Search results for: and Numerical Solution of Linear Differential Equations.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6546

Search results for: and Numerical Solution of Linear Differential Equations.

6066 Adaptive Shape Parameter (ASP) Technique for Local Radial Basis Functions (RBFs) and Their Application for Solution of Navier Strokes Equations

Authors: A. Javed, K. Djidjeli, J. T. Xing

Abstract:

The concept of adaptive shape parameters (ASP) has been presented for solution of incompressible Navier Strokes equations using mesh-free local Radial Basis Functions (RBF). The aim is to avoid ill-conditioning of coefficient matrices of RBF weights and inaccuracies in RBF interpolation resulting from non-optimized shape of basis functions for the cases where data points (or nodes) are not distributed uniformly throughout the domain. Unlike conventional approaches which assume globally similar values of RBF shape parameters, the presented ASP technique suggests that shape parameter be calculated exclusively for each data point (or node) based on the distribution of data points within its own influence domain. This will ensure interpolation accuracy while still maintaining well conditioned system of equations for RBF weights. Performance and accuracy of ASP technique has been tested by evaluating derivatives and laplacian of a known function using RBF in Finite difference mode (RBFFD), with and without the use of adaptivity in shape parameters. Application of adaptive shape parameters (ASP) for solution of incompressible Navier Strokes equations has been presented by solving lid driven cavity flow problem on mesh-free domain using RBF-FD. The results have been compared for fixed and adaptive shape parameters. Improved accuracy has been achieved with the use of ASP in RBF-FD especially at regions where larger gradients of field variables exist.

Keywords: CFD, Meshless Particle Method, Radial Basis Functions, Shape Parameters

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2830
6065 Fuzzy EOQ Models for Deteriorating Items with Stock Dependent Demand and Non-Linear Holding Costs

Authors: G. C. Mahata, A. Goswami

Abstract:

This paper deals with infinite time horizon fuzzy Economic Order Quantity (EOQ) models for deteriorating items with  stock dependent demand rate and nonlinear holding costs by taking deterioration rate θ0 as a triangular fuzzy number  (θ0 −δ 1, θ0, θ0 +δ 2), where 1 2 0 0 <δ ,δ <θ are fixed real numbers. The traditional parameters such as unit cost and ordering  cost have been kept constant but holding cost is considered to vary. Two possibilities of variations in the holding cost function namely, a non-linear function of the length of time for which the item is held in stock and a non-linear function of the amount of on-hand inventory have been used in the models. The approximate optimal solution for the fuzzy cost functions in both these cases have been obtained and the effect of non-linearity in holding costs is studied with the help of a numerical example.

Keywords: Inventory Model, Deterioration, Holding Cost, Fuzzy Total Cost, Extension Principle.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1814
6064 Unsteady Boundary Layer Flow over a Stretching Sheet in a Micropolar Fluid

Authors: Roslinda Nazar, Anuar Ishak, Ioan Pop

Abstract:

Unsteady boundary layer flow of an incompressible micropolar fluid over a stretching sheet when the sheet is stretched in its own plane is studied in this paper. The stretching velocity is assumed to vary linearly with the distance along the sheet. Two equal and opposite forces are impulsively applied along the x-axis so that the sheet is stretched, keeping the origin fixed in a micropolar fluid. The transformed unsteady boundary layer equations are solved numerically using the Keller-box method for the whole transient from the initial state to final steady-state flow. Numerical results are obtained for the velocity and microrotation distributions as well as the skin friction coefficient for various values of the material parameter K. It is found that there is a smooth transition from the small-time solution to the large-time solution.

Keywords: Boundary layer, micropolar fluid, stretching surface, unsteady flow.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2360
6063 Mathematical Modeling of the AMCs Cross-Contamination Removal in the FOUPs: Finite Element Formulation and Application in FOUP’s Decontamination

Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3173
6062 New Insight into Fluid Mechanics of Lorenz Equations

Authors: Yu-Kai Ting, Jia-Ying Tu, Chung-Chun Hsiao

Abstract:

New physical insights into the nonlinear Lorenz equations related to flow resistance is discussed in this work. The chaotic dynamics related to Lorenz equations has been studied in many papers, which is due to the sensitivity of Lorenz equations to initial conditions and parameter uncertainties. However, the physical implication arising from Lorenz equations about convectional motion attracts little attention in the relevant literature. Therefore, as a first step to understand the related fluid mechanics of convectional motion, this paper derives the Lorenz equations again with different forced conditions in the model. Simulation work of the modified Lorenz equations without the viscosity or buoyancy force is discussed. The time-domain simulation results may imply that the states of the Lorenz equations are related to certain flow speed and flow resistance. The flow speed of the underlying fluid system increases as the flow resistance reduces. This observation would be helpful to analyze the coupling effects of different fluid parameters in a convectional model in future work.

