Search results for: Finite automata

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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Authors: Subrato Saha, Yun-Hyun Cho

Abstract:

This paper presents the design process of a high performance 3-phase 3.7 kW 2-pole line start permanent magnet synchronous motor for pumping system. A method was proposed to study the starting torque characteristics considering line start with high inertia load. A d-q model including cage was built to study the synchronization capability. Time-stepping finite element method analysis was utilized to accurately predict the dynamic and transient performance, efficiency, starting current, speed curve and etc. Considering the load torque of pumps during starting stage, the rotor bar was designed with minimum demagnetization of permanent magnet caused by huge starting current.

Keywords: LSPM, starting analysis, demagnetization, FEA, pumping system.

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Authors: Zhang Lei, Liu Min, Liu Botao

Abstract:

In order to improve the simulation effects of space cold black environment, this paper described a rectangular channel plate heat sink. By using fluid mechanics theory and finite element method, the internal fluid flow and heat transfer in heat sink was numerically simulated to analyze the impact of channel structural on fluid flow and heat transfer. The result showed that heat sink temperature uniformity is well, and the impact of channel structural on the heat sink temperature uniformity is not significant. The channel depth and spacing are important factors which affect the fluid flow and heat transfer in the heat sink. The two factors of heat transfer and resistance need to be considered comprehensively to determine the optimal flow structure parameters.

Keywords: heat transfer, heat sink, numerical simulation

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Authors: X. Z. Gao, S. J. Ovaska, X. Wang

Abstract:

Prediction of sinusoidal signals with time-varying frequencies has been an important research topic in power electronics systems. To solve this problem, we propose a new fuzzy predictive filtering scheme, which is based on a Finite Impulse Response (FIR) filter bank. Fuzzy logic is introduced here to provide appropriate interpolation of individual filter outputs. Therefore, instead of regular 'hard' switching, our method has the advantageous 'soft' switching among different filters. Simulation comparisons between the fuzzy predictive filtering and conventional filter bank-based approach are made to demonstrate that the new scheme can achieve an enhanced prediction performance for slowly changing sinusoidal input signals.

Keywords: Predictive filtering, fuzzy logic, sinusoidal signals, time-varying frequencies.

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Authors: G. Revathi, P. Saikrishnan

Abstract:

In the present analysis an unsteady laminar forced convection water boundary layer flow is considered. The fluid properties such as viscosity and Prandtl number are taken as variables such that those are inversely proportional to temperature. By using quasi-linearization technique the nonlinear coupled partial differential equations are linearized and the numerical solutions are obtained by using implicit finite difference scheme with the appropriate selection of step sizes. Non-similar solutions have been obtained from the starting point of the stream-wise coordinate to the point where skin friction value vanishes. The effect non-uniform mass transfer along the surface of the cylinder through slot is studied on the skin friction and heat transfer coefficients.

Keywords: Boundary layer, heat transfer, non-similar solution, non-uniform mass, unsteady flow.

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Authors: V. Rodas, L. Almache

Abstract:

The interaction effects between the existing soil and the substructure of a 5-story building with an underground one, were evaluated in such a way that the structural-geotechnical concepts were validated through the method of impedance factors with a program based on the method of the finite elements. The continuous wall-type foundation had a constant thickness and followed inclined and orthogonal directions, while the ground had homogeneous and medium-type characteristics. The soil considered was type C according to the Ecuadorian Construction Standard (NEC) and the corresponding foundation comprised a depth of 4.00 meters and a basement wall thickness of 40 centimeters. This project is part of a mid-rise building in the city of Azogues (Ecuador). The hypotheses raised responded to the objectives in such a way that the model implemented with springs had a variation with respect to the embedded base, obtaining conservative results.

