Search results for: Advection equations
859 Loading Factor Performance of a Centrifugal Compressor Impeller: Specific Features and Way of Modeling
Authors: K. Soldatova, Y. Galerkin
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A loading factor performance is necessary for the modeling of centrifugal compressor gas dynamic performance curve. Measured loading factors are linear function of a flow coefficient at an impeller exit. The performance does not depend on the compressibility criterion. To simulate loading factor performances, the authors present two parameters: a loading factor at zero flow rate and an angle between an ordinate and performance line. The calculated loading factor performances of non-viscous are linear too and close to experimental performances. Loading factor performances of several dozens of impellers with different blade exit angles, blade thickness and number, ratio of blade exit/inlet height, and two different type of blade mean line configuration. There are some trends of influence, which are evident – comparatively small blade thickness influence, and influence of geometry parameters is more for impellers with bigger blade exit angles, etc. Approximating equations for both parameters are suggested. The next phase of work will be simulating of experimental performances with the suggested approximation equations as a base.
Keywords: Centrifugal compressor stage, centrifugal compressor, loading factor, gas dynamic performance curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2104858 Thermophoretic Deposition of Nanoparticles Due Toa Permeable Rotating Disk: Effects of Partial Slip, Magnetic Field, Thermal Radiation, Thermal-Diffusion, and Diffusion-Thermo
Authors: M. M. Rahman
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The present contribution deals with the thermophoretic deposition of nanoparticles over a rapidly rotating permeable disk in the presence of partial slip, magnetic field, thermal radiation, thermal-diffusion, and diffusion-thermo effects. The governing nonlinear partial differential equations such as continuity, momentum, energy and concentration are transformed into nonlinear ordinary differential equations using similarity analysis, and the solutions are obtained through the very efficient computer algebra software MATLAB. Graphical results for non-dimensional concentration and temperature profiles including thermophoretic deposition velocity and Stanton number (thermophoretic deposition flux) in tabular forms are presented for a range of values of the parameters characterizing the flow field. It is observed that slip mechanism, thermal-diffusion, diffusion-thermo, magnetic field and radiation significantly control the thermophoretic particles deposition rate. The obtained results may be useful to many industrial and engineering applications.Keywords: Boundary layer flows, convection, diffusion-thermo, rotating disk, thermal-diffusion, thermophoresis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1994857 Parametric Characterization of Load Capacity of Infinitely Wide Parabolic Slider Bearing with Couple Stress Fluids
Authors: Oladeinde Mobolaji Humphrey, Akpobi John
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A mathematical model for the hydrodynamic lubrication of parabolic slider bearings with couple stress lubricants is presented. A numerical solution for the mathematical model using finite element scheme is obtained using three nodes isoparametric quadratic elements. Stiffness integrals obtained from the weak form of the governing equations were solved using Gauss Quadrature to obtain a finite number of stiffness matrices. The global system of equations was obtained for the bearing and solved using Gauss Seidel iterative scheme. The converged pressure solution was used to obtain the load capacity of the bearing. Parametric studies were carried out and it was shown that the effect of couple stresses and profile parameter are to increase the load carrying capacity of the parabolic slider bearing. Numerical experiments reveal that the magnitude of the profile parameter at which maximum load is obtained increases with decrease in couple stress parameter. The results are presented in graphical form.Keywords: Finite element, numerical, parabolic slider.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2084856 Similarity Solutions of Nonlinear Stretched Biomagnetic Flow and Heat Transfer with Signum Function and Temperature Power Law Geometries
Authors: M. G. Murtaza, E. E. Tzirtzilakis, M. Ferdows
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Biomagnetic fluid dynamics is an interdisciplinary field comprising engineering, medicine, and biology. Bio fluid dynamics is directed towards finding and developing the solutions to some of the human body related diseases and disorders. This article describes the flow and heat transfer of two dimensional, steady, laminar, viscous and incompressible biomagnetic fluid over a non-linear stretching sheet in the presence of magnetic dipole. Our model is consistent with blood fluid namely biomagnetic fluid dynamics (BFD). This model based on the principles of ferrohydrodynamic (FHD). The temperature at the stretching surface is assumed to follow a power law variation, and stretching velocity is assumed to have a nonlinear form with signum function or sign function. The governing boundary layer equations with boundary conditions are simplified to couple higher order equations using usual transformations. Numerical solutions for the governing momentum and energy equations are obtained by efficient numerical techniques based on the common finite difference method with central differencing, on a tridiagonal matrix manipulation and on an iterative procedure. Computations are performed for a wide range of the governing parameters such as magnetic field parameter, power law exponent temperature parameter, and other involved parameters and the effect of these parameters on the velocity and temperature field is presented. It is observed that for different values of the magnetic parameter, the velocity distribution decreases while temperature distribution increases. Besides, the finite difference solutions results for skin-friction coefficient and rate of heat transfer are discussed. This study will have an important bearing on a high targeting efficiency, a high magnetic field is required in the targeted body compartment.
