activity, all systems must be operational without failures and in this context, the dependability concept is essential avoiding disruption of their function. As computer networks are systems with the same requirements of dependability, this article deals with an analysis of failures for a computer network. The proposed approach integrates specific tools of the plat-form KB3, usually applied in dependability studies of industrial systems. The methodology is supported by a multi-agent system formed by six agents grouped in three meta agents, dealing with two levels. The first level concerns a modeling step through a conceptual agent and a generating agent. The conceptual agent is dedicated to the building of the knowledge base from the system specifications written in the FIGARO language. The generating agent allows producing automatically both the structural model and a dependability model of the system. The second level, the simulation, shows the effects of the failures of the system through a simulation agent. The approach validation is obtained by its application on a specific computer network, giving an analysis of failures through their effects for the considered network.
Keywords: Computer network, dependability, KB3 plat-form, multi-agent system, failure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 627651 Advanced Energy Absorbers Used in Blast Resistant Systems
Authors: Martina Drdlová, Michal Frank, Radek Řídký, Jaroslav Buchar, Josef Krátký
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The main aim of the presented experiments is to improve behaviour of sandwich structures under dynamic loading, such as crash or explosion. This paper describes experimental investigation on the response of new advanced materials to low and high velocity load. Blast wave energy absorbers were designed using two types of porous lightweight raw particle materials based on expanded glass and ceramics with dimensions of 0.5-1 mm, combined with polymeric binder. The effect of binder amount on the static and dynamic properties of designed materials was observed. Prism shaped specimens were prepared and loaded to obtain physicomechanical parameters – bulk density, compressive and flexural strength under quasistatic load, the dynamic response was determined using Split Hopkinson Pressure bar apparatus. Numerical investigation of the material behaviour in sandwich structure was performed using implicit/explicit solver LS-Dyna. As the last step, the developed material was used as the interlayer of blast resistant litter bin, and it´s functionality was verified by real field blast tests.
Keywords: Blast energy absorber, SHPB, expanded glass, expanded ceramics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2429650 Geometric Simplification Method of Building Energy Model Based on Building Performance Simulation
Authors: Yan Lyu, Yiqun Pan, Zhizhong Huang
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In the design stage of a new building, the energy model of this building is often required for the analysis of the performance on energy efficiency. In practice, a certain degree of geometric simplification should be done in the establishment of building energy models, since the detailed geometric features of a real building are hard to be described perfectly in most energy simulation engine, such as ESP-r, eQuest or EnergyPlus. Actually, the detailed description is not necessary when the result with extremely high accuracy is not demanded. Therefore, this paper analyzed the relationship between the error of the simulation result from building energy models and the geometric simplification of the models. Finally, the following two parameters are selected as the indices to characterize the geometric feature of in building energy simulation: the southward projected area and total side surface area of the building. Based on the parameterization method, the simplification from an arbitrary column building to a typical shape (a cuboid) building can be made for energy modeling. The result in this study indicates that no more than 7% prediction error of annual cooling/heating load will be caused by the geometric simplification for those buildings with the ratio of southward projection length to total perimeter of the bottom of 0.25~0.35, which means this method is applicable for building performance simulation.
Keywords: building energy model, simulation, geometric simplification, design, regression
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 598649 Design and Analysis of Electric Power Production Unit for Low Enthalpy Geothermal Reservoir Applications
Authors: Ildar Akhmadullin, Mayank Tyagi
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The subject of this paper is the design analysis of a single well power production unit from low enthalpy geothermal resources. A complexity of the project is defined by a low temperature heat source that usually makes such projects economically disadvantageous using the conventional binary power plant approach. A proposed new compact design is numerically analyzed. This paper describes a thermodynamic analysis, a working fluid choice, downhole heat exchanger (DHE) and turbine calculation results. The unit is able to produce 321 kW of electric power from a low enthalpy underground heat source utilizing n-Pentane as a working fluid. A geo-pressured reservoir located in Vermilion Parish, Louisiana, USA is selected as a prototype for the field application. With a brine temperature of 126 , the optimal length of DHE is determined as 304.8 m (1000ft). All units (pipes, turbine, and pumps) are chosen from commercially available parts to bring this project closer to the industry requirements. Numerical calculations are based on petroleum industry standards. The project is sponsored by the Department of Energy of the US.
