Search results for: numerical validation

Authors: Bello Abdullahi, Yahaya M. Ibrahim, Ahmed D. Ibrahim, Kabir Bala

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Public sector tendering has traditionally been conducted using manual paper-based processes which are known to be inefficient, less transparent and more prone to manipulations and errors. The advent of the Internet and the World Wide Web has led to the development of numerous e-Tendering systems that addressed some of the problems associated with the manual paper-based tendering system. However, most of these systems rarely support the evaluation of tenders and where they do it is mostly based on the single decision maker which is not suitable in public sector tendering, where for the sake of objectivity, transparency, and fairness, it is required that the evaluation is conducted through a tender evaluation committee. Currently, in Nigeria, the public tendering process in general and the evaluation of tenders, in particular, are largely conducted using manual paper-based processes. Automating these manual-based processes to digital-based processes can help in enhancing the proficiency of public sector tendering in Nigeria. This paper is part of a larger study to develop an electronic tendering system that supports the whole tendering lifecycle based on Nigerian procurement law. Specifically, this paper presents the design and implementation of part of the system that supports group evaluation of tenders based on a technique called fuzzy multi-attributes group decision making. The system was developed using Object-Oriented methodologies and Unified Modelling Language and hypothetically applied in the evaluation of technical and financial proposals submitted by bidders. The system was validated by professionals with extensive experiences in public sector procurement. The results of the validation showed that the system called NPS-eTender has an average rating of 74% with respect to correct and accurate modelling of the existing manual tendering domain and an average rating of 67.6% with respect to its potential to enhance the proficiency of public sector tendering in Nigeria. Thus, based on the results of the validation, the automation of the evaluation process to support tender evaluation committee is achievable and can lead to a more proficient public sector tendering system.

Keywords: e-Tendering, e-Procurement, public tendering, tender evaluation, tender evaluation committee, web-based group decision support system.

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Authors: Min Ye Koo, Ji Ho Ahn, Byung Il You, Gyo Woo Lee

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Everything that is attached to the outside of the vehicle to improve the driving performance of the vehicle by changing the flow characteristics of the surrounding air or to pursue the external personality is called a tuning part. Typical tuning components include front or rear air dam, also known as spoilers, splitter, and side air dam. Particularly, the front air dam prevents the airflow flowing into the lower portion of the vehicle and increases the amount of air flow to the side and front of the vehicle body, thereby reducing lift force generation that lifts the vehicle body, and thus, improving the steering and driving performance of the vehicle. The purpose of this study was to investigate the role of anterior air dam in the flow around a sedan passenger car using computational fluid dynamics. The effects of flow velocity, trajectory of fluid particles on static pressure distribution and pressure distribution on body surface were investigated by varying flow velocity and size of air dam. As a result, it has been confirmed that the front air dam improves the flow characteristics, thereby reducing the generation of lift force of the vehicle, so it helps in steering and driving characteristics.

Keywords: Numerical study, computational fluid dynamics, air dam, tuning parts, drag, lift force.

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Authors: Lei Zhang, Wen-jun Ruan, Hao Wang, Peng-xin Wang

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The source of the jet noise is generated by rocket exhaust plume during rocket engine testing. A domain decomposition approach is applied to the jet noise prediction in this paper. The aerodynamic noise coupling is based on the splitting into acoustic sources generation and sound propagation in separate physical domains. Large Eddy Simulation (LES) is used to simulate the supersonic jet flow. Based on the simulation results of the flow-fields, the jet noise distribution of the sound pressure level is obtained by applying the Ffowcs Williams-Hawkings (FW-H) acoustics equation and Fourier transform. The calculation results show that the complex structures of expansion waves, compression waves and the turbulent boundary layer could occur due to the strong interaction between the gas jet and the ambient air. In addition, the jet core region, the shock cell and the sound pressure level of the gas jet increase with the nozzle size increasing. Importantly, the numerical simulation results of the far-field sound are in good agreement with the experimental measurements in directivity.

Keywords: Supersonic gas jet, Large Eddy Simulation(LES), acoustic noise, Ffowcs Williams-Hawkings (FW-H) equations, nozzle size.

