Search results for: computational intelligence

Authors: B. Falah, N. E. Abakouy

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Due to its high computational cost, mutation testing has been neglected by researchers. Recently, many cost and mutants’ reduction techniques have been developed, improved, and experimented, but few of them has relied the possibility of reducing the cost of mutation testing on the program type of the application under test. This paper is a comparative study between four operators’ selection techniques (mutants sampling, class level operators, method level operators, and all operators’ selection) based on the program code type of each application under test. It aims at finding an alternative approach to reveal the effect of code type on mutation testing score. The result of our experiment shows that the program code type can affect the mutation score and that the programs using polymorphism are best suited to be tested with mutation testing.

Keywords: Equivalent mutant, killed mutant, mutation score, mutation testing, program code type.

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Authors: Uzu-Kuei Hsu, Keh-Chin Chang, Joo-Guan Hang

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Carbon Deposits are often occurred inside the industrial coke oven during coking process. Accumulation of carbon deposits may cause a big issue, which seriously influences the coking operation. The carbon is burning off by injecting fresh air through pipes into coke oven which is an efficient way practically operated in industries. The burning off carbon deposition in coke oven performed by Computational Fluid Dynamics (CFD) method has provided an evaluation of the feasibility study. A three dimensional, transient, turbulent reacting flow simulation has performed with three different injecting air flow rate and another kind of injecting configuration. The result shows that injection higher air flow rate would effectively reduce the carbon deposits. In the meantime, the opened charging holes would suck extra oxygen from atmosphere to participate in reactions. In term of coke oven operating limits, the wall temperatures are monitored to prevent over-heating of the adiabatic walls during burn-off process.

Keywords: Coke oven, burning off, carbon deposits, carbon combustion, CFD.

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Authors: T. Sanches, K. Bousson

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As part of the development of a 4D autopilot system for unmanned aerial vehicles (UAVs), i.e. a time-dependent robust trajectory generation and control algorithm, this work addresses the problem of optimal path control based on the flight sensors data output that may be unreliable due to noise on data acquisition and/or transmission under certain circumstances. Although several filtering methods, such as the Kalman-Bucy filter or the Linear Quadratic Gaussian/Loop Transfer Recover Control (LQG/LTR), are available, the utter complexity of the control system, together with the robustness and reliability required of such a system on a UAV for airworthiness certifiable autonomous flight, required the development of a proper robust filter for a nonlinear system, as a way of further mitigate errors propagation to the control system and improve its ,performance. As such, a nonlinear algorithm based upon the LQG/LTR, is validated through computational simulation testing, is proposed on this paper.

Keywords: Autonomous flight, LQG/LTR, nonlinear state estimator, robust flight control and stability.

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Authors: A. A. Hossam-Eldin, E. N. Abdallah, M. S. El-Nozahy

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The identification and elimination of bad measurements is one of the basic functions of a robust state estimator as bad data have the effect of corrupting the results of state estimation according to the popular weighted least squares method. However this is a difficult problem to handle especially when dealing with multiple errors from the interactive conforming type. In this paper, a self adaptive genetic based algorithm is proposed. The algorithm utilizes the results of the classical linearized normal residuals approach to tune the genetic operators thus instead of making a randomized search throughout the whole search space it is more likely to be a directed search thus the optimum solution is obtained at very early stages(maximum of 5 generations). The algorithm utilizes the accumulating databases of already computed cases to reduce the computational burden to minimum. Tests are conducted with reference to the standard IEEE test systems. Test results are very promising.

Keywords: Bad Data, Genetic Algorithms, Linearized Normal residuals, Observability, Power System State Estimation.

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

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In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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Authors: Min-Hsun Kuo, Yun-Shiow Chen

Abstract:

The running logs of a process hold valuable information about its executed activity behavior and generated activity logic structure. Theses informative logs can be extracted, analyzed and utilized to improve the efficiencies of the process's execution and conduction. One of the techniques used to accomplish the process improvement is called as process mining. To mine similar processes is such an improvement mission in process mining. Rather than directly mining similar processes using a single comparing coefficient or a complicate fitness function, this paper presents a simplified heuristic process mining algorithm with two similarity comparisons that are able to relatively conform the activity logic sequences (traces) of mining processes with those of a normalized (regularized) one. The relative process conformance is to find which of the mining processes match the required activity sequences and relationships, further for necessary and sufficient applications of the mined processes to process improvements. One similarity presented is defined by the relationships in terms of the number of similar activity sequences existing in different processes; another similarity expresses the degree of the similar (identical) activity sequences among the conforming processes. Since these two similarities are with respect to certain typical behavior (activity sequences) occurred in an entire process, the common problems, such as the inappropriateness of an absolute comparison and the incapability of an intrinsic information elicitation, which are often appeared in other process conforming techniques, can be solved by the relative process comparison presented in this paper. To demonstrate the potentiality of the proposed algorithm, a numerical example is illustrated.

Keywords: process mining, process similarity, artificial intelligence, process conformance.

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Authors: Yousif Naif Almutai, Yajue Wu

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In larger cities worldwide, mass transportation systems, including underground systems, have grown to account for the majority of travel in those settings. Underground networks are vulnerable to fires, however, endangering travellers’ safety, with various examples of fire outbreaks in this setting. This study aims to increase knowledge of the impacts of extreme climatic conditions on fires, including the role of the high ambient temperatures experienced in Middle Eastern countries and specifically in Saudi Arabia. This is an element that is not always included when assessments of fire safety are made (considering visibility, temperatures, and flows of smoke). This paper focuses on a tunnel within Riyadh’s underground system as a case study and includes simulations based on computational fluid dynamics using ANSYS Fluent, which investigates the impact of various ventilation systems while identifying smoke density, speed, pressure and temperatures within this tunnel.

Keywords: Fire, subway tunnel, CFD, ventilation, smoke concentration, harsh weather.

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Authors: V.K.Ananthashayana, Pushpa.M.K

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In this paper a new Joint Adaptive Block Matching Search (JABMS) algorithm is proposed to generate motion vector and search a best match macro block by classifying the motion vector movement based on prediction error. Diamond Search (DS) algorithm generates high estimation accuracy when motion vector is small and Adaptive Rood Pattern Search (ARPS) algorithm can handle large motion vector but is not very accurate. The proposed JABMS algorithm which is capable of considering both small and large motions gives improved estimation accuracy and the computational cost is reduced by 15.2 times compared with Exhaustive Search (ES) algorithm and is 1.3 times less compared with Diamond search algorithm.

Keywords: Adaptive rood pattern search, Block matching, Diamond search, Joint Adaptive search, Motion estimation.

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Authors: M. Raciti Castelli, G. Grandi, E. Benini

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This paper presents a study of laminar to turbulent transition on a profile specifically designed for wind turbine blades, the DU91-W2-250, which belongs to a class of wind turbine dedicated airfoils, developed by Delft University of Technology. A comparison between the experimental behavior of the airfoil studied at Delft wind tunnel and the numerical predictions of the commercial CFD solver ANSYS FLUENT® has been performed. The prediction capabilities of the Spalart-Allmaras turbulence model and of the γ-θ Transitional model have been tested. A sensitivity analysis of the numerical results to the spatial domain discretization has also been performed using four different computational grids, which have been created using the mesher GAMBIT®. The comparison between experimental measurements and CFD results have allowed to determine the importance of the numerical prediction of the laminar to turbulent transition, in order not to overestimate airfoil friction drag due to a fully turbulent-regime flow computation.

Keywords: CFD, wind turbine, DU91-W2-250, laminar to turbulent transition.

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Authors: M. S. Meon, M. N. Rao, K-U. Schröder

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Mechanical fasteners especially bolting is commonly used in joining carbon-fiber reinforced polymer (CFRP) composite structures due to their good joinability and easy for maintenance characteristics. Since this approach involves with notching, a proper progressive damage model (PDM) need to be implemented and verified to capture existence of damages in the structure. A three dimensional (3D) failure criteria of Puck is established to predict the ultimate bearing failure of such joint. The failure criteria incorporated with degradation scheme are coded based on user subroutine executed in Abaqus. Single lap joint (SLJ) of composite bolted joint is used as target configuration. The results revealed that the PDM adopted here could sufficiently predict the behaviour of composite bolted joint up to ultimate bearing failure. In addition, mesh refinement near holes increased the accuracy of predicted strength as well as computational effort.

Keywords: Bearing strength, bolted joint, degradation scheme, progressive damage model.

