Search results for: dynamic mathematical model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8957

Search results for: dynamic mathematical model

8927 An Optimization Model for the Arrangement of Assembly Areas Considering Time Dynamic Area Requirements

Authors: Michael Zenker, Henrik Prinzhorn, Christian Böning, Tom Strating

Abstract:

Large-scale products are often assembled according to the job-site principle, meaning that during the assembly the product is located at a fixed position, while the area requirements are constantly changing. On one hand, the product itself is growing with each assembly step, whereas varying areas for storage, machines or working areas are temporarily required. This is an important factor when arranging products to be assembled within the factory. Currently, it is common to reserve a fixed area for each product to avoid overlaps or collisions with the other assemblies. Intending to be large enough to include the product and all adjacent areas, this reserved area corresponds to the superposition of the maximum extents of all required areas of the product. In this procedure, the reserved area is usually poorly utilized over the course of the entire assembly process; instead a large part of it remains unused. If the available area is a limited resource, a systematic arrangement of the products, which complies with the dynamic area requirements, will lead to an increased area utilization and productivity. This paper presents the results of a study on the arrangement of assembly objects assuming dynamic, competing area requirements. First, the problem situation is extensively explained, and existing research on associated topics is described and evaluated on the possibility of an adaptation. Then, a newly developed mathematical optimization model is introduced. This model allows an optimal arrangement of dynamic areas, considering logical and practical constraints. Finally, in order to quantify the potential of the developed method, some test series results are presented, showing the possible increase in area utilization.

Keywords: Dynamic area requirements, facility layout problem, optimization model, product assembly.

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8926 Application of Differential Transformation Method for Solving Dynamical Transmission of Lassa Fever Model

Authors: M. A. Omoloye, M. I. Yusuff, O. K. S. Emiola

Abstract:

The use of mathematical models for solving biological problems varies from simple to complex analyses, depending on the nature of the research problems and applicability of the models. The method is more common nowadays. Many complex models become impractical when transmitted analytically. However, alternative approach such as numerical method can be employed. It appropriateness in solving linear and non-linear model equation in Differential Transformation Method (DTM) which depends on Taylor series make it applicable. Hence this study investigates the application of DTM to solve dynamic transmission of Lassa fever model in a population. The mathematical model was formulated using first order differential equation. Firstly, existence and uniqueness of the solution was determined to establish that the model is mathematically well posed for the application of DTM. Numerically, simulations were conducted to compare the results obtained by DTM and that of fourth-order Runge-Kutta method. As shown, DTM is very effective in predicting the solution of epidemics of Lassa fever model.

Keywords: Differential Transform Method, Existence and uniqueness, Lassa fever, Runge-Kutta Method.

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8925 Numerical Analysis on Rapid Decompression in Conventional Dry Gases using One- Dimensional Mathematical Modeling

Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of compressible thermal multi-component gas mixture flows in pipes. The set of the mass, momentum and enthalpy conservation equations for gas phase is solved. Thermo-physical properties of multi-component gas mixture are calculated by solving the Equation of State (EOS) model. The Soave-Redlich-Kwong (SRK-EOS) model is chosen. Gas mixture viscosity is calculated on the basis of the Lee-Gonzales-Eakin (LGE) correlation. Numerical analysis on rapid decompression in conventional dry gases is performed by using the proposed mathematical model. The model is validated on measured values of the decompression wave speed in dry natural gas mixtures. All predictions show excellent agreement with the experimental data at high and low pressure. The presented model predicts the decompression in dry natural gas mixtures much better than GASDECOM and OLGA codes, which are the most frequently-used codes in oil and gas pipeline transport service.

Keywords: Mathematical model, Rapid Gas Decompression

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8924 An Online Mastery Learning Method Based On a Dynamic Formative Evaluation

Authors: Jeongim Kang, Moon Hee Kim, Seong Baeg Kim

Abstract:

This paper proposes a novel e-learning model that is  based on a dynamic formative evaluation. On evaluating the existing  format of e-learning, conditions regarding repetitive learning to  achieve mastery, causes issues for learners to lose tension and become  neglectful of learning. The dynamic formative evaluation proposed is  able to supplement limitation of the existing approaches. Since a  repetitive learning method does not provide a perfect feedback, this  paper puts an emphasis on the dynamic formative evaluation that is  able to maximize learning achievement. Through the dynamic  formative evaluation, the instructor is able to refer to the evaluation  result when making an estimation about the learner. To show the flow  chart of learning, based on the dynamic formative evaluation, the  model proves its effectiveness and validity.

