Search results for: kinematic model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7487

Search results for: kinematic model

7427 Development of a Paediatric Head Model for the Computational Analysis of Head Impact Interactions

Authors: G. A. Khalid, M. D. Jones, R. Prabhu, A. Mason-Jones, W. Whittington, H. Bakhtiarydavijani, P. S. Theobald

Abstract:

Head injury in childhood is a common cause of death or permanent disability from injury. However, despite its frequency and significance, there is little understanding of how a child’s head responds during injurious loading. Whilst Infant Post Mortem Human Subject (PMHS) experimentation is a logical approach to understand injury biomechanics, it is the authors’ opinion that a lack of subject availability is hindering potential progress. Computer modelling adds great value when considering adult populations; however, its potential remains largely untapped for infant surrogates. The complexities of child growth and development, which result in age dependent changes in anatomy, geometry and physical response characteristics, present new challenges for computational simulation. Further geometric challenges are presented by the intricate infant cranial bones, which are separated by sutures and fontanelles and demonstrate a visible fibre orientation. This study presents an FE model of a newborn infant’s head, developed from high-resolution computer tomography scans, informed by published tissue material properties. To mimic the fibre orientation of immature cranial bone, anisotropic properties were applied to the FE cranial bone model, with elastic moduli representing the bone response both parallel and perpendicular to the fibre orientation. Biofiedility of the computational model was confirmed by global validation against published PMHS data, by replicating experimental impact tests with a series of computational simulations, in terms of head kinematic responses. Numerical results confirm that the FE head model’s mechanical response is in favourable agreement with the PMHS drop test results.

Keywords: Finite element analysis, impact simulation, infant head trauma, material properties, post mortem human subjects.

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7426 Slip Effect Study of 4:1 Contraction Flow for Oldroyd-B Model

Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul

Abstract:

The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.

Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.

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7425 Comparison of Different Hydrograph Routing Techniques in XPSTORM Modelling Software: A Case Study

Authors: Fatema Akram, Mohammad Golam Rasul, Mohammad Masud Kamal Khan, Md. Sharif Imam Ibne Amir

Abstract:

A variety of routing techniques are available to develop surface runoff hydrographs from rainfall. The selection of runoff routing method is very vital as it is directly related to the type of watershed and the required degree of accuracy. There are different modelling softwares available to explore the rainfall-runoff process in urban areas. XPSTORM, a link-node based, integrated stormwater modelling software, has been used in this study for developing surface runoff hydrograph for a Golf course area located in Rockhampton in Central Queensland in Australia. Four commonly used methods, namely SWMM runoff, Kinematic wave, Laurenson, and Time-Area are employed to generate runoff hydrograph for design storm of this study area. In runoff mode of XPSTORM, the rainfall, infiltration, evaporation and depression storage for subcatchments were simulated and the runoff from the subcatchment to collection node was calculated. The simulation results are presented, discussed and compared. The total surface runoff generated by SWMM runoff, Kinematic wave and Time-Area methods are found to be reasonably close, which indicates any of these methods can be used for developing runoff hydrograph of the study area. Laurenson method produces a comparatively less amount of surface runoff, however, it creates highest peak of surface runoff among all which may be suitable for hilly region. Although the Laurenson hydrograph technique is widely acceptable surface runoff routing technique in Queensland (Australia), extensive investigation is recommended with detailed topographic and hydrologic data in order to assess its suitability for use in the case study area.

Keywords: ARI, design storm, IFD, rainfall temporal pattern, routing techniques, surface runoff, XPSTORM.

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7424 Quantum Ion Acoustic Solitary and Shock Waves in Dissipative Warm Plasma with Fermi Electron and Positron

Authors: Hamid Reza Pakzad

Abstract:

Ion-acoustic solitary and shock waves in dense quantum plasmas whose constituents are electrons, positrons, and positive ions are investigated. We assume that ion velocity is weakly relativistic and also the effects of kinematic viscosity among the plasma constituents is considered. By using the reductive perturbation method, the Korteweg–deVries–Burger (KdV-B) equation is derived.

