Search results for: Finite volume method.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 33093

Search results for: Finite volume method.

32433 On Stability of Stiffened Cylindrical Shells with Varying Material Properties

Authors: M. Karami Khorramabadi, P. Khazaeinejad

Abstract:

The static stability analysis of stiffened functionally graded cylindrical shells by isotropic rings and stringers subjected to axial compression is presented in this paper. The Young's modulus of the shell is taken to be function of the thickness coordinate. The fundamental relations, the equilibrium and stability equations are derived using the Sander's assumption. Resulting equations are employed to obtain the closed-form solution for the critical axial loads. The effects of material properties, geometric size and different material coefficient on the critical axial loads are examined. The analytical results are compared and validated using the finite element model.

Keywords: Functionally graded material, Stability, Stiffened cylindrical shell, Finite element analysis

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32432 On Finite Wordlength Properties of Block-Floating-Point Arithmetic

Authors: Abhijit Mitra

Abstract:

A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.

Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.

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32431 Efficient CT Image Volume Rendering for Diagnosis

Authors: HaeNa Lee, Sun K. Yoo

Abstract:

Volume rendering is widely used in medical CT image visualization. Applying 3D image visualization to diagnosis application can require accurate volume rendering with high resolution. Interpolation is important in medical image processing applications such as image compression or volume resampling. However, it can distort the original image data because of edge blurring or blocking effects when image enhancement procedures were applied. In this paper, we proposed adaptive tension control method exploiting gradient information to achieve high resolution medical image enhancement in volume visualization, where restored images are similar to original images as much as possible. The experimental results show that the proposed method can improve image quality associated with the adaptive tension control efficacy.

Keywords: Tension control, Interpolation, Ray-casting, Medical imaging analysis.

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32430 Finite Element Prediction on the Machining Stability of Milling Machine with Experimental Verification

Authors: Jui P. Hung, Yuan L. Lai, Hui T. You

Abstract:

Chatter vibration has been a troublesome problem for a machine tool toward the high precision and high speed machining. Essentially, the machining performance is determined by the dynamic characteristics of the machine tool structure and dynamics of cutting process, which can further be identified in terms of the stability lobe diagram. Therefore, realization on the machine tool dynamic behavior can help to enhance the cutting stability. To assess the dynamic characteristics and machining stability of a vertical milling system under the influence of a linear guide, this study developed a finite element model integrated the modeling of linear components with the implementation of contact stiffness at the rolling interface. Both the finite element simulations and experimental measurements reveal that the linear guide with different preload greatly affects the vibration behavior and milling stability of the vertical column spindle head system, which also clearly indicate that the predictions of the machining stability agree well with the cutting tests. It is believed that the proposed model can be successfully applied to evaluate the dynamics performance of machine tool systems of various configurations.

Keywords: Machining stability, Vertical milling machine, Linearguide, Contact stiffness.

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32429 Fatigue Strength of S275 Mild Steel under Cyclic Loading

Authors: T. Aldeeb, M. Abduelmula

Abstract:

This study examines the fatigue life of S275 mild steel at room temperature. Mechanical components can fail under cyclic loading during period of time, known as the fatigue phenomenon. In order to prevent fatigue induced failures, material behavior should be investigated to determine the endurance limit of the material for safe design and infinite life, thus leading to reducing the economic cost and loss in human lives. The fatigue behavior of S275 mild steel was studied and investigated. Specimens were prepared in accordance with ASTM E3-11, and fatigue tests of the specimen were conducted in accordance with ASTM E466-07 on a smooth plate, with a continuous radius between ends (hourglass-shaped plate). The method of fatigue testing was applied with constant load amplitude and constant frequency of 4 Hz with load ratio (Fully Reversal R= -1). Surface fractures of specimens were investigated using Scanning Electron Microscope (SEM). The experimental results were compared with the results of a Finite Element Analysis (FEA), using simulation software. The experiment results indicated that the endurance fatigue limit of S275 mild steel was 195.47 MPa.

Keywords: Fatigue life, fatigue strength, finite element analysis, S275 mild steel, scanning electron microscope.