 

Keywords: Online learning, dynamic formative evaluation, mastery learning, repetitive learning method, learning achievement.

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8923 Influence of a Company’s Dynamic Capabilities on Its Innovation Capabilities

Authors: Lovorka Galetic, Zeljko Vukelic

Abstract:

The advanced concepts of strategic and innovation management in the sphere of company dynamic and innovation capabilities, and achieving their mutual alignment and a synergy effect, are important elements in business today. This paper analyses the theory and empirically investigates the influence of a company’s dynamic capabilities on its innovation capabilities. A new multidimensional model of dynamic capabilities is presented, consisting of five factors appropriate to real time requirements, while innovation capabilities are considered pursuant to the official OECD and Eurostat standards. After examination of dynamic and innovation capabilities indicated their theoretical links, the empirical study testing the model and examining the influence of a company’s dynamic capabilities on its innovation capabilities showed significant results. In the study, a research model was posed to relate company dynamic and innovation capabilities. One side of the model features the variables that are the determinants of dynamic capabilities defined through their factors, while the other side features the determinants of innovation capabilities pursuant to the official standards. With regard to the research model, five hypotheses were set. The study was performed in late 2014 on a representative sample of large and very large Croatian enterprises with a minimum of 250 employees. The research instrument was a questionnaire administered to company top management. For both variables, the position of the company was tested in comparison to industry competitors, on a fivepoint scale. In order to test the hypotheses, correlation tests were performed to determine whether there is a correlation between each individual factor of company dynamic capabilities with the existence of its innovation capabilities, in line with the research model. The results indicate a strong correlation between a company’s possession of dynamic capabilities in terms of their factors, due to the new multi-dimensional model presented in this paper, with its possession of innovation capabilities. Based on the results, all five hypotheses were accepted. Ultimately, it was concluded that there is a strong association between the dynamic and innovation capabilities of a company. 

Keywords: Dynamic capabilities, innovation capabilities, competitive advantage, business results.

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8922 Joint Optimization of Pricing and Advertisement for Seasonal Branded Products

Authors: Mohammad Modarres, Shirin Aslani

Abstract:

The goal of this paper is to develop a model to integrate “pricing" and “advertisement" for short life cycle products, such as branded fashion clothing products. To achieve this goal, we apply the concept of “Dynamic Pricing". There are two classes of advertisements, for the brand (regardless of product) and for a particular product. Advertising the brand affects the demand and price of all the products. Thus, the model considers all these products in relation with each other. We develop two different methods to integrate both types of advertisement and pricing. The first model is developed within the framework of dynamic programming. However, due to the complexity of the model, this method cannot be applicable for large size problems. Therefore, we develop another method, called hieratical approach, which is capable of handling the real world problems. Finally, we show the accuracy of this method, both theoretically and also by simulation.

Keywords: Advertising, Dynamic programming, Dynamic pricing, Promotion.

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8921 Dynamic Interaction Network to Model the Interactive Patterns of International Stock Markets

Authors: Laura Lukmanto, Harya Widiputra, Lukas

Abstract:

Studies in economics domain tried to reveal the correlation between stock markets. Since the globalization era, interdependence between stock markets becomes more obvious. The Dynamic Interaction Network (DIN) algorithm, which was inspired by a Gene Regulatory Network (GRN) extraction method in the bioinformatics field, is applied to reveal important and complex dynamic relationship between stock markets. We use the data of the stock market indices from eight countries around the world in this study. Our results conclude that DIN is able to reveal and model patterns of dynamic interaction from the observed variables (i.e. stock market indices). Furthermore, it is also found that the extracted network models can be utilized to predict movement of the stock market indices with a considerably good accuracy.

Keywords: complex dynamic relationship, dynamic interaction network, interactive stock markets, stock market interdependence.