Keywords: Biomagnetic fluid, FHD, nonlinear stretching sheet, slip parameter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 821855 Nonlinear Impact Responses for a Damped Frame Supported by Nonlinear Springs with Hysteresis Using Fast FEA
Authors: T. Yamaguchi, M. Watanabe, M. Sasajima, C. Yuan, S. Maruyama, T. B. Ibrahim, H. Tomita
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This paper deals with nonlinear vibration analysis using finite element method for frame structures consisting of elastic and viscoelastic damping layers supported by multiple nonlinear concentrated springs with hysteresis damping. The frame is supported by four nonlinear concentrated springs near the four corners. The restoring forces of the springs have cubic non-linearity and linear component of the nonlinear springs has complex quantity to represent linear hysteresis damping. The damping layer of the frame structures has complex modulus of elasticity. Further, the discretized equations in physical coordinate are transformed into the nonlinear ordinary coupled differential equations using normal coordinate corresponding to linear natural modes. Comparing shares of strain energy of the elastic frame, the damping layer and the springs, we evaluate the influences of the damping couplings on the linear and nonlinear impact responses. We also investigate influences of damping changed by stiffness of the elastic frame on the nonlinear coupling in the damped impact responses.Keywords: Dynamic response, Nonlinear impact response, Finite Element analysis, Numerical analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1720854 Transport of Analytes under Mixed Electroosmotic and Pressure Driven Flow of Power Law Fluid
Authors: Naren Bag, S. Bhattacharyya, Partha P. Gopmandal
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In this study, we have analyzed the transport of analytes under a two dimensional steady incompressible flow of power-law fluids through rectangular nanochannel. A mathematical model based on the Cauchy momentum-Nernst-Planck-Poisson equations is considered to study the combined effect of mixed electroosmotic (EO) and pressure driven (PD) flow. The coupled governing equations are solved numerically by finite volume method. We have studied extensively the effect of key parameters, e.g., flow behavior index, concentration of the electrolyte, surface potential, imposed pressure gradient and imposed electric field strength on the net average flow across the channel. In addition to study the effect of mixed EOF and PD on the analyte distribution across the channel, we consider a nonlinear model based on general convective-diffusion-electromigration equation. We have also presented the retention factor for various values of electrolyte concentration and flow behavior index.Keywords: Electric double layer, finite volume method, flow behavior index, mixed electroosmotic/pressure driven flow, Non-Newtonian power-law fluids, numerical simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1203853 Adomian Decomposition Method Associated with Boole-s Integration Rule for Goursat Problem
Authors: Mohd Agos Salim Nasir, Ros Fadilah Deraman, Siti Salmah Yasiran
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The Goursat partial differential equation arises in linear and non linear partial differential equations with mixed derivatives. This equation is a second order hyperbolic partial differential equation which occurs in various fields of study such as in engineering, physics, and applied mathematics. There are many approaches that have been suggested to approximate the solution of the Goursat partial differential equation. However, all of the suggested methods traditionally focused on numerical differentiation approaches including forward and central differences in deriving the scheme. An innovation has been done in deriving the Goursat partial differential equation scheme which involves numerical integration techniques. In this paper we have developed a new scheme to solve the Goursat partial differential equation based on the Adomian decomposition (ADM) and associated with Boole-s integration rule to approximate the integration terms. The new scheme can easily be applied to many linear and non linear Goursat partial differential equations and is capable to reduce the size of computational work. The accuracy of the results reveals the advantage of this new scheme over existing numerical method.Keywords: Goursat problem, partial differential equation, Adomian decomposition method, Boole's integration rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1856852 An Implementation of MacMahon's Partition Analysis in Ordering the Lower Bound of Processing Elements for the Algorithm of LU Decomposition
Authors: Halil Snopce, Ilir Spahiu, Lavdrim Elmazi
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A lot of Scientific and Engineering problems require the solution of large systems of linear equations of the form bAx in an effective manner. LU-Decomposition offers good choices for solving this problem. Our approach is to find the lower bound of processing elements needed for this purpose. Here is used the so called Omega calculus, as a computational method for solving problems via their corresponding Diophantine relation. From the corresponding algorithm is formed a system of linear diophantine equalities using the domain of computation which is given by the set of lattice points inside the polyhedron. Then is run the Mathematica program DiophantineGF.m. This program calculates the generating function from which is possible to find the number of solutions to the system of Diophantine equalities, which in fact gives the lower bound for the number of processors needed for the corresponding algorithm. There is given a mathematical explanation of the problem as well. Keywordsgenerating function, lattice points in polyhedron, lower bound of processor elements, system of Diophantine equationsand : calculus.