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32428 FEA- Aided Design, Optimization and Development of an Axial Flux Motor for Implantable Ventricular Assist Device

Authors: Neethu S., Shinoy K.S., A.S. Shajilal

Abstract:

This paper presents the optimal design and development of an axial flux motor for blood pump application. With the design objective of maximizing the motor efficiency and torque, different topologies of AFPM machine has been examined. Selection of optimal magnet fraction, Halbach arrangement of rotor magnets and the use of Soft Magnetic Composite (SMC) material for the stator core results in a novel motor with improved efficiency and torque profile. The results of the 3D Finite element analysis for the novel motor have been shown.

Keywords: Axial flux motor, Finite Element Methods, Halbach array, Left Ventricular Assist Device, Soft magnetic composite.

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32427 Usage-based Traffic Control for P2P Content Delivery

Authors: Megumi Shibuya, Tomohiko Ogishi

Abstract:

Recently, content delivery services have grown rapidly over the Internet. For ASPs (Application Service Provider) providing content delivery services, P2P architecture is beneficial to reduce outgoing traffic from content servers. On the other hand, ISPs are suffering from the increase in P2P traffic. The P2P traffic is unnecessarily redundant because the same content or the same fractions of content are transferred through an inter-ISP link several times. Subscriber ISPs have to pay a transit fee to upstream ISPs based on the volume of inter-ISP traffic. In order to solve such problems, several works have been done for the purpose of P2P traffic reduction. However, these existing works cannot control the traffic volume of a certain link. In order to solve such an ISP-s operational requirement, we propose a method to control traffic volume for a link within a preconfigured upper bound value. We evaluated that the proposed method works well by conducting a simulation on a 1,000-user scale. We confirm that the traffic volume could be controlled at a lower level than the upper bound for all evaluated conditions. Moreover, our method could control the traffic volume at 98.95% link usage against the target value.

Keywords: P2P, traffic control, traffic localization, ALTO.

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32426 Pressure Capacity Reduction of X52 Pipeline Steel Damaged by a Semi-Elliptical Pitting Corrosion

Authors: S. M. Kazerouni Sangi, Y. Gholipour

Abstract:

Steel made pipelines with different diameters are used for transmitting oil and gas which in many cases are buried in soil under the sea bed or immersed in sea water. External corrosion of pipes is an important form of deterioration due to the aggressive environment of sea water. Corrosion normally results in pits. Hence, using the finite element method, namely ABAQUS software, this paper estimates the amount of pressure capacity reduction of a pipecontaining a semi-elliptical pitting corrosion and the rate of corrosion during the pipeline life of 25 years.

Keywords: Petroleum Transmission, Pipeline, PressureCapacity, Semi-Elliptical Pitting Corrosion.

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32425 Thermographic Tests of Curved GFRP Structures with Delaminations: Numerical Modelling vs. Experimental Validation

Authors: P. D. Pastuszak

Abstract:

The present work is devoted to thermographic studies of curved composite panels (unidirectional GFRP) with subsurface defects. Various artificial defects, created by inserting PTFE stripe between individual layers of a laminate during manufacturing stage are studied. The analysis is conducted both with the use finite element method and experiments. To simulate transient heat transfer in 3D model with embedded various defect sizes, the ANSYS package is used. Pulsed Thermography combined with optical excitation source provides good results for flat surfaces. Composite structures are mostly used in complex components, e.g., pipes, corners and stiffeners. Local decrease of mechanical properties in these regions can have significant influence on strength decrease of the entire structure. Application of active procedures of thermography to defect detection and evaluation in this type of elements seems to be more appropriate that other NDT techniques. Nevertheless, there are various uncertainties connected with correct interpretation of acquired data. In this paper, important factors concerning Infrared Thermography measurements of curved surfaces in the form of cylindrical panels are considered. In addition, temperature effects on the surface resulting from complex geometry and embedded and real defect are also presented.

Keywords: Active thermography, finite element analysis, composite, curved structures, defects.

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32424 Investigation on Adjustable Mirror Bender Using Light Beam Size

Authors: A. Oonsivilai, A. Suthummapiwat, P.Songsiritthigul

Abstract:

In this research, the use of light beam size to design the adjustable mirror bender is presented. The focused beam line characterized by its size towards the synchrotron light beam line is investigated. The COSMOSWorks is used in all simulation components of curvature adjustment system to analyze in finite element method. The results based on simulation covers the use of applied forces during adjustment of the mirror radius are presented.

Keywords: Light beam-line, mirror bender, synchrotron light machine.