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8920 Dynamic Process Monitoring of an Ammonia Synthesis Fixed-Bed Reactor

Authors: Bothinah Altaf, Gary Montague, Elaine B. Martin

Abstract:

This study involves the modeling and monitoring of an ammonia synthesis fixed-bed reactor using partial least squares (PLS) and its variants. The process exhibits complex dynamic behavior due to the presence of heat recycling and feed quench. One limitation of static PLS model in this situation is that it does not take account of the process dynamics and hence dynamic PLS was used. Although it showed, superior performance to static PLS in terms of prediction, the monitoring scheme was inappropriate hence adaptive PLS was considered. A limitation of adaptive PLS is that non-conforming observations also contribute to the model, therefore, a new adaptive approach was developed, robust adaptive dynamic PLS. This approach updates a dynamic PLS model and is robust to non-representative data. The developed methodology showed a clear improvement over existing approaches in terms of the modeling of the reactor and the detection of faults.

Keywords: Ammonia synthesis fixed-bed reactor, dynamic partial least squares modeling, recursive partial least squares, robust modeling.

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8919 Influence of Non-Structural Elements on Dynamic Response of Multi-Storey Rc Building to Mining Shock

Authors: Joanna M. Dulińska, Maria Fabijańska

Abstract:

In the paper the results of calculations of the dynamic response of a multi-storey reinforced concrete building to a strong mining shock originated from the main region of mining activity in Poland (i.e. the Legnica-Glogow Copper District) are presented. The representative time histories of accelerations registered in three directions were used as ground motion data in calculations of the dynamic response of the structure. Two variants of a numerical model were applied: the model including only structural elements of the building and the model including both structural and non-structural elements (i.e. partition walls and ventilation ducts made of brick). It turned out that non-structural elements of multi-storey RC buildings have a small impact of about 10 % on natural frequencies of these structures. It was also proved that the dynamic response of building to mining shock obtained in case of inclusion of all non-structural elements in the numerical model is about 20 % smaller than in case of consideration of structural elements only. The principal stresses obtained in calculations of dynamic response of multi-storey building to strong mining shock are situated on the level of about 30% of values obtained from static analysis (dead load).

Keywords: Dynamic characteristics of buildings, mining shocks, dynamic response of buildings, non-structural elements

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8918 A Dynamic Decision Model for Vertical Handoffs across Heterogeneous Wireless Networks

Authors: Pramod Goyal, S. K. Saxena

Abstract:

The convergence of heterogeneous wireless access technologies characterizes the 4G wireless networks. In such converged systems, the seamless and efficient handoff between different access technologies (vertical handoff) is essential and remains a challenging problem. The heterogeneous co-existence of access technologies with largely different characteristics creates a decision problem of determining the “best" available network at “best" time to reduce the unnecessary handoffs. This paper proposes a dynamic decision model to decide the “best" network at “best" time moment to handoffs. The proposed dynamic decision model make the right vertical handoff decisions by determining the “best" network at “best" time among available networks based on, dynamic factors such as “Received Signal Strength(RSS)" of network and “velocity" of mobile station simultaneously with static factors like Usage Expense, Link capacity(offered bandwidth) and power consumption. This model not only meets the individual user needs but also improve the whole system performance by reducing the unnecessary handoffs.

Keywords: Dynamic decision model, Seamless handoff, Vertical handoff, Wireless networks

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8917 Dynamic Active Earth Pressure on Flexible Cantilever Retaining Wall

Authors: Snehal R. Pathak, Sachin S. Munnoli

Abstract:

Evaluation of dynamic earth pressure on retaining wall is a topic of primary importance. In present paper, dynamic active earth pressure and displacement of flexible cantilever retaining wall has been evaluated analytically using 2-DOF mass-spring-dashpot model by incorporating both wall and backfill properties. The effect of wall flexibility on dynamic active earth pressure and wall displacement are studied and presented in graphical form. The obtained results are then compared with the various conventional methods, experimental analysis and also with PLAXIS analysis. It is observed that the dynamic active earth pressure decreases with increase in the wall flexibility while wall displacement increases linearly with flexibility of the wall. The results obtained by proposed 2-DOF analytical model are found to be more realistic and economical.