Keywords: generating function, lattice points in polyhedron, lower bound of processor elements, system of Diophantine equations and calculus.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1473851 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 988850 Nonlinear Static Analysis of Laminated Composite Hollow Beams with Super-Elliptic Cross-Sections
Authors: G. Akgun, I. Algul, H. Kurtaran
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In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.
Keywords: Generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1385849 Comparison of Alternative Models to Predict Lean Meat Percentage of Lamb Carcasses
Authors: Vasco A. P. Cadavez, Fernando C. Monteiro
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The objective of this study was to develop and compare alternative prediction equations of lean meat proportion (LMP) of lamb carcasses. Forty (40) male lambs, 22 of Churra Galega Bragançana Portuguese local breed and 18 of Suffolk breed were used. Lambs were slaughtered, and carcasses weighed approximately 30 min later in order to obtain hot carcass weight (HCW). After cooling at 4º C for 24-h a set of seventeen carcass measurements was recorded. The left side of carcasses was dissected into muscle, subcutaneous fat, inter-muscular fat, bone, and remainder (major blood vessels, ligaments, tendons, and thick connective tissue sheets associated with muscles), and the LMP was evaluated as the dissected muscle percentage. Prediction equations of LMP were developed, and fitting quality was evaluated through the coefficient of determination of estimation (R2 e) and standard error of estimate (SEE). Models validation was performed by k-fold crossvalidation and the coefficient of determination of prediction (R2 p) and standard error of prediction (SEP) were computed. The BT2 measurement was the best single predictor and accounted for 37.8% of the LMP variation with a SEP of 2.30%. The prediction of LMP of lamb carcasses can be based simple models, using as predictors the HCW and one fat thickness measurement.
Keywords: Bootstrap, Carcass, Lambs, Lean meat
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1621848 Magnetohydrodynamic Maxwell Nanofluids Flow over a Stretching Surface through a Porous Medium: Effects of Non-Linear Thermal Radiation, Convective Boundary Conditions and Heat Generation/Absorption
Authors: Sameh E. Ahmed, Ramadan A. Mohamed, Abd Elraheem M. Aly, Mahmoud S. Soliman
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In this paper, an enhancement of the heat transfer using non-Newtonian nanofluids by magnetohydrodynamic (MHD) mixed convection along stretching sheets embedded in an isotropic porous medium is investigated. Case of the Maxwell nanofluids is studied using the two phase mathematical model of nanofluids and the Darcy model is applied for the porous medium. Important effects are taken into account, namely, non-linear thermal radiation, convective boundary conditions, electromagnetic force and presence of the heat source/sink. Suitable similarity transformations are used to convert the governing equations to a system of ordinary differential equations then it is solved numerically using a fourth order Runge-Kutta method with shooting technique. The main results of the study revealed that the velocity profiles are decreasing functions of the Darcy number, the Deborah number and the magnetic field parameter. Also, the increase in the non-linear radiation parameters causes an enhancement in the local Nusselt number.