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Authors: A. H. Azni, Madihah Mohd Saudi, Azreen Azman, Ariff Syah Johari

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Sensor Network are emerging as a new tool for important application in diverse fields like military surveillance, habitat monitoring, weather, home electrical appliances and others. Technically, sensor network nodes are limited in respect to energy supply, computational capacity and communication bandwidth. In order to prolong the lifetime of the sensor nodes, designing efficient routing protocol is very critical. In this paper, we illustrate the existing routing protocol for wireless sensor network using data centric approach and present performance analysis of these protocols. The paper focuses in the performance analysis of specific protocol namely Directed Diffusion and SPIN. This analysis reveals that the energy usage is important features which need to be taken into consideration while designing routing protocol for wireless sensor network.

Keywords: Data Centric Approach, Directed Diffusion, SPIN WSN Routing Protocol.

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Authors: M. A. Aziz, M. A. Imteaz, J. Naser, D. I. Phillips

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Some of the major concerns regarding sewer overflows to receiving water bodies include serious environmental, aesthetic and public health problems. A noble self-cleansing sewer overflow screening device having a sewer overflow chamber, a rectangular tank and a slotted ogee weir to capture the gross pollutants has been investigated. Computational Fluid Dynamics (CFD) techniques are used to simulate the flow phenomena with two different inlet orientations; parallel and perpendicular to the weir direction. CFD simulation results are compared with analytical results. Numerical results show that the flow is not uniform (across the width of the inclined surface) near the top of the inclined surface. The flow becomes uniform near the bottom of the inclined surface, with significant increase of shear stress. The simulation results promises for an effective and efficient self-cleansing sewer overflow screening device by comparing hydrodynamic results.

Keywords: Hydrodynamic Characteristics, Ogee Spillway, Screening, Sewer Overflow Device.

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Authors: Somayeh Sadeghi, Hamid A. Jalab, Sajjad Dadkhah

Abstract:

Due to availability of powerful image processing software and improvement of human computer knowledge, it becomes easy to tamper images. Manipulation of digital images in different fields like court of law and medical imaging create a serious problem nowadays. Copy-move forgery is one of the most common types of forgery which copies some part of the image and pastes it to another part of the same image to cover an important scene. In this paper, a copy-move forgery detection method proposed based on Fourier transform to detect forgeries. Firstly, image is divided to same size blocks and Fourier transform is performed on each block. Similarity in the Fourier transform between different blocks provides an indication of the copy-move operation. The experimental results prove that the proposed method works on reasonable time and works well for gray scale and colour images. Computational complexity reduced by using Fourier transform in this method.

Keywords: Copy-Move forgery, Digital Forensics, Image Forgery.

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Authors: A. Benarous, D. Karmed, R. Haoui, A. Liazid

Abstract:

The process for predicting the ballistic properties of a liquid rocket engine is based on the quantitative estimation of idealized performance deviations. In this aim, an equilibrium chemistry procedure is firstly developed and implemented in a Fortran routine. The thermodynamic formulation allows for the calculation of the theoretical performances of a rocket thrust chamber. In a second step, a computational fluid dynamic analysis of the turbulent reactive flow within the chamber is performed using a finite volume approach. The obtained values for the “quasi-real" performances account for both turbulent mixing and chemistryturbulence coupling. In the present work, emphasis is made on the combustion efficiency performance for which deviation is mainly due to radial gradients of static temperature and mixture ratio. Numerical values of the characteristic velocity are successfully compared with results from an industry-used code. The results are also confronted with the experimental data of a laboratory-scale rocket engine.

Keywords: JANAF methodology, Liquid rocket engine, Mascotte test-rig, Theoretical performances.

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Authors: Ibrahim Beldjilali, Adel Ghenaiet

Abstract:

The contra-rotating axial machine is a promising solution for several applications, where high pressure and efficiencies are needed. Also, they allow reducing the speed of rotation, the radial spacing and a better flexibility of use. However, this requires a better understanding of their operation, including the influence of second rotor on the overall aerodynamic performances. This work consisted of both experimental and numerical studies to characterize this counter-rotating fan, especially the analysis of the effects of the blades stagger angle and the inter-distance between the rotors. The experimental study served to validate the computational fluid dynamics model (CFD) used in the simulations. The numerical study permitted to cover a wider range of parameter and deeper investigation on flow structures details, including the effects of blade stagger angle and inter-distance, associated with the interaction between the rotors. As a result, there is a clear improvement in aerodynamic performance compared with a conventional machine.