Keywords: Galerkin method, Lorenz equations, Navier-Stokes equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2310
6061 Mechanical Quadrature Methods for Solving First Kind Boundary Integral Equations of Stationary Stokes Problem

Authors: Xin Luo, Jin Huang, Pan Cheng

Abstract:

By means of Sidi-Israeli’s quadrature rules, mechanical quadrature methods (MQMs) for solving the first kind boundary integral equations (BIEs) of steady state Stokes problem are presented. The convergence of numerical solutions by MQMs is proved based on Anselone’s collective compact and asymptotical compact theory, and the asymptotic expansions with the odd powers of the errors are provided, which implies that the accuracy of the approximations by MQMs possesses high accuracy order O (h3). Finally, the numerical examples show the efficiency of our methods.

Keywords: Stokes problem, boundary integral equation, mechanical quadrature methods, asymptotic expansions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1398
6060 Preconditioned Jacobi Method for Fuzzy Linear Systems

Authors: Lina Yan, Shiheng Wang, Ke Wang

Abstract:

A preconditioned Jacobi (PJ) method is provided for solving fuzzy linear systems whose coefficient matrices are crisp Mmatrices and the right-hand side columns are arbitrary fuzzy number vectors. The iterative algorithm is given for the preconditioned Jacobi method. The convergence is analyzed with convergence theorems. Numerical examples are given to illustrate the procedure and show the effectiveness and efficiency of the method.

Keywords: preconditioning, M-matrix, Jacobi method, fuzzy linear system (FLS).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1904
6059 Transformer Life Enhancement Using Dynamic Switching of Second Harmonic Feature in IEDs

Authors: K. N. Dinesh Babu, P. K. Gargava

Abstract:

Energization of a transformer results in sudden flow of current which is an effect of core magnetization. This current will be dominated by the presence of second harmonic, which in turn is used to segregate fault and inrush current, thus guaranteeing proper operation of the relay. This additional security in the relay sometimes obstructs or delays differential protection in a specific scenario, when the 2nd harmonic content was present during a genuine fault. This kind of scenario can result in isolation of the transformer by Buchholz and pressure release valve (PRV) protection, which is acted when fault creates more damage in transformer. Such delays involve a huge impact on the insulation failure, and chances of repairing or rectifying fault of problem at site become very dismal. Sometimes this delay can cause fire in the transformer, and this situation becomes havoc for a sub-station. Such occurrences have been observed in field also when differential relay operation was delayed by 10-15 ms by second harmonic blocking in some specific conditions. These incidences have led to the need for an alternative solution to eradicate such unwarranted delay in operation in future. Modern numerical relay, called as intelligent electronic device (IED), is embedded with advanced protection features which permit higher flexibility and better provisions for tuning of protection logic and settings. Such flexibility in transformer protection IEDs, enables incorporation of alternative methods such as dynamic switching of second harmonic feature for blocking the differential protection with additional security. The analysis and precautionary measures carried out in this case, have been simulated and discussed in this paper to ensure that similar solutions can be adopted to inhibit analogous issues in future.

Keywords: Differential protection, intelligent electronic device (IED), 2nd harmonic, inrush inhibit.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1048
6058 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET

Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru

Abstract:

This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.

Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801
6057 Non-Polynomial Spline Solution of Fourth-Order Obstacle Boundary-Value Problems

Authors: Jalil Rashidinia, Reza Jalilian

Abstract:

In this paper we use quintic non-polynomial spline functions to develop numerical methods for approximation to the solution of a system of fourth-order boundaryvalue problems associated with obstacle, unilateral and contact problems. The convergence analysis of the methods has been discussed and shown that the given approximations are better than collocation and finite difference methods. Numerical examples are presented to illustrate the applications of these methods, and to compare the computed results with other known methods.

Keywords: Quintic non-polynomial spline, Boundary formula, Convergence, Obstacle problems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1818
6056 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method

Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor

Abstract:

One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.

Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 325
6055 Mathematical Modelling and Numerical Simulation of Maisotsenko Cycle

Authors: Rasikh Tariq, Fatima Z. Benarab

Abstract:

Evaporative coolers has a minimum potential to reach the wet-bulb temperature of intake air which is not enough to handle a large cooling load; therefore, it is not a feasible option to overcome cooling requirement of a building. The invention of Maisotsenko (M) cycle has led evaporative cooling technology to reach the sub-wet-bulb temperature of the intake air; therefore, it brings an innovation in evaporative cooling techniques. In this work, we developed a mathematical model of the Maisotsenko based air cooler by applying energy and mass balance laws on different air channels. The governing ordinary differential equations are discretized and simulated on MATLAB. The temperature and the humidity plots are shown in the simulation results. A parametric study is conducted by varying working air inlet conditions (temperature and humidity), inlet air velocity, geometric parameters and water temperature. The influence of these aforementioned parameters on the cooling effectiveness of the HMX is reported.  Results have shown that the effectiveness of the M-Cycle is increased by increasing the ambient temperature and decreasing absolute humidity. An air velocity of 0.5 m/sec and a channel height of 6-8mm is recommended.

Keywords: Renewable energy, indirect evaporative cooling, Maisotsenko cycle, HMX, mathematical model, numerical simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1278
6054 Bearing Behavior of a Hybrid Monopile Foundation for Offshore Wind Turbines

Authors: Zicheng Wang

Abstract:

Offshore wind energy provides a huge potential for the expansion of renewable energies to the coastal countries. High demands are required concerning the shape and type of foundations for offshore wind turbines (OWTs) to find an economically, technically and environmentally-friendly optimal solution. A promising foundation concept is the hybrid foundation system, which consists of a steel plate attached to the outer side of a hollow steel pipe pile. In this study, the bearing behavior of a large diameter foundation is analyzed using a 3-dimensional finite element (FE) model. Non-linear plastic soil behavior is considered. The results of the numerical simulations are compared to highlight the priority of the hybrid foundation to the conventional monopile foundation.

Keywords: Hybrid foundation system, mechanical parameters, plastic soil behaviors, numerical simulations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 628
6053 Geometrically Non-Linear Axisymmetric Free Vibration Analysis of Functionally Graded Annular Plates

Authors: Boutahar Lhoucine, El Bikri Khalid, Benamar Rhali

Abstract:

In this paper, the non-linear free axisymmetric vibration of a thin annular plate made of functionally graded material (FGM) has been studied by using the energy method and a multimode approach. FGM properties vary continuously as well as non-homogeneity through the thickness direction of the plate. The theoretical model is based on the classical plate theory and the Von Kármán geometrical non-linearity assumptions. An approximation has been adopted in the present work consisting of neglecting the in-plane deformation in the formulation. Hamilton’s principle is used to derive the governing equation of motion. The problem is solved by a numerical iterative procedure in order to obtain more accurate results for vibration amplitudes up to 1.5 times the plate thickness. The numerical results are given for the first axisymmetric non-linear mode shape for a wide range of vibration amplitudes and they are presented either in tabular form or in graphical form to show the effect that the vibration amplitude and the variation in material properties have significant effects on the frequencies and the bending stresses in large amplitude vibration of the functionally graded annular plate.

Keywords: Non-linear vibrations, Annular plates, Large amplitudes, FGM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2181
6052 Extracting the Coupled Dynamics in Thin-Walled Beams from Numerical Data Bases

Authors: Mohammad A. Bani-Khaled

Abstract:

In this work we use the Discrete Proper Orthogonal Decomposition transform to characterize the properties of coupled dynamics in thin-walled beams by exploiting numerical simulations obtained from finite element simulations. The outcomes of the will improve our understanding of the linear and nonlinear coupled behavior of thin-walled beams structures. Thin-walled beams have widespread usage in modern engineering application in both large scale structures (aeronautical structures), as well as in nano-structures (nano-tubes). Therefore, detailed knowledge in regard to the properties of coupled vibrations and buckling in these structures are of great interest in the research community. Due to the geometric complexity in the overall structure and in particular in the cross-sections it is necessary to involve computational mechanics to numerically simulate the dynamics. In using numerical computational techniques, it is not necessary to over simplify a model in order to solve the equations of motions. Computational dynamics methods produce databases of controlled resolution in time and space. These numerical databases contain information on the properties of the coupled dynamics. In order to extract the system dynamic properties and strength of coupling among the various fields of the motion, processing techniques are required. Time- Proper Orthogonal Decomposition transform is a powerful tool for processing databases for the dynamics. It will be used to study the coupled dynamics of thin-walled basic structures. These structures are ideal to form a basis for a systematic study of coupled dynamics in structures of complex geometry.

