Search results for: numerical investigation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3783

Search results for: numerical investigation.

3333 A Tubular Electrode for Radiofrequency Ablation Therapy

Authors: Carlos L. Antunes, Tony R. Almeida, Nélia Raposeiro, Belarmino Gonçalves, Paulo Almeida, André Antunes

Abstract:

In the last two decades radiofrequency ablation (RFA) has been considered a promising medical procedure for the treatment of primary and secondary malignancies. However, the needle-based electrodes so far developed for this kind of treatment are not suitable for the thermal ablation of tumors located in hollow organs like esophagus, colon or bile duct. In this work a tubular electrode solution is presented. Numerical and experimental analyses were performed to characterize the volume of the lesion induced. Results show that this kind of electrode is a feasible solution and numerical simulation might provide a tool for planning RFA procedure with some accuracy.

Keywords: 3D modeling, cancer, medical therapy, radiofrequency ablation.

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3332 Development of Numerical Model to Compute Water Hammer Transients in Pipe Flow

Authors: Jae-Young Lee, Woo-Young Jung, Myeong-Jun Nam

Abstract:

Water hammer is a hydraulic transient problem which is commonly encountered in the penstocks of hydropower plants. The numerical model was developed to estimate the transient behavior of pressure waves in pipe systems. The computational algorithm was proposed to model the water hammer phenomenon in a pipe system with pump shutdown at midstream and sudden valve closure at downstream. To predict the pressure head and flow velocity as a function of time as a result of rapidly closing a valve and pump shutdown, two boundary conditions at the ends considering pump operation and valve control can be implemented as specified equations of the pressure head and flow velocity based on the characteristics method. It was shown that the effects of transient flow make it determine the needs for protection devices, such as surge tanks, surge relief valves, or air valves, at various points in the system against overpressure and low pressure. It produced reasonably good performance with the results of the proposed transient model for pipeline systems. The proposed numerical model can be used as an efficient tool for the safety assessment of hydropower plants due to water hammer.

Keywords: Water hammer, hydraulic transient, pipe systems, characteristics method.

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3331 Numerical Simulation of unsteady MHD Flow and Heat Transfer of a Second Grade Fluid with Viscous Dissipation and Joule Heating using Meshfree Approach

Authors: R. Bhargava, Sonam Singh

Abstract:

In the present study, a numerical analysis is carried out to investigate unsteady MHD (magneto-hydrodynamic) flow and heat transfer of a non-Newtonian second grade viscoelastic fluid over an oscillatory stretching sheet. The flow is induced due to an infinite elastic sheet which is stretched oscillatory (back and forth) in its own plane. Effect of viscous dissipation and joule heating are taken into account. The non-linear differential equations governing the problem are transformed into system of non-dimensional differential equations using similarity transformations. A newly developed meshfree numerical technique Element free Galerkin method (EFGM) is employed to solve the coupled non linear differential equations. The results illustrating the effect of various parameters like viscoelastic parameter, Hartman number, relative frequency amplitude of the oscillatory sheet to the stretching rate and Eckert number on velocity and temperature field are reported in terms of graphs and tables. The present model finds its application in polymer extrusion, drawing of plastic films and wires, glass, fiber and paper production etc.

Keywords: EFGM, MHD, Oscillatory stretching sheet, Unsteady, Viscoelastic

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3330 Symbolic Analysis of Large Circuits Using Discrete Wavelet Transform

Authors: Ali Al-Ataby , Fawzi Al-Naima

Abstract:

Symbolic Circuit Analysis (SCA) is a technique used to generate the symbolic expression of a network. It has become a well-established technique in circuit analysis and design. The symbolic expression of networks offers excellent way to perform frequency response analysis, sensitivity computation, stability measurements, performance optimization, and fault diagnosis. Many approaches have been proposed in the area of SCA offering different features and capabilities. Numerical Interpolation methods are very common in this context, especially by using the Fast Fourier Transform (FFT). The aim of this paper is to present a method for SCA that depends on the use of Wavelet Transform (WT) as a mathematical tool to generate the symbolic expression for large circuits with minimizing the analysis time by reducing the number of computations.

