Search results for: Burgers’ Equation
673 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy
Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro
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In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.
Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 832672 On the Exact Solution of Non-Uniform Torsion for Beams with Asymmetric Cross-Section
Authors: A.Campanile, M. Mandarino, V. Piscopo
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This paper deals with the problem of non-uniform torsion in thin-walled elastic beams with asymmetric cross-section, removing the basic concept of a fixed center of twist, necessary in the Vlasov-s and Benscoter-s theories to obtain a warping stress field equivalent to zero. In this new torsion/flexure theory, despite of the classical ones, the warping function will punctually satisfy the first indefinite equilibrium equation along the beam axis and it wont- be necessary to introduce the classical congruence condition, to take into account the effect of the beam restraints. The solution, based on the Fourier development of the displacement field, is obtained assuming that the applied external torque is constant along the beam axis and on both beam ends the unit twist angle and the warping axial displacement functions are totally restrained. Finally, in order to verify the feasibility of the proposed method and to compare it with the classical theories, two applications are carried out. The first one, relative to an open profile, is necessary to test the numerical method adopted to find the solution; the second one, instead, is relative to a simplified containership section, considered as full restrained in correspondence of two adjacent transverse bulkheads.Keywords: Non-uniform torsion, Asymmetric cross-section, Fourier series, Helmholtz equation, FE method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1943671 Free Flapping Vibration of Rotating Inclined Euler Beams
Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao
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A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2186670 The Hall Coefficient and Magnetoresistance in Rectangular Quantum Wires with Infinitely High Potential under the Influence of a Laser Radiation
Authors: Nguyen Thu Huong, Nguyen Quang Bau
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The Hall Coefficient (HC) and the Magnetoresistance (MR) have been studied in two-dimensional systems. The HC and the MR in Rectangular Quantum Wire (RQW) subjected to a crossed DC electric field and magnetic field in the presence of a Strong Electromagnetic Wave (EMW) characterized by electric field are studied in this work. Using the quantum kinetic equation for electrons interacting with optical phonons, we obtain the analytic expressions for the HC and the MR with a dependence on magnetic field, EMW frequency, temperatures of systems and the length characteristic parameters of RQW. These expressions are different from those obtained for bulk semiconductors and cylindrical quantum wires. The analytical results are applied to GaAs/GaAs/Al. For this material, MR depends on the ratio of the EMW frequency to the cyclotron frequency. Indeed, MR reaches a minimum at the ratio 5/4, and when this ratio increases, it tends towards a saturation value. The HC can take negative or positive values. Each curve has one maximum and one minimum. When magnetic field increases, the HC is negative, achieves a minimum value and then increases suddenly to a maximum with a positive value. This phenomenon differs from the one observed in cylindrical quantum wire, which does not have maximum and minimum values.Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1872669 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model
Authors: Nicolò Vaiana, Giorgio Serino
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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.
Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 981668 Modeling of Electrokinetic Mixing in Lab on Chip Microfluidic Devices
Authors: Virendra J. Majarikar, Harikrishnan N. Unni
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This paper sets to demonstrate a modeling of electrokinetic mixing employing electroosmotic stationary and time-dependent microchannel using alternate zeta patches on the lower surface of the micromixer in a lab on chip microfluidic device. Electroosmotic flow is amplified using different 2D and 3D model designs with alternate and geometric zeta potential values such as 25, 50, and 100 mV, respectively, to achieve high concentration mixing in the electrokinetically-driven microfluidic system. The enhancement of electrokinetic mixing is studied using Finite Element Modeling, and simulation workflow is accomplished with defined integral steps. It can be observed that the presence of alternate zeta patches can help inducing microvortex flows inside the channel, which in turn can improve mixing efficiency. Fluid flow and concentration fields are simulated by solving Navier-Stokes equation (implying Helmholtz-Smoluchowski slip velocity boundary condition) and Convection-Diffusion equation. The effect of the magnitude of zeta potential, the number of alternate zeta patches, etc. are analysed thoroughly. 2D simulation reveals that there is a cumulative increase in concentration mixing, whereas 3D simulation differs slightly with low zeta potential as that of the 2D model within the T-shaped micromixer for concentration 1 mol/m3 and 0 mol/m3, respectively. Moreover, 2D model results were compared with those of 3D to indicate the importance of the 3D model in a microfluidic design process.