Keywords: Downhole Heat Exchangers, Geothermal Power Generation, Organic Rankine Cycle, Refrigerants, Working Fluids.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2659648 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach
Authors: Imen Dhaou
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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 986647 Modelling an Investment Portfolio with Mandatory and Voluntary Contributions under M-CEV Model
Authors: Amadi Ugwulo Chinyere, Lewis D. Gbarayorks, Emem N. H. Inamete
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In this paper, the mandatory contribution, additional voluntary contribution (AVC) and administrative charges are merged together to determine the optimal investment strategy (OIS) for a pension plan member (PPM) in a defined contribution (DC) pension scheme under the modified constant elasticity of variance (M-CEV) model. We assume that the voluntary contribution is a stochastic process and a portfolio consisting of one risk free asset and one risky asset modeled by the M-CEV model is considered. Also, a stochastic differential equation consisting of PPM’s monthly contributions, voluntary contributions and administrative charges is obtained. More so, an optimization problem in the form of Hamilton Jacobi Bellman equation which is a nonlinear partial differential equation is obtained. Using power transformation and change of variables method, an explicit solution of the OIS and the value function are obtained under constant absolute risk averse (CARA). Furthermore, numerical simulations on the impact of some sensitive parameters on OIS were discussed extensively. Finally, our result generalizes some existing result in the literature.
Keywords: DC pension fund, modified constant elasticity of variance, optimal investment strategies, voluntary contribution, administrative charges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 355646 Airfoils Aerodynamic Efficiency Study in Heavy Rain via Two Phase Flow Approach
Authors: M. Ismail, Cao Yihua, Zhao Ming
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Heavy rainfall greatly affects the aerodynamic performance of the aircraft. There are many accidents of aircraft caused by aerodynamic efficiency degradation by heavy rain. In this Paper we have studied the heavy rain effects on the aerodynamic efficiency of NACA 64-210 & NACA 0012 airfoils. For our analysis, CFD method and preprocessing grid generator are used as our main analytical tools, and the simulation of rain is accomplished via two phase flow approach-s Discrete Phase Model (DPM). Raindrops are assumed to be non-interacting, non-deforming, non-evaporating and non-spinning spheres. Both airfoil sections exhibited significant reduction in lift and increase in drag for a given lift condition in simulated rain. The most significant difference between these two airfoils was the sensitivity of the NACA 64-210 to liquid water content (LWC), while NACA 0012 performance losses in the rain environment is not a function of LWC . It is expected that the quantitative information gained in this paper will be useful to the operational airline industry and greater effort such as small scale and full scale flight tests should put in this direction to further improve aviation safety.
Keywords: airfoil, discrete phase modeling, heavy rain, Reynolds number
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3621645 Thermodynamic Analysis of Ventilated Façades under Operating Conditions in Southern Spain
Authors: Carlos A. D. Torres, Antonio D. Delgado
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In this work we study the thermodynamic behavior of some ventilated facades under summer operating conditions in Southern Spain. Under these climatic conditions, indoor comfort implies a high energetic demand due to high temperatures that usually are reached in this season in the considered geographical area.
The aim of this work is to determine if during summer operating conditions in Southern Spain, ventilated façades provide some energy saving compared to the non-ventilated façades and to deduce their behavior patterns in terms of energy efficiency.
The modelization of the air flow in the channel has been performed by using Navier-Stokes equations for thermodynamic flows. Numerical simulations have been carried out with a 2D Finite Element approach.
This way, we analyze the behavior of ventilated façades under different weather conditions as variable wind, variable temperature and different levels of solar irradiation.
CFD computations show the combined effect of the shading of the external wall and the ventilation by the natural convection into the air gap achieve a reduction of the heat load during the summer period. This reduction has been evaluated by comparing the thermodynamic performances of two ventilated and two unventilated façades with the same geometry and thermophysical characteristics.
