Search results for: Blast vibration equation
1134 Free Vibration Analysis of Functionally Graded Beams
Authors: Gholam Reza Koochaki
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This work presents the highly accurate numerical calculation of the natural frequencies for functionally graded beams with simply supported boundary conditions. The Timoshenko first order shear deformation beam theory and the higher order shear deformation beam theory of Reddy have been applied to the functionally graded beams analysis. The material property gradient is assumed to be in the thickness direction. The Hamilton-s principle is utilized to obtain the dynamic equations of functionally graded beams. The influences of the volume fraction index and thickness-to-length ratio on the fundamental frequencies are discussed. Comparison of the numerical results for the homogeneous beam with Euler-Bernoulli beam theory results show that the derived model is satisfactory.Keywords: Functionally graded beam, Free vibration, Hamilton's principle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21311133 Influence of Single and Multiple Skin-Core Debonding on Free Vibration Characteristics of Innovative GFRP Sandwich Panels
Authors: Indunil Jayatilake, Warna Karunasena, Weena Lokuge
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An Australian manufacturer has fabricated an innovative GFRP sandwich panel made from E-glass fiber skin and a modified phenolic core for structural applications. Debonding, which refers to separation of skin from the core material in composite sandwiches, is one of the most common types of damage in composites. The presence of debonding is of great concern because it not only severely affects the stiffness but also modifies the dynamic behaviour of the structure. Generally it is seen that the majority of research carried out has been concerned about the delamination of laminated structures whereas skin-core debonding has received relatively minor attention. Furthermore it is observed that research done on composite slabs having multiple skin-core debonding is very limited. To address this gap, a comprehensive research investigating dynamic behaviour of composite panels with single and multiple debonding is presented. The study uses finite-element modelling and analyses for investigating the influence of debonding on free vibration behaviour of single and multilayer composite sandwich panels. A broad parametric investigation has been carried out by varying debonding locations, debonding sizes and support conditions of the panels in view of both single and multiple debonding. Numerical models were developed with Strand7 finite element package by innovatively selecting the suitable elements to diligently represent their actual behavior. Three-dimensional finite element models were employed to simulate the physically real situation as close as possible, with the use of an experimentally and numerically validated finite element model. Comparative results and conclusions based on the analyses are presented. For similar extents and locations of debonding, the effect of debonding on natural frequencies appears greatly dependent on the end conditions of the panel, giving greater decrease in natural frequency when the panels are more restrained. Some modes are more sensitive to debonding and this sensitivity seems to be related to their vibration mode shapes. The fundamental mode seems generally the least sensitive mode to debonding with respect to the variation in free vibration characteristics. The results indicate the effectiveness of the developed three dimensional finite element models in assessing debonding damage in composite sandwich panels.Keywords: Debonding, free vibration behaviour, GFRP sandwich panels, three dimensional finite element modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20131132 Fourier Galerkin Approach to Wave Equation with Absorbing Boundary Conditions
Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic
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Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.Keywords: Absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8881131 Characterization of Adhesive Layers in Sandwich Composites by Nondestructive Technique
Authors: E. Barkanov, E. Skukis, M. Wesolowski, A. Chate
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New nondestructive technique, namely an inverse technique based on vibration tests, to characterize nonlinear mechanical properties of adhesive layers in sandwich composites is developed. An adhesive layer is described as a viscoelastic isotropic material with storage and loss moduli which are both frequency dependent values in wide frequency range. An optimization based on the planning of experiments and response surface technique to minimize the error functional is applied to decrease considerably the computational expenses. The developed identification technique has been tested on aluminum panels and successfully applied to characterize viscoelastic material properties of 3M damping polymer ISD-112 used as a core material in sandwich panels.
Keywords: Adhesive layer, finite element method, inverse technique, sandwich panel, vibration test, viscoelastic material properties.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22511130 Two-Dimensional Solitary Wave Solution to the Quadratic Nonlinear Schrdinger Equation
Authors: Sarun Phibanchon
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The solitary wave solution of the quadratic nonlinear Schrdinger equation is determined by the iterative method called Petviashvili method. This solution is also used for the initial condition for the time evolution to study the stability analysis. The spectral method is applied for the time evolution.