Keywords: Ion acoustic shock waves; Quantum plasmas

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7423 Study of Coupled Lateral-Torsional Free Vibrations of Laminated Composite Beam: Analytical Approach

Authors: S.H. Mirtalaie, M.A. Hajabasi

Abstract:

In this paper, an analytical approach is used to study the coupled lateral-torsional vibrations of laminated composite beam. It is known that in such structures due to the fibers orientation in various layers, any lateral displacement will produce a twisting moment. This phenomenon is modeled by the bending-twisting material coupling rigidity and its main feature is the coupling of lateral and torsional vibrations. In addition to the material coupling, the effects of shear deformation and rotary inertia are taken into account in the definition of the potential and kinetic energies. Then, the governing differential equations are derived using the Hamilton-s principle and the mathematical model matches the Timoshenko beam model when neglecting the effect of bending-twisting rigidity. The equations of motion which form a system of three coupled PDEs are solved analytically to study the free vibrations of the beam in lateral and rotational modes due to the bending, as well as the torsional mode caused by twisting. The analytic solution is carried out in three steps: 1) assuming synchronous motion for the kinematic variables which are the lateral, rotational and torsional displacements, 2) solving the ensuing eigenvalue problem which contains three coupled second order ODEs and 3) imposing different boundary conditions related to combinations of simply, clamped and free end conditions. The resulting natural frequencies and mode shapes are compared with similar results in the literature and good agreement is achieved.

Keywords: Free vibration, laminated composite beam, material coupling, state space.

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7422 A Survey of Model Comparison Strategies and Techniques in Model Driven Engineering

Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar

Abstract:

This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.

Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.

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7421 Vibration Attenuation in Layered and Welded Beams with Unequal Thickness

Authors: B. Singh, K. K. Agrawal, B. K. Nanda

Abstract:

In built-up structures, one of the effective ways of dissipating unwanted vibration is to exploit the occurrence of slip at the interfaces of structural laminates. The present work focuses on the dynamic analysis of welded structures. A mathematical formulation has been developed for the mechanism of slip damping in layered and welded mild steel beams with unequal thickness subjected to both periodic and non-periodic forces. It is observed that a number of vital parameters such as; thickness ratio, pressure distribution characteristics, relative slip and kinematic co-efficient of friction at the interfaces, nature of exciting forces, length and thickness of the beam specimen govern the damping characteristics of these structures. Experimental verification has been carried out to validate the analysis and study the effect of these parameters. The developed damping model for the structure is found to be in fairly good agreement with the measured data. Finally, the results of the analysis are discussed and rationalized.

Keywords: Slip damping, tack welded joint, thickness ratio, inplane bending stress

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7420 Dynamic Time Warping in Gait Classificationof Motion Capture Data

Authors: Adam Świtoński, Agnieszka Michalczuk, Henryk Josiński, Andrzej Polański, KonradWojciechowski

Abstract:

The method of gait identification based on the nearest neighbor classification technique with motion similarity assessment by the dynamic time warping is proposed. The model based kinematic motion data, represented by the joints rotations coded by Euler angles and unit quaternions is used. The different pose distance functions in Euler angles and quaternion spaces are considered. To evaluate individual features of the subsequent joints movements during gait cycle, joint selection is carried out. To examine proposed approach database containing 353 gaits of 25 humans collected in motion capture laboratory is used. The obtained results are promising. The classifications, which takes into consideration all joints has accuracy over 91%. Only analysis of movements of hip joints allows to correctly identify gaits with almost 80% precision.

Keywords: Biometrics, dynamic time warping, gait identification, motion capture, time series classification, quaternion distance functions, attribute ranking.

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7419 Effects of Manufacture and Assembly Errors on the Output Error of Globoidal Cam Mechanisms

Authors: Shuting Ji, Yueming Zhang, Jing Zhao

Abstract:

The output error of the globoidal cam mechanism can be considered as a relevant indicator of mechanism performance, because it determines kinematic and dynamical behavior of mechanical transmission. Based on the differential geometry and the rigid body transformations, the mathematical model of surface geometry of the globoidal cam is established. Then we present the analytical expression of the output error (including the transmission error and the displacement error along the output axis) by considering different manufacture and assembly errors. The effects of the center distance error, the perpendicular error between input and output axes and the rotational angle error of the globoidal cam on the output error are systematically analyzed. A globoidal cam mechanism which is widely used in automatic tool changer of CNC machines is applied for illustration. Our results show that the perpendicular error and the rotational angle error have little effects on the transmission error but have great effects on the displacement error along the output axis. This study plays an important role in the design, manufacture and assembly of the globoidal cam mechanism.

Keywords: Globoidal cam mechanism, manufacture error, transmission error, automatic tool changer.

