Search results for: fractional Black-Scholes equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1363

Search results for: fractional Black-Scholes equations

943 Extraction of Squalene from Lebanese Olive Oil

Authors: Henri El Zakhem, Christina Romanos, Charlie Bakhos, Hassan Chahal, Jessica Koura

Abstract:

Squalene is a valuable component of the oil composed of 30 carbon atoms and is mainly used for cosmetic materials. The main concern of this article is to study the Squalene composition in the Lebanese olive oil and to compare it with foreign oil results. To our knowledge, extraction of Squalene from the Lebanese olive oil has not been conducted before. Three different techniques were studied and experiments were performed on three brands of olive oil, Al Wadi Al Akhdar, Virgo Bio and Boulos. The techniques performed are the Fractional Crystallization, the Soxhlet and the Esterification. By comparing the results, it is found that the Lebanese oil contains squalene and Soxhlet method is the most effective between the three methods extracting about 6.5E-04 grams of Squalene per grams of olive oil.

Keywords: Squalene, extraction, crystallization, Soxhlet.‎

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942 Influence of Dilution and Lean-premixed on Mild Combustion in an Industrial Burner

Authors: Sh.Khalilarya, H.Oryani, S.Jafarmadar, H.Khatamnezhad, A.Nemati

Abstract:

Understanding of how and where NOx formation occurs in industrial burner is very important for efficient and clean operation of utility burners. Also the importance of this problem is mainly due to its relation to the pollutants produced by more burners used widely of gas turbine in thermal power plants and glass and steel industry. In this article, a numerical model of an industrial burner operating in MILD combustion is validated with experimental data.. Then influence of air flow rate and air temperature on combustor temperature profiles and NOX product are investigated. In order to modification this study reports on the effects of fuel and air dilution (with inert gases H2O, CO2, N2), and also influence of lean-premixed of fuel, on the temperature profiles and NOX emission. Conservation equations of mass, momentum and energy, and transport equations of species concentrations, turbulence, combustion and radiation modeling in addition to NO modeling equations were solved together to present temperature and NO distribution inside the burner. The results shows that dilution, cause to a reduction in value of temperature and NOX emission, and suppresses any flame propagation inside the furnace and made the flame inside the furnace invisible. Dilution with H2O rather than N2 and CO2 decreases further the value of the NOX. Also with raise of lean-premix level, local temperature of burner and the value of NOX product are decreases because of premixing prevents local “hot spots" within the combustor volume that can lead to significant NOx formation. Also leanpremixing of fuel with air cause to amount of air in reaction zone is reach more than amount that supplied as is actually needed to burn the fuel and this act lead to limiting NOx formation

Keywords: Mild combustion, Flameless, Numerical simulation, Burner, CFD.

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941 A Hybrid Artificial Intelligence and Two Dimensional Depth Averaged Numerical Model for Solving Shallow Water and Exner Equations Simultaneously

Authors: S. Mehrab Amiri, Nasser Talebbeydokhti

Abstract:

Modeling sediment transport processes by means of numerical approach often poses severe challenges. In this way, a number of techniques have been suggested to solve flow and sediment equations in decoupled, semi-coupled or fully coupled forms. Furthermore, in order to capture flow discontinuities, a number of techniques, like artificial viscosity and shock fitting, have been proposed for solving these equations which are mostly required careful calibration processes. In this research, a numerical scheme for solving shallow water and Exner equations in fully coupled form is presented. First-Order Centered scheme is applied for producing required numerical fluxes and the reconstruction process is carried out toward using Monotonic Upstream Scheme for Conservation Laws to achieve a high order scheme.  In order to satisfy C-property of the scheme in presence of bed topography, Surface Gradient Method is proposed. Combining the presented scheme with fourth order Runge-Kutta algorithm for time integration yields a competent numerical scheme. In addition, to handle non-prismatic channels problems, Cartesian Cut Cell Method is employed. A trained Multi-Layer Perceptron Artificial Neural Network which is of Feed Forward Back Propagation (FFBP) type estimates sediment flow discharge in the model rather than usual empirical formulas. Hydrodynamic part of the model is tested for showing its capability in simulation of flow discontinuities, transcritical flows, wetting/drying conditions and non-prismatic channel flows. In this end, dam-break flow onto a locally non-prismatic converging-diverging channel with initially dry bed conditions is modeled. The morphodynamic part of the model is verified simulating dam break on a dry movable bed and bed level variations in an alluvial junction. The results show that the model is capable in capturing the flow discontinuities, solving wetting/drying problems even in non-prismatic channels and presenting proper results for movable bed situations. It can also be deducted that applying Artificial Neural Network, instead of common empirical formulas for estimating sediment flow discharge, leads to more accurate results.