Keywords: Numerical Interpolation, Sparse Matrices, SymbolicAnalysis, Wavelet Transform.

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3329 Investigation of Adaptable Winglets for Improved UAV Control and Performance

Authors: E. Kaygan, A. Gatto

Abstract:

An investigation of adaptable winglets for morphing aircraft control and performance is described in this paper. The concepts investigated consist of various winglet configurations fundamentally centred on a baseline swept wing. The impetus for the work was to identify and optimize winglets to enhance controllability and the aerodynamic efficiency of a small unmanned aerial vehicle. All computations were performed with Athena Vortex Lattice modelling with varying degrees of twist, swept, and dihedral angle considered. The results from this work indicate that if adaptable winglets were employed on small scale UAV’s improvements in both aircraft control and performance could be achieved.

Keywords: Aircraft, rolling, wing, winglet.

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3328 Numerical Investigation on the Interior Wind Noise of a Passenger Car

Authors: Liu Ying-jie, Lu Wen-bo, Peng Cheng-jian

Abstract:

With the development of the automotive technology and electric vehicle, the contribution of the wind noise on the interior noise becomes the main source of noise. The main transfer path which the exterior excitation is transmitted through is the greenhouse panels and side windows. Simulating the wind noise transmitted into the vehicle accurately in the early development stage can be very challenging. The basic methodologies of this study were based on the Lighthill analogy; the exterior flow field around a passenger car was computed using unsteady Computational Fluid Dynamics (CFD) firstly and then a Finite Element Method (FEM) was used to compute the interior acoustic response. The major findings of this study include: 1) The Sound Pressure Level (SPL) response at driver’s ear locations is mainly induced by the turbulence pressure fluctuation; 2) Peaks were found over the full frequency range. It is found that the methodology used in this study could predict the interior wind noise induced by the exterior aerodynamic excitation in industry.

Keywords: Wind noise, computational fluid dynamics, finite element method, passenger car.

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3327 Temperature Profile Modelling in Flexible Pavement Design

Authors: Csaba Tóth, Éva Lakatos, László Pethő, Seoyoung Cho

Abstract:

The temperature effect on asphalt pavement structure is a crucial factor at the design stage. In this paper, by applying the German guidelines for temperature along the asphalt depth is estimated. The aim is to consider temperature profiles in different seasons in numerical modelling. The model is built with an elastic and isotropic solid element with 19 subdivisions of asphalt layers to reflect the temperature variation. Comparison with the simple three-layer pavement system (asphalt layers, base, and subgrade layers) will be followed to see the difference in result without temperature variation along with the depth. Finally, the fatigue life calculation was checked to prove the validity of the methodology of considering the temperature in the numerical modelling.

Keywords: Temperature profile, flexible pavement modelling, finite element method, temperature modelling.

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3326 Design of Rigid L- Shaped Retaining Walls

Authors: A. Rouili

Abstract:

Cantilever L-shaped walls are known to be relatively economical as retaining solution. The design starts by proportioning the wall dimensions for which the stability is checked for. A ratio between the lengths of the base and the stem, falling between 0.5 to 0.7 ensure in most case the stability requirements, however, the displacement pattern of the wall in terms of rotations and translations, and the lateral pressure profile, do not have the same figure for all wall’s proportioning, as it is usually assumed. In the present work the results of a numerical analysis are presented, different wall geometries were considered. The results show that the proportioning governs the equilibrium between the instantaneous rotation and the translation of the wall-toe, also, the lateral pressure estimation based on the average value between the at-rest and the active pressure, recommended by most design standards, is found to be not applicable for all walls.

Keywords: Cantilever wall, proportioning, numerical analysis.

