Search results for: aerodynamic simulation

Authors: L. Grinis, V. Haslavsky, U. Tzadka

Abstract:

This paper describes an experimental, theoretical model and numerical study of concentrated vortex flow past a sphere in a hydraulic check valve. The phenomenon of the rotation of the ball around the axis of the device through which liquid flows has been found. That is, due to the rotation of the sphere in the check valve vibration is caused. We observe the rotation of the sphere around the longitudinal axis of the check valve. This rotation is induced by a vortex shedding from the sphere. We will discuss computational simulation and experimental investigations of this strong sphere rotation. The frequency of the sphere vibration and interaction with the check valve wall has been measured as a function of the wide range Reynolds Number. The validity of the computational simulation and of the assumptions on which it is based has been proved experimentally. This study demonstrates the possibility to control the vibrations in a hydraulic system and proves to be very effective suppression of the self-excited vibration.

Keywords: Check-valve, vibration, vortex shedding

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Authors: N. M. M. Ammar, S. M. Mustaqim, N. M. Nadzir

Abstract:

The most important problem occurs on oil spills in sea water is to reduce the oil spills size. This study deals with the development of high pressurized nozzle using dispersion method for oil leakage in offshore. 3D numerical simulation results were obtained using ANSYS Fluent 13.0 code and correlate with the experimental data for validation. This paper studies the contribution of the process on flow speed and pressure of the flow from two different geometrical designs of nozzles and to generate a spray pattern suitable for dispersant application. Factor of size distribution of droplets generated by the nozzle is calculated using pressures ranging from 2 to 6 bars. Results obtain from both analyses shows a significant spray pattern and flow distribution as well as distance. Results also show a significant contribution on the effect of oil leakage in terms of the diameter of the oil spills break up.

Keywords: Arc Nozzle, CFD simulation, Droplets, Oil Spills.

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Authors: G. Bal, D. Uygun

Abstract:

This paper describes the design and modeling procedure of a novel 5-phase segment type switched reluctance motor (ST-SRM) under simultaneous two-phase (bipolar) excitation of windings. The rotor cores of ST-SRM are embedded in an aluminum block as well as to improve the performance characteristics. The magnetic circuit of the produced ST-SRM is constructed so that the magnetic flux paths are short and exclusive to each phase, thereby minimizing the commutation switching and eddy current losses in the laminations. The design and simulation principles presented apply primarily to conventional SRM and ST-SRM. It is proved that the novel 5-phase switched reluctance motor under two-phase excitation is superior among the criteria used in comparison. The purposed model is particularly well suited for high torque and weight constrained applications such as automobiles, aerospace and military applications.

Keywords: Segmental Rotor Pairs, Two-phase Excitation, Commutation Switching, Aluminum Block.

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Authors: S Kalyani, K Shanti Swarup

Abstract:

Power System Security is a major concern in real time operation. Conventional method of security evaluation consists of performing continuous load flow and transient stability studies by simulation program. This is highly time consuming and infeasible for on-line application. Pattern Recognition (PR) is a promising tool for on-line security evaluation. This paper proposes a Support Vector Machine (SVM) based binary classification for static and transient security evaluation. The proposed SVM based PR approach is implemented on New England 39 Bus and IEEE 57 Bus systems. The simulation results of SVM classifier is compared with the other classifier algorithms like Method of Least Squares (MLS), Multi- Layer Perceptron (MLP) and Linear Discriminant Analysis (LDA) classifiers.

Keywords: Static Security, Transient Security, Pattern Recognition, Classifier, Support Vector Machine.

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Authors: Masoud Madadelahi, Amir Shamloo, Seyedeh Sara Salehi

Abstract:

Previously, some materials like solid metals and their alloys have been used as implants in human’s body. In order to amend fixation of these artificial hard human tissues, some porous structures have been introduced. In this way, tissues in vicinity of the porous structure can be attached more easily to the inserted implant. In particular, the porous bone scaffolds are useful since they can deliver important biomolecules like growth factors and proteins. This study focuses on the properties of the degradable porous hard tissues using a three-dimensional numerical Finite Element Method (FEM). The most important studied properties of these structures are diffusivity flux and concentration of different species like glucose, oxygen, and lactate. The process of cells migration into the scaffold is considered as a diffusion process, and related parameters are studied for different values of production/consumption rates.