Keywords: COMSOL, electrokinetic, electroosmotic, microfluidics, zeta potential.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1209667 A Comparison of Marginal and Joint Generalized Quasi-likelihood Estimating Equations Based On the Com-Poisson GLM: Application to Car Breakdowns Data
Authors: N. Mamode Khan, V. Jowaheer
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In this paper, we apply and compare two generalized estimating equation approaches to the analysis of car breakdowns data in Mauritius. Number of breakdowns experienced by a machinery is a highly under-dispersed count random variable and its value can be attributed to the factors related to the mechanical input and output of that machinery. Analyzing such under-dispersed count observation as a function of the explanatory factors has been a challenging problem. In this paper, we aim at estimating the effects of various factors on the number of breakdowns experienced by a passenger car based on a study performed in Mauritius over a year. We remark that the number of passenger car breakdowns is highly under-dispersed. These data are therefore modelled and analyzed using Com-Poisson regression model. We use the two types of quasi-likelihood estimation approaches to estimate the parameters of the model: marginal and joint generalized quasi-likelihood estimating equation approaches. Under-dispersion parameter is estimated to be around 2.14 justifying the appropriateness of Com-Poisson distribution in modelling underdispersed count responses recorded in this study.
Keywords: Breakdowns, under-dispersion, com-poisson, generalized linear model, marginal quasi-likelihood estimation, joint quasi-likelihood estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1469666 Correlation and Prediction of Biodiesel Density
Authors: Nieves M. C. Talavera-Prieto, Abel G. M. Ferreira, António T. G. Portugal, Rui J. Moreira, Jaime B. Santos
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The knowledge of biodiesel density over large ranges of temperature and pressure is important for predicting the behavior of fuel injection and combustion systems in diesel engines, and for the optimization of such systems. In this study, cottonseed oil was transesterified into biodiesel and its density was measured at temperatures between 288 K and 358 K and pressures between 0.1 MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg⋅m- 3. Experimental pressure-volume-temperature (pVT) cottonseed data was used along with literature data relative to other 18 biodiesels, in order to build a database used to test the correlation of density with temperarure and pressure using the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS). To our knowledge, this is the first that density measurements are presented for cottonseed biodiesel under such high pressures, and the GMA EoS used to model biodiesel density. The new tested EoS allowed correlations within 0.2 kg·m-3 corresponding to average relative deviations within 0.02%. The built database was used to develop and test a new full predictive model derived from the observed linear relation between density and degree of unsaturation (DU), which depended from biodiesel FAMEs profile. The average density deviation of this method was only about 3 kg.m-3 within the temperature and pressure limits of application. These results represent appreciable improvements in the context of density prediction at high pressure when compared with other equations of state.