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3325 Numerical Modeling of Various Support Systems to Stabilize Deep Excavations

Authors: M. Abdallah

Abstract:

Urban development requires deep excavations near buildings and other structures. Deep excavation has become more a necessity for better utilization of space as the population of the world has dramatically increased. In Lebanon, some urban areas are very crowded and lack spaces for new buildings and underground projects, which makes the usage of underground space indispensable. In this paper, a numerical modeling is performed using the finite element method to study the deep excavation-diaphragm wall soil-structure interaction in the case of nonlinear soil behavior. The study is focused on a comparison of the results obtained using different support systems. Furthermore, a parametric study is performed according to the remoteness of the structure.

Keywords: Deep excavation, ground anchors, interaction, struts.

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3324 Finite Difference Method of the Seismic Analysis of Earth Dam

Authors: Alaoua Bouaicha, Fahim Kahlouche, Abdelhamid Benouali

Abstract:

Many embankment dams have suffered failures during earthquakes due to the increase of pore water pressure under seismic loading. After analyzing of the behavior of embankment dams under severe earthquakes, major advances have been attained in the understanding of the seismic action on dams. The present study concerns numerical analysis of the seismic response of earth dams. The procedure uses a nonlinear stress-strain relation incorporated into the code FLAC2D based on the finite difference method. This analysis provides the variation of the pore water pressure and horizontal displacement.

Keywords: Earthquake, numerical analysis, FLAC2D, displacement, Embankment Dam, pore water pressure.

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3323 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

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.

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3322 Numerical Simulation of Axially Loaded to Failure Large Diameter Bored Pile

Authors: M. Ezzat, Y. Zaghloul, T. Sorour, A. Hefny, M. Eid

Abstract:

Ultimate capacity of large diameter bored piles is usually determined from pile loading tests as recommended by several international codes and foundation design standards. However, loading of this type of piles till achieving apparent failure is practically seldom. In this paper, numerical analyses are carried out to simulate load test of a large diameter bored pile performed at the location of Alzey highway bridge project (Germany). Test results of pile load settlement relationship till failure as well as results of the base and shaft resistances are available. Apparent failure was indicated in this test by the significant increase of the induced settlement during the last load increment applied on the pile head. Measurements of this pile load test are used to assess the quality of the numerical models investigated. Three different material soil models are implemented in the analyses: Mohr coulomb (MC), Soft soil (SS), and Modified Mohr coulomb (MMC). Very good agreement is obtained between the field measured settlement and the calculated settlement using the MMC model. Results of analysis showed also that the MMC constitutive model is superior to MC, and SS models in predicting the ultimate base and shaft resistances of the large diameter bored pile. After calibrating the numerical model, behavior of large diameter bored piles under axial loads is discussed and the formation of the plastic zone around the pile is explored. Results obtained showed that the plastic zone below the base of the pile at failure extended laterally to about four times the pile diameter and vertically to about three times the pile diameter.

Keywords: Ultimate capacity, large diameter bored piles, plastic zone, failure, pile load test.

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3321 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

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3320 A Study on Numerical Modelling of Rigid Pavement: Temperature and Thickness Effect

Authors: Amin Chegenizadeh, Mahdi Keramatikerman, Hamid Nikraz

Abstract:

Pavement engineering plays a significant role to develop cost effective and efficient highway and road networks. In general, pavement regarding structure is categorized in two core group namely flexible and rigid pavements. There are various benefits in application of rigid pavement. For instance, they have a longer life and lower maintenance costs in compare with the flexible pavement. In rigid pavement designs, temperature and thickness are two effective parameters that could widely affect the total cost of the project. In this study, a numerical modeling using Kenpave-Kenslab was performed to investigate the effect of these two important parameters in the rigid pavement.   

Keywords: Rigid pavement, Kenpave, Kenslab, thickness, temperature.