Keywords: Artificial neural network, morphodynamic model, sediment continuity equation, shallow water equations.

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940 On The Comparison of Fuzzy Logic and State Space Averaging based Sliding Control Methods Applied onan Arc Welding Machine

Authors: İres İskender, Ahmet Karaarslan

Abstract:

In this study, the performance of a high-frequency arc welding machine including a two-switch inverter is analyzed. The control of the system is achieved using two different control techniques i- fuzzy logic control (FLC) ii- state space averaging based sliding control. Fuzzy logic control does not need accurate mathematical model of a plant and can be used in nonlinear applications. The second method needs the mathematical model of the system. In this method the state space equations of the system are derived for two different “on" and “off" states of the switches. The derived state equations are combined with the sliding control rule considering the duty-cycle of the converter. The performance of the system is analyzed by simulating the system using SIMULINK tool box of MATLAB. The simulation results show that fuzzy logic controller is more robust and less sensitive to parameter variations.

Keywords: Fuzzy logic, arc welding, sliding state space control, PWM, current control.

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939 Speech Data Compression using Vector Quantization

Authors: H. B. Kekre, Tanuja K. Sarode

Abstract:

Mostly transforms are used for speech data compressions which are lossy algorithms. Such algorithms are tolerable for speech data compression since the loss in quality is not perceived by the human ear. However the vector quantization (VQ) has a potential to give more data compression maintaining the same quality. In this paper we propose speech data compression algorithm using vector quantization technique. We have used VQ algorithms LBG, KPE and FCG. The results table shows computational complexity of these three algorithms. Here we have introduced a new performance parameter Average Fractional Change in Speech Sample (AFCSS). Our FCG algorithm gives far better performance considering mean absolute error, AFCSS and complexity as compared to others.

Keywords: Vector Quantization, Data Compression, Encoding, , Speech coding.

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938 Verification and Application of Finite Element Model Developed for Flood Routing in Rivers

Authors: A. L. Qureshi, A. A. Mahessar, A. Baloch

Abstract:

Flood wave propagation in river channel flow can be enunciated by nonlinear equations of motion for unsteady flow. It is difficult to find analytical solution of these non-linear equations. Hence, in this paper verification of the finite element model has been carried out against available numerical predictions and field data. The results of the model indicate a good matching with both Preissmann scheme and HEC-RAS model for a river reach of 29km at both sites (15km from upstream and at downstream end) for discharge hydrographs. It also has an agreeable comparison with the Preissemann scheme for the flow depth (stage) hydrographs. The proposed model has also been applying to forecast daily discharges at 400km downstream in the Indus River from Sukkur barrage of Sindh, Pakistan, which demonstrates accurate model predictions with observed the daily discharges. Hence, this model may be utilized for flood warnings in advance.

Keywords: Finite Element Method, Flood Forecasting, HEC-RAS, Indus river.

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937 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space

Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

Abstract:

This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

 

Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.

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936 Postbuckling Analysis of End Supported Rods under Self-Weight Using Intrinsic Coordinate Finite Elements

Authors: C. Juntarasaid, T. Pulngern, S. Chucheepsakul

Abstract:

A formulation of postbuckling analysis of end supported rods under self-weight has been presented by the variational method. The variational formulation involving the strain energy due to bending and the potential energy of the self-weight, are expressed in terms of the intrinsic coordinates. The variational formulation is accomplished by introducing the Lagrange multiplier technique to impose the boundary conditions. The finite element method is used to derive a system of nonlinear equations resulting from the stationary of the total potential energy and then Newton-Raphson iterative procedure is applied to solve this system of equations. The numerical results demonstrate the postbluckled configurations of end supported rods under self-weight. This finite element method based on variational formulation expressed in term of intrinsic coordinate is highly recommended for postbuckling analysis of end-supported rods under self-weight.