Keywords: soliton, iterative method, spectral method, plasma
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18621129 Modern Vibration Signal Processing Techniques for Vehicle Gearbox Fault Diagnosis
Authors: Mohamed El Morsy, Gabriela Achtenová
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This paper presents modern vibration signalprocessing techniques for vehicle gearbox fault diagnosis, via the wavelet analysis and the Squared Envelope (SE) technique. The wavelet analysis is regarded as a powerful tool for the detection of sudden changes in non-stationary signals. The Squared Envelope (SE) technique has been extensively used for rolling bearing diagnostics. In the present work a scheme of using the Squared Envelope technique for early detection of gear tooth pit. The pitting defect is manufactured on the tooth side of a fifth speed gear on the intermediate shaft of a vehicle gearbox. The objective is to supplement the current techniques of gearbox fault diagnosis based on using the raw vibration and ordered signals. The test stand is equipped with three dynamometers; the input dynamometer serves as the internal combustion engine, the output dynamometers introduce the load on the flanges of output joint shafts. The gearbox used for experimental measurements is the type most commonly used in modern small to mid-sized passenger cars with transversely mounted powertrain and front wheel drive; a five-speed gearbox with final drive gear and front wheel differential. The results show that the approaches methods are effective for detecting and diagnosing localized gear faults in early stage under different operation conditions, and are more sensitive and robust than current gear diagnostic techniques.
Keywords: Wavelet analysis, Squared Envelope, gear faults.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25761128 Modeling of Surface Roughness in Vibration Cutting by Artificial Neural Network
Authors: H. Soleimanimehr, M. J. Nategh , S. Amini
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Development of artificial neural network (ANN) for prediction of aluminum workpieces' surface roughness in ultrasonicvibration assisted turning (UAT) has been the subject of the present study. Tool wear as the main cause of surface roughness was also investigated. ANN was trained through experimental data obtained on the basis of full factorial design of experiments. Various influential machining parameters were taken into consideration. It was illustrated that a multilayer perceptron neural network could efficiently model the surface roughness as the response of the network, with an error less than ten percent. The performance of the trained network was verified by further experiments. The results of UAT were compared with the results of conventional turning experiments carried out with similar machining parameters except for the vibration amplitude whence considerable reduction was observed in the built-up edge and the surface roughness.Keywords: Aluminum, Artificial Neural Network (ANN), BuiltupEdge, Surface Roughness, Tool Wear, Ultrasonic VibrationAssisted Turning (UAT).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17551127 Study of Explicit Finite Difference Method in One Dimensional System
Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov
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One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.
Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42031126 A New Derivative-Free Quasi-Secant Algorithm For Solving Non-Linear Equations
Authors: F. Soleymani, M. Sharifi
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Most of the nonlinear equation solvers do not converge always or they use the derivatives of the function to approximate the root of such equations. Here, we give a derivative-free algorithm that guarantees the convergence. The proposed two-step method, which is to some extent like the secant method, is accompanied with some numerical examples. The illustrative instances manifest that the rate of convergence in proposed algorithm is more than the quadratically iterative schemes.Keywords: Non-linear equation, iterative methods, derivative-free, convergence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17751125 Two Iterative Algorithms to Compute the Bisymmetric Solution of the Matrix Equation A1X1B1 + A2X2B2 + ... + AlXlBl = C
Authors: A.Tajaddini
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In this paper, two matrix iterative methods are presented to solve the matrix equation A1X1B1 + A2X2B2 + ... + AlXlBl = C the minimum residual problem l i=1 AiXiBi−CF = minXi∈BRni×ni l i=1 AiXiBi−CF and the matrix nearness problem [X1, X2, ..., Xl] = min[X1,X2,...,Xl]∈SE [X1,X2, ...,Xl] − [X1, X2, ..., Xl]F , where BRni×ni is the set of bisymmetric matrices, and SE is the solution set of above matrix equation or minimum residual problem. These matrix iterative methods have faster convergence rate and higher accuracy than former methods. Paige’s algorithms are used as the frame method for deriving these matrix iterative methods. The numerical example is used to illustrate the efficiency of these new methods.
Keywords: Bisymmetric matrices, Paige’s algorithms, Least square.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13931124 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1
Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti
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In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.Keywords: Feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6311123 Effect of Geometrical Parameters on Natural Frequencies of FGM Cylindrical shell with Holes Under Various Boundary Conditions
Authors: Mostafa Ghayour, Mohammad Sadegh Golabi
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In the recent years, functionally gradient materials (FGMs) have gained considerable attention in the high temperature environment applications. In this paper, free vibration of thin functionally graded cylindrical shell with hole composed of stainless steel and zirconia is studied. The mechanical properties vary smoothly and continuously from one surface to the other according to a volume fraction power-law distribution. The Influence of shell geometrical parameters, variations of volume fractions and boundary conditions on natural frequency is considered. The equations of motion are based on strains-displacement relations from Love-s shell theory and Rayleigh method. The results have been obtained for natural frequencies of cylindrical shell with holes for different shape, number and location in this paper.