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Authors: J. Hrabovský, M. Chabičovský, J. Horský

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Water spray cooling is a technique typically used in heat treatment and other metallurgical processes where controlled temperature regimes are required. Water spray cooling is used in static (without movement) or dynamic (with movement of the steel plate) regimes. The static regime is notable for the fixed position of the hot steel plate and fixed spray nozzle. This regime is typical for quenching systems focused on heat treatment of the steel plate. The second application of spray cooling is the dynamic regime. The dynamic regime is notable for its static section cooling system and moving steel plate. This regime is used in rolling and finishing mills. The fixed position of cooling sections with nozzles and the movement of the steel plate produce nonhomogeneous water distribution on the steel plate. The length of cooling sections and placement of water nozzles in combination with the nonhomogeneity of water distribution lead to discontinued or interrupted cooling conditions. The impact of static and dynamic regimes on cooling intensity and the heat transfer coefficient during the cooling process of steel plates is an important issue. Heat treatment of steel is accompanied by oxide scale growth. The oxide scale layers can significantly modify the cooling properties and intensity during the cooling. The combination of static and dynamic (section) regimes with the variable thickness of the oxide scale layer on the steel surface impact the final cooling intensity. The study of the influence of the oxide scale layers with different cooling regimes was carried out using experimental measurements and numerical analysis. The experimental measurements compared both types of cooling regimes and the cooling of scale-free surfaces and oxidized surfaces. A numerical analysis was prepared to simulate the cooling process with different conditions of the section and samples with different oxide scale layers.

Keywords: Heat transfer coefficient, numerical analysis, oxide layer, spray cooling.

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Authors: Marcelo Hayashi, João Lima, Bruno Chieregatti, Ernani Volpe

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The adjoint method has been used as a successful tool to obtain sensitivity gradients in aerodynamic design and optimisation for many years. This work presents an alternative approach to the continuous adjoint formulation that enables one to compute gradients of a given measure of merit with respect to control parameters other than those pertaining to geometry. The procedure is then applied to the steady 2–D compressible Euler and incompressible Navier–Stokes flow equations. Finally, the results are compared with sensitivities obtained by finite differences and theoretical values for validation.

Keywords: Adjoint method, optimisation, non–geometric sensitivities, boundary conditions.

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Authors: Ljubomir Nikolic, Larisa Trichtchenko

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The connection between solar activity and adverse phenomena in the Earth’s environment that can affect space and ground based technologies has spurred interest in Space Weather (SW) research. A great effort has been put on the development of suitable models that can provide advanced forecast of SW events. With the progress in computational technology, it is becoming possible to develop operational large scale physics based models which can incorporate the most important physical processes and domains of the Sun-Earth system. In order to enhance our SW prediction capabilities we are developing advanced numerical tools. With operational requirements in mind, our goal is to develop a modular simulation framework of propagation of the disturbances from the Sun through interplanetary space to the Earth. Here, we report and discuss on the development of coronal field and solar wind components for a large scale MHD code. The model for these components is based on a potential field source surface model and an empirical Wang-Sheeley-Arge solar wind relation. 

Keywords: Space weather, numerical modeling, coronal field, solar wind.

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Authors: Hong Son Hoang, Remy Baraille

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This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.

Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.

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Authors: Boutahar Lhoucine, El Bikri Khalid, Benamar Rhali

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

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

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Authors: Indunil Jayatilake, Warna Karunasena

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Fiber Reinforced Polymer (FRP) composites enjoy an array of applications ranging from aerospace, marine and military to automobile, recreational and civil industry due to their outstanding properties. A structural glass fiber reinforced polymer (GFRP) composite sandwich panel made from E-glass fiber skin and a modified phenolic core has been manufactured in Australia for civil engineering applications. One of the major mechanisms of damage in FRP composites is skin-core debonding. The presence of debonding is of great concern not only because it severely affects the strength but also it modifies the dynamic characteristics of the structure, including natural frequency and vibration modes. This paper deals with the investigation of the dynamic characteristics of a GFRP beam with single and multiple debonding by finite element based numerical simulations and analyses using the STRAND7 finite element (FE) software package. Three-dimensional computer models have been developed and numerical simulations were done to assess the dynamic behavior. The FE model developed has been validated with published experimental, analytical and numerical results for fully bonded as well as debonded beams. A comparative analysis is carried out based on a comprehensive parametric investigation. It is observed that the reduction in natural frequency is more affected by single debonding than the equally sized multiple debonding regions located symmetrically to the single debonding position. Thus it is revealed that a large single debonding area leads to more damage in terms of natural frequency reduction than isolated small debonding zones of equivalent area, appearing in the GFRP beam. Furthermore, the extents of natural frequency shifts seem mode-dependent and do not seem to have a monotonous trend of increasing with the mode numbers.

