Search results for: Numerical%20Analysis.

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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Authors: M. M. Shabani, O. J. Nydal, R. Larsen

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Gas hydrates can agglomerate and block multiphase oil and gas pipelines when water is present at hydrate forming conditions. Using "Cold Flow Technology", the aim is to condition gas hydrates so that they can be transported as a slurry mixture without a risk of agglomeration. During the pipeline shut down however, hydrate particles may settle in bends and build hydrate plugs. An experimental setup has been designed and constructed to study the flow of such plugs at start up operations. Experiments have been performed using model fluid and model hydrate particles. The propagations of initial plugs in a bend were recorded with impedance probes along the pipe. The experimental results show a dispersion of the plug front. A peak in pressure drop was also recorded when the plugs were passing the bend. The evolutions of the plugs have been simulated by numerical integration of the incompressible mass balance equations, with an imposed mixture velocity. The slip between particles and carrier fluid has been calculated using a drag relation together with a particle-fluid force balance.

Keywords: Cold Flow Technology, Gas Hydrate Plug Flow Experiments, One Dimensional Incompressible Two Fluid Model, Slurry Flow in Inclined Pipes and Bends, Transient Slurry Flow.

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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Authors: P. Luangpaiboon, S. Boonhao

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This study proposes a multi-response surface optimization problem (MRSOP) for determining the proper choices of a process parameter design (PPD) decision problem in a noisy environment of a grease position process in an electronic industry. The proposed models attempts to maximize dual process responses on the mean of parts between failure on left and right processes. The conventional modified simplex method and its hybridization of the stochastic operator from the hunting search algorithm are applied to determine the proper levels of controllable design parameters affecting the quality performances. A numerical example demonstrates the feasibility of applying the proposed model to the PPD problem via two iterative methods. Its advantages are also discussed. Numerical results demonstrate that the hybridization is superior to the use of the conventional method. In this study, the mean of parts between failure on left and right lines improve by 39.51%, approximately. All experimental data presented in this research have been normalized to disguise actual performance measures as raw data are considered to be confidential.

Keywords: Grease Position Process, Multi-response Surfaces, Modified Simplex Method, Hunting Search Method, Desirability Function Approach.

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Authors: O. S. Pradeep, S. Vigneshwaran, K. Praveen Kumar, K. Jeyendran, V. R. Sanal Kumar

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The influence of injector attitude on wall heat flux plays an important role in predicting the start-up transient and also determining the combustion chamber wall durability of liquid rockets. In this paper comprehensive numerical studies have been carried out on an idealized liquid rocket combustion chamber to examine the transient wall heat flux during its start-up transient at different injector attitude. Numerical simulations have been carried out with the help of a validated 2d axisymmetric, double precision, pressure-based, transient, species transport, SST k-omega model with laminar finite rate model for governing turbulent-chemistry interaction for four cases with different jet intersection angles, viz., 0^o, 30^o, 45^o, and 60^o. We concluded that the jets intersection angle is having a bearing on the time and location of the maximum wall-heat flux zone of the liquid rocket combustion chamber during the start-up transient. We also concluded that the wall heat flux mapping in liquid rocket combustion chamber during the start-up transient is a meaningful objective for the chamber wall material selection and the lucrative design optimization of the combustion chamber for improving the payload capability of the rocket.  

Keywords: Combustion chamber, injector, liquid rocket, rocket engine wall heat flux.

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Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

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Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: Structural reliability, reinforced concrete bridges, mixing approaches, point estimate method, Monte Carlo simulation.