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32423 The Optimization of Engine Mounting Parts Using Hot-Cold Forging Technology

Authors: D. H. Park, Y. H. Tak, H. H. Kwon, G. J. Kwon, H. G. Kim

Abstract:

The purpose of this study is to develop a forging process of automotive parts that satisfies the deformation characteristics. The analyses of temperature variation and deformation behavior of the material are important to obtain the optimal forging products. The hot compression test was carried out to know formability at high temperature. In order to define the optimum forging conditions including material temperature, strain and forging load, the commercial finite element analysis code was used to simulate the forging procedure of engine mounting parts. Experimental results were compared with the simulation results by finite element analysis. Test results were in good agreement with the simulations.

Keywords: Cold forging, hot forging, engine mounting, automotive parts, optimization.

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32422 Modeling Uncertainty in Multiple Criteria Decision Making Using the Technique for Order Preference by Similarity to Ideal Solution for the Selection of Stealth Combat Aircraft

Authors: C. Ardil

Abstract:

Uncertainty set theory is a generalization of fuzzy set theory and intuitionistic fuzzy set theory. It serves as an effective tool for dealing with inconsistent, imprecise, and vague information. The technique for order preference by similarity to ideal solution (TOPSIS) method is a multiple-attribute method used to identify solutions from a finite set of alternatives. It simultaneously minimizes the distance from an ideal point and maximizes the distance from a nadir point. In this paper, an extension of the TOPSIS method for multiple attribute group decision-making (MAGDM) based on uncertainty sets is presented. In uncertainty decision analysis, decision-makers express information about attribute values and weights using uncertainty numbers to select the best stealth combat aircraft.

Keywords: Uncertainty set, stealth combat aircraft selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, TOPSIS

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32421 MEGSOR Iterative Scheme for the Solution of 2D Elliptic PDE's

Authors: J. Sulaiman, M. Othman, M. K. Hasan

Abstract:

Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.

Keywords: MEG iteration, second-order finite difference, weighted parameter.

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32420 Event Information Extraction System (EIEE): FSM vs HMM

Authors: Shaukat Wasi, Zubair A. Shaikh, Sajid Qasmi, Hussain Sachwani, Rehman Lalani, Aamir Chagani

Abstract:

Automatic Extraction of Event information from social text stream (emails, social network sites, blogs etc) is a vital requirement for many applications like Event Planning and Management systems and security applications. The key information components needed from Event related text are Event title, location, participants, date and time. Emails have very unique distinctions over other social text streams from the perspective of layout and format and conversation style and are the most commonly used communication channel for broadcasting and planning events. Therefore we have chosen emails as our dataset. In our work, we have employed two statistical NLP methods, named as Finite State Machines (FSM) and Hidden Markov Model (HMM) for the extraction of event related contextual information. An application has been developed providing a comparison among the two methods over the event extraction task. It comprises of two modules, one for each method, and works for both bulk as well as direct user input. The results are evaluated using Precision, Recall and F-Score. Experiments show that both methods produce high performance and accuracy, however HMM was good enough over Title extraction and FSM proved to be better for Venue, Date, and time.

Keywords: Emails, Event Extraction, Event Detection, Finite state machines, Hidden Markov Model.

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32419 Using Finite Element Analysis on Dynamic Characteristics in a Micro Stepping Mill

Authors: Bo Wun Huang, Pu Ping Yu, Jao-Hwa Kuang

Abstract:

For smaller mechatronic device, especially for micro Electronic system, a micro machining is a must. However, most investigations on vibration of a mill have been limited to the traditional type mill. In this article, vibration and dynamic characteristics of a micro mill were investigated in this study. The trend towards higher precision manufacturing technology requires producing miniaturized components. To improve micro-milled product quality, obtain a higher production rate and avoid milling breakage, the dynamic characteristics of micro milling must be studied. A stepped pre-twisted mill is used to simulate the micro mill. The finite element analysis is employed in this work. The flute length and diameter effects of the micro mill are considered. It is clear that the effects of micro mill shape parameters on vibration in a micro mill are significant.

Keywords: micro system, micro mill, vibration.