Keywords: Functionally gradient material, Vibration, various boundary conditions, cylindrical shells.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18091122 Free Vibration Analysis of Carbon Nanotube Reinforced Laminated Composite Panels
Authors: B. Ramgopal Reddy, K. Ramji, B. Satyanarayana
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In this paper, free vibration analysis of carbon nanotube (CNT) reinforced laminated composite panels is presented. Three types of panels such as flat, concave and convex are considered for study. Numerical simulation is carried out using commercially available finite element analysis software ANSYS. Numerical homogenization is employed to calculate the effective elastic properties of randomly distributed carbon nanotube reinforced composites. To verify the accuracy of the finite element method, comparisons are made with existing results available in the literature for conventional laminated composite panels and good agreements are obtained. The results of the CNT reinforced composite materials are compared with conventional composite materials under different boundary conditions.
Keywords: CNT Reinforced Composite Panels, Effective ElasticProperties, Finite Element Method, Natural Frequency.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30041121 A Finite Element Solution of the Mathematical Model for Smoke Dispersion from Two Sources
Authors: Nopparat Pochai
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Smoke discharging is a main reason of air pollution problem from industrial plants. The obstacle of a building has an affect with the air pollutant discharge. In this research, a mathematical model of the smoke dispersion from two sources and one source with a structural obstacle is considered. The governing equation of the model is an isothermal mass transfer model in a viscous fluid. The finite element method is used to approximate the solutions of the model. The triangular linear elements have been used for discretising the domain, and time integration has been carried out by semi-implicit finite difference method. The simulations of smoke dispersion in cases of one chimney and two chimneys are presented. The maximum calculated smoke concentration of both cases are compared. It is then used to make the decision for smoke discharging and air pollutant control problems on industrial area.Keywords: Air pollution, Smoke dispersion, Finite element method, Stream function, Vorticity equation, Convection-diffusion equation, Semi-implicit method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21001120 Development of an Artificial Ear for Bone-Conducted Objective Occlusion Measurement
Authors: Yu Luan
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The bone-conducted objective occlusion effect (OE) is characterized by a discomforting sensation of fullness experienced in an occluded ear. This phenomenon arises from various external stimuli, such as human speech, chewing, and walking, which generate vibrations transmitted through the body to the ear canal walls. The bone-conducted OE occurs due to the pressure build-up inside the occluded ear caused by sound radiating into the ear canal cavity from its walls. In the hearing aid industry, artificial ears are utilized as a tool for developing hearing aids. However, the currently available commercial artificial ears primarily focus on pure acoustics measurements, neglecting the bone-conducted vibration aspect. This research endeavors to develop an artificial ear specifically designed for bone-conducted occlusion measurements. Finite Element Analysis (FEA) modeling has been employed to gain insights into the behavior of the artificial ear.
Keywords: Artificial ear, bone conducted vibration, occlusion measurement, Finite Element Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1871119 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F
Authors: Fatemeh Panjeh Ali Beik
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In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19931118 Fuzzy Logic Control for Flexible Joint Manipulator: An Experimental Implementation
Authors: Sophia Fry, Mahir Irtiza, Alexa Hoffman, Yousef Sardahi
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This study presents an intelligent control algorithm for a flexible robotic arm. Fuzzy control is used to control the motion of the arm to maintain the arm tip at the desired position while reducing vibration and increasing the system speed of response. The Fuzzy controller (FC) is based on adding the tip angular position to the arm deflection angle and using their sum as a feedback signal to the control algorithm. This reduces the complexity of the FC in terms of the input variables, number of membership functions, fuzzy rules, and control structure. Also, the design of the fuzzy controller is model-free and uses only our knowledge about the system. To show the efficacy of the FC, the control algorithm is implemented on the flexible joint manipulator (FJM) developed by Quanser. The results show that the proposed control method is effective in terms of response time, overshoot, and vibration amplitude.