Keywords: Biodiesel, Correlation, Density, Equation of state, Prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3511665 Hall Coefficient in the Presence of Strong Electromagnetic Waves Caused by Confined Electrons and Phonons in a Rectangular Quantum Wire
Authors: Nguyen Quang Bau, Nguyen Thu Huong, Dang Thi Thanh Thuy
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The analytic expression for the Hall Coefficient (HC) caused by the confined electrons in the presence of a strong electromagnetic wave (EMW) including the effect of phonon confinement in rectangular quantum wires (RQWs) is calculated by using the quantum kinetic equation for electrons in the case of electron - optical phonon scattering. It is because the expression of the HC for the confined phonon case contains indexes m, m’ which are specific to the phonon confinement. The expression in a RQW is different from that for the case of unconfined phonons in a RQW or in 2D. The results are numerically calculated and discussed for a GaAs/GaAsAl RQW. The numerical results show that HC in a RQW can have both negative and positive values. This is different from the case of the absence of EMW and the case presence of EMW including the effect of phonon unconfinement in a RQW. These results are also compared with those in the case of unconfined phonons in a RQW and confined phonons in a quantum well. The conductivity in the case of confined phonon has more resonance peaks compared with that in case of unconfined phonons in a RQW. This new property is the same in quantum well. All results are compared with the case of unconfined phonons to see differences.Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation, confined phonons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1533664 Condition Monitoring for Twin-Fluid Nozzles with Internal Mixing
Authors: C. Lanzerstorfer
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Liquid sprays of water are frequently used in air pollution control for gas cooling purposes and for gas cleaning. Twin-fluid nozzles with internal mixing are often used for these purposes because of the small size of the drops produced. In these nozzles the liquid is dispersed by compressed air or another pressurized gas. In high efficiency scrubbers for particle separation, several nozzles are operated in parallel because of the size of the cross section. In such scrubbers, the scrubbing water has to be re-circulated. Precipitation of some solid material can occur in the liquid circuit, caused by chemical reactions. When such precipitations are detached from the place of formation, they can partly or totally block the liquid flow to a nozzle. Due to the resulting unbalanced supply of the nozzles with water and gas, the efficiency of separation decreases. Thus, the nozzles have to be cleaned if a certain fraction of blockages is reached. The aim of this study was to provide a tool for continuously monitoring the status of the nozzles of a scrubber based on the available operation data (water flow, air flow, water pressure and air pressure). The difference between the air pressure and the water pressure is not well suited for this purpose, because the difference is quite small and therefore very exact calibration of the pressure measurement would be required. Therefore, an equation for the reference air flow of a nozzle at the actual water flow and operation pressure was derived. This flow can be compared with the actual air flow for assessment of the status of the nozzles.Keywords: Twin-fluid nozzles, operation data, condition monitoring, flow equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1160663 Calculation of a Sustainable Quota Harvesting of Long-Tailed Macaque (Macaca fascicularis Raffles) in Their Natural Habitats
Authors: Y. Santosa, D. A. Rahman, C. Wulan, A. H. Mustari
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The global demand for long-tailed macaques for medical experimentation has continued to increase. Fulfillment of Indonesian export demands has been mostly from natural habitats, based on a harvesting quota. This quota has been determined according to the total catch for a given year, and not based on consideration of any demographic parameters or physical environmental factors with regard to the animal; hence threatening the sustainability of the various populations. It is therefore necessary to formulate a method for calculating a sustainable harvesting quota, based on population parameters in natural habitats. Considering the possibility of variations in habitat characteristics and population parameters, a time series observation of demographic and physical/biotic parameters, in various habitats, was performed on 13 groups of long-tailed macaques, distributed throughout the West Java, Lampung and Yogyakarta areas of Indonesia. These provinces were selected for comparison of the influence of human/tourism activities. Data on population parameters that was collected included data on life expectancy according to age class, numbers of individuals by sex and age