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Authors: Mohsen Saleh Asheghabadi, Alireza Jafari Jebeli

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Increasing population growth requires more sustainable development of energy. This non-contaminated energy has an inexhaustible energy source. One of the vital parameters in such structures is the choice of foundation type. Suction caissons are now used extensively worldwide for offshore wind turbine. Considering the presence of a number of offshore wind farms in earthquake areas, the study of the seismic behavior of suction caisson is necessary for better design. In this paper, the results obtained from three suction caisson models with different diameter (D) and skirt length (L) in saturated sand were compared with centrifuge test results. All models are analyzed using 3D finite element (FE) method taking account of elasto-plastic Mohr–Coulomb constitutive model for soil which is available in the ABAQUS library. The earthquake load applied to the base of models with a maximum acceleration of 0.65g. The results showed that numerical method is in relative good agreement with centrifuge results. The settlement and rotation of foundation decrease by increasing the skirt length and foundation diameter. The sand soil outside the caisson is prone to liquefaction due to its low confinement.

Keywords: Liquefaction, suction caisson foundation, offshore wind turbine, numerical analysis, seismic behavior.

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Authors: Chao. Huo, Roger. Barènes, Jérémie. Gressier, Gilles.Grondin

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The parametrical study of Shrouded Contra-rotating Rotor was done in this paper based on 2D axisymmetric simulations. The calculations were made with an actuator disk as double rotor model. It objects to explore and quantify the effects of different shroud geometry parameters mainly using the performance of power loading (PL), which could evaluate the whole propulsion system capability as 5 Newtontotal thrust generationfor hover demand. The numerical results show that:The increase of nozzle radius is desired but limited by the flow separation, its optimal design is around 1.15 times rotor radius, the viscosity effects greatly constraint the influence of nozzle shape, the divergent angle around 10.5° performs best for chosen nozzle length;The parameters of inlet such as leading edge curvature, radius and internal shape do not affect thrust great but play an important role in pressure distribution which could produce most part of shroud thrust, they should be chosen according to the reduction of adverse pressure gradients to reduce the risk of boundary separation.

Keywords: Axisymmetric simulation, parametrical design, power loading, Shrouded Contra-Rotating Rotor.

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Authors: Wei Hua Ho

Abstract:

Vortices can develop in intakes of turbojet and turbo fan aero engines during high power operation in the vicinity of solid surfaces. These vortices can cause catastrophic damage to the engine. The factors determining the formation of the vortex include both geometric dimensions as well as flow parameters. It was shown that the threshold at which the vortex forms or disappears is also dependent on the initial flow condition (i.e. whether a vortex forms after stabilised non vortex flow or vice-versa). A computational fluid dynamics study was conducted to determine the difference in thresholds between the two conditions. This is the first reported numerical investigation of the “memory effect". The numerical results reproduce the phenomenon reported in previous experimental studies and additional factors, which had not been previously studied, were investigated. They are the rate at which ambient velocity changes and the initial value of ambient velocity. The former was found to cause a shift in the threshold but not the later. It was also found that the varying condition thresholds are not symmetrical about the neutral threshold. The vortex to no vortex threshold lie slightly further away from the neutral threshold compared to the no vortex to vortex threshold. The results suggests that experimental investigation of vortex formation threshold performed either in vortex to no vortex conditions, or vice versa, solely may introduce mis-predictions greater than 10%.

Keywords: Jet Engine Test Cell, Unsteady flow, Inlet Vortex

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Authors: Vignesh Rangaraj, Jerin John, N. Naveen, M. Karuppasamy Pandian, P. Sathyan, V. R. Sanal Kumar

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In this paper parametric analytical studies have been carried out to examine the intrinsic flow physics pertaining to the liftoff time of solid propellant rockets. Idealized inert simulators of solid rockets are selected for numerical studies to examining the preignition chamber dynamics. Detailed diagnostic investigations have been carried out using an unsteady two-dimensional k-omega turbulence model. We conjectured from the numerical results that the altered variations of the igniter jet impingement angle, turbulence level, time and location of the first ignition, flame spread characteristics, the overall chamber dynamics including the boundary layer growth history are having bearing on the time for nozzle flow chocking for establishing the required thrust for the rocket liftoff. We concluded that the altered flow choking time of strap-on motors with the pre-determined identical ignition time at the lift off phase will lead to the malfunctioning of the rocket. We also concluded that, in the light of the space debris, an error in predicting the liftoff time can lead to an unfavorable launch window amounts the satellite injection errors and/or the mission failures.