Keywords: Debonding, dynamic response, finite element modelling, FRP beams.

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Authors: Shams-Ul-Islam, Hamid Rahman, Waqas Sarwar Abbasi

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Numerical calculations of flow around a square cylinder are presented using the multi-relaxation-time lattice Boltzmann method at Reynolds number 150. The effects of upstream locations, downstream locations and blockage are investigated systematically. A detail analysis are given in terms of time-trace analysis of drag and lift coefficients, power spectra analysis of lift coefficient, vorticity contours visualizations and phase diagrams. A number of physical quantities mean drag coefficient, drag coefficient, Strouhal number and root-mean-square values of drag and lift coefficients are calculated and compared with the well resolved experimental data and numerical results available in open literature. The results had shown that the upstream, downstream and height of the computational domain are at least 7.5, 37.5 and 12 diameters of the cylinder, respectively.

Keywords: Grid independence, Multi-relaxation-time lattice Boltzmann method, Physical quantities, Square cylinder, Vorticity contours visualizations.

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Authors: Maryam Khazaei Pool, Lori Lewis

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This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions including Burgers equation, spline functions, and B-spline functions are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ Equation, Septic B-spline, Modified Cubic B-Spline Differential Quadrature Method, Exponential Cubic B-Spline Technique, B-Spline Galerkin Method, and Quintic B-Spline Galerkin Method.

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Authors: A. Ghaffari, A. S. Mostafavi

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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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Authors: A. Bayoumi, M. Abdallah, F. Hage Chehade

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Structures on the ground surface bear impact from the tunneling-induced settlement, especially when twin tunnels are constructed. The tunneling influence on the structure is considered as a critical issue based on the construction procedure and relative position of tunnels. Lebanon is suffering from a traffic phenomenon caused by the lack of transportation systems. After several traffic counts and geotechnical investigations in Beirut city, efforts aim for the construction of tunneling systems. In this paper, we present a non-linear numerical modeling of the effect of the twin tunnels constructions on the structures located at soil surface for a particular site in Beirut. A parametric study, which concerns the geometric configuration of tunnels, the distance between their centers, the construction order, and the position of the structure, is performed. The tunnel-soil-structure interaction is analyzed by using the non-linear finite element modeling software PLAXIS 2D. The results of the surface settlement and the bending moment of the structure reveal significant influence when the structure is moved away, especially in vertical aligned tunnels.

Keywords: Bending moment, construction procedure, elastic modulus, relative position, soil, structure location, surface settlement, twin tunnels.

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Authors: Edward A. Osifodunrin, Jose Manuel Dias Lopes

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In Nigeria, enormous efforts/resources had, over the years, been expended on promoting financial inclusion (FI); however, it is seemingly discouraging that many of its self-declared targets on FI remained unachieved, especially amongst the Rural Dwellers and Actors in the Informal Sectors (RDAIS). Expectedly, many reasons had been earmarked for these failures: low literacy level, huge informal/rural sectors etc. This study posits that in spite of these truly-debilitating factors, these FI policy failures could have been avoided or mitigated if the principles of active and better-managed citizens’ participation had been strictly followed in the (re)design/implementation of its FI policies. In other words, in a bid to mitigate the prevalent financial exclusion (FE) in Nigeria, this study hypothesizes the significant positive impact of involving the RDAIS in policy-wide decision making in the FI domain, backed by a preliminary empirical validation. Also, the study introduces the RDAIS-focused Participatory Financial Inclusion Policy (PFIP) as a major FI policy regeneration/improvement tool. The three categories of respondents that served as research subjects are FI experts in Nigeria (n = 72), RDAIS from the very rural/remote village of Unguwar Dogo in Northern Nigeria (n = 43) and RDAIS from another rural village of Sekere (n = 56) in the Southern region of Nigeria. Using survey design (5-point Likert scale questionnaires), random/stratified sampling, and descriptive/inferential statistics, the study often recorded independent consensus (amongst these three categories of respondents) that RDAIS’s active participation in iterative FI policy initiation, (re)design, implementation, (re)evaluation could indeed give improved FI outcomes. However, few questionnaire items also recorded divergent opinions and various statistically (in)significant differences on the mean scores of these three categories. The PFIP (or any customized version of it) should then be carefully integrated into the NFIS of Nigeria (and possibly in the NFIS of other developing countries) to truly/fully provide FI policy integration for these excluded RDAIS and arrest the prevalence of FE.