Keywords: interaction, soil, substructure, springs, effects, modeling, embedment

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Authors: Indu Saini, Phool Singh, Vikas Malik

Abstract:

A novel method based on Genetic Algorithm to solve the boundary value problems (BVPs) of the Falkner–Skan equation over a semi-infinite interval has been presented. In our approach, we use the free boundary formulation to truncate the semi-infinite interval into a finite one. Then we use the shooting method based on Genetic Algorithm to transform the BVP into initial value problems (IVPs). Genetic Algorithm is used to calculate shooting angle. The initial value problems arisen during shooting are computed by Runge-Kutta Fehlberg method. The numerical solutions obtained by the present method are in agreement with those obtained by previous authors.

Keywords: Boundary Layer Flow, Falkner–Skan equation, Genetic Algorithm, Shooting method.

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Authors: M. Benachour, N. Benachour, M. Benguediab

Abstract:

In this paper fatigue crack initiation and propagation in notched plate under constant amplitude loading through tensile residual stress field of 2024 T351 Al-alloy plate were investigated. Residual stress field was generated by plastic deformation using finite element method (FEM) where isotropic hardening in Von Mises model was applied. Simulation of fatigue behavior was made on AFGROW code. It was shown that the fatigue crack initiation and propagation were affected by level of residual stress filed. In this investigation, the presence of tensile residual stresses at notch (hole) reduces considerably the total fatigue life. It was shown that the decreasing in stress reduces the fatigue crack growth rates.

Keywords: Residual stress, fatigue crack initiation, fatigue crack growth, Al-alloy.

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Authors: Marco Raciti Castelli, Paolo Cioppa, Ernesto Benini

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This paper presents a CFD analysis of the flow field around a thin flat plate of infinite span inclined at 90° to a fluid stream of infinite extent. Numerical predictions have been compared to experimental measurements, in order to assess the potential of the finite volume code of determining the aerodynamic forces acting on a bluff body invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested. Flow field characteristics in the neighborhood of the flat plate have been investigated, allowing the development of a preliminary procedure to be used as guidance in selecting the appropriate grid configuration and the corresponding turbulence model for the prediction of the flow field over a two-dimensional vertical flat plate.

Keywords: CFD, vertical flat plate, aerodynamic force

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Authors: Moustafa A. Bani-Hasan, Yasser M. Kadah, Fatma M. El-Hefnawi

Abstract:

An electrocardiogram (ECG) feature extraction system based on the calculation of the complex resonance frequency employing Prony-s method is developed. Prony-s method is applied on five different classes of ECG signals- arrhythmia as a finite sum of exponentials depending on the signal-s poles and the resonant complex frequencies. Those poles and resonance frequencies of the ECG signals- arrhythmia are evaluated for a large number of each arrhythmia. The ECG signals of lead II (ML II) were taken from MIT-BIH database for five different types. These are the ventricular couplet (VC), ventricular tachycardia (VT), ventricular bigeminy (VB), and ventricular fibrillation (VF) and the normal (NR). This novel method can be extended to any number of arrhythmias. Different classification techniques were tried using neural networks (NN), K nearest neighbor (KNN), linear discriminant analysis (LDA) and multi-class support vector machine (MC-SVM).

Keywords: Arrhythmias analysis, electrocardiogram, featureextraction, statistical classifiers.

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Authors: Bahi-Eddine Lahouel, Mohamed Guenfoud

Abstract:

In this study, a vibration analysis was carried out of symmetric angle-ply laminated composite plates with and without square hole when subjected to compressive loads, numerically. A buckling analysis is also performed to determine the buckling load of laminated plates. For each fibre orientation, the compression load is taken equal to 50% of the corresponding buckling load. In the analysis, finite element method (FEM) was applied to perform parametric studies, the effects of degree of orthotropy and stacking sequence upon the fundamental frequencies and buckling loads are discussed. The results show that the presence of a constant compressive load tends to reduce uniformly the natural frequencies for materials which have a low degree of orthotropy. However, this reduction becomes non-uniform for materials with a higher degree of orthotropy.