Keywords: Liftoff, Nozzle Choking, Solid Rocket, Takeoff.

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Authors: Yan Su, Jane H. Davidson, F. A. Kulacki

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The RANS method with Saffman-s turbulence model was employed to solve the time-dependent turbulent Navier-Stokes and energy equations for oscillating pipe flows. The method of partial sums of the Fourier series is used to analyze the harmonic velocity and temperature results. The complete structures of the oscillating pipe flows and the averaged Nusselt numbers on the tube wall are provided by numerical simulation over wide ranges of ReA and ReR. Present numerical code is validated by comparing the laminar flow results to analytic solutions and turbulence flow results to published experimental data at lower and higher Reynolds numbers respectively. The effects of ReA and ReR on the velocity, temperature and Nusselt number distributions have been di scussed. The enhancement of the heat transfer due to oscillating flows has also been presented. By the way of analyzing the overall Nusselt number over wide ranges of the Reynolds number Re and Keulegan- Carpenter number KC, the optimal ratio of the tube diameter over the oscillation amplitude is obtained based on the existence of a nearly constant optimal KC number. The potential application of the present results in sea water cooling has also been discussed.

Keywords: Keulegan-Carpenter number, Nusselt number, Oscillating pipe flows, Reynolds number

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Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

Abstract:

This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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Authors: Adel Belal, Sameh Aboelsoud, Mohy Elmashad, Mohammed Abdelmonem

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The two main criteria that control the design and performance of footings are bearing capacity and settlement of soil. In soft soils, the construction of buildings, storage tanks, warehouse, etc. on weak soils usually involves excessive settlement problems. To solve bearing capacity or reduce settlement problems, soil improvement may be considered by using different techniques, including encased cement dust–lime columns. The proposed research studies the effect of adding floating encased cement dust and lime mix columns to soft clay on the clay-bearing capacity. Four experimental tests were carried out. Columns diameters of 3.0 cm, 4.0 cm, and 5.0 cm and columns length of 60% of the clay layer thickness were used. Numerical model was constructed and verified using commercial finite element package (PLAXIS 2D, V8.5). The verified model was used to study the effect of distributing columns around the footing at different distances. The study showed that the floating cement dust lime columns enhanced the clay-bearing capacity with 262%. The numerical model showed that the columns around the footing have a limit effect on the clay improvement.

Keywords: Bearing capacity, cement dust – lime columns, ground improvement, soft clay.

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Authors: M. Chaichanyut, S. Tungjitkusolmun

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This research is presented with microwave (MW) ablation by using the T-Prong monopole antennas. In the study, three-dimensional (3D) finite-element methods (FEM) were utilized to analyse: the tissue heat flux, temperature distributions (heating pattern) and volume destruction during MW ablation in liver cancer tissue. The configurations of T-Prong monopole antennas were considered: Three T-prong antenna, Expand T-Prong antenna and Arrow T-Prong antenna. The 3D FEMs solutions were based on Maxwell and bio-heat equations. The microwave power deliveries were 10 W; the duration of ablation in all cases was 300s. Our numerical result, heat flux and the hotspot occurred at the tip of the T-prong antenna for all cases. The temperature distribution pattern of all antennas was teardrop. The Arrow T-Prong antenna can induce the highest temperature within cancer tissue. The microwave ablation was successful when the region where the temperatures exceed 50°C (i.e. complete destruction). The Expand T-Prong antenna could complete destruction the liver cancer tissue was maximized (6.05 cm³). The ablation pattern or axial ratio (Widest/length) of Expand T-Prong antenna and Arrow T-Prong antenna was 1, but the axial ratio of Three T-prong antenna of about 1.15.