Keywords: Variational method, postbuckling, finite element method, intrinsic coordinate.

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935 Laplace Transformation on Ordered Linear Space of Generalized Functions

Authors: K. V. Geetha, N. R. Mangalambal

Abstract:

Aim. We have introduced the notion of order to multinormed spaces and countable union spaces and their duals. The topology of bounded convergence is assigned to the dual spaces. The aim of this paper is to develop the theory of ordered topological linear spaces La,b, L(w, z), the dual spaces of ordered multinormed spaces La,b, ordered countable union spaces L(w, z), with the topology of bounded convergence assigned to the dual spaces. We apply Laplace transformation to the ordered linear space of Laplace transformable generalized functions. We ultimately aim at finding solutions to nonhomogeneous nth order linear differential equations with constant coefficients in terms of generalized functions and comparing different solutions evolved out of different initial conditions. Method. The above aim is achieved by • Defining the spaces La,b, L(w, z). • Assigning an order relation on these spaces by identifying a positive cone on them and studying the properties of the cone. • Defining an order relation on the dual spaces La,b, L(w, z) of La,b, L(w, z) and assigning a topology to these dual spaces which makes the order dual and the topological dual the same. • Defining the adjoint of a continuous map on these spaces and studying its behaviour when the topology of bounded convergence is assigned to the dual spaces. • Applying the two-sided Laplace Transformation on the ordered linear space of generalized functions W and studying some properties of the transformation which are used in solving differential equations. Result. The above techniques are applied to solve non-homogeneous n-th order linear differential equations with constant coefficients in terms of generalized functions and to compare different solutions of the differential equation.

Keywords: Laplace transformable generalized function, positive cone, topology of bounded convergence

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934 A Shallow Water Model for Computing Inland Inundation Due to Indonesian Tsunami 2004 Using a Moving Coastal Boundary

Authors: Md. Fazlul Karim, Mohammed Ashaque Meah, Ahmad Izani M. Ismail

Abstract:

In this paper, a two-dimensional mathematical model is developed for estimating the extent of inland inundation due to Indonesian tsunami of 2004 along the coastal belts of Peninsular Malaysia and Thailand. The model consists of the shallow water equations together with open and coastal boundary conditions. In order to route the water wave towards the land, the coastal boundary is treated as a time dependent moving boundary. For computation of tsunami inundation, the initial tsunami wave is generated in the deep ocean with the strength of the Indonesian tsunami of 2004. Several numerical experiments are carried out by changing the slope of the beach to examine the extent of inundation with slope. The simulated inundation is found to decrease with the increase of the slope of the orography. Correlation between inundation / recession and run-up are found to be directly proportional to each other.

Keywords: Inland Inundation, Shallow Water Equations, Tsunami, Moving Coastal Boundary.

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933 A Finite Difference Calculation Procedure for the Navier-Stokes Equations on a Staggered Curvilinear Grid

Authors: R. M. Barron, B. Zogheib

Abstract:

A new numerical method for solving the twodimensional, steady, incompressible, viscous flow equations on a Curvilinear staggered grid is presented in this paper. The proposed methodology is finite difference based, but essentially takes advantage of the best features of two well-established numerical formulations, the finite difference and finite volume methods. Some weaknesses of the finite difference approach are removed by exploiting the strengths of the finite volume method. In particular, the issue of velocity-pressure coupling is dealt with in the proposed finite difference formulation by developing a pressure correction equation in a manner similar to the SIMPLE approach commonly used in finite volume formulations. However, since this is purely a finite difference formulation, numerical approximation of fluxes is not required. Results obtained from the present method are based on the first-order upwind scheme for the convective terms, but the methodology can easily be modified to accommodate higher order differencing schemes.