Keywords: Fuzzy logic control, model-free control, flexible joint manipulators, nonlinear control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5781117 Symmetrical In-Plane Resonant Gyroscope with Decoupled Modes
Authors: Shady Sayed, Samer Wagdy, Ahmed Badawy, Moutaz M. Hegaze
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A symmetrical single mass resonant gyroscope is discussed in this paper. The symmetrical design allows matched resonant frequencies for driving and sensing vibration modes, which leads to amplifying the sensitivity of the gyroscope by the mechanical quality factor of the sense mode. It also achieves decoupled vibration modes for getting a low zero-rate output shift and more stable operation environment. A new suspension beams design is developed to get a symmetrical gyroscope with matched and decoupled modes at the same time. Finite element simulations are performed using ANSYS software package to verify the theoretical calculations. The gyroscope is fabricated from aluminum alloy 2024 substrate, the measured drive and sense resonant frequencies of the fabricated model are matched and equal 81.4 Hz with 5.7% error from the simulation results.Keywords: Decoupled mode shapes, resonant sensor, symmetrical gyroscope, finite element simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11351116 Temperature Dependent Interaction Energies among X (=Ru, Rh) Impurities in Pd-Rich PdX Alloys
Authors: M. Asato, C. Liu, N. Fujima, T. Hoshino, Y. Chen, T. Mohri
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We study the temperature dependence of the interaction energies (IEs) of X (=Ru, Rh) impurities in Pd, due to the Fermi-Dirac (FD) distribution and the thermal vibration effect by the Debye-Grüneisen model. The n-body (n=2~4) IEs among X impurities in Pd, being used to calculate the internal energies in the free energies of the Pd-rich PdX alloys, are determined uniquely and successively from the lower-order to higher-order, by the full-potential Korringa-Kohn-Rostoker Green’s function method (FPKKR), combined with the generalized gradient approximation in the density functional theory. We found that the temperature dependence of IEs due to the FD distribution, being usually neglected, is very important to reproduce the X-concentration dependence of the observed solvus temperatures of the Pd-rich PdX (X=Ru, Rh) alloys.
Keywords: Full-potential KKR-Green’s function method, Fermi-Dirac distribution, GGA, phase diagram of Pd-rich PdX (X=Ru, Rh) alloys, thermal vibration effect.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10031115 Solving of the Fourth Order Differential Equations with the Neumann Problem
Authors: Marziyeh Halimi, Roushanak Lotfikar, Simin Mansouri Borojeni
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In this paper we considered the Neumann problem for the fourth order differential equation. First we define the weighted Sobolev space 2 Wα and generalized solution for this equation. Then we consider the existence and uniqueness of the generalized solution, as well as give the description of the spectrum and of the domain of definition of the corresponding operator.Keywords: Neumann problem, weighted Sobolev spaces, generalized solution, spectrum of linear operators.2000 mathematic subject classification: 34A05, 34A30.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14271114 Comparison of Finite Difference Schemes for Water Flow in Unsaturated Soils
Authors: H. Taheri Shahraiyni, B. Ataie Ashtiani
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Flow movement in unsaturated soil can be expressed by a partial differential equation, named Richards equation. The objective of this study is the finding of an appropriate implicit numerical solution for head based Richards equation. Some of the well known finite difference schemes (fully implicit, Crank Nicolson and Runge-Kutta) have been utilized in this study. In addition, the effects of different approximations of moisture capacity function, convergence criteria and time stepping methods were evaluated. Two different infiltration problems were solved to investigate the performance of different schemes. These problems include of vertical water flow in a wet and very dry soils. The numerical solutions of two problems were compared using four evaluation criteria and the results of comparisons showed that fully implicit scheme is better than the other schemes. In addition, utilizing of standard chord slope method for approximation of moisture capacity function, automatic time stepping method and difference between two successive iterations as convergence criterion in the fully implicit scheme can lead to better and more reliable results for simulation of fluid movement in different unsaturated soils.Keywords: Finite Difference methods, Richards equation, fullyimplicit, Crank-Nicolson, Runge-Kutta.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23761113 The Effect of Ultrasonic Vibration of Workpiece in Electrical Discharge Machining of AISIH13 Tool Steel
Authors: M. R. Shabgard, B. Sadizadeh, H. Kakoulvand
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In the present work, a study has been made on the combination of the electrical discharge machining (EDM) with ultrasonic vibrations to improve the machining efficiency. In experiments the graphite used as tool electrode and material of workpiece was AISIH13 tool steel. The parameters such as discharge peak current and pulse duration were changed to explore their effect on the material removal rate (MRR), relative tool wear ratio (TWR) and surface roughness. From the experimental result it can be seen that ultrasonic vibration of the workpiece can significantly reduces the inactive pulses and improves the stability of process. It was found that ultrasonic assisted EDM (US-EDM) is effective in attaining a high material removal rate (MRR) in finishing regime.