Keywords: Earth pressure, earthquake, 2-DOF model, plaxis, wall movement, retaining walls.

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8916 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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8915 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: Analysis of optimization, artificial intelligence-based optimization, optimization for learning and data analysis, global optimization.

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8914 Mathematical Modeling of Surface Roughness in Surface Grinding Operation

Authors: M.A. Kamely, S.M. Kamil, C.W. Chong

Abstract:

A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.

Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.

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8913 Prediction of the Dynamic Characteristics of a Milling Machine Using the Integrated Model of Machine Frame and Spindle Unit

Authors: Jui P. Hung, Yuan L. Lai, Tzuo L. Luo, Hsi H. Hsiao

Abstract:

The machining performance is determined by the frequency characteristics of the machine-tool structure and the dynamics of the cutting process. Therefore, the prediction of dynamic vibration behavior of spindle tool system is of great importance for the design of a machine tool capable of high-precision and high-speed machining. The aim of this study is to develop a finite element model to predict the dynamic characteristics of milling machine tool and hence evaluate the influence of the preload of the spindle bearings. To this purpose, a three dimensional spindle bearing model of a high speed engraving spindle tool was created. In this model, the rolling interfaces with contact stiffness defined by Harris model were used to simulate the spindle bearing components. Then a full finite element model of a vertical milling machine was established by coupling the spindle tool unit with the machine frame structure. Using this model, the vibration mode that had a dominant influence on the dynamic stiffness was determined. The results of the finite element simulations reveal that spindle bearing with different preloads greatly affect the dynamic behavior of the spindle tool unit and hence the dynamic responses of the vertical column milling system. These results were validated by performing vibration on the individual spindle tool unit and the milling machine prototype, respectively. We conclude that preload of the spindle bearings is an important component affecting the dynamic characteristics and machining performance of the entire vertical column structure of the milling machine.

Keywords: Dynamic compliance, Milling machine, Spindle unit, Bearing preload.

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8912 Exterior Calculus: Economic Growth Dynamics

Authors: Troy L. Story

Abstract:

Mathematical models of dynamics employing exterior calculus are mathematical representations of the same unifying principle; namely, the description of a dynamic system with a characteristic differential one-form on an odd-dimensional differentiable manifold leads, by analysis with exterior calculus, to a set of differential equations and a characteristic tangent vector (vortex vector) which define transformations of the system. Using this principle, a mathematical model for economic growth is constructed by proposing a characteristic differential one-form for economic growth dynamics (analogous to the action in Hamiltonian dynamics), then generating a pair of characteristic differential equations and solving these equations for the rate of economic growth as a function of labor and capital. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian for economic growth dynamics is obtained.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics.

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8911 Simulation of Dynamic Behavior of Seismic Isolators Using a Parallel Elasto-Plastic Model

Authors: Nicolò Vaiana, Giorgio Serino

Abstract:

In this paper, a one-dimensional (1d) Parallel Elasto- Plastic Model (PEPM), able to simulate the uniaxial dynamic behavior of seismic isolators having a continuously decreasing tangent stiffness with increasing displacement, is presented. The parallel modeling concept is applied to discretize the continuously decreasing tangent stiffness function, thus allowing to simulate the dynamic behavior of seismic isolation bearings by putting linear elastic and nonlinear elastic-perfectly plastic elements in parallel. The mathematical model has been validated by comparing the experimental force-displacement hysteresis loops, obtained testing a helical wire rope isolator and a recycled rubber-fiber reinforced bearing, with those predicted numerically. Good agreement between the simulated and experimental results shows that the proposed model can be an effective numerical tool to predict the forcedisplacement relationship of seismic isolators within relatively large displacements. Compared to the widely used Bouc-Wen model, the proposed one allows to avoid the numerical solution of a first order ordinary nonlinear differential equation for each time step of a nonlinear time history analysis, thus reducing the computation effort, and requires the evaluation of only three model parameters from experimental tests, namely the initial tangent stiffness, the asymptotic tangent stiffness, and a parameter defining the transition from the initial to the asymptotic tangent stiffness.

Keywords: Base isolation, earthquake engineering, parallel elasto-plastic model, seismic isolators, softening hysteresis loops.