Keywords: MHD, nanofluids, stretching surface, non-linear thermal radiation, convective condition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 960847 Numerical Investigation of Flow Patterns and Thermal Comfort in Air-Conditioned Lecture Rooms
Authors: Taher M. Abou-deif, Mahmoud A. Fouad, Essam E. Khalil
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The present paper was concerned primarily with the analysis, simulation of the air flow and thermal patterns in a lecture room. The paper is devoted to numerically investigate the influence of location and number of ventilation and air conditioning supply and extracts openings on air flow properties in a lecture room. The work focuses on air flow patterns, thermal behaviour in lecture room where large number of students. The effectiveness of an air flow system is commonly assessed by the successful removal of sensible and latent loads from occupants with additional of attaining air pollutant at a prescribed level to attain the human thermal comfort conditions and to improve the indoor air quality; this is the main target during the present paper. The study is carried out using computational fluid dynamics (CFD) simulation techniques as embedded in the commercially available CFD code (FLUENT 6.2). The CFD modelling techniques solved the continuity, momentum and energy conservation equations in addition to standard k – ε model equations for turbulence closure. Throughout the investigations, numerical validation is carried out by way of comparisons of numerical and experimental results. Good agreement is found among both predictions.Keywords: Air Conditioning, CFD, Lecture Rooms, Thermal Comfort
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2224846 The Effect of Dynamic Eccentricity on Induction Machine Stator Currents (Part A)
Authors: Saleh S. Hamad Elawgali
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Current spectrums of a high power induction machine was calculated for the cases of full symmetry, static and dynamic eccentricity. The calculations involve integration of 93 electrical plus four mechanical ordinary differential equations. Electrical equations account for variable inductances affected by slotting and eccentricities. The calculations were followed by Fourier analysis of the stator currents in steady state operation. The paper presents the stator current spectrums in full symmetry, static and dynamic eccentricity cases, and demonstrates the harmonics present in each case. The effect of dynamic eccentricity is demonstrating via comparing the current spectrums related to dynamic eccentricity cases with the full symmetry one. The paper includes one case study, refers to dynamic eccentricity, to present the spectrum of the measured current and demonstrate the existence of the harmonics related to dynamic eccentricity. The zooms of current spectrums around the main slot harmonic zone are included to simplify the comparison and prove the existence of the dynamic eccentricity harmonics in both calculated and measured current spectrums.
Keywords: Current spectrum, diagnostics, harmonics, Induction machine
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2296845 Evaluation of Eulerian and Lagrangian Method in Analysis of Concrete Gravity Dam Including Dam Water Foundation Interaction
Authors: L. Khan mohammadi, J. Vaseghi Amiri, B. Navayi neya , M. Davoodi
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Because of the reservoir effect, dynamic analysis of concrete dams is more involved than other common structures. This problem is mostly sourced by the differences between reservoir water, dam body and foundation material behaviors. To account for the reservoir effect in dynamic analysis of concrete gravity dams, two methods are generally employed. Eulerian method in reservoir modeling gives rise to a set of coupled equations, whereas in Lagrangian method, the same equations for dam and foundation structure are used. The Purpose of this paper is to evaluate and study possible advantages and disadvantages of both methods. Specifically, application of the above methods in the analysis of dam-foundationreservoir systems is leveraged to calculate the hydrodynamic pressure on dam faces. Within the frame work of dam- foundationreservoir systems, dam displacement under earthquake for various dimensions and characteristics are also studied. The results of both Lagrangian and Eulerian methods in effects of loading frequency, boundary condition and foundation elasticity modulus are quantitatively evaluated and compared. Our analyses show that each method has individual advantages and disadvantages. As such, in any particular case, one of the two methods may prove more suitable as presented in the results section of this study.