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32418 Performances Analysis of the Pressure and Production of an Oil Zone by Simulation of the Flow of a Fluid through the Porous Media

Authors: Makhlouf Mourad, Medkour Mihoub, Bouchher Omar, Messabih Sidi Mohamed, Benrachedi Khaled

Abstract:

This work is the modeling and simulation of fluid flow (liquid) through porous media. This type of flow occurs in many situations of interest in applied sciences and engineering, fluid (oil) consists of several individual substances in pure, single-phase flow is incompressible and isothermal. The porous medium is isotropic, homogeneous optionally, with the rectangular format and the flow is two-dimensional. Modeling of hydrodynamic phenomena incorporates Darcy's law and the equation of mass conservation. Correlations are used to model the density and viscosity of the fluid. A finite volume code is used in the discretization of differential equations. The nonlinearity is treated by Newton's method with relaxation coefficient. The results of the simulation of the pressure and the mobility of liquid flowing through porous media are presented, analyzed, and illustrated.

Keywords: Darcy equation, middle porous, continuity equation, Peng Robinson equation, mobility.

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32417 Quasi-Static Analysis of End Plate Beam-to-Column Connections

Authors: A. Al-Rifaie, Z. W. Guan, S. W. Jones

Abstract:

This paper presents a method for modelling and analysing end plate beam-to-column connections to obtain the quasi-static behaviour using non-linear dynamic explicit integration. In addition to its importance to study the static behaviour of a structural member, quasi-static behaviour is largely needed to be compared with the dynamic behaviour of such members in order to investigate the dynamic effect by proposing dynamic increase factors (DIFs). The beam-to-column bolted connections contain various contact surfaces at which the implicit procedure may have difficulties converging, resulting in a large number of iterations. Contrary, explicit procedure could deal effectively with complex contacts without converging problems. Hence, finite element modelling using ABAQUS/explicit is used in this study to address the dynamic effect may be produced using explicit procedure. Also, the effect of loading rate and mass scaling are discussed to investigate their effect on the time of analysis. The results show that the explicit procedure is valuable to model the end plate beam-to-column connections in terms of failure mode, load-displacement relationships. Also, it is concluded that loading rate and mass scaling should be carefully selected to avoid the dynamic effect in the solution.

Keywords: Quasi-static, end plate, finite element, connections.

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32416 Application of Novel Conserving Immersed Boundary Method to Moving Boundary Problem

Authors: S. N. Hosseini, S. M. H. Karimian

Abstract:

A new conserving approach in the context of Immersed Boundary Method (IBM) is presented to simulate one dimensional, incompressible flow in a moving boundary problem. The method employs control volume scheme to simulate the flow field. The concept of ghost node is used at the boundaries to conserve the mass and momentum equations. The Present method implements the conservation laws in all cells including boundary control volumes. Application of the method is studied in a test case with moving boundary. Comparison between the results of this new method and a sharp interface (Image Point Method) IBM algorithm shows a well distinguished improvement in both pressure and velocity fields of the present method. Fluctuations in pressure field are fully resolved in this proposed method. This approach expands the IBM capability to simulate flow field for variety of problems by implementing conservation laws in a fully Cartesian grid compared to other conserving methods.

Keywords: Immersed Boundary Method, conservation of mass and momentum laws, moving boundary, boundary condition.

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32415 Performance Analysis of the Subgroup Method for Collective I/O

Authors: Kwangho Cha, Hyeyoung Cho, Sungho Kim

Abstract:

As many scientific applications require large data processing, the importance of parallel I/O has been increasingly recognized. Collective I/O is one of the considerable features of parallel I/O and enables application programmers to easily handle their large data volume. In this paper we measured and analyzed the performance of original collective I/O and the subgroup method, the way of using collective I/O of MPI effectively. From the experimental results, we found that the subgroup method showed good performance with small data size.

Keywords: Collective I/O, MPI, parallel file system.

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32414 Optimization of Element Type for FE Model and Verification of Analyses with Physical Tests

Authors: M. Tufekci, C. Guven

Abstract:

In Automotive Industry, sliding door systems that are also used as body closures are safety members. Extreme product tests are realized to prevent failures in design process, but these tests realized experimentally result in high costs. Finite element analysis is an effective tool used for design process. These analyses are used before production of prototype for validation of design according to customer requirement. In result of this, substantial amount of time and cost is saved. Finite element model is created for geometries that are designed in 3D CAD programs. Different element types as bar, shell and solid, can be used for creating mesh model. Cheaper model can be created by selection of element type, but combination of element type that was used in model, number and geometry of element and degrees of freedom affects the analysis result. Sliding door system is a good example which used these methods for this study. Structural analysis was realized for sliding door mechanism by using FE models. As well, physical tests that have same boundary conditions with FE models were realized. Comparison study for these element types, were done regarding test and analyses results then optimum combination was achieved.