Keywords: Coupled dynamics, geometric complexity, Proper Orthogonal Decomposition (POD), thin walled beams.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1016
6051 Research on Axial End Flux Leakage and Detent Force of Transverse Flux PM Linear Machine

Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

Abstract:

According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: Transverse flux PM linear machine, flux distribution, axial end flux leakage, detent force.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1561
6050 Dynamic Response of Strain Rate Dependent Glass/Epoxy Composite Beams Using Finite Difference Method

Authors: M. M. Shokrieh, A. Karamnejad

Abstract:

This paper deals with a numerical analysis of the transient response of composite beams with strain rate dependent mechanical properties by use of a finite difference method. The equations of motion based on Timoshenko beam theory are derived. The geometric nonlinearity effects are taken into account with von Kármán large deflection theory. The finite difference method in conjunction with Newmark average acceleration method is applied to solve the differential equations. A modified progressive damage model which accounts for strain rate effects is developed based on the material property degradation rules and modified Hashin-type failure criteria and added to the finite difference model. The components of the model are implemented into a computer code in Mathematica 6. Glass/epoxy laminated composite beams with constant and strain rate dependent mechanical properties under dynamic load are analyzed. Effects of strain rate on dynamic response of the beam for various stacking sequences, load and boundary conditions are investigated.

Keywords: Composite beam, Finite difference method, Progressive damage modeling, Strain rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1990
6049 Orthogonal Functions Approach to LQG Control

Authors: B. M. Mohan, Sanjeeb Kumar Kar

Abstract:

In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.

Keywords: Linear quadratic Gaussian control, linear quadratic estimator, linear quadratic regulator, time-invariant systems, orthogonal functions, block-pulse functions, shifted legendre polynomials.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1859
6048 Active Vibration Control of Flexible Beam using Differential Evolution Optimisation

Authors: Mohd Sazli Saad, Hishamuddin Jamaluddin, Intan Zaurah Mat Darus

Abstract:

This paper presents the development of an active vibration control using direct adaptive controller to suppress the vibration of a flexible beam system. The controller is realized based on linear parametric form. Differential evolution optimisation algorithm is used to optimize the controller using single objective function by minimizing the mean square error of the observed vibration signal. Furthermore, an alternative approach is developed to systematically search for the best controller model structure together with it parameter values. The performance of the control scheme is presented and analysed in both time and frequency domain. Simulation results demonstrate that the proposed scheme is able to suppress the unwanted vibration effectively.

Keywords: flexible beam, finite difference method, active vibration control, differential evolution, direct adaptive controller

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2559
6047 Effect of Mesh Size on the Viscous Flow Parameters of an Axisymmetric Nozzle

Authors: Rabah Haoui

Abstract:

The aim of this work is to analyze a viscous flow in the axisymmetric nozzle taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier- Stokes equations is realized by using the finite volume method to determine the supersonic flow parameters at the exit of convergingdiverging nozzle. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, along with CFL coefficient and mesh size level is selected to ensure numerical convergence. The effect of the boundary layer thickness is significant at the exit of the nozzle. The best solution is obtained with using a very fine grid, especially near the wall, where we have a strong variation of velocity, temperature and shear stress. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.

Keywords: Supersonic flow, viscous flow, finite volume, nozzle

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1916
6046 Modeling Non-Darcy Natural Convection Flow of a Micropolar Dusty Fluid with Convective Boundary Condition

Authors: F. M. Hady, A. Mahdy, R. A. Mohamed, Omima A. Abo Zaid

Abstract:

A numerical approach of the effectiveness of numerous parameters on magnetohydrodynamic (MHD) natural convection heat and mass transfer problem of a dusty micropolar fluid in a non-Darcy porous regime is prepared in the current paper. In addition, a convective boundary condition is scrutinized into the micropolar dusty fluid model. The governing boundary layer equations are converted utilizing similarity transformations to a system of dimensionless equations to be convenient for numerical treatment. The resulting equations for fluid phase and dust phases of momentum, angular momentum, energy, and concentration with the appropriate boundary conditions are solved numerically applying the Runge-Kutta method of fourth-order. In accordance with the numerical study, it is obtained that the magnitude of the velocity of both fluid phase and particle phase reduces with an increasing magnetic parameter, the mass concentration of the dust particles, and Forchheimer number. While rises due to an increment in convective parameter and Darcy number. Also, the results refer that high values of the magnetic parameter, convective parameter, and Forchheimer number support the temperature distributions. However, deterioration occurs as the mass concentration of the dust particles and Darcy number increases. The angular velocity behavior is described by progress when studying the effect of the magnetic parameter and microrotation parameter.