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7418 An Evaluation on Fixed Wing and Multi-Rotor UAV Images Using Photogrammetric Image Processing

Authors: Khairul Nizam Tahar, Anuar Ahmad

Abstract:

This paper has introduced a slope photogrammetric mapping using unmanned aerial vehicle. There are two units of UAV has been used in this study; namely; fixed wing and multi-rotor. Both UAVs were used to capture images at the study area. A consumer digital camera was mounted vertically at the bottom of UAV and captured the images at an altitude. The objectives of this study are to obtain three dimensional coordinates of slope area and to determine the accuracy of photogrammetric product produced from both UAVs. Several control points and checkpoints were established Real Time Kinematic Global Positioning System (RTK-GPS) in the study area. All acquired images from both UAVs went through all photogrammetric processes such as interior orientation, exterior orientation, aerial triangulation and bundle adjustment using photogrammetric software. Two primary results were produced in this study; namely; digital elevation model and digital orthophoto. Based on results, UAV system can be used to mapping slope area especially for limited budget and time constraints project.

Keywords: Slope mapping, 3D, DEM, UAV, Photogrammetry, image processing.

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7417 Kinematic Analysis of a Novel Complex DoF Parallel Manipulator

Authors: M.A. Hosseini, P. Ebrahimi Naghani

Abstract:

In this research work, a novel parallel manipulator with high positioning and orienting rate is introduced. This mechanism has two rotational and one translational degree of freedom. Kinematics and Jacobian analysis are investigated. Moreover, workspace analysis and optimization has been performed by using genetic algorithm toolbox in Matlab software. Because of decreasing moving elements, it is expected much more better dynamic performance with respect to other counterpart mechanisms with the same degrees of freedom. In addition, using couple of cylindrical and revolute joints increased mechanism ability to have more extended workspace.

Keywords: Kinematics, Workspace, 3-CRS/PU, Parallel robot

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7416 Biomechanical Modeling, Simulation, and Comparison of Human Arm Motion to Mitigate Astronaut Task during Extra Vehicular Activity

Authors: B. Vadiraj, S. N. Omkar, B. Kapil Bharadwaj, Yash Vardhan Gupta

Abstract:

During manned exploration of space, missions will require astronaut crewmembers to perform Extra Vehicular Activities (EVAs) for a variety of tasks. These EVAs take place after long periods of operations in space, and in and around unique vehicles, space structures and systems. Considering the remoteness and time spans in which these vehicles will operate, EVA system operations should utilize common worksites, tools and procedures as much as possible to increase the efficiency of training and proficiency in operations. All of the preparations need to be carried out based on studies of astronaut motions. Until now, development and training activities associated with the planned EVAs in Russian and U.S. space programs have relied almost exclusively on physical simulators. These experimental tests are expensive and time consuming. During the past few years a strong increase has been observed in the use of computer simulations due to the fast developments in computer hardware and simulation software. Based on this idea, an effort to develop a computational simulation system to model human dynamic motion for EVA is initiated. This study focuses on the simulation of an astronaut moving the orbital replaceable units into the worksites or removing them from the worksites. Our physics-based methodology helps fill the gap in quantitative analysis of astronaut EVA by providing a multisegment human arm model. Simulation work described in the study improves on the realism of previous efforts, incorporating joint stops to account for the physiological limits of range of motion. To demonstrate the utility of this approach human arm model is simulated virtually using ADAMS/LifeMOD® software. Kinematic mechanism for the astronaut’s task is studied from joint angles and torques. Simulation results obtained is validated with numerical simulation based on the principles of Newton-Euler method. Torques determined using mathematical model are compared among the subjects to know the grace and consistency of the task performed. We conclude that due to uncertain nature of exploration-class EVA, a virtual model developed using multibody dynamics approach offers significant advantages over traditional human modeling approaches.

Keywords: Extra vehicular activity, biomechanics, inverse kinematics, human body modeling.

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7415 Concurrent Approach to Data Parallel Model using Java

Authors: Bala Dhandayuthapani Veerasamy

Abstract:

Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

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7414 Development of a Harvest Mechanism for the Kahramanmaraş Chili Pepper

Authors: O. E. Akay, E. Güzel, M. T. Özcan

Abstract:

The pepper has quite a rich variety. The development of a single harvesting machine for all kinds of peppers is a difficult research topic. By development of harvesting mechanisms, we could be able to facilitate the pepper harvesting problems. In this study, an experimental harvesting machine was designed for chili pepper. Four-bar mechanism was used for the design of the prototype harvesting machine. At the result of harvest trials, 80% of peppers were harvested and 8% foreign materials were collected. These results have provided some tips on how to apply to large-scale pepper Four-bar mechanism of the harvest machine.