Keywords: Bone scaffolds, diffusivity, numerical simulation, tissue engineering.

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Authors: B. Alamsari, S. Torii, A. Trianto, Y. Bindar

Abstract:

Isobaric and cooling zone of iron ore reactor have been simulated. In this paper, heat and mass transfer equation are formulated to perform the temperature and concentration of gas and solid phase respectively. Temperature profile for isobaric zone is simulated on the range temperature of 873-1163K while cooling zone is simulated on the range temperature of 733-1139K. The simulation results have a good agreement with the plant data. Total carbon formation in the isobaric zone is only 30% of total carbon contained in the sponge iron product. The formation of Fe3C in isobaric zone reduces metallization degree up to 0.58% whereas reduction of metallization degree in cooling zone up to 1.139%. The decreasing of sponge iron temperature in the isobaric and cooling zone is around 300 K and 600 K respectively.

Keywords: Mathematical Model, Iron Ore Reactor, Cooling Zone, Isobaric zone.

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Authors: Gung-Hun Jung, Jong-Hee Park

Abstract:

In this paper, we develop a Spatio-Temporal graph as of a key component of our knowledge representation Scheme. We design an integrated representation Scheme to depict not only present and past but future in parallel with the spaces in an effective and intuitive manner. The resulting multi-dimensional comprehensive knowledge structure accommodates multi-layered virtual world developing in the time to maximize the diversity of situations in the historical context. This knowledge representation Scheme is to be used as the basis for simulation of situations composing the virtual world and for implementation of virtual agents' knowledge used to judge and evaluate the situations in the virtual world. To provide natural contexts for situated learning or simulation games, the virtual stage set by this Spatio-Temporal graph is to be populated by agents and other objects interrelated and changing which are abstracted in the ontology.

Keywords: Ontology, Virtual Reality, Spatio-Temporal graph.

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Authors: L. V. Fui, A. Ulugbek, S. S. Dol

Abstract:

The in-cylinder flow and mixture formations are significant in view of today’s increasing concern on environmental issues and stringent emission regulations. In this paper, the numerical simulations of a SI engine at different engine speeds (2000-5000 rpm) at fixed intake flow pressure of 1 bar are studied using the AVL FIRE software. The simulation results show that when the engine speed at fixed intake flow pressure is increased, the volumetric efficiency of the engine decreases. This is due to a richer fuel conditions near the engine cylinder wall when engine speed is increased. Significant effects of impingement are also noted on the upper and side walls of the engine cylinder. These variations in mixture formation before ignition could affect the thermodynamics efficiency and specific fuel consumption that would lead to a reduced engine performance.

Keywords: AVL FIRE, fuel mass, IC engine, LES, RANS, turbulent intensity.

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Authors: K. Ranjani, M. Raja, B. Anitha

Abstract:

In this paper, ANN controller for maximum power point tracking of photovoltaic (PV) systems is proposed and PV modeling is discussed. Maximum power point tracking (MPPT) methods are used to maximize the PV array output power by tracking continuously the maximum power point. ANN controller with hill-climbing algorithm offers fast and accurate converging to the maximum operating point during steady-state and varying weather conditions compared to conventional hill-climbing. The proposed algorithm gives a good maximum power operation of the PV system. Simulation results obtained are presented and compared with the conventional hill-climbing algorithm. Simulation results show the effectiveness of the proposed technique.

Keywords: Artificial neural network (ANN), hill-climbing, maximum power-point tracking (MPPT), photovoltaic.

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Authors: Keyvan Shahgholian, Hamid Hajihosseini

Abstract:

The significance of environmental protection is wellknown in today's world. The execution of any program depends on sufficient knowledge and required familiarity with environment and its pollutants. Taking advantage of a systematic method, as a new science, in environmental planning can solve many problems. In this article, air pollution in Tehran and its relationship with health and population growth have been analyzed using dynamic systems. Firstly, by using casual loops, the relationship between the parameters effective on air pollution in Tehran were taken into consideration, then these casual loops were turned into flow diagrams [6], and finally, they were simulated using the software Vensim [16]in order to conclude what the effect of each parameter will be on air pollution in Tehran in the next 10 years, how changing of one or more parameters influences other parameters, and which parameter among all other parameters requires to be controlled more.