class, and ‘ratio of infants to reproductive females’. The estimation of population growth was based on a population dynamic growth model: the Leslie matrix. The harvesting quota was calculated as being the difference between the actual population size and the MVP (minimum viable population) for each sex and age class. Observation indicated that there were variations within group size (24–106 individuals), gender (sex) ratio (1:1 to 1:1.3), life expectancy value (0.30 to 0.93), and ‘ratio of infants to reproductive females’ (0.23 to 1.56). Results of subsequent calculations showed that sustainable harvesting quotas for each studied group of long-tailed macaques, ranged from 29 to 110 individuals. An estimation model of the MVP for each age class was formulated as Log Y = 0.315 + 0.884 Log Ni (number of individual on ith age class). This study also found that life expectancy for the juvenile age class was affected by the humidity under tree stands, and dietary plants’ density at sapling, pole and tree stages (equation: Y=2.296 – 1.535 RH + 0.002 Kpcg – 0.002 Ktg – 0.001 Kphn, R2 = 89.6% with a significance value of 0.001). By contrast, for the sub-adult-adult age class, life expectancy was significantly affected by slope (equation: Y=0.377 = 0.012 Kml, R2 = 50.4%, with significance level of 0.007). The infant-toreproductive- female ratio was affected by humidity under tree stands, and dietary plant density at sapling and pole stages (equation: Y = - 1.432 + 2.172 RH – 0.004 Kpcg + 0.003 Ktg, R2 = 82.0% with significance level of 0.001). This research confirmed the importance of population parameters in determining the minimum viable population, and that MVP varied according to habitat characteristics (especially food availability). It would be difficult therefore, to formulate a general mathematical equation model for determining a harvesting quota for the species as a whole.Keywords: Harvesting, long-tailed macaque, population, quota.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2014662 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 388661 Analysis of a Self-Acting Air Journal Bearing: Effect of Dynamic Deformation of Bump Foil
Authors: H. Bensouilah, H. Boucherit, M. Lahmar
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A theoretical investigation on the effects of both steady-state and dynamic deformations of the foils on the dynamic performance characteristics of a self-acting air foil journal bearing operating under small harmonic vibrations is proposed. To take into account the dynamic deformations of foils, the perturbation method is used for determining the gas-film stiffness and damping coefficients for given values of excitation frequency, compressibility number, and compliance factor of the bump foil. The nonlinear stationary Reynolds’ equation is solved by means of the Galerkins’ finite element formulation while the finite differences method are used to solve the first order complex dynamic equations resulting from the perturbation of the nonlinear transient compressible Reynolds’ equation. The stiffness of a bump is uniformly distributed throughout the bearing surface (generation I bearing). It was found that the dynamic properties of the compliant finite length journal bearing are significantly affected by the compliance of foils especially whenthe dynamic deformation of foils is considered in addition to the static one by applying the principle of superposition.
Keywords: Elasto-aerodynamic lubrication, Air foil bearing, Steady-state deformation, Dynamic deformation, Stiffness and damping coefficients, Perturbation method, Fluid-structure interaction, Galerk infinite element method, Finite difference method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2757660 Research of Strong-Column-Weak-Beam Criteria of Reinforced Concrete Frames Subjected to Biaxial Seismic Excitation
Authors: Chong Zhang, Mu-Xuan Tao
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In several earthquakes, numerous reinforced concrete (RC) frames subjected to seismic excitation demonstrated a collapse pattern characterized by column hinges, though designed according to the Strong-Column-Weak-Beam (S-C-W-B) criteria. The effect of biaxial seismic excitation on the disparity between design and actual performance is carefully investigated in this article. First, a modified load contour method is proposed to derive a closed-form equation of biaxial bending moment strength, which is verified by numerical and experimental tests. Afterwards, a group of time history analyses of a simple frame modeled by fiber beam-column elements subjected to biaxial seismic excitation are conducted to verify that the current S-C-W-B criteria are not adequate to prevent the occurrence of column hinges. A biaxial over-strength factor is developed based on the proposed equation, and the reinforcement of columns is appropriately amplified with this factor to prevent the occurrence of column hinges under biaxial excitation, which is proved to be effective by another group of time history analyses.