Keywords: Micropolar dusty fluid, convective heating, natural convection, MHD, porous media.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 940
6045 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 584
6044 Identification of Nonlinear Predictor and Simulator Models of a Cement Rotary Kiln by Locally Linear Neuro-Fuzzy Technique

Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

One of the most important parts of a cement factory is the cement rotary kiln which plays a key role in quality and quantity of produced cement. In this part, the physical exertion and bilateral movement of air and materials, together with chemical reactions take place. Thus, this system has immensely complex and nonlinear dynamic equations. These equations have not worked out yet. Only in exceptional case; however, a large number of the involved parameter were crossed out and an approximation model was presented instead. This issue caused many problems for designing a cement rotary kiln controller. In this paper, we presented nonlinear predictor and simulator models for a real cement rotary kiln by using nonlinear identification technique on the Locally Linear Neuro- Fuzzy (LLNF) model. For the first time, a simulator model as well as a predictor one with a precise fifteen minute prediction horizon for a cement rotary kiln is presented. These models are trained by LOLIMOT algorithm which is an incremental tree-structure algorithm. At the end, the characteristics of these models are expressed. Furthermore, we presented the pros and cons of these models. The data collected from White Saveh Cement Company is used for modeling.

Keywords: Cement rotary kiln, nonlinear identification, Locally Linear Neuro-Fuzzy model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2024
6043 Periodic Solutions for a Third-order p-Laplacian Functional Differential Equation

Authors: Yanling Zhu, Kai Wang

Abstract:

By means of Mawhin’s continuation theorem, we study a kind of third-order p-Laplacian functional differential equation with distributed delay in the form: ϕp(x (t)) = g  t,  0 −τ x(t + s) dα(s)  + e(t), some criteria to guarantee the existence of periodic solutions are obtained.

Keywords: p–Laplacian, distributed delay, periodic solution, Mawhin's continuation theorem.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1289
6042 Assessment of the Accuracy of Spalart-Allmaras Turbulence Model for Application in Turbulent Wall Jets

Authors: A. M. Tahsini

Abstract:

The Spalart and Allmaras turbulence model has been implemented in a numerical code to study the compressible turbulent flows, which the system of governing equations is solved with a finite volume approach using a structured grid. The AUSM+ scheme is used to calculate the inviscid fluxes. Different benchmark problems have been computed to validate the implementation and numerical results are shown. A special Attention is paid to wall jet applications. In this study, the jet is submitted to various wall boundary conditions (adiabatic or uniform heat flux) in forced convection regime and both two-dimensional and axisymmetric wall jets are considered. The comparison between the numerical results and experimental data has given the validity of this turbulence model to study the turbulent wall jets especially in engineering applications.

Keywords: Wall Jet, Heat transfer, Numerical Simulation, Spalart-Allmaras Turbulence model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2768
6041 Semi-Analytic Method in Fast Evaluation of Thermal Management Solution in Energy Storage System

Authors: Ya Lv

Abstract:

This article presents the application of the semi-analytic method (SAM) in the thermal management solution (TMS) of the energy storage system (ESS). The TMS studied in this work is fluid cooling. In fluid cooling, both effective heat conduction and heat convection are indispensable due to the heat transfer from solid to fluid. Correspondingly, an efficient TMS requires a design investigation of the following parameters: fluid inlet temperature, ESS initial temperature, fluid flow rate, working c rate, continuous working time, and materials properties. Their variation induces a change of thermal performance in the battery module, which is usually evaluated by numerical simulation. Compared to complicated computation resources and long computation time in simulation, the SAM is developed in this article to predict the thermal influence within a few seconds. In SAM, a fast prediction model is reckoned by combining numerical simulation with theoretical/empirical equations. The SAM can explore the thermal effect of boundary parameters in both steady-state and transient heat transfer scenarios within a short time. Therefore, the SAM developed in this work can simplify the design cycle of TMS and inspire more possibilities in TMS design.