Keywords: Curvilinear, finite difference, finite volume, SIMPLE.

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932 Heat and Mass Transfer in MHD Flow of Nanofluids through a Porous Media Due to a Permeable Stretching Sheet with Viscous Dissipation and Chemical Reaction Effects

Authors: Yohannes Yirga, Daniel Tesfay

Abstract:

The convective heat and mass transfer in nanofluid flow through a porous media due to a permeable stretching sheet with magnetic field, viscous dissipation, chemical reaction and Soret effects are numerically investigated. Two types of nanofluids, namely Cu-water and Ag-water were studied. The governing boundary layer equations are formulated and reduced to a set of ordinary differential equations using similarity transformations and then solved numerically using the Keller box method. Numerical results are obtained for the skin friction coefficient, Nusselt number and Sherwood number as well as for the velocity, temperature and concentration profiles for selected values of the governing parameters. Excellent validation of the present numerical results has been achieved with the earlier linearly stretching sheet problems in the literature.

Keywords: Heat and mass transfer, magnetohydrodynamics, nanofluid.

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931 Flexure of Cantilever Thick Beams Using Trigonometric Shear Deformation Theory

Authors: Yuwaraj M. Ghugal, Ajay G. Dahake

Abstract:

A trigonometric shear deformation theory for flexure of thick beams, taking into account transverse shear deformation effects, is developed. The number of variables in the present theory is same as that in the first order shear deformation theory. The sinusoidal function is used in displacement field in terms of thickness coordinate to represent the shear deformation effects. The noteworthy feature of this theory is that the transverse shear stresses can be obtained directly from the use of constitutive relations with excellent accuracy, satisfying the shear stress free conditions on the top and bottom surfaces of the beam. Hence, the theory obviates the need of shear correction factor. Governing differential equations and boundary conditions are obtained by using the principle of virtual work. The thick cantilever isotropic beams are considered for the numerical studies to demonstrate the efficiency of the. Results obtained are discussed critically with those of other theories.

Keywords: Trigonometric shear deformation, thick beam, flexure, principle of virtual work, equilibrium equations, stress.

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930 Generalized Differential Quadrature Nonlinear Consolidation Analysis of Clay Layer with Time-Varied Drainage Conditions

Authors: A. Bahmanikashkouli, O.R. Bahadori Nezhad

Abstract:

In this article, the phenomenon of nonlinear consolidation in saturated and homogeneous clay layer is studied. Considering time-varied drainage model, the excess pore water pressure in the layer depth is calculated. The Generalized Differential Quadrature (GDQ) method is used for the modeling and numerical analysis. For the purpose of analysis, first the domain of independent variables (i.e., time and clay layer depth) is discretized by the Chebyshev-Gauss-Lobatto series and then the nonlinear system of equations obtained from the GDQ method is solved by means of the Newton-Raphson approach. The obtained results indicate that the Generalized Differential Quadrature method, in addition to being simple to apply, enjoys a very high accuracy in the calculation of excess pore water pressure.

Keywords: Generalized Differential Quadrature method, Nonlinear consolidation, Nonlinear system of equations, Time-varied drainage

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929 Tracking Control of a Linear Parabolic PDE with In-domain Point Actuators

Authors: Amir Badkoubeh, Guchuan Zhu

Abstract:

This paper addresses the problem of asymptotic tracking control of a linear parabolic partial differential equation with indomain point actuation. As the considered model is a non-standard partial differential equation, we firstly developed a map that allows transforming this problem into a standard boundary control problem to which existing infinite-dimensional system control methods can be applied. Then, a combination of energy multiplier and differential flatness methods is used to design an asymptotic tracking controller. This control scheme consists of stabilizing state-feedback derived from the energy multiplier method and feed-forward control based on the flatness property of the system. This approach represents a systematic procedure to design tracking control laws for a class of partial differential equations with in-domain point actuation. The applicability and system performance are assessed by simulation studies.

Keywords: Tracking Control, In-domain point actuation, PartialDifferential Equations.