Keywords: Passive cooling, ventilated façades, energy-efficient building, CFD, FEM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4935644 Thermomechanical Coupled Analysis of Fiber Reinforced Polymer Composite Square Tube: A Finite Element Study
Authors: M. Ali, K. Alam, E. Ohioma
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This paper presents a numerical investigation on the behavior of fiber reinforced polymer composite tubes (FRP) under thermomechanical coupled loading using finite element software ABAQUS and a special add-on subroutine, CZone. Three cases were explored; pure mechanical loading, pure thermal loading, and coupled thermomechanical loading. The failure index (Tsai-Wu) under all three loading cases was assessed for all plies in the tube walls. The simulation results under pure mechanical loading showed that composite tube failed at a tensile load of 3.1 kN. However, with the superposition of thermal load on mechanical load on the composite tube, the failure index of the previously failed plies in tube walls reduced significantly causing the tube to fail at 6 kN. This showed 93% improvement in the load carrying capacity of the composite tube in present study. The increase in load carrying capacity was attributed to the stress effects of the coefficients of thermal expansion (CTE) on the laminate as well as the inter-lamina stresses induced due to the composite stack layup.
Keywords: Thermal, mechanical, composites, square tubes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1933643 Impact of Modeling Different Fading Channels on Wireless MAN Fixed IEEE802.16d OFDM System with Diversity Transmission Technique
Authors: Shanar Askar, Shahzad Memon, LachhmanDas, MSKalhoro
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Wimax (Worldwide Interoperability for Microwave Access) is a promising technology which can offer high speed data, voice and video service to the customer end, which is presently, dominated by the cable and digital subscriber line (DSL) technologies. The performance assessment of Wimax systems is dealt with. The biggest advantage of Broadband wireless application (BWA) over its wired competitors is its increased capacity and ease of deployment. The aims of this paper are to model and simulate the fixed OFDM IEEE 802.16d physical layer under variant combinations of digital modulation (BPSK, QPSK, and 16-QAM) over diverse combination of fading channels (AWGN, SUIs). Stanford University Interim (SUI) Channel serial was proposed to simulate the fixed broadband wireless access channel environments where IEEE 802.16d is to be deployed. It has six channel models that are grouped into three categories according to three typical different outdoor Terrains, in order to give a comprehensive effect of fading channels on the overall performance of the system.Keywords: WIMAX, OFDM, Additive White Gaussian Noise, Fading Channel, SUI, Doppler Effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2123642 Studies on Race Car Aerodynamics at Wing in Ground Effect
Authors: Dharni Vasudhevan Venkatesan, Shanjay K E, Sujith Kumar H, Abhilash N A, Aswin Ram D, V.R.Sanal Kumar
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Numerical studies on race car aerodynamics at wing in ground effect have been carried out using a steady 3d, double precision, pressure-based, and standard k-epsilon turbulence model. Through various parametric analytical studies we have observed that at a particular speed and ground clearance of the wings a favorable negative lift was found high at a particular angle of attack for all the physical models considered in this paper. The fact is that if the ground clearance height to chord length (h/c) is too small, the developing boundary layers from either side (the ground and the lower surface of the wing) can interact, leading to an altered variation of the aerodynamic characteristics at wing in ground effect. Therefore a suitable ground clearance must be predicted throughout the racing for a better performance of the race car, which obviously depends upon the coupled effects of the topography, wing orientation with respect to the ground, the incoming flow features and/or the race car speed. We have concluded that for the design of high performance and high speed race cars the adjustable wings capable to alter the ground clearance and the angles of attack is the best design option for any race car for racing safely with variable speeds.
Keywords: External aerodynamics, External Flow Choking, Race car aerodynamics, Wing in Ground Effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5787641 Influence of p-y curves on Buckling Capacity of Pile Foundation
Authors: Praveen Huded M., Suresh R. Dash
Abstract:
Pile foundations are one of the most preferred deep foundation systems for high rise or heavily loaded structures. In many instances, the failure of the pile founded structures in liquefiable soils had been observed even in many recent earthquakes. Failure of pile foundation have occurred because of buckling, as the pile behaves as an unsupported slender structural element once the surrounding soil liquefies. However, the buckling capacity depends on the depth of soil liquefied and its residual strength. Hence it is essential to check the pile against the possible buckling failure. Beam on non-linear Winkler Foundation is one of the efficient methods to model the pile-soil behavior in liquefiable soil. The pile-soil interaction is modelled through p-y springs, there are different p-y curves available for modeling liquefiable soil. In the present work, the influence of two such p-y curves on the buckling capacity of pile foundation is studied considering the initial geometric and non-linear behavior of pile foundation. The proposed method is validated against experimental results. A significant difference in the buckling capacity is observed for the two p-y curves used in the analysis. A parametric study is conducted to understand the influence of pile flexural rigidity, different initial geometric imperfections, and different soil relative densities on the buckling capacity of pile foundation.