Keywords: Liver cancer, T-Prong antenna, Finite element, Microwave ablation.

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Authors: M. A. Talha, M. Osman Gani, M. Ferdows

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This paper focuses on the study of two dimensional magnetohydrodynamic (MHD) steady incompressible viscous Williamson nanofluid with exponential internal heat generation containing gyrotactic microorganism over a stretching sheet. The governing equations and auxiliary conditions are reduced to a set of non-linear coupled differential equations with the appropriate boundary conditions using similarity transformation. The transformed equations are solved numerically through spectral relaxation method. The influences of various parameters such as Williamson parameter γ, power constant λ, Prandtl number P_r, magnetic field parameter M, Peclet number P_e, Lewis number Le, Bioconvection Lewis number Lb, Brownian motion parameter Nb, thermophoresis parameter Nt, and bioconvection constant σ are studied to obtain the momentum, heat, mass and microorganism distributions. Moment, heat, mass and gyrotactic microorganism profiles are explored through graphs and tables. We computed the heat transfer rate, mass flux rate and the density number of the motile microorganism near the surface. Our numerical results are in better agreement in comparison with existing calculations. The Residual error of our obtained solutions is determined in order to see the convergence rate against iteration. Faster convergence is achieved when internal heat generation is absent. The effect of magnetic parameter M decreases the momentum boundary layer thickness but increases the thermal boundary layer thickness. It is apparent that bioconvection Lewis number and bioconvection parameter has a pronounced effect on microorganism boundary. Increasing brownian motion parameter and Lewis number decreases the thermal boundary layer. Furthermore, magnetic field parameter and thermophoresis parameter has an induced effect on concentration profiles.

Keywords: Convection flow, internal heat generation, similarity, spectral method, numerical analysis, Williamson nanofluid.

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Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

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Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration design and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic.

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Authors: Terrance Charles, Zhiyin Yang, Yiling Lu

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Heavy trucks are aerodynamically inefficient due to their un-streamlined body shapes, leading to more than of 60% engine power being required to overcome the aerodynamics drag at 60 m/hr. There are many aerodynamics drag reduction devices developed and this paper presents a study on a drag reduction device called Cross Vortex Trap Device (CVTD) deployed in the gap between the tractor and the trailer of a simplified tractor-trailer model. Numerical simulations have been carried out at Reynolds number 0.51×10⁶ based on inlet flow velocity and height of the trailer using the Reynolds-Averaged Navier-Stokes (RANS) approach. Three different configurations of CVTD have been studied, ranging from single to three slabs, equally spaced on the front face of the trailer. Flow field around three different configurations of trap device have been analysed and presented. The results show that a maximum of 12.25% drag reduction can be achieved when a triple vortex trap device is used. Detailed flow field analysis along with pressure contours are presented to elucidate the drag reduction mechanisms of CVTD and why the triple vortex trap configuration produces the maximum drag reduction among the three configurations tested.

Keywords: Aerodynamic drag, cross vortex trap device, truck, RANS.

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Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, Lévy method, third-order shell theory, state space solution.

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Authors: Leonardo A. Ambrosio, Carlos. H. Silva Santos, Ivan E. L. Rodrigues, Ayumi K. de Campos, Leandro A. Machado

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In this work, we propose an algorithm developed under Python language for the modeling of ordinary scalar Bessel beams and their discrete superpositions and subsequent calculation of optical forces exerted over dielectric spherical particles. The mathematical formalism, based on the generalized Lorenz-Mie theory, is implemented in Python for its large number of free mathematical (as SciPy and NumPy), data visualization (Matplotlib and PyJamas) and multiprocessing libraries. We also propose an approach, provided by a synchronized Software as Service (SaaS) in cloud computing, to develop a user interface embedded on a mobile application, thus providing users with the necessary means to easily introduce desired unknowns and parameters and see the graphical outcomes of the simulations right at their mobile devices. Initially proposed as a free Android-based application, such an App enables data post-processing in cloud-based architectures and visualization of results, figures and numerical tables.