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3319 Hydrogeological Aspects of Washing Waste Reuse in Quarry Lakes Rehabilitation

Authors: Paola Gattinoni, Laura Scesi

Abstract:

According to the European laws, there is the possibility of reusing the washing wastes for the environmental requalification of quarry lakes. The paper deals with the hydrogeological aspects involved in this possibility, as the introduction of finest wastes in the quarry lakes can generate alterations of the hydrogeological setting of the area, and problems for the future accessibility of the zone. To evaluate the hydrogeological compatibility of the washing wastes reuse in quarry lakes a groundwater numerical model was carried out, pointing out both the hydrogeological feasibility of this intervention and some guide lines for its optimization, in terms of inflow point with regard the groundwater flow direction and loss of volume in the quarry lake.

Keywords: Groundwater numerical modeling, hydrogeologicalalteration, quarry lake, silty-clay wastes.

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3318 Heat and Mass Transfer in a Saturated Porous Medium Confined in Cylindrical Annular Geometry

Authors: A. Ja, J. Belabid, A. Cheddadi

Abstract:

This paper reports the numerical simulation of doublediffusive natural convection flows within a horizontal annular filled with a saturated porous medium. The analysis concerns the influence of the different parameters governing the problem, namely, the Rayleigh number Ra, the Lewis number Le and the buoyancy ratio N, on the heat and mass transfer and on the flow structure, in the case of a fixed radius ratio R = 2. The numerical model used for the discretization of the dimensionless equations governing the problem is based on the finite difference method, using the ADI scheme. The study is focused on steady-state solutions in the cooperation situation.

Keywords: Natural convection, double-diffusion, porous medium, annular geometry, finite differences.

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3317 Effects of Intake Temperature and Intake Pressure on Combustion and Exhaust Emissions of HCCI Engine

Authors: Fridhi Hadia, Soua Wadhah, Hidouri Ammar, Omri Ahmed

Abstract:

In this paper, the effect of the intake temperature (IT) and intake pressure (IP) on ignition timing and pollutants emission of Homogeneous Charge Compression Ignition (HCCI) engine is investigated. Numerical computations are performed using the CHEMKIN computer code. The numerical temperature obtained using different boundary conditions is compared to published data and a good agreement is assigned. Results show that the HCCI combustion engine is significantly improved by increasing the IT. With a value of IT lower than 390 K, combustion cannot occur. However, with an IT greater than 420 K, the cylinder pressure decreases. An optimum crank rotation angle is achieved by using IT of 420 K. So, we can conclude that the variation of the IT and IP influence notably the emission concentration.

Keywords: HCCI engine, CEMKIN, intake temperature, intake pressure.

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3316 Prediction of the Rear Fuselage Temperature with Radiation Shield

Authors: Kyung Joo Yi, Seung Wook Baek, Sung Nam Lee, Man Young Kim, Won Cheol Kim, Gun Yung Go

Abstract:

In order to enhance the aircraft survivability, the infrared signatures emitted by hot engine parts should be determined exactly. For its reduction it is necessary for the rear fuselage temperature to be decreased. In this study, numerical modeling of flow fields and heat transfer characteristics of an aircraft nozzle is performed and its temperature distribution along each component wall is predicted. The radiation shield is expected to reduce the skin temperature of rear fuselage. The effect of material characteristic of radiation shield on the heat transfer is also investigated. Through this numerical analysis, design parameters related to the susceptibility of aircraft are examined.

Keywords: Infrared signature, Nozzle flow, Radiation shield, Rear fuselage temperature, Susceptibility

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3315 Numerical Simulations of Cross-Flow around Four Square Cylinders in an In-Line Rectangular Configuration

Authors: Shams Ul Islam, Chao Ying Zhou, Farooq Ahmad

Abstract:

A two-dimensional numerical simulation of crossflow around four cylinders in an in-line rectangular configuration is studied by using the lattice Boltzmann method (LBM). Special attention is paid to the effect of the spacing between the cylinders. The Reynolds number ( Re ) is chosen to be e 100 R = and the spacing ratio L / D is set at 0.5, 1.5, 2.5, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0 and 10.0. Results show that, as in the case of four cylinders in an inline rectangular configuration , flow fields show four different features depending on the spacing (single square cylinder, stable shielding flow, wiggling shielding flow and a vortex shedding flow) are observed in this study. The effects of spacing ratio on physical quantities such as mean drag coefficient, Strouhal number and rootmean- square value of the drag and lift coefficients are also presented. There is more than one shedding frequency at small spacing ratios. The mean drag coefficients for downstream cylinders are less than that of the single cylinder for all spacing ratios. The present results using the LBM are compared with some existing experimental data and numerical studies. The comparison shows that the LBM can capture the characteristics of the bluff body flow reasonably well and is a good tool for bluff body flow studies.