Keywords: Citizens’ participation, development, financial inclusion, formal financial services, national financial inclusion strategy, participatory financial inclusion policy, rural dwellers and actors in the informal sectors.

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Authors: Joanna M. Dulińska, Maria Fabijańska

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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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Authors: V. Lukášová, P. Peukert, V. Votrubec

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Thermal conductivity in the x, y and z-directions was measured on a pultruded profile that was manufactured by the technology of pulling from glass fibers and a polyester matrix. The results of measurements of thermal conductivity showed considerable variability in different directions. The caused variability in thermal conductivity was expected due fraction variations. The cross-section of the pultruded profile was scanned. An image analysis illustrated an uneven distribution of the fibers and the matrix in the cross-section. The distribution of these inequalities was processed into a Voronoi diagram in the observed area of the pultruded profile cross-section. In order to verify whether the variation of the fiber volume fraction in the pultruded profile can affect its thermal conductivity, the numerical simulations in the ANSYS Fluent were performed. The simulation was based on the geometry reconstructed from image analysis. The aim is to quantify thermal conductivity numerically. Above all, images with different volume fractions were chosen. The results of the measured thermal conductivity were compared with the calculated thermal conductivity. The evaluated data proved a strong correlation between volume fraction and thermal conductivity of the pultruded profile. Based on presented results, a modification of production technology may be proposed.

Keywords: Numerical simulation, pultruded profile, volume fraction, thermal conductivity.

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Authors: N. Yagnesh Sharma, K. Vasudeva Karanth

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The flow field in a centrifugal fan is highly complex with flow reversal taking place on the suction side of impeller and diffuser vanes. Generally performance of the centrifugal fan could be enhanced by judiciously introducing splitter vanes so as to improve the diffusion process. An extensive numerical whole field analysis on the effect of splitter vanes placed in discrete regions of suspected separation points is possible using CFD. This paper examines the effect of splitter vanes corresponding to various geometrical locations on the impeller and diffuser. The analysis shows that the splitter vanes located near the diffuser exit improves the static pressure recovery across the diffusing domain to a larger extent. Also it is found that splitter vanes located at the impeller trailing edge and diffuser leading edge at the mid-span of the circumferential distance between the blades show a marginal improvement in the static pressure recovery across the fan. However, splitters provided near to the suction side of the impeller trailing edge (25% of the circumferential gap between the impeller blades towards the suction side), adversely affect the static pressure recovery of the fan.

Keywords: Splitter vanes, Flow separation, Sliding mesh, Unsteady analysis, Recirculation zone, Jets and wakes.

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Authors: M. A. Serag-Eldin

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The paper presents the results of simple measurements conducted on a model of a wind-driven venturi-type room ventilator. The ventilator design is new and was developed employing mathematical modeling. However, the computational model was not validated experimentally for the particular application considered. The paper presents the performance of the ventilator model under laboratory conditions, for five different wind tunnel speeds. The results are used to both demonstrate the effectiveness of the new design and to validate the computational model employed to develop it.

Keywords: Venturi-flow, ventilation, Wind-energy, Wind flow.