Keywords: Aerodynamic performance, axial fan, counter rotating rotors, CFD, experimental study.

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Authors: Hatim Laalej, Salvador Sumohano-Verdeja, Thomas McLeay

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Monitoring of tool wear in milling operations is essential for achieving the desired dimensional accuracy and surface finish of a machined workpiece. Although there are numerous statistical models and artificial intelligence techniques available for monitoring the wear of cutting tools, these techniques cannot pin point which cutting edge of the tool, or which insert in the case of indexable tooling, is worn or broken. Currently, the task of monitoring the wear on the tool cutting edges is carried out by the operator who performs a manual inspection, causing undesirable stoppages of machine tools and consequently resulting in costs incurred from lost productivity. The present study is concerned with the development of a flute tracking system to segment signals related to each physical flute of a cutter with three flutes used in an end milling operation. The purpose of the system is to monitor the cutting condition for individual flutes separately in order to determine their progressive wear rates and to predict imminent tool failure. The results of this study clearly show that signals associated with each flute can be effectively segmented using the proposed flute tracking system. Furthermore, the results illustrate that by segmenting the sensor signal by flutes it is possible to investigate the wear in each physical cutting edge of the cutting tool. These findings are significant in that they facilitate the online condition monitoring of a cutting tool for each specific flute without the need for operators/engineers to perform manual inspections of the tool.

Keywords: Tool condition monitoring, tool wear prediction, milling operation, flute tracking.

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Authors: Mohammad Hadi Bordbar, Timo Hyppänen

Abstract:

The radiative exchange method is introduced as a numerical method for the simulation of radiative heat transfer in an absorbing, emitting and isotropically scattering media. In this method, the integro-differential radiative balance equation is solved by using a new introduced concept for the exchange factor. Even though the radiative source term is calculated in a mesh structure that is coarser than the structure used in computational fluid dynamics, calculating the exchange factor between different coarse elements by using differential integration elements makes the result of the method close to that of integro-differential radiative equation. A set of equations for calculating exchange factors in two and threedimensional Cartesian coordinate system is presented, and the method is used in the simulation of radiative heat transfer in twodimensional rectangular case and a three-dimensional simple cube. The result of using this method in simulating different cases is verified by comparing them with those of using other numerical radiative models.

Keywords: Exchange factor, Numerical simulation, Thermal radiation.

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Authors: Tayeb Bensattalah, Mohamed Zidour, Mohamed Ait Amar Meziane, Tahar Hassaine Daouadji, Abdelouahed Tounsi

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In this paper, the Differential Transform Method (DTM) is employed to predict and to analysis the non-local critical buckling loads of carbon nanotubes with various end conditions and the non-local Timoshenko beam described by single differential equation. The equation differential of buckling of the nanobeams is derived via a non-local theory and the solution for non-local critical buckling loads is finding by the DTM. The DTM is introduced briefly. It can easily be applied to linear or nonlinear problems and it reduces the size of computational work. Influence of boundary conditions, the chirality of carbon nanotube and aspect ratio on non-local critical buckling loads are studied and discussed. Effects of nonlocal parameter, ratios L/d, the chirality of single-walled carbon nanotube, as well as the boundary conditions on buckling of CNT are investigated.

Keywords: Boundary conditions, buckling, non-local, the differential transform method.

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Authors: A.Seif, H.Aghaie, K.Majlesi

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A computational study at the level density functional theory (DFT) was carried out to investigate the influences of Si and C-doping on the 14N and 27Al quadrupole coupling constant in the (10, 0) zigzag single ? walled Aluminum-Nitride nanotube (AlNNT). To this aim, a 1.16nm, length of AlNNT consisting of 40 Al atoms and 40 N atoms were selected where the end atoms are capped by hydrogen atom. To follow the purpose, three Si atoms and three C atoms were doped instead of three Al atoms and three N atoms as a central ring in the surface of the Si and C-doped AlNNT. At first both of systems optimized at the level of BLYP method and 6-31G (d) basis set and after that, the NQR parameters were calculated at the level BLYP method and 6-311+G** basis set in two optimized forms. The calculate CQ values for both optimized AlNNT systems, raw and Si and C-doped, reveal different electronic environments in the mentioned systems. It was also demonstrated that the end nuclei have the largest CQ values in both considered AlNNT systems. All the calculations were carried out using Gaussian 98 package of program.