Keywords: Vibration, Buckling, Cutout, Laminated composite, FEM

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Authors: HoYoung Son, Ki Young Kim, Woo Young Jung

Abstract:

This study investigated the change of weir structure performances when durability of concrete, which is the main material of weir structure, decreased due to their aging by mean of seismic fragility analysis. In the analysis, it was assumed that the elastic modulus of concrete was reduced by 10% in order to account for their aged deterioration. Additionally, the analysis of seismic fragility was based on Monte Carlo Simulation method combined with a 2D nonlinear finite element in ABAQUS platform with the consideration of deterioration of concrete. Finally, the comparison of seismic fragility of model pre- and post-deterioration was made to study the performance of weir. Results show that the probability of failure in moderate damage for deteriorated model was found to be larger than pre-deterioration model when peak ground acceleration (PGA) passed 0.4 g.

Keywords: Weir, FEM, concrete, fragility, aging.

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Authors: Naveed Ahmed, Gunar Matthies

Abstract:

We deal with the numerical solution of time-dependent convection-diffusion-reaction equations. We combine the local projection stabilization method for the space discretization with two different time discretization schemes: the continuous Galerkin-Petrov (cGP) method and the discontinuous Galerkin (dG) method of polynomial of degree k. We establish the optimal error estimates and present numerical results which shows that the cGP(k) and dG(k)- methods are accurate of order k +1, respectively, in the whole time interval. Moreover, the cGP(k)-method is superconvergent of order 2k and dG(k)-method is of order 2k +1 at the discrete time points. Furthermore, the dependence of the results on the choice of the stabilization parameter are discussed and compared.

Keywords: Convection-diffusion-reaction equations, stabilized finite elements, discontinuous Galerkin, continuous Galerkin-Petrov.

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Authors: A. M. Tahsini, S. Tadayon Mousavi

Abstract:

The purpose of the present study is to analyze the effect of the target plate-s curvature on the heat transfer in laminar confined impinging jet flows. Numerical results from two dimensional compressible finite volume solver are compared between three different shapes of impinging plates: Flat, Concave and Convex plates. The remarkable result of this study proves that the stagnation Nusselt number in laminar range of Reynolds number based on the slot width is maximum in convex surface and is minimum in concave plate. These results refuse the previous data in literature stating the amount of the stagnation Nusselt number is greater in concave surface related to flat plate configuration.

Keywords: Concave, Convex, Heat transfer, Impinging jet, Laminar flow.

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Authors: Amal Ezzidani, Abdelghani Ben Tahar, Mohamed Hanini

Abstract:

A sequence of finite tandem queue is considered for this study. Each one has a single server, which operates under the egalitarian processor sharing discipline. External customers arrive at each queue according to a renewal input process and having a general service times distribution. Upon completing service, customers leave the current queue and enter to the next. Under mild assumptions, including critical data, we prove the existence and the uniqueness of the fluid solution. For asymptotic behavior, we provide necessary and sufficient conditions for the invariant state and the convergence to this invariant state. In the end, we establish the convergence of a correctly normalized state process to a fluid limit characterized by a system of algebraic and integral equations.

Keywords: Fluid Limit, fluid model, measure valued process, processor sharing, tandem queue.

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Authors: Yiqin Lin, Liang Bao, Yimin Wei

Abstract:

In this paper we study numerical methods for solving Sylvester matrix equations of the form AX +XBT +CDT = 0. A new projection method is proposed. The union of Krylov subspaces in A and its inverse and the union of Krylov subspaces in B and its inverse are used as the right and left projection subspaces, respectively. The Arnoldi-like process for constructing the orthonormal basis of the projection subspaces is outlined. We show that the approximate solution is an exact solution of a perturbed Sylvester matrix equation. Moreover, exact expression for the norm of residual is derived and results on finite termination and convergence are presented. Some numerical examples are presented to illustrate the effectiveness of the proposed method.

Keywords: Arnoldi process, Krylov subspace, Iterative method, Sylvester equation, Dissipative matrix.