Keywords: Kinematic simulation, four bar linkage, harvest mechanization, pepper harvest.

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7413 Measurement and Analysis of Human Hand Kinematics

Authors: Tamara Grujic, Mirjana Bonkovic

Abstract:

Measurements and quantitative analysis of kinematic parameters of human hand movements have an important role in different areas such as hand function rehabilitation, modeling of multi-digits robotic hands, and the development of machine-man interfaces. In this paper the assessment and evaluation of the reachto- grasp movement by using computerized and robot-assisted method is described. Experiment involved the measurements of hand positions of seven healthy subjects during grasping three objects of different shapes and sizes. Results showed that three dominant phases of reach-to-grasp movements could be clearly identified.

Keywords: Human hand, kinematics, reach-to-grasp movement.

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7412 Forward Kinematics Analysis of a 3-PRS Parallel Manipulator

Authors: Ghasem Abbasnejad, Soheil Zarkandi, Misagh Imani

Abstract:

In this article the homotopy continuation method (HCM) to solve the forward kinematic problem of the 3-PRS parallel manipulator is used. Since there are many difficulties in solving the system of nonlinear equations in kinematics of manipulators, the numerical solutions like Newton-Raphson are inevitably used. When dealing with any numerical solution, there are two troublesome problems. One is that good initial guesses are not easy to detect and another is related to whether the used method will converge to useful solutions. Results of this paper reveal that the homotopy continuation method can alleviate the drawbacks of traditional numerical techniques.

Keywords: Forward kinematics, Homotopy continuationmethod, Parallel manipulators, Rotation matrix

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7411 A Generalised Relational Data Model

Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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7410 The Current Practices of Analysis of Reinforced Concrete Panels Subjected to Blast Loading

Authors: Palak J. Shukla, Atul K. Desai, Chentankumar D. Modhera

Abstract:

For any country in the world, it has become a priority to protect the critical infrastructure from looming risks of terrorism. In any infrastructure system, the structural elements like lower floors, exterior columns, walls etc. are key elements which are the most susceptible to damage due to blast load. The present study revisits the state of art review of the design and analysis of reinforced concrete panels subjected to blast loading. Various aspects in association with blast loading on structure, i.e. estimation of blast load, experimental works carried out previously, the numerical simulation tools, various material models, etc. are considered for exploring the current practices adopted worldwide. Discussion on various parametric studies to investigate the effect of reinforcement ratios, thickness of slab, different charge weight and standoff distance is also made. It was observed that for the simulation of blast load, CONWEP blast function or equivalent numerical equations were successfully employed by many researchers. The study of literature indicates that the researches were carried out using experimental works and numerical simulation using well known generalized finite element methods, i.e. LS-DYNA, ABAQUS, AUTODYN. Many researchers recommended to use concrete damage model to represent concrete and plastic kinematic material model to represent steel under action of blast loads for most of the numerical simulations. Most of the studies reveal that the increase reinforcement ratio, thickness of slab, standoff distance was resulted in better blast resistance performance of reinforced concrete panel. The study summarizes the various research results and appends the present state of knowledge for the structures exposed to blast loading.

Keywords: Blast phenomenon, experimental methods, material models, numerical methods.

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7409 Flow-Through Supercritical Installation for Producing Biodiesel Fuel

Authors: Y. A. Shapovalov, F. M. Gumerov, M. K. Nauryzbaev, S. V. Mazanov, R. A. Usmanov, A. V. Klinov, L. K. Safiullina, S. A. Soshin

Abstract:

A flow-through installation was created and manufactured for the transesterification of triglycerides of fatty acids and production of biodiesel fuel under supercritical fluid conditions. Transesterification of rapeseed oil with ethanol was carried out according to two parameters: temperature and the ratio of alcohol/oil mixture at the constant pressure of 19 MPa. The kinetics of the yield of fatty acids ethyl esters (FAEE) was determined in the temperature range of 320-380 °C at the alcohol/oil molar ratio of 6:1-20:1. The content of the formed FAEE was determined by the method of correlation of the resulting biodiesel fuel by its kinematic viscosity. The maximum FAEE yield (about 90%) was obtained within 30 min at the ethanol/oil molar ratio of 12:1 and a temperature of 380 °C. When studying of transesterification of triglycerides, a kinetic model of an isothermal flow reactor was used. The reaction order implemented in the flow reactor has been determined. The first order of the reaction was confirmed by data on the conversion of FAEE during the reaction at different temperatures and the molar ratios of the initial reagents (ethanol/oil). Using the Arrhenius equation, the values of the effective constants of the transesterification reaction rate were calculated at different reaction temperatures. In addition, based on the experimental data, the activation energy and the pre-exponential factor of the transesterification reaction were determined.