Keywords: Air pollutions, Simulation, System Dynamics, Tehran, Vensim.

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Authors: B. Lonla Moffo, J. Mbihi, L. Nneme Nneme

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In this paper, a low cost duty-cycle modulation scheme is studied in depth and compared to the standard pulse width modulation technique. Using a mix of analytical reasoning and electronics simulation tools, it is shown that under the same operating conditions, most characteristics of the proposed duty-cycle modulation scheme are better than those provided by a standard pulse width modulation technique. The simulation results obtained when testing both modulation control policies on prototyping systems, indicate that the proposed duty-cycle modulation approach, appears to be a high quality control policy in a wide variety of application areas, including A/D and D/A conversion, signal transmission and switching control in power electronics.

Keywords: Duty-cycle Modulation, Operational amplifiers, Pulse width modulation, Power electronics, Signal processing.

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Authors: Qiong He, S. Thomas Ng

Abstract:

Upgrading the thermal performance of building envelope of existing residential buildings is an effective way to reduce heat gain or heat loss. Overhang device is a common solution for building envelope improvement as it can cut down solar heat gain and thereby can reduce the energy used for space cooling in summer time. Despite that, overhang can increase the demand for indoor heating in winter due to its function of lowering the solar heat gain. Obviously, overhang has different impacts on energy use in different climatic zones which have different energy demand. To evaluate the impact of overhang device on building energy performance under different climates of China, an energy analysis model is built up in a computer-based simulation program known as DesignBuilder based on the data of a typical high-rise residential building. The energy simulation results show that single overhang is able to cut down around 5% of the energy consumption of the case building in the stand-alone situation or about 2% when the building is surrounded by other buildings in regions which predominantly rely on space cooling though it has no contribution to energy reduction in cold region. In regions with cold summer and cold winter, adding overhang over windows can cut down around 4% and 1.8% energy use with and without adjoining buildings, respectively. The results indicate that overhang might not an effective shading device to reduce the energy consumption in the mixed climate or cold regions.

Keywords: Overhang, energy analysis, computer-based simulation, high-rise residential building, mutual shading, climate.

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Authors: Shigenori Togashi, Mitsuhiro Matsuzawa

Abstract:

A pilot plant for continuous flow microwave-assisted chemical reaction combined with microreactors was developed and water heating tests were conducted for evaluation of the developed plant. We developed a microwave apparatus having a single microwave generator that can heat reaction solutions in four reaction fields simultaneously in order to increase throughput. We also designed a four-branch waveguide using electromagnetic simulation, and found that the transmission efficiency at 99%. Finally, we developed the pilot plant using the developed microwave apparatus and conducted water heating tests. The temperatures in the respective reaction fields were controlled within ±1.1 K at 353.2 K. Moreover, the energy absorption rates by the water were about 90% in the respective reaction fields, whereas the energy absorption rate was about 40% when 100 cm3 of water was heated by a commercially available multimode microwave chemical reactor.

Keywords: Microwave, Microreactor, Heating, Electromagnetic Simulation

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Authors: Han-Soo Kim, Jae-Gyun Ahn, Hyo-Seung Ahn

Abstract:

Though nonlinear dynamic analysis using a specialized hydro-code such as AUTODYN is accurate and useful tool for progressive collapse assessment of a multi-story building subjected to blast load, it takes too much time to be applied to a practical simulation of progressive collapse of a tall building. In this paper, blast analysis of a RC frame structure using a simplified model with Reinforcement Contact technique provided in Ansys Workbench was introduced and investigated on its accuracy. Even though the simplified model has a fraction of elements of the detailed model, the simplified model with this modeling technique shows similar structural behavior under the blast load to the detailed model. The proposed modeling method can be effectively applied to blast loading progressive collapse analysis of a RC frame structure.

Keywords: Autodyn, Blast Load, Progressive Collapse, Reinforcement Contact.