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Authors: Kenneth I.Eshiet, Yong Sheng

Abstract:

The sand production problem has led researchers into making various attempts to understand the phenomenon. The generally accepted concept is that the occurrence of sanding is due to the in-situ stress conditions and the induced changes in stress that results in the failure of the reservoir sandstone during hydrocarbon production from wellbores. By using a hypothetical cased (perforated) well, an approach to the problem is presented here by using Finite Element numerical modelling techniques. In addition to the examination of the erosion problem, the influence of certain key parameters is studied in order to ascertain their effect on the failure and subsequent erosion process. The major variables investigated include: drawdown, perforation depth, and the erosion criterion. Also included is the determination of the optimal mud pressure for given operational and reservoir conditions. The improved understanding between parameters enables the choice of optimal values to minimize sanding during oil production.

Keywords: Equivalent Plastic Strain, Erosion, Hydrocarbon Production.

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Authors: Kuen-Ming Shu, Cheng-Yu Chen

Abstract:

A vibrating-fork sensor can measure the level height of solids and liquids and operates according to the principle that vibrations created by piezoelectric ceramics are transmitted to the vibrating fork, which produces resonance. When the vibrating fork touches an object, its resonance frequency changes and produces a signal that returns to a controller for immediate adjustment, so as to effectively monitor raw material loading. The design of the vibrating fork in a vibrating-fork material sensor is crucial. In this paper, ANSYS finite element analysis software is used to perform modal analysis on the vibrations of the vibrating fork. In addition, to design and produce a superior vibrating fork, the dimensions and welding shape of the vibrating fork are compared in a simulation performed using the Taguchi method.

Keywords: Vibrating fork, piezoelectric ceramics, sound wave, ANSYS, Taguchi method, modal analysis.

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Authors: A.H. Akhaveissy

Abstract:

Nonlinear finite element method and Serendipity eight nodes element are used for determining of ground surface settlement due to tunneling. Linear element with elastic behavior is used for modeling of lining. Modified Generalized plasticity model with nonassociated flow rule is applied for analysis of a tunnel in Sao Paulo – Brazil. The tunnel had analyzed by Lades- model with 16 parameters. In this work modified Generalized Plasticity is used with 10 parameters, also Mohr-Coulomb model is used to analysis the tunnel. The results show good agreement with observed results of field data by modified Generalized Plasticity model than other models. The obtained result by Mohr-Coulomb model shows less settlement than other model due to excavation.

Keywords: Non-associated flow rule, Generalized plasticity, tunnel excavation, Excavation method.

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Authors: J. Marzbanrad, A. Yadollahi

Abstract:

In the present paper, Fatigue life assessment of an anti-roll bar component of a passenger vehicle, is investigated by ANSYS 11 software. A stress analysis is also carried out by the finite element technique for the determination of highly stressed regions on the bar. Anti-roll bar is a suspension element used at the front, rear, or at both ends of a car that reduces body roll by resisting any unequal vertical motion between the pair of wheels to which it is connected. As a first stage, fatigue damage models proposed by some well-known references and the corresponding assumptions are discussed and some enhancements are proposed. Then, fracture analysis of an anti-roll bar of an automobile is carried out. The analysed type of the anti-roll bar is especially important as many cases are reported about the fracture after a 100,000 km of travel fatigue and fracture conditions. This paper demonstrates fatigue life of an anti-roll bar and then evaluated by experimental analytically results from other researcher.

Keywords: Anti-roll bar, Fracture, Fatigue life, Random loading

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Authors: Chang Su Woo, Hyun Sung Park

Abstract:

Useful lifetime evaluation of chevron rubber spring was very important in design procedure to assure the safety and reliability. It is, therefore, necessary to establish a suitable criterion for the replacement period of chevron rubber spring. In this study, we performed characteristic analysis and useful lifetime prediction of chevron rubber spring. Rubber material coefficient was obtained by curve fittings of uniaxial tension equibiaxial tension and pure shear test. Computer simulation was executed to predict and evaluate the load capacity and stiffness for chevron rubber spring. In order to useful lifetime prediction of rubber material, we carried out the compression set with heat aging test in an oven at the temperature ranging from 50°C to 100°C during a period 180 days. By using the Arrhenius plot, several useful lifetime prediction equations for rubber material was proposed.