Keywords: DFT, Quadrupole Coupling Constant, Si and CDoping, Single-Walled AlN nanotubes.

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Authors: Anant Lal, M. Elangovan

Abstract:

A general purpose viscous flow solver Ansys CFX was used to solve the unsteady three-dimensional (3D) Reynolds Averaged Navier-Stokes Equation (RANSE) for simulating a 3D numerical viscous wave tank. A flap-type wave generator was incorporated in the computational domain to generate the desired incident waves. Authors have made effort to study the physical behaviors of Flap type wave maker with governing parameters. Dependency of the water fill depth, Time period of oscillations and amplitude of oscillations of flap were studied. Effort has been made to establish relations between parameters. A validation study was also carried out against CFD methodology with wave maker theory. It has been observed that CFD results are in good agreement with theoretical results. Beaches of different slopes were introduced to damp the wave, so that it should not cause any reflection from boundary. As a conclusion this methodology can simulate the experimental wave-maker for regular wave generation for different wave length and amplitudes.

Keywords: CFD, RANSE, Flap type, wave-maker, VOF, seakeeping, numerical method.

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Authors: Kyoungwoo Park, Chol-Ho Hong, Sedoo Oh, Seongjoon Moon

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Diesel vehicle should be equipped with emission after-treatment devices as NOx reduction catalyst and particulate filtersin order to meet more stringer diesel emission standard. Urea-SCR is being developed as the most efficient method of reducing NOx emissions in the after-treatment devices of diesel engines, and recent studies have begun to mount the Urea-SCR device for diesel passenger cars and light duty vehicles. In the present study, the effects of the mixer on the efficiency of urea-SCR System (i.e., NH₃uni- formityindex (NH₃ UI) is investigated by predicting the transport phenomena in the urea-SCR system. The three dimensional Eulerian-Lagrangian CFD simulationfor internal flow and spray characteristics in front of SCR is carried out by using STAR-CCM+ 7.06 code. In addition, the paper proposes a method to minimize the wall-wetting around the urea injector in order to prevent injector blocks caused by solid urea loading.

Keywords: Computational fluid dynamics, Multi-phase flow, NH3 uniformity index, Urea-SCR system, Urea-water-solution.

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Authors: Marco Raciti Castelli, Stefano De Betta, Ernesto Benini

Abstract:

This paper presents a mean for reducing the torque variation during the revolution of a vertical-axis wind turbine (VAWT) by increasing the blade number. For this purpose, twodimensional CDF analysis have been performed on a straight-bladed Darreius-type rotor. After describing the computational model, a complete campaign of simulations based on full RANS unsteady calculations is proposed for a three, four and five-bladed rotor architecture characterized by a NACA 0025 airfoil. For each proposed rotor configuration, flow field characteristics are investigated at several values of tip speed ratio, allowing a quantification of the influence of blade number on flow geometric features and dynamic quantities, such as rotor torque and power. Finally, torque and power curves are compared for the analyzed architectures, achieving a quantification of the effect of blade number on overall rotor performance.

Keywords: CFD, VAWT, NACA 0021, blade number

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Authors: R. Srinivasa Rao

Abstract:

This paper presents a new method which applies an artificial bee colony algorithm (ABC) for capacitor placement in distribution systems with an objective of improving the voltage profile and reduction of power loss. The ABC algorithm is a new population based meta heuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 69-bus system and compared the results with the other approach available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.

Keywords: Distribution system, Capacitor Placement, Loss reduction, Artificial Bee Colony Algorithm.

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Authors: Y. Mohseniahouei, K. Abdella, M. Pollanen

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In this paper, we explore the applicability of the Sinc- Collocation method to a three-dimensional (3D) oceanography model. The model describes a wind-driven current with depth-dependent eddy viscosity in the complex-velocity system. In general, the Sinc-based methods excel over other traditional numerical methods due to their exponentially decaying errors, rapid convergence and handling problems in the presence of singularities in end-points. Together with these advantages, the Sinc-Collocation approach that we utilize exploits first derivative interpolation, whose integration is much less sensitive to numerical errors. We bring up several model problems to prove the accuracy, stability, and computational efficiency of the method. The approximate solutions determined by the Sinc-Collocation technique are compared to exact solutions and those obtained by the Sinc-Galerkin approach in earlier studies. Our findings indicate that the Sinc-Collocation method outperforms other Sinc-based methods in past studies.