Keywords: Biaxial bending moment strength, biaxial seismic excitation, fiber beam-column model, load contour method, strong-column-weak-beam.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 622659 On a New Nonlinear Sum-difference Inequality with Application
Authors: Kelong Zheng, Shouming Zhong
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A new nonlinear sum-difference inequality in two variables which generalize some existing results and can be used as handy tools in the analysis of certain partial difference equation is discussed. An example to show boundedness of solutions of a difference value problem is also given.Keywords: Sum-Difference inequality, Nonlinear, Boundedness.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1131658 Expectation-Confirmation Model of Information System Continuance: A Meta-Analysis
Authors: Hui-Min Lai, Chin-Pin Chen, Yung-Fu Chang
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The expectation-confirmation model (ECM) is one of the most widely used models for evaluating information system continuance, and this model has been extended to other study backgrounds, or expanded with other theoretical perspectives. However, combining ECM with other theories or investigating the background problem may produce some disparities, thus generating inaccurate conclusions. Habit is considered to be an important factor that influences the user’s continuance behavior. This paper thus critically examines seven pairs of relationships from the original ECM and the habit variable. A meta-analysis was used to tackle the development of ECM research over the last 10 years from a range of journals and conference papers published in 2005–2014. Forty-six journal articles and 19 conference papers were selected for analysis. The results confirm our prediction that a high effect size for the seven pairs of relationships was obtained (ranging from r=0.386 to r=0.588). Furthermore, a meta-analytic structural equation modeling was performed to simultaneously test all relationships. The results show that habit had a significant positive effect on continuance intention at p<=0.05 and that the six other pairs of relationships were significant at p<0.10. Based on the findings, we refined our original research model and an alternative model was proposed for understanding and predicting information system continuance. Some theoretical implications are also discussed.Keywords: Expectation-confirmation theory, expectation- confirmation model, meta-analysis, meta-analytic structural equation modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2732657 A Causal Model for Environmental Design of Residential Community for Elderly Well-Being in Thailand
Authors: Porntip Ruengtam
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This article is an extension of previous research presenting the relevant factors related to environmental perceptions, residential community, and the design of a healing environment, which have effects on the well-being and requirements of Thai elderly. Research methodology began with observations and interviews in three case studies in terms of the management processes and environment design of similar existing projects in Thailand. The interview results were taken to summarize with related theories and literature. A questionnaire survey was designed for data collection to confirm the factors of requirements in a residential community intended for the Thai elderly. A structural equation model (SEM) was formulated to explain the cause-effect factors for the requirements of a residential community for Thai elderly. The research revealed that the requirements of a residential community for Thai elderly were classified into three groups when utilizing a technique for exploratory factor analysis. The factors were comprised of (1) requirements for general facilities and activities, (2) requirements for facilities related to health and security, and (3) requirements for facilities related to physical exercise in the residential community. The results from the SEM showed the background of elderly people had a direct effect on their requirements for a residential community from various aspects. The results should lead to the formulation of policies for design and management of residential communities for the elderly in order to enhance quality of life as well as both the physical and mental health of the Thai elderly.
Keywords: Elderly, environmental design, residential community, structural equation modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 905656 Development of Integrated GIS Interface for Characteristics of Regional Daily Flow
Authors: Ju Young Lee, Jung-Seok Yang, Jaeyoung Choi
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The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.Keywords: Integrated GIS interface, spatial interpolation algorithm, FDC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1510655 An Overview of Some High Order and Multi-Level Finite Difference Schemes in Computational Aeroacoustics
Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo
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In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.
Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636654 Three Steps of One-way Nested Grid for Energy Balance Equations by Wave Model
Authors: Worachat Wannawong, Usa W. Humphries, Prungchan Wongwises, Suphat Vongvisessomjai
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The three steps of the standard one-way nested grid for a regional scale of the third generation WAve Model Cycle 4 (WAMC4) is scrutinized. The model application is enabled to solve the energy balance equation on a coarse resolution grid in order to produce boundary conditions for a smaller area by the nested grid technique. In the present study, the model takes a full advantage of the fine resolution of wind fields in space and time produced by the available U.S. Navy Global Atmospheric Prediction System (NOGAPS) model with 1 degree resolution. The nested grid application of the model is developed in order to gradually increase the resolution from the open ocean towards the South China Sea (SCS) and the Gulf of Thailand (GoT) respectively. The model results were compared with buoy observations at Ko Chang, Rayong and Huahin locations which were obtained from the Seawatch project. In addition, the results were also compared with Satun based weather station which was provided from Department of Meteorology, Thailand. The data collected from this station presented the significant wave height (Hs) reached 12.85 m. The results indicated that the tendency of the Hs from the model in the spherical coordinate propagation with deep water condition in the fine grid domain agreed well with the Hs from the observations.Keywords: energy balance equation, Gulf of Thailand, nested gridapplication, South China Sea, wave model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1597653 Latent Factors of Severity in Truck-Involved and Non-Truck-Involved Crashes on Freeways
Authors: Shin-Hyung Cho, Dong-Kyu Kim, Seung-Young Kho
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Truck-involved crashes have higher crash severity than non-truck-involved crashes. There have been many studies about the frequency of crashes and the development of severity models, but those studies only analyzed the relationship between observed variables. To identify why more people are injured or killed when trucks are involved in the crash, we must examine to quantify the complex causal relationship between severity of the crash and risk factors by adopting the latent factors of crashes. The aim of this study was to develop a structural equation or model based on truck-involved and non-truck-involved crashes, including five latent variables, i.e. a crash factor, environmental factor, road factor, driver’s factor, and severity factor. To clarify the unique characteristics of truck-involved crashes compared to non-truck-involved crashes, a confirmatory analysis method was used. To develop the model, we extracted crash data from 10,083 crashes on Korean freeways from 2008 through 2014. The results showed that the most significant variable affecting the severity of a crash is the crash factor, which can be expressed by the location, cause, and type of the crash. For non-truck-involved crashes, the crash and environment factors increase severity of the crash; conversely, the road and driver factors tend to reduce severity of the crash. For truck-involved crashes, the driver factor has a significant effect on severity of the crash although its effect is slightly less than the crash factor. The multiple group analysis employed to analyze the differences between the heterogeneous groups of drivers.
