Search results for: Meshes for Numerical Simulations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3091

Search results for: Meshes for Numerical Simulations

3001 An Ecological Model for Three Species with Crowley–Martin Functional Response

Authors: Randhir Singh Baghel, Govind Shay Sharma

Abstract:

In this paper, we explore an ecosystem that contains a three-species food chain. The first and second species are in competition with one another for resources. However, the third species plays an important role in providing non-linear Crowley-Martin functional support for the first species. Additionally, the third species consumes the second species in a linear fashion, taking advantage of the available resources. This intricate balance ensures the survival of all three species in the ecosystem. A set of non-linear isolated first-order differential equations establish this model. We examine the system's stability at all potential equilibrium locations using the perturbed technique. Furthermore, by spending a lot of time observing the species in their natural habitat, the numerical illustrations at suitable parameter values for the model are shown.

Keywords: Competition, predator, response function, local stability, numerical simulations.

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3000 Numerical Modeling and Computer Simulation of Ground Movement above Underground Mine

Authors: A. Nuric, S. Nuric, L. Kricak, I. Lapandic, R. Husagic

Abstract:

This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.

Keywords: Computer, finite element method, mine, nonlinear analysis, numerical modeling, simulation, subsidence.

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2999 Design and Simulation of Electromagnetic Flow Meter for Circular Pipe Type

Authors: M. Karamifard, M. Kazeminejad, A. Maghsoodloo

Abstract:

Electromagnetic flow meter by measuring the varying of magnetic flux, which is related to the velocity of conductive flow, can measure the rate of fluids very carefully and precisely. Electromagnetic flow meter operation is based on famous Faraday's second Law. In these equipments, the constant magnetostatic field is produced by electromagnet (winding around the tube) outside of pipe and inducting voltage that is due to conductive liquid flow is measured by electrodes located on two end side of the pipe wall. In this research, we consider to 2-dimensional mathematical model that can be solved by numerical finite difference (FD) solution approach to calculate induction potential between electrodes. The fundamental concept to design the electromagnetic flow meter, exciting winding and simulations are come out by using MATLAB and PDE-Tool software. In the last stage, simulations results will be shown for improvement and accuracy of technical provision.

Keywords: Electromagnetic Flow Meter, Induction Voltage, Finite Difference

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2998 Influence of Turbulence Model, Grid Resolution and Free-Stream Turbulence Intensity on the Numerical Simulation of the Flow Field around an Inclined Flat Plate

Authors: M. Raciti Castelli, P. Cioppa, E. Benini

Abstract:

The flow field around a flat plate of infinite span has been investigated for several values of the angle of attack. Numerical predictions have been compared to experimental measurements, in order to examine the effect of turbulence model and grid resolution on the resultant aerodynamic forces acting on the plate. Also the influence of the free-stream turbulence intensity, at the entrance of the computational domain, has been investigated. A full campaign of simulations has been conducted for three inclination angles (9°, 15° and 30°), in order to obtain some practical guidelines to be used for the simulation of the flow field around inclined plates and discs.

Keywords: CFD, lift, drag, flat plate

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2997 A Numerical Study on Heat Transfer in Laminar Pulsed Slot Jets Impinging on a Surface

Authors: D. Kim

Abstract:

Numerical simulations are performed for laminar continuous and pulsed jets impinging on a surface in order to investigate the effects of pulsing frequency on the heat transfer characteristics. The time-averaged Nusselt number of pulsed jets is larger in the impinging jet region as compared to the continuous jet, while it is smaller in the outer wall jet region. At the stagnation point, the mean and RMS Nusselt numbers become larger and smaller, respectively, as the pulsing frequency increases. Unsteady behaviors of vortical fluid motions and temperature field are also investigated to understand the underlying mechanisms of heat transfer enhancement.

Keywords: Pulsed slot jet, impingement, pulsing frequency, heat transfer enhancement.

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2996 CFD Simulations to Validate Two and Three Phase Up-flow in Bubble Columns

Authors: Shyam Kumar, Nannuri Srinivasulu, Ashok Khanna

Abstract:

Bubble columns have a variety of applications in absorption, bio-reactions, catalytic slurry reactions, and coal liquefaction; because they are simple to operate, provide good heat and mass transfer, having less operational cost. The use of Computational Fluid Dynamics (CFD) for bubble column becomes important, since it can describe the fluid hydrodynamics on both local and global scale. Euler- Euler two-phase fluid model has been used to simulate two-phase (air and water) transient up-flow in bubble column (15cm diameter) using FLUENT6.3. These simulations and experiments were operated over a range of superficial gas velocities in the bubbly flow and churn turbulent regime (1 to16 cm/s) at ambient conditions. Liquid velocity was varied from 0 to 16cm/s. The turbulence in the liquid phase is described using the standard k-ε model. The interactions between the two phases are described through drag coefficient formulations (Schiller Neumann). The objectives are to validate CFD simulations with experimental data, and to obtain grid-independent numerical solutions. Quantitatively good agreements are obtained between experimental data for hold-up and simulation values. Axial liquid velocity profiles and gas holdup profiles were also obtained for the simulation.