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8910 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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8909 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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8908 Dynamic Modeling and Simulation of Industrial Naphta Reforming Reactor

Authors: Gholamreza Zahedi, M. Tarin, M. Biglari

Abstract:

This work investigated the steady state and dynamic simulation of a fixed bed industrial naphtha reforming reactors. The performance of the reactor was investigated using a heterogeneous model. For process simulation, the differential equations are solved using the 4th order Runge-Kutta method .The models were validated against measured process data of an existing naphtha reforming plant. The results of simulation in terms of components yields and temperature of the outlet were in good agreement with empirical data. The simple model displays a useful tool for dynamic simulation, optimization and control of naphtha reforming.

Keywords: Dynamic simulation, fixed bed reactor, modeling, reforming

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8907 Design of the Mathematical Model of the Respiratory System Using Electro-acoustic Analogy

Authors: M. Rozanek, K. Roubik

Abstract:

The article deals with development, design and implementation of a mathematical model of the human respiratory system. The model is designed in order to simulate distribution of important intrapulmonary parameters along the bronchial tree such as pressure amplitude, tidal volume and effect of regional mechanical lung properties upon the efficiency of various ventilatory techniques. Therefore exact agreement of the model structure with the lung anatomical structure is required. The model is based on the lung morphology and electro-acoustic analogy is used to design the model.

Keywords: Model of the respiratory system, total lung impedance, intrapulmonary parameters.

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8906 Parameters Identification of Mathematical Model of the Fission Yeast Cell Cycle Control Using Evolutionary Strategy

Authors: A. Ghaffari, A. S. Mostafavi

Abstract:

Complex assemblies of interacting proteins carry out most of the interesting jobs in a cell, such as metabolism, DNA synthesis, mitosis and cell division. These physiological properties play out as a subtle molecular dance, choreographed by underlying regulatory networks that control the activities of cyclin-dependent kinases (CDK). The network can be modeled by a set of nonlinear differential equations and its behavior predicted by numerical simulation. In this paper, an innovative approach has been proposed that uses genetic algorithms to mine a set of behavior data output by a biological system in order to determine the kinetic parameters of the system. In our approach, the machine learning method is integrated with the framework of existent biological information in a wiring diagram so that its findings are expressed in a form of system dynamic behavior. By numerical simulations it has been illustrated that the model is consistent with experiments and successfully shown that such application of genetic algorithms will highly improve the performance of mathematical model of the cell division cycle to simulate such a complicated bio-system.

Keywords: Cell cycle, Cyclin-dependent kinase, Fission yeast, Genetic algorithms, Mathematical modeling, Wiring diagram

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8905 A Dynamic Model for a Drill in the Drilling Process

Authors: Bo Wun Huang, Ah Der Lin, Yung Chuan Chen, Jao Hwa Kuang

Abstract:

The dynamic model of a drill in drilling process was proposed and investigated in this study. To assure a good drilling quality, the vibration variation on the drill tips during high speed drilling is needed to be investigated. A pre-twisted beam is used to simulate the drill. The moving Winkler-Type elastic foundation is used to characterize the tip boundary variation in drilling. Due to the variation of the drill depth, a time dependent dynamic model for the drill is proposed. Results simulated from this proposed model indicate that an abrupt natural frequencies drop are experienced as the drill tip tough the workpiece, and a severe vibration is induced. The effects of parameters, e.g. drilling speed, depth, drill size and thrust force on the drill tip responses studied.

Keywords: Drilling, vibration of drill, twisted beam

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8904 Identifying Unknown Dynamic Forces Applied on Two Dimensional Frames

Authors: H. Katkhuda

Abstract:

A time domain approach is used in this paper to identify unknown dynamic forces applied on two dimensional frames using the measured dynamic structural responses for a sub-structure in the two dimensional frame. In this paper a sub-structure finite element model with short length of measurement from only three or four accelerometers is required, and an iterative least-square algorithm is used to identify the unknown dynamic force applied on the structure. Validity of the method is demonstrated with numerical examples using noise-free and noise-contaminated structural responses. Both harmonic and impulsive forces are studied. The results show that the proposed approach can identify unknown dynamic forces within very limited iterations with high accuracy and shows its robustness even noise- polluted dynamic response measurements are utilized.