Keywords: Crash severity, structural equation modeling, truck-involved crashes, multiple group analysis, crash on freeway.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1340652 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model
Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino
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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.
Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1583651 Flow Characteristics around Rectangular Obstacles with the Varying Direction of Obstacles
Authors: Hee-Chang Lim
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The study aims to understand the surface pressure distribution around the bodies such as the suction pressure in the leading edge on the top and side-face when the aspect ratio of bodies and the wind direction are changed, respectively. We carried out the wind tunnel measurement and numerical simulation around a series of rectangular bodies (40d×80w×80h, 80d×80w×80h, 160d×80w×80h, 80d×40w×80h and 80d×160w×80h in mm3) placed in a deep turbulent boundary layer. Based on a modern numerical platform, the Navier-Stokes equation with the typical 2-equation (k-ε model) and the DES (Detached Eddy Simulation) turbulence model has been calculated, and they are both compared with the measurement data. Regarding the turbulence model, the DES model makes a better prediction comparing with the k-ε model, especially when calculating the separated turbulent flow around a bluff body with sharp edged corner. In order to observe the effect of wind direction on the pressure variation around the cube (e.g., 80d×80w×80h in mm), it rotates at 0º, 10º, 20º, 30º, and 45º, which stands for the salient wind directions in the tunnel. The result shows that the surface pressure variation is highly dependent upon the approaching wind direction, especially on the top and the side-face of the cube. In addition, the transverse width has a substantial effect on the variation of surface pressure around the bodies, while the longitudinal length has little or no influence.
Keywords: Rectangular bodies, wind direction, aspect ratio, surface pressure distribution, wind-tunnel measurement, k-ε model, DES model, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 911650 Component Based Framework for Authoring and Multimedia Training in Mathematics
Authors: Ion Smeureanu, Marian Dardala, Adriana Reveiu
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The new programming technologies allow for the creation of components which can be automatically or manually assembled to reach a new experience in knowledge understanding and mastering or in getting skills for a specific knowledge area. The project proposes an interactive framework that permits the creation, combination and utilization of components that are specific to mathematical training in high schools. The main framework-s objectives are: • authoring lessons by the teacher or the students; all they need are simple operating skills for Equation Editor (or something similar, or Latex); the rest are just drag & drop operations, inserting data into a grid, or navigating through menus • allowing sonorous presentations of mathematical texts and solving hints (easier understood by the students) • offering graphical representations of a mathematical function edited in Equation • storing of learning objects in a database • storing of predefined lessons (efficient for expressions and commands, the rest being calculations; allows a high compression) • viewing and/or modifying predefined lessons, according to the curricula The whole thing is focused on a mathematical expressions minicompiler, storing the code that will be later used for different purposes (tables, graphics, and optimisations). Programming technologies used. A Visual C# .NET implementation is proposed. New and innovative digital learning objects for mathematics will be developed; they are capable to interpret, contextualize and react depending on the architecture where they are assembled.Keywords: Adaptor, automatic assembly learning component and user control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1704649 Allometric Models for Biomass Estimation in Savanna Woodland Area, Niger State, Nigeria
Authors: Abdullahi Jibrin, Aishetu Abdulkadir