Keywords: Bubble column, Computational fluid dynamics, Gas holdup profile, k-ε model.

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2995 Numerical Evaluation of the Contribution of Inertial and Aerodynamic Forces on VAWT Blade Loading

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

Abstract:

A two-dimensional numerical simulation of the contribution of both inertial and aerodynamic forces on the blade loads of a Vertical-Axis Wind Turbine (VAWT) is presented. After describing the computational model and the relative validation procedure, a complete campaign of simulations - based on full RANS unsteady calculations - is proposed for a three-bladed rotor architecture characterized by a NACA 0021 airfoil. For each analyzed angular velocity, the combined effect of pressure and viscous forces acting on every rotor blade are compared to the corresponding centrifugal forces, due to the revolution of the turbine, thus achieving a preliminary estimation of the correlation between overall rotor efficiency and structural blade loads.

Keywords: CFD, VAWT, NACA 0021, aerodynamic forces, inertial loadings.

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2994 Optimized Algorithm for Particle Swarm Optimization

Authors: Fuzhang Zhao

Abstract:

Particle swarm optimization (PSO) is becoming one of the most important swarm intelligent paradigms for solving global optimization problems. Although some progress has been made to improve PSO algorithms over the last two decades, additional work is still needed to balance parameters to achieve better numerical properties of accuracy, efficiency, and stability. In the optimal PSO algorithm, the optimal weightings of (√ 5 − 1)/2 and (3 − √5)/2 are used for the cognitive factor and the social factor, respectively. By the same token, the same optimal weightings have been applied for intensification searches and diversification searches, respectively. Perturbation and constriction effects are optimally balanced. Simulations of the de Jong, the Rosenbrock, and the Griewank functions show that the optimal PSO algorithm indeed achieves better numerical properties and outperforms the canonical PSO algorithm.

Keywords: Diversification search, intensification search, optimal weighting, particle swarm optimization.

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2993 A Boundary Fitted Nested Grid Model for Modelling Tsunami Propagation of 2004 Indonesian Tsunami along Southern Thailand

Authors: Md. Fazlul Karim, Esa Al-Islam

Abstract:

This paper describes the development of a boundary fitted nested grid (BFNG) model to compute tsunami propagation of 2004 Indonesian tsunami in Southern Thailand coastal waters. We develop a numerical model employing the shallow water nested model and an orthogonal boundary fitted grid to investigate the tsunami impact on the Southern Thailand due to the Indonesian tsunami of 2004. Comparisons of water surface elevation obtained from numerical simulations and field measurements are made.

Keywords: Boundary-fitted nested grid model, finite difference method, Indonesian tsunami of 2004, Southern Thailand.

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2992 3D Numerical Studies on Jets Acoustic Characteristics of Chevron Nozzles for Aerospace Applications

Authors: R. Kanmaniraja, R. Freshipali, J. Abdullah, K. Niranjan, K. Balasubramani, V. R. Sanal Kumar

Abstract:

The present environmental issues have made aircraft jet noise reduction a crucial problem in aero-acoustics research. Acoustic studies reveal that addition of chevrons to the nozzle reduces the sound pressure level reasonably with acceptable reduction in performance. In this paper comprehensive numerical studies on acoustic characteristics of different types of chevron nozzles have been carried out with non-reacting flows for the shape optimization of chevrons in supersonic nozzles for aerospace applications. The numerical studies have been carried out using a validated steady 3D density based, k-ε turbulence model. In this paper chevron with sharp edge, flat edge, round edge and U-type edge are selected for the jet acoustic characterization of supersonic nozzles. We observed that compared to the base model a case with round-shaped chevron nozzle could reduce 4.13% acoustic level with 0.6% thrust loss. We concluded that the prudent selection of the chevron shape will enable an appreciable reduction of the aircraft jet noise without compromising its overall performance. It is evident from the present numerical simulations that k-ε model can predict reasonably well the acoustic level of chevron supersonic nozzles for its shape optimization.