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928 Numerical Study of Vortex Formation inside a Stirred Tank

Authors: Divya Rajavathsavai, Akhilesh Khapre, Basudeb Munshi

Abstract:

The computational fluid dynamics (CFD) study of stirred tank with the air-water interface are carried out in the presence of different types of the impeller and with or without baffles. A multiple reference frame (MRF) approach with the volume of fluid (VOF) method is used to capture the air-water interface. The RANS (Reynolds Averaged Navier-Stokes) equations with k-ε turbulence model are solved to predict the flow behavior of water and air phase which are treated as a different phases. The predicted results have shown that the VOF method is able to capture the interface in the unbaffled tank. While, the VOF method is showing an unfeasible results in the baffled tank with high rotational impeller speed. For continuous stirred tank, the air-water interface is disturbed by the inflow and the level of water is also increased with time.

Keywords: Computational Fluid Dynamics, stirred tank, airwater interface, multiple reference frame, volume of fluid, Reynolds Averaged Navier-Stokes equations.

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927 Evolutionary of Prostate Cancer Stem Cells in Prostate Duct

Authors: Zachariah Sinkala

Abstract:

A systems approach model for prostate cancer in prostate duct, as a sub-system of the organism is developed. It is accomplished in two steps. First this research work starts with a nonlinear system of coupled Fokker-Plank equations which models continuous process of the system like motion of cells. Then extended to PDEs that include discontinuous processes like cell mutations, proliferation and deaths. The discontinuous processes is modeled by using intensity poisson processes. The model incorporates the features of the prostate duct. The system of PDEs spatial coordinate is along the proximal distal axis. Its parameters depend on features of the prostate duct. The movement of cells is biased towards distal region and mutations of prostate cancer cells is localized in the proximal region. Numerical solutions of the full system of equations are provided, and are exhibit traveling wave fronts phenomena. This motivates the use of the standard transformation to derive a canonically related system of ODEs for traveling wave solutions. The results obtained show persistence of prostate cancer by showing that the non-negative cone for the traveling wave system is time invariant. The traveling waves have a unique global attractor is proved also. Biologically, the global attractor verifies that evolution of prostate cancer stem cells exhibit the avascular tumor growth. These numerical solutions show that altering prostate stem cell movement or mutation of prostate cancer cells lead to avascular tumor. Conclusion with comments on clinical implications of the model is discussed.

Keywords: Fokker-Plank equations, global attractor, stem cell.

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926 Availability Analysis of Milling System in a Rice Milling Plant

Authors: P. C. Tewari, Parveen Kumar

Abstract:

The paper describes the availability analysis of milling system of a rice milling plant using probabilistic approach. The subsystems under study are special purpose machines. The availability analysis of the system is carried out to determine the effect of failure and repair rates of each subsystem on overall performance (i.e. steady state availability) of system concerned. Further, on the basis of effect of repair rates on the system availability, maintenance repair priorities have been suggested. The problem is formulated using Markov Birth-Death process taking exponential distribution for probable failures and repair rates. The first order differential equations associated with transition diagram are developed by using mnemonic rule. These equations are solved using normalizing conditions and recursive method to drive out the steady state availability expression of the system. The findings of the paper are presented and discussed with the plant personnel to adopt a suitable maintenance policy to increase the productivity of the rice milling plant.

Keywords: Markov process, milling system, availability modeling, rice milling plant.

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925 Nonlinear Modelling of Sloshing Waves and Solitary Waves in Shallow Basins

Authors: Mohammad R. Jalali, Mohammad M. Jalali

Abstract:

The earliest theories of sloshing waves and solitary waves based on potential theory idealisations and irrotational flow have been extended to be applicable to more realistic domains. To this end, the computational fluid dynamics (CFD) methods are widely used. Three-dimensional CFD methods such as Navier-Stokes solvers with volume of fluid treatment of the free surface and Navier-Stokes solvers with mappings of the free surface inherently impose high computational expense; therefore, considerable effort has gone into developing depth-averaged approaches. Examples of such approaches include Green–Naghdi (GN) equations. In Cartesian system, GN velocity profile depends on horizontal directions, x-direction and y-direction. The effect of vertical direction (z-direction) is also taken into consideration by applying weighting function in approximation. GN theory considers the effect of vertical acceleration and the consequent non-hydrostatic pressure. Moreover, in GN theory, the flow is rotational. The present study illustrates the application of GN equations to propagation of sloshing waves and solitary waves. For this purpose, GN equations solver is verified for the benchmark tests of Gaussian hump sloshing and solitary wave propagation in shallow basins. Analysis of the free surface sloshing of even harmonic components of an initial Gaussian hump demonstrates that the GN model gives predictions in satisfactory agreement with the linear analytical solutions. Discrepancies between the GN predictions and the linear analytical solutions arise from the effect of wave nonlinearities arising from the wave amplitude itself and wave-wave interactions. Numerically predicted solitary wave propagation indicates that the GN model produces simulations in good agreement with the analytical solution of the linearised wave theory. Comparison between the GN model numerical prediction and the result from perturbation analysis confirms that nonlinear interaction between solitary wave and a solid wall is satisfactorilly modelled. Moreover, solitary wave propagation at an angle to the x-axis and the interaction of solitary waves with each other are conducted to validate the developed model.

Keywords: Even harmonic components of sloshing waves, Green–Naghdi equations, nonlinearity, solitary waves.

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924 Magnetoviscous Effects on Axi-Symmetric Ferrofluid Flow over a Porous Rotating Disk with Suction/Injection

Authors: Vikas Kumar

Abstract:

The present study is carried out to investigate the magneto-viscous effects on incompressible ferrofluid flow over a porous rotating disc with suction or injection on the surface of the disc subjected to a magnetic field. The flow under consideration is axi-symmetric steady ferrofluid flow of electrically non-conducting fluid. Karman’s transformation is used to convert the governing boundary layer equations involved in the problem to a system of non linear coupled differential equations. The solution of this system is obtained by using power series approximation. The flow characteristics i.e. radial, tangential, axial velocities and boundary layer displacement thickness are calculated for various values of MFD (magnetic field dependent) viscosity and for different values of suction injection parameter. Besides this, skin friction coefficients are also calculated on the surface of the disk. The results thus obtained are presented numerically and graphically in the paper.

Keywords: Axi-symmetric, ferrofluid, magnetic field, porous rotating disk.

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923 Study of Mixed Convection in a Vertical Channel Filled with a Reactive Porous Medium in the Absence of Local Thermal Equilibrium

Authors: Hamid Maidat, Khedidja Bouhadef, Djamel Eddine Ameziani, Azzedine Abdedou

Abstract:

This work consists of a numerical simulation of convective heat transfer in a vertical plane channel filled with a heat generating porous medium, in the absence of local thermal equilibrium. The walls are maintained to a constant temperature and the inlet velocity is uniform. The dynamic range is described by the Darcy-Brinkman model and the thermal field by two energy equations model. A dimensionless formulation is developed for performing a parametric study based on certain dimensionless groups such as, the Biot interstitial number, the thermal conductivity ratio and the volumetric heat generation, q '''. The governing equations are solved using the finite volume method, gave rise to a multitude of results concerning in particular the thermal field in the porous channel and the existence or not of the local thermal equilibrium.

Keywords: Mixed convection, porous medium, power generation, local thermal non equilibrium model.

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922 Flexure of Simply Supported Thick Beams Using Refined Shear Deformation Theory

Authors: Yuwaraj M. Ghugal, Ajay G. Dahake

Abstract:

A trigonometric shear deformation theory for flexure of thick beams, taking into account transverse shear deformation effects, is developed. The number of variables in the present theory is same as that in the first order shear deformation theory. The sinusoidal function is used in displacement field in terms of thickness coordinate to represent the shear deformation effects. The noteworthy feature of this theory is that the transverse shear stresses can be obtained directly from the use of constitutive relations with excellent accuracy, satisfying the shear stress free conditions on the top and bottom surfaces of the beam. Hence, the theory obviates the need of shear correction factor. Governing differential equations and boundary conditions are obtained by using the principle of virtual work. The thick simply supported isotropic beams are considered for the numerical studies to demonstrate the efficiency of the results obtained is discussed critically with those of other theories.