Keywords: Lagrangian method, Eulerian method, Earthquake, Concrete gravity dam
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1815844 Identification of Nonlinear Predictor and Simulator Models of a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique
Authors: Masoud Sadeghian, Alireza Fatehi
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One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2024843 Dynamic Stability of Axially Moving Viscoelastic Plates under Non-Uniform In-Plane Edge Excitations
Authors: T. H. Young, S. J. Huang, Y. S. Chiu
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This paper investigates the parametric stability of an axially moving web subjected to non-uniform in-plane edge excitations on two opposite, simply-supported edges. The web is modeled as a viscoelastic plate whose constitutive relation obeys the Kelvin-Voigt model, and the in-plane edge excitations are expressed as the sum of a static tension and a periodical perturbation. Due to the in-plane edge excitations, the moving plate may bring about parametric instability under certain situations. First, the in-plane stresses of the plate due to the non-uniform edge excitations are determined by solving the in-plane forced vibration problem. Then, the dependence on the spatial coordinates in the equation of transverse motion is eliminated by the generalized Galerkin method, which results in a set of discretized system equations in time. Finally, the method of multiple scales is utilized to solve the set of system equations analytically if the periodical perturbation of the in-plane edge excitations is much smaller as compared with the static tension of the plate, from which the stability boundaries of the moving plate are obtained. Numerical results reveal that only combination resonances of the summed-type appear under the in-plane edge excitations considered in this work.Keywords: Axially moving viscoelastic plate, in-plane periodic excitation, non-uniformly distributed edge tension, dynamic stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1950842 Applications of AUSM+ Scheme on Subsonic, Supersonic and Hypersonic Flows Fields
Authors: Muhammad Yamin Younis, Muhammad Amjad Sohail, Tawfiqur Rahman, Zaka Muhammad, Saifur Rahman Bakaul
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The performance of Advection Upstream Splitting Method AUSM schemes are evaluated against experimental flow fields at different Mach numbers and results are compared with experimental data of subsonic, supersonic and hypersonic flow fields. The turbulent model used here is SST model by Menter. The numerical predictions include lift coefficient, drag coefficient and pitching moment coefficient at different mach numbers and angle of attacks. This work describes a computational study undertaken to compute the Aerodynamic characteristics of different air vehicles configurations using a structured Navier-Stokes computational technique. The CFD code bases on the idea of upwind scheme for the convective (convective-moving) fluxes. CFD results for GLC305 airfoil and cone cylinder tail fined missile calculated on above mentioned turbulence model are compared with the available data. Wide ranges of Mach number from subsonic to hypersonic speeds are simulated and results are compared. When the computation is done by using viscous turbulence model the above mentioned coefficients have a very good agreement with the experimental values. AUSM scheme is very efficient in the regions of very high pressure gradients like shock waves and discontinuities. The AUSM versions simulate the all types of flows from lower subsonic to hypersonic flow without oscillations.Keywords: Subsonic, supersonic, Hypersonic, AUSM+, Drag Coefficient, lift Coefficient, Pitching moment coefficient, pressure Coefficient, turbulent flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3243841 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier
Authors: Akash Rathee, Harish Parthasarathy
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In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1755840 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 499839 Implication of the Exchange-Correlation on Electromagnetic Wave Propagation in Single-Wall Carbon Nanotubes
Authors: A. Abdikian
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Using the linearized quantum hydrodynamic model (QHD) and by considering the role of quantum parameter (Bohm’s potential) and electron exchange-correlation potential in conjunction with Maxwell’s equations, electromagnetic wave propagation in a single-walled carbon nanotubes was studied. The electronic excitations are described. By solving the mentioned equations with appropriate boundary conditions and by assuming the low-frequency electromagnetic waves, two general expressions of dispersion relations are derived for the transverse magnetic (TM) and transverse electric (TE) modes, respectively. The dispersion relations are analyzed numerically and it was found that the dependency of dispersion curves with the exchange-correlation effects (which have been ignored in previous works) in the low frequency would be limited. Moreover, it has been realized that asymptotic behaviors of the TE and TM modes are similar in single wall carbon nanotubes (SWCNTs). The results show that by adding the function of electron exchange-correlation potential lead to the phenomena and make to extend the validity range of QHD model. The results can be important in the study of collective phenomena in nanostructures.