Keywords: Supersonic nozzle, Chevron, Acoustic level, Shape Optimization of Chevron Nozzles, Jet noise suppression.

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2991 Nonlinear Thermal Hydraulic Model to Analyze Parallel Channel Density Wave Instabilities in Natural Circulation Boiling Water Reactor with Asymmetric Power Distribution

Authors: Sachin Kumar, Vivek Tiwari, Goutam Dutta

Abstract:

The paper investigates parallel channel instabilities of natural circulation boiling water reactor. A thermal-hydraulic model is developed to simulate two-phase flow behavior in the natural circulation boiling water reactor (NCBWR) with the incorporation of ex-core components and recirculation loop such as steam separator, down-comer, lower-horizontal section and upper-horizontal section and then, numerical analysis is carried out for parallel channel instabilities of the reactor undergoing both in-phase and out-of-phase modes of oscillations. To analyze the relative effect on stability of the reactor due to inclusion of various ex-core components and recirculation loop, marginal stable point is obtained at a particular inlet enthalpy of the reactor core without the inclusion of ex-core components and recirculation loop and then with the inclusion of the same. Numerical simulations are also conducted to determine the relative dominance between two modes of oscillations i.e. in-phase and out-of-phase. Simulations are also carried out when the channels are subjected to asymmetric power distribution keeping the inlet enthalpy same.

Keywords: Asymmetric power distribution, Density wave oscillations, In-phase and out-of-phase modes of instabilities, Natural circulation boiling water reactor

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2990 Modeling and Simulation for 3D Eddy Current Testing in Conducting Materials

Authors: S. Bennoud, M. Zergoug

Abstract:

The numerical simulation of electromagnetic interactions is still a challenging problem, especially in problems that result in fully three dimensional mathematical models.

The goal of this work is to use mathematical modeling to characterize the reliability and capacity of eddy current technique to detect and characterize defects embedded in aeronautical in-service pieces.

The finite element method is used for describing the eddy current technique in a mathematical model by the prediction of the eddy current interaction with defects. However, this model is an approximation of the full Maxwell equations.

In this study, the analysis of the problem is based on a three dimensional finite element model that computes directly the electromagnetic field distortions due to defects.

Keywords: Eddy current, Finite element method, Non destructive testing, Numerical simulations.

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2989 New Robust Approach of Direct Field Oriented Control of Induction Motor

Authors: T. Benmiloud, A. Omari

Abstract:

This paper presents a new technique of compensation of the effect of variation parameters in the direct field oriented control of induction motor. The proposed method uses an adaptive tuning of the value of synchronous speed to obtain the robustness for the field oriented control. We show that this adaptive tuning allows having robustness for direct field oriented control to changes in rotor resistance, load torque and rotational speed. The effectiveness of the proposed control scheme is verified by numerical simulations. The numerical validation results of the proposed scheme have presented good performances compared to the usual direct-field oriented control.

Keywords: Induction motor, direct field-oriented control, compensation of variation parameters, fuzzy logic controller.

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2988 Performance Comparison and Analysis of Different Schemes and Limiters

Authors: Wang Wen-long, Li Hua, Pan Sha

Abstract:

Eight difference schemes and five limiters are applied to numerical computation of Riemann problem. The resolution of discontinuities of each scheme produced is compared. Numerical dissipation and its estimation are discussed. The result shows that the numerical dissipation of each scheme is vital to improve scheme-s accuracy and stability. MUSCL methodology is an effective approach to increase computational efficiency and resolution. Limiter should be selected appropriately by balancing compressive and diffusive performance.

Keywords: Scheme; Limiter, Numerical simulation, Riemannproblem.

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2987 A Fast, Portable Computational Framework for Aerodynamic Simulations

Authors: Mehdi Ghommem, Daniel Garcia, Nathan Collier, Victor Calo

Abstract:

We develop a fast, user-friendly implementation of a potential flow solver based on the unsteady vortex lattice method (UVLM). The computational framework uses the Python programming language which has easy integration with the scripts requiring computationally-expensive operations written in Fortran. The mixed-language approach enables high performance in terms of solution time and high flexibility in terms of easiness of code adaptation to different system configurations and applications. This computational tool is intended to predict the unsteady aerodynamic behavior of multiple moving bodies (e.g., flapping wings, rotating blades, suspension bridges...) subject to an incoming air. We simulate different aerodynamic problems to validate and illustrate the usefulness and effectiveness of the developed computational tool.

Keywords: Unsteady aerodynamics, numerical simulations, mixed-language approach, potential flow.