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Authors: S. Khali, R. Nebbali, K. Bouhadef

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A numerical investigation is performed for non Newtonian fluids flow between two concentric cylinders. The D2Q9 lattice Boltzmann model developed from the Bhatangar-Gross-Krook (LBGK) approximation is used to obtain the flow field for fluids obeying to the power-law model. The inner and outer cylinders rotate in the same and the opposite direction while the end walls are maintained at rest. The combined effects of the Reynolds number (Re) of the inner and outer cylinders, the radius ratio (η) as well as the power-law index (n) on the flow characteristics are analyzed for an annular space of a finite aspect ratio (Γ). Two flow modes are obtained: a primary mode (laminar stable regime) and a secondary mode (laminar unstable regime). The so obtained flow structures are different from one mode to another. The transition critical Reynolds number Re_c from the primary to the secondary mode is analyzed for the co-courant and counter-courant flows. This critical value increases as n increases. The prediction of the swirling flow of non Newtonians fluids in axisymmetric geometries is shown in the present work.

Keywords: Taylor-Couette flows, non Newtonian fluid, Lattice Boltzmann method.

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Authors: Mahmoud Hassanlourad, Mehran Naghizadehrokni, Vahid Molaei

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In this study, the seismic behavior of a shallow tunnel with square cross section is investigated in a two layered and elastic heterogeneous environment using numerical method. To do so, FLAC finite difference software was used. Behavioral model of the ground and tunnel structure was assumed linear elastic. Dynamic load was applied to the model for 0.2 seconds from the bottom in form of a square pulse with maximum acceleration of 1 m/s². The interface between the two layers was considered at three different levels of crest, middle, and bottom of the tunnel. The stiffness of the two upper and lower layers was considered to be varied from 10 MPa to 1000 MPa. Deformation of cross section of the tunnel due to dynamic load propagation, as well as the values of axial force and bending moment created in the tunnel structure, were examined in the three states mentioned above. The results of analyses show that heterogeneity of the environment, its stratification, and positioning of the interface of the two layers with respect to tunnel height and the stiffness ratio of the two layers have significant effects on the value of bending moment, axial force, and distortion of tunnel cross-section.

Keywords: Dynamic analysis, shallow-buried tunnel, two-layered ground.

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Authors: A. Shahsavari, M. Nili-Ahmadabadi

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This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: One dimensional design, deHaller number, radial equilibrium, transonic compressor.

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Authors: Zia R. Tahir, P. Mandal

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A numerical study is presented on buckling and post buckling behaviour of laminated carbon fiber reinforced plastic (CFRP) thin-walled cylindrical shells under axial compression using asymmetric meshing technique (AMT). Asymmetric meshing technique is a perturbation technique to introduce disturbance without changing geometry, boundary conditions or loading conditions. Asymmetric meshing affects predicted buckling load, buckling mode shape and post-buckling behaviour. Linear (eigenvalue) and nonlinear (Riks) analyses have been performed to study the effect of asymmetric meshing in the form of a patch on buckling behaviour. The reduction in the buckling load using Asymmetric meshing technique was observed to be about 15%. An isolated dimple formed near the bifurcation point and the size of which increased to reach a stable state in the post-buckling region. The load-displacement curve behaviour applying asymmetric meshing is quite similar to the curve obtained using initial geometric imperfection in the shell model.

Keywords: CFRP Composite Cylindrical Shell, Finite Element Analysis, Perturbation Technique, Asymmetric Meshing Technique, Linear Eigenvalue analysis, Non-linear Riks Analysis

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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: Rajneesh Rani, Renu Dhir, G. S. Lehal

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Script identification is one of the challenging steps in the development of optical character recognition system for bilingual or multilingual documents. In this paper an attempt is made for identification of English numerals at word level from Punjabi documents by using Gabor features. The support vector machine (SVM) classifier with five fold cross validation is used to classify the word images. The results obtained are quite encouraging. Average accuracy with RBF kernel, Polynomial and Linear Kernel functions comes out to be greater than 99%.

Keywords: Script identification, gabor features, support vector machines.

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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

Abstract:

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

Abstract:

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

Abstract:

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: Abdelhadi Lotfi, Abdelkader Benyettou

Abstract:

In this work, a training algorithm for probabilistic neural networks (PNN) is presented. The algorithm addresses one of the major drawbacks of PNN, which is the size of the hidden layer in the network. By using a cross-validation training algorithm, the number of hidden neurons is shrunk to a smaller number consisting of the most representative samples of the training set. This is done without affecting the overall architecture of the network. Performance of the network is compared against performance of standard PNN for different databases from the UCI database repository. Results show an important gain in network size and performance.

Keywords: Classification, probabilistic neural networks, network optimization, pattern recognition.

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