Keywords: Bessel Beams and Frozen Waves, Generalized Lorenz-Mie Theory, Numerical Methods, Optical Forces.

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Authors: Marco Raciti Castelli, Ernesto Benini

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This paper presents a model for the evaluation of energy performance and aerodynamic forces acting on a small straight-bladed Darrieus-type vertical axis wind turbine depending on blade geometrical section. It consists of an analytical code coupled to a solid modeling software, capable of generating the desired blade geometry based on the desired blade design geometric parameters. Such module is then linked to a finite volume commercial CFD code for the calculation of rotor performance by integration of the aerodynamic forces along the perimeter of each blade for a full period of revolution.After describing and validating the computational model with experimental data, the results of numerical simulations are proposed on the bases of two candidate airfoil sections, that is a classical symmetrical NACA 0021 blade profile and the recently developed DU 06-W-200 non-symmetric and laminar blade profile.Through a full CFD campaign of analysis, the effects of blade geometrical section on angle of attack are first investigated and then the overall rotor torque and power are analyzed as a function of blade azimuthal position, achieving a numerical quantification of the influence of airfoil geometry on overall rotor performance.

Keywords: Wind turbine, NACA 0021, DU 06-W-200.

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Authors: Partha Sarathi Majee, S. Bhattacharyya

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Migration of a core-shell soft particle under the influence of an external electric field in an electrolyte solution is studied numerically. The soft particle is coated with a positively charged polyelectrolyte layer (PEL) and the rigid core is having a uniform surface charge density. The Darcy-Brinkman extended Navier-Stokes equations are solved for the motion of the ionized fluid, the non-linear Nernst-Planck equations for the ion transport and the Poisson equation for the electric potential. A pressure correction based iterative algorithm is adopted for numerical computations. The effects of convection on double layer polarization (DLP) and diffusion dominated counter ions penetration are investigated for a wide range of Debye layer thickness, PEL fixed surface charge density, and permeability of the PEL. Our results show that when the Debye layer is in order of the particle size, the DLP effect is significant and produces a reduction in electrophoretic mobility. However, the double layer polarization effect is negligible for a thin Debye layer or low permeable cases. The point of zero mobility and the existence of mobility reversal depending on the electrolyte concentration are also presented.

Keywords: Debye length, double layer polarization, electrophoresis, mobility reversal, soft particle.

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Authors: M. Mojtahedpoor, M. M. Doustdar

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A numerical study on the effect of side-dump angle on fuel droplets sizing and effective mass fraction have been investigated in present paper. The mass of fuel vapor inside the flammability limit is named as the effective mass fraction. In the first step we have considered a side-dump combustor with dump angle of 0o (acrossthe cylinder) and by increasing the entrance airflow velocity from 20 to 30, 40 and 50 (m/s) respectively, the mean diameter of fuel droplets sizing and effective mass fraction have been studied. After this step, we have changed the dump angle from 0o to 30o,45o and finally 60o in direction of cylinderand also we have increased the entrance airflow velocity from 20 up to 50 (m/s) with the amount of growth of 10(m/s) in each step, to examine its effects on fuel droplets sizing as well as effective mass fraction. With rise of entrance airflow velocity, these calculations are repeated in each step too. The results show, with growth of dump-angle the effective mass fraction has been decreased and the mean diameter of droplets sizing has been increased. To fulfill the calculations a modified version of KIVA-3V code which is a transient, three-dimensional, multiphase, multicomponent code for the analysis of chemically reacting flows with sprays, is used.