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2986 Large Eddy Simulation of Hydrogen Deflagration in Open Space and Vented Enclosure

Authors: T. Nozu, K. Hibi, T. Nishiie

Abstract:

This paper discusses the applicability of the numerical model for a damage prediction method of the accidental hydrogen explosion occurring in a hydrogen facility. The numerical model was based on an unstructured finite volume method (FVM) code “NuFD/FrontFlowRed”. For simulating unsteady turbulent combustion of leaked hydrogen gas, a combination of Large Eddy Simulation (LES) and a combustion model were used. The combustion model was based on a two scalar flamelet approach, where a G-equation model and a conserved scalar model expressed a propagation of premixed flame surface and a diffusion combustion process, respectively. For validation of this numerical model, we have simulated the previous two types of hydrogen explosion tests. One is open-space explosion test, and the source was a prismatic 5.27 m3 volume with 30% of hydrogen-air mixture. A reinforced concrete wall was set 4 m away from the front surface of the source. The source was ignited at the bottom center by a spark. The other is vented enclosure explosion test, and the chamber was 4.6 m × 4.6 m × 3.0 m with a vent opening on one side. Vent area of 5.4 m2 was used. Test was performed with ignition at the center of the wall opposite the vent. Hydrogen-air mixtures with hydrogen concentrations close to 18% vol. were used in the tests. The results from the numerical simulations are compared with the previous experimental data for the accuracy of the numerical model, and we have verified that the simulated overpressures and flame time-of-arrival data were in good agreement with the results of the previous two explosion tests.

Keywords: Deflagration, Large Eddy Simulation, Turbulent combustion, Vented enclosure.

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2985 Ab Initio Molecular Dynamics Simulations of Furfural at the Liquid-Solid Interface

Authors: Sanwu Wang, Hongli Dang, Wenhua Xue, Darwin Shields, Xin Liu, Friederike C. Jentoft, Daniel E. Resasco

Abstract:

The bonding configuration and the heat of adsorption of a furfural molecule on the Pd(111) surface were determined by ab initio density-functional-theory calculations. The dynamics of pure liquid water, the liquid-solid interface formed by liquid water and the Pd(111) surface, as well as furfural at the water-Pd interface, were investigated by ab initio molecular dynamics simulations at finite temperatures. Calculations and simulations suggest that the bonding configurations at the water-Pd interface promote decarbonylation of furfural.

Keywords: Ab initio molecular dynamics simulations, bio-fuels, density functional theory, liquid-solid interfaces.

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2984 Analytical and Finite Element Analysis of Hydroforming Deep Drawing Process

Authors: Maziar Ramezani, Thomas Neitzert

Abstract:

This paper gives an overview of a deep drawing process by pressurized liquid medium separated from the sheet by a rubber diaphragm. Hydroforming deep drawing processing of sheet metal parts provides a number of advantages over conventional techniques. It generally increases the depth to diameter ratio possible in cup drawing and minimizes the thickness variation of the drawn cup. To explore the deformation mechanism, analytical and numerical simulations are used for analyzing the drawing process of an AA6061-T4 blank. The effects of key process parameters such as coefficient of friction, initial thickness of the blank and radius between cup wall and flange are investigated analytically and numerically. The simulated results were in good agreement with the results of the analytical model. According to finite element simulations, the hydroforming deep drawing method provides a more uniform thickness distribution compared to conventional deep drawing and decreases the risk of tearing during the process.

Keywords: Deep drawing, Hydroforming, Rubber diaphragm

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2983 Simulation of Sloshing-Shear Mixed Shallow Water Waves (II) Numerical Solutions

Authors: Weihao Chung, Iau-Teh Wang, Yu-Hsi Hu

Abstract:

This is the second part of the paper. It, aside from the core subroutine test reported previously, focuses on the simulation of turbulence governed by the full STF Navier-Stokes equations on a large scale. Law of the wall is found plausible in this study as a model of the boundary layer dynamics. Model validations proceed to include velocity profiles of a stationary turbulent Couette flow, pure sloshing flow simulations, and the identification of water-surface inclination due to fluid accelerations. Errors resulting from the irrotational and hydrostatic assumptions are explored when studying a wind-driven water circulation with no shakings. Illustrative examples show that this numerical strategy works for the simulation of sloshing-shear mixed flow in a 3-D rigid rectangular base tank.

Keywords: potential flow theory, sloshing flow, space-timefiltering, order of accuracy.