Keywords: Dynamic Force Identification, Dynamic Responses, Sub-structure and Time Domain.

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8903 Simulating the Dynamics of Distribution of Hazardous Substances Emitted by Motor Engines in a Residential Quarter

Authors: S. Grishin

Abstract:

This article is dedicated to development of mathematical models for determining the dynamics of concentration of hazardous substances in urban turbulent atmosphere. Development of the mathematical models implied taking into account the time-space variability of the fields of meteorological items and such turbulent atmosphere data as vortex nature, nonlinear nature, dissipativity and diffusivity. Knowing the turbulent airflow velocity is not assumed when developing the model. However, a simplified model implies that the turbulent and molecular diffusion ratio is a piecewise constant function that changes depending on vertical distance from the earth surface. Thereby an important assumption of vertical stratification of urban air due to atmospheric accumulation of hazardous substances emitted by motor vehicles is introduced into the mathematical model. The suggested simplified non-linear mathematical model of determining the sought exhaust concentration at a priori unknown turbulent flow velocity through non-degenerate transformation is reduced to the model which is subsequently solved analytically.

Keywords: Urban ecology, time-dependent mathematical model, exhaust concentration, turbulent and molecular diffusion, airflow velocity.

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8902 Investigation of Different Control Stratgies for UPFC Decoupled Model and the Impact of Location on Control Parameters

Authors: S.A. Alqallaf, S.A. Al-Mawsawi, A. Haider

Abstract:

In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, Decoupled model, Load flow.

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8901 Study on the Mechanical Behavior of the Varactor of a Micro-Phase Shifter

Authors: Mehrdad Nouri Khajavi, Sajjad Ahoui Ghazvin, Ghader Rezazadeh, Mohammad Fathalilou

Abstract:

In this paper static and dynamic response of a varactor of a micro-phase shifter to DC, step DC and AC voltages have been studied. By presenting a mathematical modeling Galerkin-based step by step linearization method (SSLM) and Galerkin-based reduced order model have been used to solve the governing static and dynamic equations, respectively. The calculated static and dynamic pull-in voltages have been validated by previous experimental and theoretical results and a good agreement has been achieved. Then the frequency response and phase diagram of the system has been studied. It has been shown that applying the DC voltage shifts down the phase diagram and frequency response. Also increasing the damping ratio shifts up the phase diagram.

Keywords: MEMS, Phase Shifter, Pull-in Voltage, PhaseDiagram

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8900 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.

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8899 Numerical Simulation of the Dynamic Behavior of a LaNi5 Water Pumping System

Authors: Miled Amel, Ben Maad Hatem, Askri Faouzi, Ben Nasrallah Sassi

Abstract:

Metal hydride water pumping system uses hydrogen as working fluid to pump water for low head and high discharge. The principal operation of this pump is based on the desorption of hydrogen at high pressure and its absorption at low pressure by a metal hydride. This work is devoted to study a concept of the dynamic behavior of a metal hydride pump using unsteady model and LaNi5 as hydriding alloy. This study shows that with MHP, it is possible to pump 340l/kg-cycle of water in 15 000s using 1 Kg of LaNi5 at a desorption temperature of 360 K, a pumping head equal to 5 m and a desorption gear ratio equal to 33. This study reveals also that the error given by the steady model, using LaNi5 is about 2%.A dimensional mathematical model and the governing equations of the pump were presented to predict the coupled heat and mass transfer within the MHP. Then, a numerical simulation is carried out to present the time evolution of the specific water discharge and to test the effect of different parameters (desorption temperature, absorption temperature, desorption gear ratio) on the performance of the water pumping system (specific water discharge, pumping efficiency and pumping time). In addition, a comparison between results obtained with steady and unsteady model is performed with different hydride mass. Finally, a geometric configuration of the reactor is simulated to optimize the pumping time.

Keywords: Dynamic behavior, unsteady model, LaNi5, performance of the water pumping system.

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8898 Membrane Distillation Process Modeling: Dynamical Approach

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

Abstract:

This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.

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