Keywords: Side-Dump combustor, Droplets sizing, Side-Dump angle, KIVA-3V

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Authors: Paola Gattinoni, Laura Scesi, Elena Cerino Adbin, Daniele Cremonesi

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The interaction of tunneling or mining with groundwater has become a very relevant problem not only due to the need to guarantee the safety of workers and to assure the efficiency of the tunnel drainage systems, but also to safeguard water resources from impoverishment and pollution risk. Therefore it is very important to forecast the drainage processes (i.e., the evaluation of drained discharge and drawdown caused by the excavation). The aim of this study was to know better the system and to quantify the flow drained from the Fontane mines, located in Val Germanasca (Turin, Italy). This allowed to understand the hydrogeological local changes in time. The work has therefore been structured as follows: the reconstruction of the conceptual model with the geological, hydrogeological and geological-structural study; the calculation of the tunnel inflows (through the use of structural methods) and the comparison with the measured flow rates; the water balance at the basin scale. In this way it was possible to understand what are the relationships between rainfall, groundwater level variations and the effect of the presence of tunnels as a means of draining water. Subsequently, it the effects produced by the excavation of the mining tunnels was quantified, through numerical modeling. In particular, the modeling made it possible to observe the drawdown variation as a function of number, excavation depth and different mines linings.

Keywords: Groundwater, Italy, numerical model, tunneling.

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Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

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This article illustrates a model selection management approach for virtual prototypes in interactive simulations. In those numerical simulations, the virtual prototype and its environment are modelled as a multiagent system, where every entity (prototype,human, etc.) is modelled as an agent. In particular, virtual prototyp ingagents that provide mathematical models of mechanical behaviour inform of computational methods are considered. This work argues that selection of an appropriate model in a changing environment,supported by models? characteristics, can be managed by the deter-mination a priori of specific exploitation and performance measures of virtual prototype models. As different models exist to represent a single phenomenon, it is not always possible to select the best one under all possible circumstances of the environment. Instead the most appropriate shall be selecting according to the use case. The proposed approach consists in identifying relevant metrics or indicators for each group of models (e.g. entity models, global model), formulate their qualification, analyse the performance, and apply the qualification criteria. Then, a model can be selected based on the performance prediction obtained from its qualification. The authors hope that this approach will not only help to inform engineers and researchers about another approach for selecting virtual prototype models, but also assist virtual prototype engineers in the systematic or automatic model selection.

Keywords: Virtual prototype models, domain, qualification criterion, model qualification, model assessment, environmental modelling.

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Authors: Ameleh Aghajanloo, Moharam Dolatshahi Pirouz, Masoud Montazeri Namin

Abstract:

In this paper, a two-dimensional (2D) numerical model for the tidal currents simulation in Persian Gulf is presented. The model is based on the depth averaged equations of shallow water which consider hydrostatic pressure distribution. The continuity equation and two momentum equations including the effects of bed friction, the Coriolis effects and wind stress have been solved. To integrate the 2D equations, the Alternative Direction Implicit (ADI) technique has been used. The base of equations discritization was finite volume method applied on rectangular mesh. To evaluate the model validation, a dam break case study including analytical solution is selected and the comparison is done. After that, the capability of the model in simulation of tidal current in a real field is represented by modeling the current behavior in Persian Gulf. The tidal fluctuations in Hormuz Strait have caused the tidal currents in the area of study. Therefore, the water surface oscillations data at Hengam Island on Hormoz Strait are used as the model input data. The check point of the model is measured water surface elevations at Assaluye port. The comparison between the results and the acceptable agreement of them showed the model ability for modeling marine hydrodynamic.

Keywords: Persian Gulf, Tidal Currents, Shallow Water Equations, Finite Volumes

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Authors: Taiki Baba, Tomoaki Hashimoto

Abstract:

The random dither quantization method enables us to achieve much better performance than the simple uniform quantization method for the design of quantized control systems. Motivated by this fact, the stochastic model predictive control method in which a performance index is minimized subject to probabilistic constraints imposed on the state variables of systems has been proposed for linear feedback control systems with random dither quantization. In other words, a method for solving optimal control problems subject to probabilistic state constraints for linear discrete-time control systems with random dither quantization has been already established. To our best knowledge, however, the feasibility of such a kind of optimal control problems has not yet been studied. Our objective in this paper is to investigate the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization. To this end, we provide the results of numerical simulations that verify the feasibility of stochastic model predictive control problems for linear discrete-time control systems with random dither quantization.