Keywords: Chevron rubber spring, material coefficient, finite element analysis, useful lifetime prediction.

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Authors: Schehrazad Selmane

Abstract:

According to Hermite there exists only a finite number of number fields having a given degree, and a given value of the discriminant, nevertheless this number is not known generally. The determination of a maximum number of number fields of degree 10 having a given discriminant that contain a subfield of degree 5 having a fixed class number, narrow class number and Galois group is the purpose of this work. The constructed lists of the first coincidences of 52 (resp. 50, 40, 48, 22, 6) nonisomorphic number fields with same discriminant of degree 10 of signature (6,2) (resp. (4,3), (8,1), (2,4), (0,5), (10,0)) containing a quintic field. For each field in the lists, we indicate its discriminant, the discriminant of its subfield, a relative polynomial generating the field over its quintic field and its relative discriminant, the corresponding polynomial over Q and its Galois closure are presented with concluding remarks.

Keywords: Discriminant, nonisomorphic fields, quintic fields, relative quadratic extensions.

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Authors: Y. S. Tai, M. Y. Huang, H. T. Hu

Abstract:

The commercial finite element program LS-DYNA was employed to evaluate the response and energy absorbing capacity of cylindrical metal tubes that are externally wrapped with composite. The effects of composite wall thickness, loading conditions and fiber ply orientation were examined. The results demonstrate that a wrapped composite can be utilized effectively to enhance the crushing characteristics and energy absorbing capacity of the tubes. Increasing the thickness of the composite increases the mean force and the specific energy absorption under both static and dynamic crushing. The ply pattern affects the energy absorption capacity and the failure mode of the metal tube and the composite material property is also significant in determining energy absorption efficiency.

Keywords: fiber-reinforced metal tubes, energy absorption, axial crushing, impact loading.

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Authors: Kooshyar Passbakhsh, Maryam Yazdi

Abstract:

Geosynthetics have proved to be suitable for reinforced soil retaining walls. Based on the increasing uses of geosynthetic reinforced soil systems in the regions, which bear frequent earthquakes, the study of dynamic behavior of structures seems necessary. Determining the reinforcement forces is; therefore, one of the most important and main points of discussions in designing retaining walls, by which we prevent from conservative planning. Thus, this paper intended to investigate the effects of such parameters as wall height, acceleration type, vertical spacing of reinforcement, type of reinforcement and soil type on forces and deformation through numerical modeling of the geosynthetic reinforced soil retaining walls (GRSRW) under dynamic loading with finite difference method by using FLAC. The findings indicate rather positive results with each parameter.

Keywords: Geosynthetic Reinforced Soil Retaining Walls (GRSRW), dynamic analysis, Geosynthetic forces, Flac

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Authors: Sh. Foroughi, V. Karamzadeh, M. Packirisamy

Abstract:

This paper presents design and analysis of an electrothermally symmetrical actuated microgripper applicable for performing micro assembly or biological cell manipulation. Integration of micro-optics with microdevice leads to achieve extremely precise control over the operation of the device. Geometry, material, actuation, control, accuracy in measurement and temperature distribution are important factors which have to be taken into account for designing the efficient microgripper device. In this work, analyses of four different geometries are performed by means of COMSOL Multiphysics 5.2 with implementing Finite Element Methods. Then, temperature distribution along the fingertip, displacement of gripper site as well as optical efficiency vs. displacement and electrical potential are illustrated. Results show in addition to the industrial application of this device, the usage of that as a cell manipulator is possible.

Keywords: Electro thermal actuator, MEMS, Microgripper, MOEMS.