Keywords: Biodiesel, fatty acid esters, supercritical fluid technology, transesterification.

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7408 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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7407 Microalgae-based Oil for Biodiesel Production

Authors: Marc Veillette, Mostafa Chamoumi, Nathalie Faucheux, Michèle Heitz

Abstract:

Biodiesel is traditionally produced from oleaginous plants. On the other hand, increasing biodiesel production from these raw materials could create problems of food supply. Producing biodiesel from microalgae could help to overcome this difficulty, because microalgae are rich in lipids and do not compete for arable lands. However, no studies had compared vegetable and microalgae oil-based biodiesel in terms of yield, viscosity and heat of combustion. In the present study, commercial canola and microalgae oil were therefore transesterified with methanol under a homogenous alkali catalyst (potassium hydroxide) at 100oC for 1h. The result showed that microalgae-based oil has a higher yield in biodiesel with 89.7% (g biodiesel/g oil) and a lower kinematic viscosity (22oC) of 4.31 mm/s2 than canola oil.

Keywords: Biodiesel, microalgae, canola, alkalitransesterification

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7406 How the Kinematic Swimming of European Eel Anguilla Anguilla Changes from Axial to Non-axial Velocity Flow

Authors: Younes Matar, Fabien Candelier, Camille Solliec

Abstract:

The aim of this study is to investigate the kinematics of undulatory elongated fish swimming against a velocity flow. We perform the experiments on European eel Anguilla Anguilla swimming in a hydrodynamic re-circulating tank with the velocity flow fixed at 0.2 m/s. We find that the undulating shape of overall eel body changes when it swims slantwise from the flow direction, by comparison to axial undulation shape. We examine this kinematics and we propose a general equation describing the lateral position of undulation body taking into account the direction of the eel-s swimming.

Keywords: Undulatory swimming, maneuver, eel Anguilla Anguilla, biomechanic.

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7405 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR

Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

Abstract:

The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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7404 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand

Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

Abstract:

In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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7403 Dynamic Model of a Buck Converter with a Sliding Mode Control

Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

Abstract:

This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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7402 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model

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

Abstract:

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

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

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7401 Influence of Kinematic, Physical and Mechanical Structure Parameters on Aeroelastic GTU Shaft Vibrations in Magnetic Bearings

Authors: Evgeniia V. Mekhonoshina, Vladimir Ya. Modorskii, Vasilii Yu. Petrov

Abstract:

At present, vibrations of rotors of gas transmittal unit evade sustainable forecasting. This paper describes elastic oscillation modes in resilient supports and rotor impellers modeled during computational experiments with regard to interference in the system of gas-dynamic flow and compressor rotor. Verification of aeroelastic approach was done on model problem of interaction between supersonic jet in shock tube with deformed plate. ANSYS 15.0 engineering analysis system was used as a modeling tool of numerical simulation in this paper. Finite volume method for gas dynamics and finite elements method for assessment of the strain stress state (SSS) components were used as research methods. Rotation speed and material’s elasticity modulus varied during calculations, and SSS components and gas-dynamic parameters in the dynamic system of gas-dynamic flow and compressor rotor were evaluated. The analysis of time dependence demonstrated that gas-dynamic parameters near the rotor blades oscillate at 200 Hz, and SSS parameters at the upper blade edge oscillate four times higher, i.e. with blade frequency. It has been detected that vibration amplitudes correction in the test points at magnetic bearings by aeroelasticity may correspond up to 50%, and about -π/4 for phases.

Keywords: Centrifugal compressor, aeroelasticity, interdisciplinary calculation, oscillation phase displacement, vibration, nonstationarity.

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7400 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations

Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

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7399 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach

Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

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7398 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads

Authors: Lenka Ševelová, Aleš Florian

Abstract:

Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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