Keywords: Finite Element Analysis, Sliding Door Mechanism, Element Type, Structural Analysis.

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32413 Hydrogen Embrittlement in a Coupled Mass Diffusion with Stress near a Blunting Crack Tip for AISI 4135 Pressure Vessel

Authors: H. Dehghan, E. Mahdavi, M. M. Heyhat

Abstract:

In pressure vessels contain hydrogen, the role of hydrogen will be important because of hydrogen cracking problem. It is difficult to predict what is happened in metallurgical field spite of a lot of studies have been searched. The main role in controlling the mass diffusion as driving force is related to stress. In this study, finite element analysis is implemented to estimate material-s behavior associated with hydrogen embrittlement. For this purpose, one model of a pressure vessel is introduced that it has definite boundary and initial conditions. In fact, finite element is employed to solve the sequentially coupled mass diffusion with stress near a crack front in a pressure vessel. Modeling simulation intergrarnular fracture of AISI 4135 steel due to hydrogen is investigated. So, distribution of hydrogen and stress are obtained and they indicate that their maximum amounts occur near the crack front. This phenomenon is happened exactly the region between elastic and plastic field. Therefore, hydrogen is highly mobile and can diffuse through crystal lattice so that this zone is potential to trap high volume of hydrogen. Consequently, crack growth and fast fracture will be happened.

Keywords: Stress Intensity Factor, Mass Diffusion, FEM, Pressure Vessel

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32412 An Efficient Method for Solving Multipoint Equation Boundary Value Problems

Authors: Ampon Dhamacharoen, Kanittha Chompuvised

Abstract:

In this work, we solve multipoint boundary value problems where the boundary value conditions are equations using the Newton-Broyden Shooting method (NBSM).The proposed method is tested upon several problems from the literature and the results are compared with the available exact solution. The experiments are given to illustrate the efficiency and implementation of the method.

Keywords: Boundary value problem; Multipoint equation boundary value problems, Shooting Method, Newton-Broyden method.

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32411 The Differential Transform Method for Advection-Diffusion Problems

Authors: M. F. Patricio, P. M. Rosa

Abstract:

In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.

Keywords: Method of Lines, Differential Transform Method.

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32410 Improved Plasmonic Demultiplexer Based on Tapered and Rectangular Slot MIM Waveguide

Authors: Aso Rahimzadegan, Seyyed Poorya Hosseini, Kamran Qaderi

Abstract:

In this paper, we have proposed two novel plasmonic demultiplexing structures based on metal-insulator-metal surfaces which, beside their compact size, have a very good transmission spectrum. The impact of the key internal parameters on the transmission spectrum is numerically analyzed by using the twodimensional (2D) finite difference time domain (FDTD) method. The proposed structures could be used to develop ultra-compact photonic wavelength demultiplexing devices for large-scale photonic integration.

Keywords: Photonic integrated devices, Plasmonics, Metalinsulator- metal (MIM) waveguide, Demultiplexers.

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32409 Groundwater Contamination due to Bhalaswa Landfill Site in New Delhi

Authors: Bharat Jhamnani, SK Singh

Abstract:

Sampling and analysis of leachate from Bhalaswa landfill and groundwater samples from nearby locations, clearly indicated the likely contamination of groundwater due to landfill leachate. The results of simulation studies carried out for the migration of Chloride from landfill shows that the simulation results are in consonance with the observed concentration of Chloride in the vicinity of landfill facility. The solid waste disposal system presently being practiced in Delhi consists of mere dumping of wastes generated, at three locations Bhalaswa, Ghazipur, and Okhla without any regard to proper care for the protection of surrounding environment. Bhalaswa landfill site in Delhi, which is being operated as a dump site, is expected to become cause of serious groundwater pollution in its vicinity. The leachate from Bhalaswa landfill was found to be having a high concentration of chlorides, as well as DOC, COD. The present study was undertaken to determine the likely concentrations of principle contaminants in the groundwater over a period of time due to the discharge of such contaminants from landfill leachates to the underlying groundwater. The observed concentration of chlorides in the groundwater within 75m of the radius of landfill facility was found to be in consonance with the simulated concentration of chloride in groundwater considering one dimensional transport model, with finite mass of contaminant source. Governing equation of contaminant transport involving advection and diffusion-dispersion was solved in matlab7.0 using finite difference method.