Keywords: pile foundation, liquefaction, buckling load, non-linear p-y curve
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 649640 Numerical Study of Steel Structures Responses to External Explosions
Authors: Mohammad Abdallah
Abstract:
Due to the constant increase in terrorist attacks, the research and engineering communities have given significant attention to building performance under explosions. This paper presents a methodology for studying and simulating the dynamic responses of steel structures during external detonations, particularly for accurately investigating the impact of incrementing charge weight on the members total behavior, resistance and failure. Prediction damage method was introduced to evaluate the damage level of the steel members based on five scenarios of explosions. Johnson–Cook strength and failure model have been used as well as ABAQUS finite element code to simulate the explicit dynamic analysis, and antecedent field tests were used to verify the acceptance and accuracy of the proposed material strength and failure model. Based on the structural response, evaluation criteria such as deflection, vertical displacement, drift index, and damage level; the obtained results show the vulnerability of steel columns and un-braced steel frames which are designed and optimized to carry dead and live load to resist and endure blast loading.
Keywords: Steel structure, blast load, terrorist attacks, charge weight, damage level.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 752639 A Model-Reference Sliding Mode for Dual-Stage Actuator Servo Control in HDD
Authors: S. Sonkham, U. Pinsopon, W. Chatlatanagulchai
Abstract:
This paper presents a method of sliding mode control (SMC) designing and developing for the servo system in a dual-stage actuator (DSA) hard disk drive. Mathematical modeling of hard disk drive actuators is obtained, extracted from measuring frequency response of the voice-coil motor (VCM) and PZT micro-actuator separately. Matlab software tools are used for mathematical model estimation and also for controller design and simulation. A model-reference approach for tracking requirement is selected as a proposed technique. The simulation results show that performance of a model-reference SMC controller design in DSA servo control can be satisfied in the tracking error, as well as keeping the positioning of the head within the boundary of +/-5% of track width under the presence of internal and external disturbance. The overall results of model-reference SMC design in DSA are met per requirement specifications and significant reduction in %off track is found when compared to the single-state actuator (SSA).
Keywords: Hard Disk Drive, Dual-Stage Actuator, Track Following, HDD Servo Control, Sliding Mode Control, Model-Reference, Tracking Control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1957638 Compromise Ratio Method for Decision Making under Fuzzy Environment using Fuzzy Distance Measure
Authors: Debashree Guha, Debjani Chakraborty
Abstract:
The aim of this paper is to adopt a compromise ratio (CR) methodology for fuzzy multi-attribute single-expert decision making proble. In this paper, the rating of each alternative has been described by linguistic terms, which can be expressed as triangular fuzzy numbers. The compromise ratio method for fuzzy multi-attribute single expert decision making has been considered here by taking the ranking index based on the concept that the chosen alternative should be as close as possible to the ideal solution and as far away as possible from the negative-ideal solution simultaneously. From logical point of view, the distance between two triangular fuzzy numbers also is a fuzzy number, not a crisp value. Therefore a fuzzy distance measure, which is itself a fuzzy number, has been used here to calculate the difference between two triangular fuzzy numbers. Now in this paper, with the help of this fuzzy distance measure, it has been shown that the compromise ratio is a fuzzy number and this eases the problem of the decision maker to take the decision. The computation principle and the procedure of the compromise ratio method have been described in detail in this paper. A comparative analysis of the compromise ratio method previously proposed [1] and the newly adopted method have been illustrated with two numerical examples.
Keywords: Compromise ratio method, Fuzzy multi-attributesingle-expert decision making, Fuzzy number, Linguistic variable
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1396