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The development of allometric models is crucial to accurate forest biomass/carbon stock assessment. The aim of this study was to develop a set of biomass prediction models that will enable the determination of total tree aboveground biomass for savannah woodland area in Niger State, Nigeria. Based on the data collected through biometric measurements of 1816 trees and destructive sampling of 36 trees, five species specific and one site specific models were developed. The sample size was distributed equally between the five most dominant species in the study site (Vitellaria paradoxa, Irvingia gabonensis, Parkia biglobosa, Anogeissus leiocarpus, Pterocarpus erinaceous). Firstly, the equations were developed for five individual species. Secondly these five species were mixed and were used to develop an allometric equation of mixed species. Overall, there was a strong positive relationship between total tree biomass and the stem diameter. The coefficient of determination (R2 values) ranging from 0.93 to 0.99 P < 0.001 were realised for the models; with considerable low standard error of the estimates (SEE) which confirms that the total tree above ground biomass has a significant relationship with the dbh. F-test values for the biomass prediction models were also significant at p < 0.001 which indicates that the biomass prediction models are valid. This study recommends that for improved biomass estimates in the study site, the site specific biomass models should preferably be used instead of using generic models.
Keywords: Allometriy, biomass, carbon stock, model, regression equation, woodland, inventory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2788648 Hydraulic Conductivity Prediction of Cement Stabilized Pavement Base Incorporating Recycled Plastics and Recycled Aggregates
Authors: Md. Shams Razi Shopnil, Tanvir Imtiaz, Sabrina Mahjabin, Md. Sahadat Hossain
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Saturated hydraulic conductivity is one of the most significant attributes of pavement base course. Determination of hydraulic conductivity is a routine procedure for regular aggregate base courses. However, in many cases, a cement-stabilized base course is used with compromised drainage ability. Traditional hydraulic conductivity testing procedure is a readily available option which leads to two consequential drawbacks, i.e., the time required for the specimen to be saturated and extruding the sample after completion of the laboratory test. To overcome these complications, this study aims at formulating an empirical approach to predicting hydraulic conductivity based on Unconfined Compressive Strength test results. To do so, this study comprises two separate experiments (Constant Head Permeability test and Unconfined Compressive Strength test) conducted concurrently on a specimen having the same physical credentials. Data obtained from the two experiments were then used to devise a correlation between hydraulic conductivity and unconfined compressive strength. This correlation in the form of a polynomial equation helps to predict the hydraulic conductivity of cement-treated pavement base course, bypassing the cumbrous process of traditional permeability and less commonly used horizontal permeability tests. The correlation was further corroborated by a different set of data, and it has been found that the derived polynomial equation is deemed to be a viable tool to predict hydraulic conductivity.
Keywords: Hydraulic conductivity, unconfined compressive strength, recycled plastics, recycled concrete aggregates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 331647 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows
Authors: J. P. Panda, K. Sasmal, H. V. Warrior
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Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 955646 Solving Linear Matrix Equations by Matrix Decompositions
Authors: Yongxin Yuan, Kezheng Zuo
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In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.
Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2058645 The Contraction Point for Phan-Thien/Tanner Model of Tube-Tooling Wire-Coating Flow
Authors: V. Ngamaramvaranggul, S. Thenissara
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The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on singlemode exponential Phan-Thien/Tanner constitutive equation in a twodimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semi-implicit Taylor-Galerkin pressurecorrection finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results. The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on single-mode exponential Phan- Thien/Tanner constitutive equation in a two-dimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semiimplicit Taylor-Galerkin pressure-correction finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results.Keywords: wire coating, free surface, tube-tooling, extrudate swell, surface tension, finite element method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2011644 Mean-Variance Optimization of Portfolios with Return of Premium Clauses in a DC Pension Plan with Multiple Contributors under Constant Elasticity of Variance Model
Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa
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In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.
Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 775