Keywords: Trigonometric shear deformation, thick beam, flexure, principle of virtual work, equilibrium equations, stress.

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921 Study of Stress Wave Propagation with NHDMOC

Authors: G.Y. Zhang , M.L. Xu, R.Q. Zhang, W.H. Tang

Abstract:

MOC (method of cell) is a new method of investigating wave propagating in material with periodic microstructure, and can reflect the effect of microstructure. Wave propagation in periodically laminated medium consisting of linearly elastic layers can be treated as a special application of this method. In this paper, it was used to simulate the dynamic response of carbon-phenolic to impulsive loading under certain boundary conditions. From the comparison between the results obtained from this method and the exact results based on propagator matrix theory, excellent agreement is achieved. Conclusion can be made that the oscillation periodicity is decided by the thickness of sub-cells. In the end, the NHDMOC method, which permits studying stress wave propagation with one dimensional strain, was applied to study the one-dimensional stress wave propagation. In this paper, the ZWT nonlinear visco-elastic constitutive relationship with 7 parameters, NHDMOC, and corresponding equations were deduced. The equations were verified, comparing the elastic stress wave propagation in SHPB with, respectively, the elastic and the visco-elastic bar. Finally the dispersion and attenuation of stress wave in SHPB with visco-elastic bar was studied.

Keywords: MOC, NHDMOC, visco-elastic, wave propagation

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920 Research of Amplitude-Frequency Characteristics of Nonlinear Oscillations of the Interface of Two-Layered Liquid

Authors: Win Ko Ko, A. N. Temnov

Abstract:

The problem of nonlinear oscillations of a two-layer liquid completely filling a limited volume is considered. Using two basic asymmetric harmonics excited in two mutually perpendicular planes, ordinary differential equations of nonlinear oscillations of the interface of a two-layer liquid are investigated. In this paper, hydrodynamic coefficients of linear and nonlinear problems in integral relations were determined. As a result, the instability regions of forced oscillations of a two-layered liquid in a cylindrical tank occurring in the plane of action of the disturbing force are constructed, as well as the dynamic instability regions of the parametric resonance for different ratios of densities of the upper and lower liquids depending on the amplitudes of liquids from the excitations frequencies. Steady-state regimes of fluid motion were found in the regions of dynamic instability of the initial oscillation form. The Bubnov-Galerkin method is used to construct instability regions for approximate solution of nonlinear differential equations.

Keywords: Hydrodynamic coefficients, instability region, nonlinear oscillations, resonance frequency, two-layered liquid.

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919 Linear Dynamic Stability Analysis of a Continuous Rotor-Disk-Blades System

Authors: F. Rahimi Dehgolan, S. E. Khadem, S. Bab, M. Najafee

Abstract:

Nowadays, using rotating systems like shafts and disks in industrial machines have been increased constantly. Dynamic stability is one of the most important factors in designing rotating systems. In this study, linear frequencies and stability of a coupled continuous flexible rotor-disk-blades system are studied. The Euler-Bernoulli beam theory is utilized to model the blade and shaft. The equations of motion are extracted using the extended Hamilton principle. The equations of motion have been simplified using the Coleman and complex transformations method. The natural frequencies of the linear part of the system are extracted, and the effects of various system parameters on the natural frequencies and decay rates (stability condition) are clarified. It can be seen that the centrifugal stiffening effect applied to the blades is the most important parameter for stability of the considered rotating system. This result highlights the importance of considering this stiffing effect in blades equation.

Keywords: Rotating shaft, flexible blades, centrifugal stiffening, stability.

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918 Prediction of the Total Decay Heat from Fast Neutron Fission of 235U and 239Pu

Authors: Sherif. S. Nafee, Ameer. K. Al-Ramady, Salem. A. Shaheen

Abstract:

The analytical prediction of the decay heat results from the fast neutron fission of actinides was initiated under a project, 10-MAT1134-3, funded by king Abdulaziz City of Science and Technology (KASCT), Long-Term Comprehensive National Plan for Science, Technology and Innovations, managed by a team from King Abdulaziz University (KAU), Saudi Arabia, and supervised by Argonne National Laboratory (ANL) has collaborated with KAU's team to assist in the computational analysis. In this paper, the numerical solution of coupled linear differential equations that describe the decays and buildups of minor fission product MFA, has been used to predict the total decay heat and its components from the fast neutron fission of 235U and 239Pu. The reliability of the present approach is illustrated via systematic comparisons with the measurements reported by the University of Tokyo, in YAYOI reactor.