Keywords: Semi-analytic method, fast prediction model, thermal influence of boundary parameters, energy storage system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 661
6040 Switching Rule for the Exponential Stability and Stabilization of Switched Linear Systems with Interval Time-varying Delays

Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525
6039 Synchronization for Impulsive Fuzzy Cohen-Grossberg Neural Networks with Time Delays under Noise Perturbation

Authors: Changzhao Li, Juan Zhang

Abstract:

In this paper, we investigate a class of fuzzy Cohen- Grossberg neural networks with time delays and impulsive effects. By virtue of stochastic analysis, Halanay inequality for stochastic differential equations, we find sufficient conditions for the global exponential square-mean synchronization of the FCGNNs under noise perturbation. In particular, the traditional assumption on the differentiability of the time-varying delays is no longer needed. Finally, a numerical example is given to show the effectiveness of the results in this paper.

Keywords: Fuzzy Cohen-Grossberg neural networks (FCGNNs), complete synchronization, time delays, impulsive, noise perturbation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1344
6038 Data Centers’ Temperature Profile Simulation Optimized by Finite Elements and Discretization Methods

Authors: José Alberto García Fernández, Zhimin Du, Xinqiao Jin

Abstract:

Nowadays, data center industry faces strong challenges for increasing the speed and data processing capacities while at the same time is trying to keep their devices a suitable working temperature without penalizing that capacity. Consequently, the cooling systems of this kind of facilities use a large amount of energy to dissipate the heat generated inside the servers, and developing new cooling techniques or perfecting those already existing would be a great advance in this type of industry. The installation of a temperature sensor matrix distributed in the structure of each server would provide the necessary information for collecting the required data for obtaining a temperature profile instantly inside them. However, the number of temperature probes required to obtain the temperature profiles with sufficient accuracy is very high and expensive. Therefore, other less intrusive techniques are employed where each point that characterizes the server temperature profile is obtained by solving differential equations through simulation methods, simplifying data collection techniques but increasing the time to obtain results. In order to reduce these calculation times, complicated and slow computational fluid dynamics simulations are replaced by simpler and faster finite element method simulations which solve the Burgers‘ equations by backward, forward and central discretization techniques after simplifying the energy and enthalpy conservation differential equations. The discretization methods employed for solving the first and second order derivatives of the obtained Burgers‘ equation after these simplifications are the key for obtaining results with greater or lesser accuracy regardless of the characteristic truncation error.

Keywords: Burgers’ equations, CFD simulation, data center, discretization methods, FEM simulation, temperature profile.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 516
6037 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Mixed Integration Method: Stability Aspects and Computational Efficiency

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

In order to reduce numerical computations in the nonlinear dynamic analysis of seismically base-isolated structures, a Mixed Explicit-Implicit time integration Method (MEIM) has been proposed. Adopting the explicit conditionally stable central difference method to compute the nonlinear response of the base isolation system, and the implicit unconditionally stable Newmark’s constant average acceleration method to determine the superstructure linear response, the proposed MEIM, which is conditionally stable due to the use of the central difference method, allows to avoid the iterative procedure generally required by conventional monolithic solution approaches within each time step of the analysis. The main aim of this paper is to investigate the stability and computational efficiency of the MEIM when employed to perform the nonlinear time history analysis of base-isolated structures with sliding bearings. Indeed, in this case, the critical time step could become smaller than the one used to define accurately the earthquake excitation due to the very high initial stiffness values of such devices. The numerical results obtained from nonlinear dynamic analyses of a base-isolated structure with a friction pendulum bearing system, performed by using the proposed MEIM, are compared to those obtained adopting a conventional monolithic solution approach, i.e. the implicit unconditionally stable Newmark’s constant acceleration method employed in conjunction with the iterative pseudo-force procedure. According to the numerical results, in the presented numerical application, the MEIM does not have stability problems being the critical time step larger than the ground acceleration one despite of the high initial stiffness of the friction pendulum bearings. In addition, compared to the conventional monolithic solution approach, the proposed algorithm preserves its computational efficiency even when it is adopted to perform the nonlinear dynamic analysis using a smaller time step.

Keywords: Base isolation, computational efficiency, mixed explicit-implicit method, partitioned solution approach, stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1059