Keywords: Transverse magnetic, transverse electric, quantum hydrodynamic model, electron exchange-correlation potential, single-wall carbon nanotubes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1079838 Application of Extreme Learning Machine Method for Time Series Analysis
Authors: Rampal Singh, S. Balasundaram
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In this paper, we study the application of Extreme Learning Machine (ELM) algorithm for single layered feedforward neural networks to non-linear chaotic time series problems. In this algorithm the input weights and the hidden layer bias are randomly chosen. The ELM formulation leads to solving a system of linear equations in terms of the unknown weights connecting the hidden layer to the output layer. The solution of this general system of linear equations will be obtained using Moore-Penrose generalized pseudo inverse. For the study of the application of the method we consider the time series generated by the Mackey Glass delay differential equation with different time delays, Santa Fe A and UCR heart beat rate ECG time series. For the choice of sigmoid, sin and hardlim activation functions the optimal values for the memory order and the number of hidden neurons which give the best prediction performance in terms of root mean square error are determined. It is observed that the results obtained are in close agreement with the exact solution of the problems considered which clearly shows that ELM is a very promising alternative method for time series prediction.Keywords: Chaotic time series, Extreme learning machine, Generalization performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3519837 Dynamic Response of Strain Rate Dependent Glass/Epoxy Composite Beams Using Finite Difference Method
Authors: M. M. Shokrieh, A. Karamnejad
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This paper deals with a numerical analysis of the transient response of composite beams with strain rate dependent mechanical properties by use of a finite difference method. The equations of motion based on Timoshenko beam theory are derived. The geometric nonlinearity effects are taken into account with von Kármán large deflection theory. The finite difference method in conjunction with Newmark average acceleration method is applied to solve the differential equations. A modified progressive damage model which accounts for strain rate effects is developed based on the material property degradation rules and modified Hashin-type failure criteria and added to the finite difference model. The components of the model are implemented into a computer code in Mathematica 6. Glass/epoxy laminated composite beams with constant and strain rate dependent mechanical properties under dynamic load are analyzed. Effects of strain rate on dynamic response of the beam for various stacking sequences, load and boundary conditions are investigated.Keywords: Composite beam, Finite difference method, Progressive damage modeling, Strain rate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1990836 Numerical Solution of Steady Magnetohydrodynamic Boundary Layer Flow Due to Gyrotactic Microorganism for Williamson Nanofluid over Stretched Surface in the Presence of Exponential Internal Heat Generation
Authors: M. A. Talha, M. Osman Gani, M. Ferdows
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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number Pr, magnetic field parameter M, Peclet number Pe, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.
Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 971835 Investigation of Grid Supply Harmonic Effects in Wound Rotor Induction Machines
Authors: Nur Sarma, Paul M. Tuohy, Siniša Djurović
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This paper presents an in-depth investigation of the effects of several grid supply harmonic voltages on the stator currents of an example wound rotor induction machine. The observed effects of higher order grid supply harmonics are identified using a finite element time stepping transient model, as well as a time-stepping electromagnetic model. In addition, a number of analytical equations to calculate the spectral content of the stator currents are presented in the paper. The presented equations are validated through comparison with the obtained spectra predicted using the finite element and electromagnetic models. The presented study provides a better understanding of the origin of supply harmonic effects identified in the stator currents of the example wound rotor induction machine. Furthermore, the study helps to understand the effects of higher order supply harmonics on the harmonic emissions of the wound rotor induction machine.
Keywords: Wound rotor induction machine, supply harmonics, current spectrum, power spectrum, power quality, harmonic emissions, finite element analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 958834 A Two-Species Model for a Fishing System with Marine Protected Areas
Authors: Felicia Magpantay, Kenzu Abdella
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A model of a system concerning one species of demersal (inshore) fish and one of pelagic (offshore) fish undergoing fishing restricted by marine protected areas is proposed in this paper. This setup was based on the FISH-BE model applied to the Tabina fishery in Zamboanga del Sur, Philippines. The components of the model equations have been adapted from widely-accepted mechanisms in population dynamics. The model employs Gompertz-s law of growth and interaction on each type of protected and unprotected subpopulation. Exchange coefficients between protected and unprotected areas were assumed to be proportional to the relative area of the entry region. Fishing harvests were assumed to be proportional to both the number of fishers and the number of unprotected fish. An extra term was included for the pelagic population to allow for the exchange between the unprotected area and the outside environment. The systems were found to be bounded for all parameter values. The equations for the steady state were unsolvable analytically but the existence and uniqueness of non-zero steady states can be proven. Plots also show that an MPA size yielding the maximum steady state of the unprotected population can be found. All steady states were found to be globally asymptotically stable for the entire range of parameter values.Keywords: fisheries modelling, marine protected areas, sustainablefisheries, Gompertz Law
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1907833 CFD Modeling of Insect Flight at Low Reynolds Number
Authors: Wu Di, Yeo Khoon Seng, Lim Tee Tai
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The typical insects employ a flapping-wing mode of flight. The numerical simulations on free flight of a model fruit fly (Re=143) including hovering and are presented in this paper. Unsteady aerodynamics around a flapping insect is studied by solving the three-dimensional Newtonian dynamics of the flyer coupled with Navier-Stokes equations. A hybrid-grid scheme (Generalized Finite Difference Method) that combines great geometry flexibility and accuracy of moving boundary definition is employed for obtaining flow dynamics. The results show good points of agreement and consistency with the outcomes and analyses of other researchers, which validate the computational model and demonstrate the feasibility of this computational approach on analyzing fluid phenomena in insect flight. The present modeling approach also offers a promising route of investigation that could complement as well as overcome some of the limitations of physical experiments in the study of free flight aerodynamics of insects. The results are potentially useful for the design of biomimetic flapping-wing flyers.