Keywords: Model predictive control, stochastic systems, probabilistic constraints, random dither quantization.

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Authors: H. C. Chinwenyi, H. D. Ibrahim, J. O. Adekunle

Abstract:

The incubation period is defined as the time from infection with a microorganism to development of symptoms. In this research, two disease models: one with incubation period and another without incubation period were studied. The study involves the use of a  mathematical model with a single incubation period. The test for the existence and stability of the disease free and the endemic equilibrium states for both models were carried out. The fourth order Runge-Kutta method was used to solve both models numerically. Finally, a computer program in MATLAB was developed to run the numerical experiments. From the results, we are able to show that the endemic equilibrium state of the model with incubation period is locally asymptotically stable whereas the endemic equilibrium state of the model without incubation period is unstable under certain conditions on the given model parameters. It was also established that the disease free equilibrium states of the model with and without incubation period are locally asymptotically stable. Furthermore, results from numerical experiments using empirical data obtained from Nigeria Centre for Disease Control (NCDC) showed that the overall population of the infected people for the model with incubation period is higher than that without incubation period. We also established from the results obtained that as the transmission rate from susceptible to infected population increases, the peak values of the infected population for the model with incubation period decrease and are always less than those for the model without incubation period.

Keywords: Asymptotic stability, incubation period, Routh-Hurwitz criterion, Runge Kutta method.

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Authors: Olga Kononova, Andrejs Krasnikovs , Videvuds Lapsa, Jurijs Kalinka, Angelina Galushchak

Abstract:

Post cracking behavior and load –bearing capacity of the steel fiber reinforced high-strength concrete (SFRHSC) are dependent on the number of fibers are crossing the weakest crack (bridged the crack) and their orientation to the crack surface. Filling the mould by SFRHSC, fibers are moving and rotating with the concrete matrix flow till the motion stops in each internal point of the concrete body. Filling the same mould from the different ends SFRHSC samples with the different internal structures (and different strength) can be obtained. Numerical flow simulations (using Newton and Bingham flow models) were realized, as well as single fiber planar motion and rotation numerical and experimental investigation (in viscous flow) was performed. X-ray pictures for prismatic samples were obtained and internal fiber positions and orientations were analyzed. Similarly fiber positions and orientations in cracked cross-section were recognized and were compared with numerically simulated. Structural SFRHSC fracture model was created based on single fiber pull-out laws, which were determined experimentally. Model predictions were validated by 15x15x60cm prisms 4 point bending tests.

Keywords: fibers, orientation, high strength concrete, flow

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Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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Authors: Lippong Tan, Yuenting Kwok, Ahbijit Date, Aliakbar Akbarzadeh

Abstract:

A numerical investigation has carried out to understand the melting characteristics of phase change material (PCM) in a fin type latent heat storage with the addition of embedded aluminum spiral fillers. It is known that melting performance of PCM can be significantly improved by increasing the number of embedded metallic fins in the latent heat storage system but to certain values where only lead to small improvement in heat transfer rate. Hence, adding aluminum spiral fillers within the fin gap can be an option to improve heat transfer internally. This paper presents extensive computational visualizations on the PCM melting patterns of the proposed fin-spiral fillers configuration. The aim of this investigation is to understand the PCM-s melting behaviors by observing the natural convection currents movement and melting fronts formation. Fluent 6.3 simulation software was utilized in producing twodimensional visualizations of melting fractions, temperature distributions and flow fields to illustrate the melting process internally. The results show that adding aluminum spiral fillers in Fin type latent heat storage can promoted small but more active natural convection currents and improve melting of PCM.

Keywords: Phase change material, thermal enhancement, aluminum spiral fillers, fins

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