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Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz

Abstract:

Estimation of a proportion has many applications in economics and social studies. A common application is the estimation of the low income proportion, which gives the proportion of people classified as poor into a population. In this paper, we present this poverty indicator and propose to use the logistic regression estimator for the problem of estimating the low income proportion. Various sampling designs are presented. Assuming a real data set obtained from the European Survey on Income and Living Conditions, Monte Carlo simulation studies are carried out to analyze the empirical performance of the logistic regression estimator under the various sampling designs considered in this paper. Results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the customary estimator under the various sampling designs considered in this paper. The stratified sampling design can also provide more accurate results.

Keywords:

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Authors: Solyman Sharifi, Naghdali Choupani

Abstract:

Adhesively bonded joints are preferred over the conventional methods of joining such as riveting, welding, bolting and soldering. Some of the main advantages of adhesive joints compared to conventional joints are the ability to join dissimilar materials and damage-sensitive materials, better stress distribution, weight reduction, fabrication of complicated shapes, excellent thermal and insulation properties, vibration response and enhanced damping control, smoother aerodynamic surfaces and an improvement in corrosion and fatigue resistance. This paper presents the behavior of adhesively bonded joints subjected to combined thermal loadings, using the numerical methods. The joint configuration considers aluminum as central adherend with six different outer adherends including aluminum, steel, titanium, boronepoxy, unidirectional graphite-epoxy and cross-ply graphite-epoxy and epoxy-based adhesives. Free expansion of the joint in x direction was permitted and stresses in adhesive layer and interfaces calculated for different adherends.

Keywords: Thermal stress, patch repair, Adhesive joint, Finiteelement analysis.

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Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of thermal oil-water two-phase emulsion flows in pipes. The set of the mass, momentum and enthalpy conservation equations for the continuous fluid and droplet phases are solved. Two friction correlations for the continuous fluid phase to wall friction are accounted for in the model and tested. The aerodynamic drag force between the continuous fluid phase and droplets is modeled, too. The density and viscosity of both phases are assumed to be constant due to adiabatic experimental conditions. The proposed mathematical model is validated on the experimental measurements of oil-water emulsion flows in horizontal pipe [1,2]. Numerical analysis on single- and two-phase oil-water flows in a pipe is presented in the paper. The continuous oil flow having water droplets is simulated. Predictions, which are performed by using the presented model, show excellent agreement with the experimental data if the water fraction is equal or less than 10%. Disagreement between simulations and measurements is increased if the water fraction is larger than 10%.

Keywords: Mathematical model, Oil-Water, Pipe flows.

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Authors: Valery Vodovozov, Zoja Raud, Tõnu Lehtla

Abstract:

This paper describes the design considerations of an experimental setup for research and exploring the drives of batteryfed electric vehicles. Effective setup composition and its components are discussed. With experimental setup described in this paper, durability and functional tests can be procured to the customers. Multiple experiments are performed in the form of steady-state system exploring, acceleration programs, multi-step tests (speed control, torque control), load collectives or close-to-reality driving tests (driving simulation). Main focus of the functional testing is on the measurements of power and energy efficiency and investigations in driving simulation mode, which are used for application purposes. In order to enable the examination of the drive trains beyond standard modes of operation, different other parameters can be studied also.

Keywords: Electric drive, electric vehicle, propulsion, test bench.

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Authors: Suparat Niwitpong

Abstract:

Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

Keywords: Confidence interval, generalized confidence interval, the closed form method of variance estimation, variance.

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Authors: Kyung-Jung Lee, Hyun-Sik Ahn

Abstract:

This paper suggests a design methodology for the hardware and software of the electronic control unit (ECU) of safety-critical vehicle applications such as braking and steering. The architecture of the hardware is a high integrity system such thatit incorporates a high performance 32-bit CPU and a separate peripheral controlprocessor (PCP) together with an external watchdog CPU. Communication between the main CPU and the PCP is executed via a common area of RAM and events on either processor which are invoked by interrupts. Safety-related software is also implemented to provide a reliable, self-testing computing environment for safety critical and high integrity applications. The validity of the design approach is shown by using the hardware-in-the-loop simulation (HILS)for electric power steering(EPS) systemswhich consists of the EPS mechanism, the designed ECU, and monitoring tools.

Keywords: Electronic control unit, electric power steering, functional safety, hardware-in-the-loop simulation.