Keywords: Decay heat, fast neutron fission, and Numerical Solution of Linear Differential Equations.

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917 Analytical Based Truncation Principle of Higher-Order Solution for a x1/3 Force Nonlinear Oscillator

Authors: Md. Alal Hosen

Abstract:

In this paper, a modified harmonic balance method based an analytical technique has been developed to determine higher-order approximate periodic solutions of a conservative nonlinear oscillator for which the elastic force term is proportional to x1/3. Usually, a set of nonlinear algebraic equations is solved in this method. However, analytical solutions of these algebraic equations are not always possible, especially in the case of a large oscillation. In this article, different parameters of the same nonlinear problems are found, for which the power series produces desired results even for the large oscillation. We find a modified harmonic balance method works very well for the whole range of initial amplitudes, and the excellent agreement of the approximate frequencies and periodic solutions with the exact ones has been demonstrated and discussed. Besides these, a suitable truncation formula is found in which the solution measures better results than existing solutions. The method is mainly illustrated by the x1/3 force nonlinear oscillator but it is also useful for many other nonlinear problems.

Keywords: Approximate solutions, Harmonic balance method, Nonlinear oscillator, Perturbation.

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916 Study on the Variation Effects of Diverging Angleon Characteristics of Flow in Converging and Diverging Ducts by Numerical Method

Authors: Moghiman Mohammad, Amiri Maryam, Amiri Amirhosein

Abstract:

The present paper develops and validates a numerical procedure for the calculation of turbulent combustive flow in converging and diverging ducts and throuh simulation of the heat transfer processes, the amount of production and spread of Nox pollutant has been measured. A marching integration solution procedure employing the TDMA is used to solve the discretized equations. The turbulence model is the Prandtl Mixing Length method. Modeling the combustion process is done by the use of Arrhenius and Eddy Dissipation method. Thermal mechanism has been utilized for modeling the process of forming the nitrogen oxides. Finite difference method and Genmix numerical code are used for numerical solution of equations. Our results indicate the important influence of the limiting diverging angle of diffuser on the coefficient of recovering of pressure. Moreover, due to the intense dependence of Nox pollutant to the maximum temperature in the domain with this feature, the Nox pollutant amount is also in maximum level.

Keywords: Converging and Diverging Duct, Combustion, Diffuser, Diverging Angle, Nox

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915 Interaction of Electroosmotic Flow on Isotachophoretic Transport of Ions

Authors: S. Bhattacharyya, Partha P. Gopmandal

Abstract:

A numerical study on the influence of electroosmotic flow on analyte preconcentration by isotachophoresis ( ITP) is made. We consider that the double layer induced electroosmotic flow ( EOF) counterbalance the electrophoretic velocity and a stationary ITP stacked zones results. We solve the Navier-Stokes equations coupled with the Nernst-Planck equations to determine the local convective velocity and the preconcentration dynamics of ions. Our numerical algorithm is based on a finite volume method along with a secondorder upwind scheme. The present numerical algorithm can capture the the sharp boundaries of step-changes ( plateau mode) or zones of steep gradients ( peak mode) accurately. The convection of ions due to EOF reduces the resolution of the ITP transition zones and produces a dispersion in analyte zones. The role of the electrokinetic parameters which induces dispersion is analyzed. A one-dimensional model for the area-averaged concentrations based on the Taylor-Aristype effective diffusivity is found to be in good agreement with the computed solutions.

Keywords: Interfaces, Electroosmotic flow, QUICK Scheme, Dispersion, Effective Diffusivity.

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914 Enhanced Parallel-Connected Comb Filter Method for Multiple Pitch Estimation

Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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