Keywords: AISIH13 tool steel, Electrical discharge machining(EDM), Material removal rate (MRR), Surface roughness (Ra), Toolwear ratio (TWR), Ultrasonic assisted EDM (US-EDM)
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 39441112 Non-Linear Vibration and Stability Analysis of an Axially Moving Beam with Rotating-Prismatic Joint
Authors: M. Najafi, F. Rahimi Dehgolan
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In this paper, the dynamic modeling of a single-link flexible beam with a tip mass is given by using Hamilton's principle. The link has been rotational and translational motion and it was assumed that the beam is moving with a harmonic velocity about a constant mean velocity. Non-linearity has been introduced by including the non-linear strain to the analysis. Dynamic model is obtained by Euler-Bernoulli beam assumption and modal expansion method. Also, the effects of rotary inertia, axial force, and associated boundary conditions of the dynamic model were analyzed. Since the complex boundary value problem cannot be solved analytically, the multiple scale method is utilized to obtain an approximate solution. Finally, the effects of several conditions on the differences among the behavior of the non-linear term, mean velocity on natural frequencies and the system stability are discussed.
Keywords: Non-linear vibration, stability, axially moving beam, bifurcation, multiple scales method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13401111 Positive Solutions for Boundary Value Problems of Fourth-Order Nonlinear Singular Differential Equations in Banach Space
Authors: Li Xiguang
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In this paper, by constructing a special non-empty closed convex set and utilizing M¨onch fixed point theory, we investigate the existence of solution for a class of fourth-order singular differential equation in Banach space, which improved and generalized the result of related paper.
Keywords: Banach space, cone, fixed point index, singular differential equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16751110 Dynamic Measurement System Modeling with Machine Learning Algorithms
Authors: Changqiao Wu, Guoqing Ding, Xin Chen
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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7811109 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility
Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase
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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.
Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2081108 Singular Value Decomposition Based Optimisation of Design Parameters of a Gearbox
Authors: Mehmet Bozca
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Singular value decomposition based optimisation of geometric design parameters of a 5-speed gearbox is studied. During the optimisation, a four-degree-of freedom torsional vibration model of the pinion gear-wheel gear system is obtained and the minimum singular value of the transfer matrix is considered as the objective functions. The computational cost of the associated singular value problems is quite low for the objective function, because it is only necessary to compute the largest and smallest singular values (μmax and μmin) that can be achieved by using selective eigenvalue solvers; the other singular values are not needed. The design parameters are optimised under several constraints that include bending stress, contact stress and constant distance between gear centres. Thus, by optimising the geometric parameters of the gearbox such as, the module, number of teeth and face width it is possible to obtain a light-weight-gearbox structure. It is concluded that the all optimised geometric design parameters also satisfy all constraints.Keywords: Singular value, optimisation, gearbox, torsional vibration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19461107 Numerical Solution of Infinite Boundary Integral Equation by Using Galerkin Method with Laguerre Polynomials
Authors: N. M. A. Nik Long, Z. K. Eshkuvatov, M. Yaghobifar, M. Hasan
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In this paper the exact solution of infinite boundary integral equation (IBIE) of the second kind with degenerate kernel is presented. Moreover Galerkin method with Laguerre polynomial is applied to get the approximate solution of IBIE. Numerical examples are given to show the validity of the method presented.
Keywords: Approximation, Galerkin method, Integral equations, Laguerre polynomial.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21811106 Time-Frequency Modeling and Analysis of Faulty Rotor
Authors: B. X. Tchomeni, A. A. Alugongo, T. B. Tengen
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In this paper, de Laval rotor system has been characterized by a hinge model and its transient response numerically treated for a dynamic solution. The effect of the ensuing non-linear disturbances namely rub and breathing crack is numerically simulated. Subsequently, three analysis methods: Orbit Analysis, Fast Fourier Transform (FFT), and Wavelet Transform (WT) are employed to extract features of the vibration signal of the faulty system. An analysis of the system response orbits clearly indicates the perturbations due to the rotor-to-stator contact. The sensitivities of WT to the variation in system speed have been investigated by Continuous Wavelet Transform (CWT). The analysis reveals that features of crack, rubs and unbalance in vibration response can be useful for condition monitoring. WT reveals its ability to detect nonlinear signal, and obtained results provide a useful tool method for detecting machinery faults.Keywords: Continuous wavelet, crack, discrete wavelet, high acceleration, low acceleration, nonlinear, rotor-stator, rub.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17121105 An Asymptotic Formula for Pricing an American Exchange Option
Authors: Hsuan-Ku Liu
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In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.
Keywords: Integral equation, asymptotic solution, free boundary problem, American exchange option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1613