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Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

Abstract:

This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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Authors: Igor Astrov, Mikhail Pikkov

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the neural control of depth flight of an autonomous underwater vehicle (AUV). Constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. With the SA strategy, we proposed a multirate neural control of an AUV trajectory using neural network model reference controller for a nontrivial mid-small size AUV "r2D4" stochastic model. This control system has been demonstrated and evaluated by simulation of diving maneuvers using software package Simulink. From the simulation results it can be seen that the chosen AUV model is stable in the presence of high noise, and also can be concluded that the fast SA of similar AUV systems with economy in energy of batteries can be asserted during the underwater missions in search-and-rescue operations.

Keywords: Autonomous underwater vehicles, multirate systems, neurocontrollers, situational awareness.

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Authors: Kyoungwoo Park, Byeong Sam Kim, Juhee Lee, Kwang Soo Kim

Abstract:

The Prediction of aerodynamic characteristics and shape optimization of airfoil under the ground effect have been carried out by integration of computational fluid dynamics and the multiobjective Pareto-based genetic algorithm. The main flow characteristics around an airfoil of WIG craft are lift force, lift-to-drag ratio and static height stability (H.S). However, they show a strong trade-off phenomenon so that it is not easy to satisfy the design requirements simultaneously. This difficulty can be resolved by the optimal design. The above mentioned three characteristics are chosen as the objective functions and NACA0015 airfoil is considered as a baseline model in the present study. The profile of airfoil is constructed by Bezier curves with fourteen control points and these control points are adopted as the design variables. For multi-objective optimization problems, the optimal solutions are not unique but a set of non-dominated optima and they are called Pareto frontiers or Pareto sets. As the results of optimization, forty numbers of non- dominated Pareto optima can be obtained at thirty evolutions.

Keywords: Aerodynamics, Shape optimization, Airfoil on WIGcraft, Genetic algorithm, Computational fluid dynamics (CFD).

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Authors: Hassan Faraji Baghtash

Abstract:

In this paper, a low voltage high performance current mirror is presented. Its most important specifications, which are improved in this work, are analyzed and formulated proving that it has such outstanding merits as: Very low input resistance of 26mΩ, very wide current dynamic range of 8 decades from 10pA to 1mA (160dB) together with an extremely low current copy error of less than 0.6ppm, and very low input and output voltages. Furthermore, the proposed current mirror bandwidth is 944MHz utilizing very low power consumption (267μW) and transistors count. HSPICE simulation results are performed using TSMC 0.18μm CMOS technology utilizing 1.8V single power supply, confirming the theoretically proved outstanding performance of the proposed current mirror. Monte Carlo simulation of its most important parameter is also examined showing its sufficiently resistance against technology process variations.

Keywords: Current mirror/source, high accuracy, low voltage, wide dynamic range.

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Authors: K. Fraňa, M. Müller, F. Lemfeld

Abstract:

The objective of this paper is to present a research study of the convectors that are used for heating or cooling of the living room or industrial halls. The key points are experimental measurement and comprehensive numerical simulation of the flow coming throughout the part of the convector such as heat exchanger, input from the fan etc.. From the obtained results, the components of the convector are optimized in sense to increase thermal power efficiency due to improvement of heat convection or reduction of air drag friction. Both optimized aspects are leading to the more effective service conditions and to energy saving. The significant part of the convector research is a design of the unique measurement laboratory and adopting measure techniques. The new laboratory provides possibility to measure thermal power efficiency and other relevant parameters under specific service conditions of the convectors.

Keywords: Heating, cooling, floor convectors, large eddy simulation, measurement techniques.

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Authors: C. Patrascioiu, Cao Minh Ahn

Abstract:

The paper presents the research evolution in the propylene – propane distillation process, especially for the distillation columns equipped with heat pump. The paper is structured in three parts: separation of the propylene-propane mixture, steady state process modeling, and quality control systems. The first part is dedicated to state of art of the two distillation processes. The second part continues the author’s researches of the steady state process modeling. There has been elaborated a software simulation instrument that may be used to dynamic simulation of the process and to design the quality control systems. The last part presents the research of the control systems, especially for quality control systems.

Keywords: Distillation, absorption, heat pump, Unisim Design.