Keywords: Free hovering flight, flapping wings, fruit fly, insect aerodynamics, leading edge vortex (LEV), computational fluid dynamics (CFD), Navier-Stokes equations (N-S), fluid structure interaction (FSI), generalized finite-difference method (GFD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3173832 A Numerical Study on Electrophoresis of a Soft Particle with Charged Core Coated with Polyelectrolyte Layer
Authors: Partha Sarathi Majee, S. Bhattacharyya
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Migration of a core-shell soft particle under the influence of an external electric field in an electrolyte solution is studied numerically. The soft particle is coated with a positively charged polyelectrolyte layer (PEL) and the rigid core is having a uniform surface charge density. The Darcy-Brinkman extended Navier-Stokes equations are solved for the motion of the ionized fluid, the non-linear Nernst-Planck equations for the ion transport and the Poisson equation for the electric potential. A pressure correction based iterative algorithm is adopted for numerical computations. The effects of convection on double layer polarization (DLP) and diffusion dominated counter ions penetration are investigated for a wide range of Debye layer thickness, PEL fixed surface charge density, and permeability of the PEL. Our results show that when the Debye layer is in order of the particle size, the DLP effect is significant and produces a reduction in electrophoretic mobility. However, the double layer polarization effect is negligible for a thin Debye layer or low permeable cases. The point of zero mobility and the existence of mobility reversal depending on the electrolyte concentration are also presented.Keywords: Debye length, double layer polarization, electrophoresis, mobility reversal, soft particle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1143831 Double Layer Polarization and Non-Linear Electroosmosis in and around a Charged Permeable Aggregate
Authors: Partha P. Gopmandal, S. Bhattacharyya
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We have studied the migration of a charged permeable aggregate in electrolyte under the influence of an axial electric field and pressure gradient. The migration of the positively charged aggregate leads to a deformation of the anionic cloud around it. The hydrodynamics of the aggregate is governed by the interaction of electroosmotic flow in and around the particle, hydrodynamic friction and electric force experienced by the aggregate. We have computed the non-linear Nernest-Planck equations coupled with the Dracy- Brinkman extended Navier-Stokes equations and Poisson equation for electric field through a finite volume method. The permeability of the aggregate enable the counterion penetration. The penetration of counterions depends on the volume charge density of the aggregate and ionic concentration of electrolytes at a fixed field strength. The retardation effect due to the double layer polarization increases the drag force compared to an uncharged aggregate. Increase in migration sped from the electrophretic velocity of the aggregate produces further asymmetry in charge cloud and reduces the electric body force exerted on the particle. The permeability of the particle have relatively little influence on the electric body force when Double layer is relatively thin. The impact of the key parameters of electrokinetics on the hydrodynamics of the aggregate is analyzed.
Keywords: Electrophoresis, Advective flow, Polarization effect, Numerical solution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1807830 Three-Dimensional Simulation of Free Electron Laser with Prebunching and Efficiency Enhancement
Authors: M. Chitsazi, B. Maraghechi, M. H. Rouhani
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Three-dimensional simulation of harmonic up generation in free electron laser amplifier operating simultaneously with a cold and relativistic electron beam is presented in steady-state regime where the slippage of the electromagnetic wave with respect to the electron beam is ignored. By using slowly varying envelope approximation and applying the source-dependent expansion to wave equations, electromagnetic fields are represented in terms of the Hermit Gaussian modes which are well suited for the planar wiggler configuration. The electron dynamics is described by the fully threedimensional Lorentz force equation in presence of the realistic planar magnetostatic wiggler and electromagnetic fields. A set of coupled nonlinear first-order differential equations is derived and solved numerically. The fundamental and third harmonic radiation of the beam is considered. In addition to uniform beam, prebunched electron beam has also been studied. For this effect of sinusoidal distribution of entry times for the electron beam on the evolution of radiation is compared with uniform distribution. It is shown that prebunching reduces the saturation length substantially. For efficiency enhancement the wiggler is set to decrease linearly when the radiation of the third harmonic saturates. The optimum starting point of tapering and the slope of radiation in the amplitude of wiggler are found by successive run of the code.Keywords: Free electron laser, Prebunching, Undulator, Wiggler.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1463