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Authors: Mehdi Modabberifar, Behrouz Raad, Bahman Mirzakhani

Abstract:

Flanges are widely used for connecting valves, pipes and other industrial devices such as gearboxes. Method of producing a flange has a considerable impact on the manner of their involvement with the industrial engines and gearboxes. By Using die casting instead of sand casting and machining for manufacturing flanges, production speed and dimensional accuracy of the parts increases. Also, in die casting, obtained dimensions are close to final dimensions and hence the need for machining flanges after die casting process decreases which makes a significant savings in raw materials and improves the mechanical properties of flanges. In this paper, a typical die of an industrial helical gearbox flange (size ISO 50) was designed and die casting process for producing this type of flange was simulated using ProCAST software. The results of simulation were used for optimizing die design. Finally, using the results of the analysis, optimized die was built.

Keywords: Die casting, finite element, flange.

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Authors: J. H. Kim, J. H. Kwon, J. S. Park, K. J. Lim

Abstract:

This paper has been investigated a technique that predicts the performance of a bar-type unimorph piezoelectric vibration actuator depending on the frequency. This paper has been proposed an equivalent circuit that can be easily analyzed for the bar-type unimorph piezoelectric vibration actuator. In the dynamic analysis, rigidity and resonance frequency, which are important mechanical elements, were derived using the basic beam theory. In the equivalent circuit analysis, the displacement and bandwidth of the piezoelectric vibration actuator depending on the frequency were predicted. Also, for the reliability of the derived equations, the predicted performance depending on the shape change was compared with the result of a finite element analysis program.

Keywords: Actuator, performance, piezoelectric, unimorph.Actuator, performance, piezoelectric, unimorph.

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Authors: Terrence Chen, Thomas S. Huang

Abstract:

In this paper, we present the region based hidden Markov random field model (RBHMRF), which encodes the characteristics of different brain regions into a probabilistic framework for brain MR image segmentation. The recently proposed TV+L1 model is used for region extraction. By utilizing different spatial characteristics in different brain regions, the RMHMRF model performs beyond the current state-of-the-art method, the hidden Markov random field model (HMRF), which uses identical spatial information throughout the whole brain. Experiments on both real and synthetic 3D MR images show that the segmentation result of the proposed method has higher accuracy compared to existing algorithms.

Keywords: Finite Gaussian mixture model, Hidden Markov random field model, image segmentation, MRI.

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Authors: A. M. Tahsini

Abstract:

The Spalart and Allmaras turbulence model has been implemented in a numerical code to study the compressible turbulent flows, which the system of governing equations is solved with a finite volume approach using a structured grid. The AUSM+ scheme is used to calculate the inviscid fluxes. Different benchmark problems have been computed to validate the implementation and numerical results are shown. A special Attention is paid to wall jet applications. In this study, the jet is submitted to various wall boundary conditions (adiabatic or uniform heat flux) in forced convection regime and both two-dimensional and axisymmetric wall jets are considered. The comparison between the numerical results and experimental data has given the validity of this turbulence model to study the turbulent wall jets especially in engineering applications.

Keywords: Wall Jet, Heat transfer, Numerical Simulation, Spalart-Allmaras Turbulence model.

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Authors: H. P. Singh, S. Singh

Abstract:

The voice signal in Voice over Internet protocol (VoIP) system is processed through the best effort policy based IP network, which leads to the network degradations including delay, packet loss jitter. The work in this paper presents the implementation of finite impulse response (FIR) filter for voice quality improvement in the VoIP system through distributed arithmetic (DA) algorithm. The VoIP simulations are conducted with AMR-NB 6.70 kbps and G.729a speech coders at different packet loss rates and the performance of the enhanced VoIP signal is evaluated using the perceptual evaluation of speech quality (PESQ) measurement for narrowband signal. The results show reduction in the computational complexity in the system and significant improvement in the quality of the VoIP voice signal.

Keywords: VoIP, Signal Quality, Distributed Arithmetic, Packet Loss, Speech Coder.

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