Keywords: Boundary Value Problems, Differential Equations, Sinc Numerical Methods, Wind-Driven Currents

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Authors: Z. Pavlík, J. Žumár, M. Pavlíková, R. Černý

Abstract:

Interaction of inorganic water-soluble salts and building stones is studied in the paper. Two types of sandstone and one type of spongillite as representatives of materials used in historical masonry are subjected to experimental testing. Within the performed experiments, measurement of moisture and chloride concentration profiles is done in order to get input data for computational inverse analysis. Using the inverse analysis, moisture diffusivity and chloride diffusion coefficient of investigated materials are accessed. Additionally, the effect of salt presence on water vapor storage is investigated using dynamic vapor sorption device. The obtained data represents valuable information for restoration of historical masonry and give evidence on the performance of studied stones in contact with water soluble salts.

Keywords: Moisture and chloride transport, sandstone, spongillite, moisture diffusivity, chloride diffusion coefficient.

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Authors: B. Vahdani, R. Tavakkoli-Moghaddam, A. Baboli, S. M. Mousavi

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Focusing on the environmental issues, including the reduction of scrap and consumer residuals, along with the benefiting from the economic value during the life cycle of goods/products leads the companies to have an important competitive approach. The aim of this paper is to present a new mixed nonlinear facility locationallocation model in recycling collection networks by considering multi-echelon, multi-suppliers, multi-collection centers and multifacilities in the recycling network. To make an appropriate decision in reality, demands, returns, capacities, costs and distances, are regarded uncertain in our model. For this purpose, a fuzzy mathematical programming-based possibilistic approach is introduced as a solution methodology from the recent literature to solve the proposed mixed-nonlinear programming model (MNLP). The computational experiments are provided to illustrate the applicability of the designed model in a supply chain environment and to help the decision makers to facilitate their analysis.

Keywords: Location-allocation model, recycling collection networks, fuzzy mathematical programming.

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Authors: Tirthankar Ghosh, Dilip Roy, Nimai Kumar Chandra

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Sometime it is difficult to determine the exact reliability for complex systems in analytical procedures. Approximate solution of this problem can be provided through discretization of random variables. In this paper we describe the usefulness of discretization of a random variable using the reversed hazard rate function of its continuous version. Discretization of the exponential distribution has been demonstrated. Applications of this approach have also been cited. Numerical calculations indicate that the proposed approach gives very good approximation of reliability of complex systems under stress-strength set-up. The performance of the proposed approach is better than the existing discrete concentration method of discretization. This approach is conceptually simple, handles analytic intractability and reduces computational time. The approach can be applied in manufacturing industries for producing high-reliable items.

Keywords: Discretization, Reversed Hazard Rate, Exponential distribution, reliability approximation, engineering item.

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Authors: Cristian P. Topa, Esteban A. Valencia, Victor H. Hidalgo, Marco A. Martinez

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Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e⁵, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.

Keywords: Wind tunnel, low cost instrumentation, experimental testing, CFD simulation.

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Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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Authors: S. Mulholland

Abstract:

Octree compression techniques have been used for several years for compressing large three dimensional data sets into homogeneous regions. This compression technique is ideally suited to datasets which have similar values in clusters. Oil engineers represent reservoirs as a three dimensional grid where hydrocarbons occur naturally in clusters. This research looks at the efficiency of storing these grids using octree compression techniques where grid cells are broken into active and inactive regions. Initial experiments yielded high compression ratios as only active leaf nodes and their ancestor, header nodes are stored as a bitstream to file on disk. Savings in computational time and memory were possible at decompression, as only active leaf nodes are sent to the graphics card eliminating the need of reconstructing the original matrix. This results in a more compact vertex table, which can be loaded into the graphics card quicker and generating shorter refresh delay times.

Keywords: 3D visualisation, compressed vertex tables, octree compression techniques, oil reservoir grids.

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