Keywords: Four square cylinders, Lattice Boltzmann method, rectangular configuration, spacing ratios, vortex shedding.

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3314 Solving One-dimensional Hyperbolic Telegraph Equation Using Cubic B-spline Quasi-interpolation

Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

In this paper, the telegraph equation is solved numerically by cubic B-spline quasi-interpolation .We obtain the numerical scheme, by using the derivative of the quasi-interpolation to approximate the spatial derivative of the dependent variable and a low order forward difference to approximate the temporal derivative of the dependent variable. The advantage of the resulting scheme is that the algorithm is very simple so it is very easy to implement. The results of numerical experiments are presented, and are compared with analytical solutions by calculating errors L2 and L∞ norms to confirm the good accuracy of the presented scheme.

Keywords: Cubic B-spline, quasi-interpolation, collocation method, second-order hyperbolic telegraph equation.

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3313 Investigation of a Wearable Textile Monopole Antenna on Specific Absorption Rate at 2.45 GHz

Authors: Hasliza A. Rahim, Fareq Malek, Ismahayati Adam, Ahmad Sahadah, Nur B. M. Hashim, Nur A. M. Affendi, Azuwa Ali, Norshafinash Saudin, Latifah Mohamed

Abstract:

This paper discusses the investigation of a wearable textile monopole antenna on specific absorption rate (SAR) for bodycentric wireless communication applications at 2.45 GHz. The antenna is characterized on a realistic 8 x 8 x 8 mm3 resolution truncated Hugo body model in CST Microwave Studio software. The result exhibited that the simulated SAR values were reduced significantly by 83.5% as the position of textile monopole was varying between 0 mm and 15 mm away from the human upper arm. A power absorption reduction of 52.2% was also noticed as the distance of textile monopole increased.

Keywords: Monopole antenna, specific absorption rate, textile antenna.

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3312 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

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3311 An Ecological Model for Three Species with Crowley–Martin Functional Response

Authors: Randhir Singh Baghel, Govind Shay Sharma

Abstract:

In this paper, we explore an ecosystem that contains a three-species food chain. The first and second species are in competition with one another for resources. However, the third species plays an important role in providing non-linear Crowley-Martin functional support for the first species. Additionally, the third species consumes the second species in a linear fashion, taking advantage of the available resources. This intricate balance ensures the survival of all three species in the ecosystem. A set of non-linear isolated first-order differential equations establish this model. We examine the system's stability at all potential equilibrium locations using the perturbed technique. Furthermore, by spending a lot of time observing the species in their natural habitat, the numerical illustrations at suitable parameter values for the model are shown.

Keywords: Competition, predator, response function, local stability, numerical simulations.

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3310 A Modified Laplace Decomposition Algorithm Solution for Blasius’ Boundary Layer Equation of the Flat Plate in a Uniform Stream

Authors: M. A. Koroma, Z. Chuangyi, A. F., Kamara, A. M. H. Conteh

Abstract:

In this work, we apply the Modified Laplace decomposition algorithm in finding a numerical solution of Blasius’ boundary layer equation for the flat plate in a uniform stream. The series solution is found by first applying the Laplace transform to the differential equation and then decomposing the nonlinear term by the use of Adomian polynomials. The resulting series, which is exactly the same as that obtained by Weyl 1942a, was expressed as a rational function by the use of diagonal padé approximant.

Keywords: Modified Laplace decomposition algorithm, Boundary layer equation, Padé approximant, Numerical solution.