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Authors: Smko Zangana, Ergun Ercelebi

Abstract:

The alternating current is the main power in all industries and other aspects especially for the short and mid distances, but as far as long a distance which exceeds 500 KMs, using the alternating current technically will face many difficulties and more costs because it's difficult to control the current and also other restrictions. Therefore, recently those reasons led to building transmission lines HVDC to transmit power for long distances. This document presents technical comparison and assessments for power transmission system among distances either ways and studying the stability of the system regarding the proportion of losses in the actual power sent and received between both sides in different systems and also categorizing filters used in the HVDC system and its impact and effect on reducing Harmonic in the power transmission. MATLAB /Simulink simulation software is used to simulate both HVAC & HVDC power transmission system topologies.

Keywords: HVAC power system, HVDC power system, power system simulation (MATLAB), the alternating current, voltage stability.

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Authors: Kumar Manoj, Ramesh Kumar, Kumari Arti

Abstract:

A wireless Ad-hoc network consists of wireless nodes communicating without the need for a centralized administration, in which all nodes potentially contribute to the routing process.In this paper, we report the simulation results of four different scenarios for wireless ad hoc networks having thirty nodes. The performances of proposed networks are evaluated in terms of number of hops per route, delay and throughput with the help of OPNET simulator. Channel speed 1 Mbps and simulation time 600 sim-seconds were taken for all scenarios. For the above analysis DSR routing protocols has been used. The throughput obtained from the above analysis (four scenario) are compared as shown in Figure 3. The average media access delay at node_20 for two routes and at node_20 for four different scenario are compared as shown in Figures 4 and 5. It is observed that the throughput will degrade when it will follow different hops for same source to destination (i.e. it has dropped from 1.55 Mbps to 1.43 Mbps which is around 9.7%, and then dropped to 0.48Mbps which is around 35%).

Keywords: Throughput, Delay, DSR, OPNET, MANET, DSSS

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Authors: Talal Alsulaiman, Khaldoun Khashanah

Abstract:

In this paper, we provided a literature survey on the artificial stock problem (ASM). The paper began by exploring the complexity of the stock market and the needs for ASM. ASM aims to investigate the link between individual behaviors (micro level) and financial market dynamics (macro level). The variety of patterns at the macro level is a function of the AFM complexity. The financial market system is a complex system where the relationship between the micro and macro level cannot be captured analytically. Computational approaches, such as simulation, are expected to comprehend this connection. Agent-based simulation is a simulation technique commonly used to build AFMs. The paper proceeds by discussing the components of the ASM. We consider the roles of behavioral finance (BF) alongside the traditionally risk-averse assumption in the construction of agent’s attributes. Also, the influence of social networks in the developing of agents interactions is addressed. Network topologies such as a small world, distance-based, and scale-free networks may be utilized to outline economic collaborations. In addition, the primary methods for developing agents learning and adaptive abilities have been summarized. These incorporated approach such as Genetic Algorithm, Genetic Programming, Artificial neural network and Reinforcement Learning. In addition, the most common statistical properties (the stylized facts) of stock that are used for calibration and validation of ASM are discussed. Besides, we have reviewed the major related previous studies and categorize the utilized approaches as a part of these studies. Finally, research directions and potential research questions are argued. The research directions of ASM may focus on the macro level by analyzing the market dynamic or on the micro level by investigating the wealth distributions of the agents.

Keywords: Artificial stock markets, agent based simulation, bounded rationality, behavioral finance, artificial neural network, interaction, scale-free networks.

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Authors: Yaoxin Zhang, Yafei Jia, Sam S.Y. Wang

Abstract:

A multi-block algorithm and its implementation in two-dimensional finite element numerical model CCHE2D are presented. In addition to a conventional Lagrangian Interpolation Method (LIM), a novel interpolation method, called Consistent Interpolation Method (CIM), is proposed for more accurate information transfer across the interfaces. The consistent interpolation solves the governing equations over the auxiliary elements constructed around the interpolation nodes using the same numerical scheme used for the internal computational nodes. With the CIM, the momentum conservation can be maintained as well as the mass conservation. An imbalance correction scheme is used to enforce the conservation laws (mass and momentum) across the interfaces. Comparisons of the LIM and the CIM are made using several flow simulation examples. It is shown that the proposed CIM is physically more accurate and produces satisfactory results efficiently.

Keywords: Multi-block algorithm, conservation, interpolation, numerical model, flow simulation.

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