Keywords: Groundwater, landfill, leachate, solid waste.

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32408 Application of Neural Network and Finite Element for Prediction the Limiting Drawing Ratio in Deep Drawing Process

Authors: H.Mohammadi Majd, M.Jalali Azizpour, A.V. Hoseini

Abstract:

In this paper back-propagation artificial neural network (BPANN) is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: Back-propagation artificial neural network(BPANN), deep drawing, prediction, limiting drawing ratio (LDR).

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32407 The Role of Periodic Vortex Shedding in Heat Transfer Enhancement for Transient Pulsatile Flow Inside Wavy Channels

Authors: Esam M. Alawadhi, Raed I. Bourisli

Abstract:

Periodic vortex shedding in pulsating flow inside wavy channel and the effect it has on heat transfer are studied using the finite volume method. A sinusoidally-varying component is superimposed on a uniform flow inside a sinusoidal wavy channel and the effects on the Nusselt number is analyzed. It was found that a unique optimum value of the pulsation frequency, represented by the Strouhal number, exists for Reynolds numbers ranging from 125 to 1000. Results suggest that the gain in heat transfer is related to the process of vortex formation, movement about the troughs of the wavy channel, and subsequent ejection/destruction through the converging section. Heat transfer is the highest when the frequencies of the pulsation and vortex formation approach being in-phase. Analysis of Strouhal number effect on Nu over a period of pulsation substantiates the proposed physical mechanism for enhancement. The effect of changing the amplitude of pulsation is also presented over a period of pulsation, showing a monotonic increase in heat transfer with increasing amplitude. The 60% increase in Nusselt number suggests that sinusoidal fluid pulsation can an effective method for enhancing heat transfer in laminar, wavy-channel flows.

Keywords: Vortex shedding, pulsating flow, wavy channel, CFD.

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32406 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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32405 Theoretical Analysis of Damping Due to Air Viscosity in Narrow Acoustic Tubes

Authors: M. Watanabe, T. Yamaguchi, M. Sasajima, Y. Kurosawa, Y. Koike

Abstract:

Headphones and earphones have many extremely small holes or narrow slits; they use sound-absorbing or porous material (i.e., dampers) to suppress vibratory system resonance. The air viscosity in these acoustic paths greatly affects the acoustic properties. Simulation analyses such as the finite element method (FEM) therefore require knowledge of the material properties of sound-absorbing or porous materials, such as the characteristic impedance and propagation constant. The transfer function method using acoustic tubes is a widely known measuring method, but there is no literature on taking measurements up to the audible range. To measure the acoustic properties at high-range frequencies, the acoustic tubes that form the measuring device need to be narrowed, and the distance between the two microphones needs to be reduced. However, when the tubes are narrowed, the characteristic impedance drops below the air impedance. In this study, we considered the effect of air viscosity in an acoustical tube, introduced a theoretical formula for this effect in the form of complex density and complex sonic velocity, and verified the theoretical formula. We also conducted an experiment and observed the effect from air viscosity in the actual measurements.

Keywords: acoustic tube, air viscosity, earphones, FEM, porous material, sound-absorbing material, transfer function method

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32404 Seismic Behaviour of Romanian Ortodox Churches, Modeling of Failure Modes by Rigid Blocks

Authors: Marius Mosoarca, Victor Gioncu, Ovidiu Cosma

Abstract:

Historic religious buildings located in seismic areas have developed different failure mechanisms. Simulation of failure modes is done with computer programs through a nonlinear dynamic analysis or simplified using the method of failure blocks. Currently there are simulation methodologies of failure modes based on the failure rigid blocks method only for Roman Catholic churches type. Due to differences of shape in plan, elevation and construction systems between Orthodox churches and Catholic churches, for the first time there were initiated researches in the development of this simulation methodology for Orthodox churches. In this article are presented the first results from the researches. The theoretical results were compared with real failure modes recorded at an Orthodox church from Banat region, severely damaged by earthquakes in 1991. Simulated seismic response, using a computer program based on finite element method was confirmed by cracks after earthquakes. The consolidation of the church was made according to these theoretical results, realizing a rigid floor connecting all the failure blocks.

Keywords: Dinamic analysis, failure mechanism, rigid blocks seismic simulation.

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