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3309 Numerical Analysis of Cold-Formed Steel Shear Wall Panels Subjected to Cyclic Loading

Authors: H. Meddah, M. Berediaf-Bourahla, B. El-Djouzi, N. Bourahla

Abstract:

Shear walls made of cold formed steel are used as lateral force resisting components in residential and low-rise commercial and industrial constructions. The seismic design analysis of such structures is often complex due to the slenderness of members and their instability prevalence. In this context, a simplified modeling technique across the panel is proposed by using the finite element method. The approach is based on idealizing the whole panel by a nonlinear shear link element which reflects its shear behavior connected to rigid body elements which transmit the forces to the end elements (studs) that resist the tension and the compression. The numerical model of the shear wall panel was subjected to cyclic loads in order to evaluate the seismic performance of the structure in terms of lateral displacement and energy dissipation capacity. In order to validate this model, the numerical results were compared with those from literature tests. This modeling technique is particularly useful for the design of cold formed steel structures where the shear forces in each panel and the axial forces in the studs can be obtained using spectrum analysis.

Keywords: Cold-formed steel, cyclic loading, modeling technique, nonlinear analysis, shear wall panel.

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3308 Numerical Investigation of Poling Vector Angle on Adaptive Sandwich Plate Deflection

Authors: Alireza Pouladkhan, Mohammad Yavari Foroushani, Ali Mortazavi

Abstract:

This paper presents a finite element model for a Sandwich Plate containing a piezoelectric core. A sandwich plate with a piezoelectric core is constructed using the shear mode of piezoelectric materials. The orientation of poling vector has a significant effect on deflection and stress induced in the piezo-actuated adaptive sandwich plate. In the present study, the influence of this factor for a clamped-clamped-free-free and simple-simple-free-free square sandwich plate is investigated using Finite Element Method. The study uses ABAQUS (v.6.7) software to derive the finite element model of the sandwich plate. By using this model, the study gives the influences of the poling vector angle on the response of the smart structure and determines the maximum transverse displacement and maximum stress induced.

Keywords: Finite element method, Sandwich plate, Poling vector, Piezoelectric materials, Smart structure, Electric enthalpy.

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3307 Septic B-spline Collocation Method for Solving One-dimensional Hyperbolic Telegraph Equation

Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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3306 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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3305 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

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3304 Numerical Simulation and Analysis of Axially Restrained Steel Cellular Beams in Fire

Authors: Asal Pournaghshband

Abstract:

This paper presents the development of a finite element model to study the large deflection behaviour of restrained stainless steel cellular beams at elevated temperature. Cellular beams are widely used for efficient utilization of raw materials to facilitate long spans with faster construction resulting sustainable design solution that can enhance the performance and merit of any construction project. However, their load carrying capacity is less than the equivalent beams without opening due to developing shear-moment interaction at the openings. In structural frames due to elements continuity, such beams are restrained by their adjoining members which has a substantial effect on beams behaviour in fire. Stainless steel has also become integral part of the build environment due to its excellent corrosion resistance, whole life-cycle costs, and sustainability. This paper reports the numerical investigations into the effect of structural continuity on the thermo-mechanical performance of restrained steel beams with circle and elongated circle shapes of web opening in fire. The numerical model is firstly validated using existing numerical results from the literature, and then employed to perform a parametric study. Parametric studies to explore the influence of variation in i) axial restraint stiffness, ii) steel grades, iii) shape and size of web openings, and iv) load level were described. Hence, the structural continuity is evaluated through the application of different levels of axial restraints on the response of carbon steel and stainless steel cellular beam in fire. The transit temperature for stainless steel cellular beam is shown to be less affected by the level of axial stiffness than the equivalent carbon steel cellular beam. Overall, it was established that whereas stainless steel cellular beams show similar stages of behaviour of carbon steel cellular beams in fire, they are capable of withstanding higher temperatures prior to the onset of catenary action in large deflection, despite the higher thermal expansion of stainless steel material.

Keywords: Axial restraint, catenary action, cellular beam, fire, numerical modelling, stainless steel, transit temperature.

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