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2982 MAS Simulations of Optical Antenna Structures

Authors: K.Tavzarashvili, G.Ghvedashili

Abstract:

A semi-analytic boundary discretization method, the Method of Auxiliary Sources (MAS) is used to analyze Optical Antennas consisting of metallic parts. In addition to standard dipoletype antennas, consisting of two pieces of metal, a new structure consisting of a single metal piece with a tiny groove in the center is analyzed. It is demonstrated that difficult numerical problems are caused because optical antennas exhibit strong material dispersion, loss, and plasmon-polariton effects that require a very accurate numerical simulation. This structure takes advantage of the Channel Plasmon-Polariton (CPP) effect and exhibits a strong enhancement of the electric field in the groove. Also primitive 3D antenna model with spherical nano particles is analyzed.

Keywords: optical antenna, channel plasmon-polariton, computational physics, Method of Auxiliary Sources

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2981 Investigation on Mesh Sensitivity of a Transient Model for Nozzle Clogging

Authors: H. Barati, M. Wu, A. Kharicha, A. Ludwig

Abstract:

A transient model for nozzle clogging has been developed and successfully validated against a laboratory experiment. Key steps of clogging are considered: transport of particles by turbulent flow towards the nozzle wall; interactions between fluid flow and nozzle wall, and the adhesion of the particle on the wall; the growth of the clog layer and its interaction with the flow. The current paper is to investigate the mesh (size and type) sensitivity of the model in both two and three dimensions. It is found that the algorithm for clog growth alone excluding the flow effect is insensitive to the mesh type and size, but the calculation including flow becomes sensitive to the mesh quality. The use of 2D meshes leads to overestimation of the clog growth because the 3D nature of flow in the boundary layer cannot be properly solved by 2D calculation. 3D simulation with tetrahedron mesh can also lead to an error estimation of the clog growth. A mesh-independent result can be achieved with hexahedral mesh, or at least with triangular prism (inflation layer) for near-wall regions.

Keywords: Clogging, nozzle, numerical model, simulation.

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2980 Development of a New Method for T-joint Specimens Testing under Shear Loading

Authors: R. Doubrava, R. Růžek

Abstract:

Nonstandard tests are necessary for analyses and verification of new developed structural and technological solutions with application of composite materials. One of the most critical primary structural parts of a typical aerospace structure is T-joint. This structural element is loaded mainly in shear, bending, peel and tension. The paper is focused on the shear loading simulations. The aim of the work is to obtain a representative uniform distribution of shear loads along T-joint during the mechanical testing. A new design of T-joint test procedure, numerical simulation and optimization of representative boundary conditions are presented. The different conditions and inaccuracies both in simulations and experiments are discussed. The influence of different parameters on stress and strain distributions is demonstrated on T-joint made of CFRP (carbon fibre reinforced plastic). A special test rig designed by VZLU (Aerospace Research and Test Establishment) for T-shear test procedure is presented.

Keywords: T-joint, shear, composite, mechanical testing, Finite Element analysis, methodology.

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2979 Comparative Parametric Analysis on the Dynamic Response of Fibre Composite Beams with Debonding

Authors: Indunil Jayatilake, Warna Karunasena

Abstract:

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

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

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2978 Warning about the Risk of Blood Flow Stagnation after Transcatheter Aortic Valve Implantation

Authors: Aymen Laadhari, Gábor Székely

Abstract:

In this work, the hemodynamics in the sinuses of Valsalva after Transcatheter Aortic Valve Implantation is numerically examined. We focus on the physical results in the two-dimensional case. We use a finite element methodology based on a Lagrange multiplier technique that enables to couple the dynamics of blood flow and the leaflets’ movement. A massively parallel implementation of a monolithic and fully implicit solver allows more accuracy and significant computational savings. The elastic properties of the aortic valve are disregarded, and the numerical computations are performed under physiologically correct pressure loads. Computational results depict that blood flow may be subject to stagnation in the lower domain of the sinuses of Valsalva after Transcatheter Aortic Valve Implantation.

Keywords: Hemodynamics, Transcatheter Aortic Valve Implantation, blood flow stagnation, numerical simulations.

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2977 Planar Tracking Control of an Underactuated Autonomous Underwater Vehicle

Authors: Santhakumar M., Asokan T.

Abstract:

This paper addresses the problem of trajectory tracking control of an underactuated autonomous underwater vehicle (AUV) in the horizontal plane. The underwater vehicle under consideration is not actuated in the sway direction, and the system matrices are not assumed to be diagonal and linear, as often found in the literature. In addition, the effect of constant bias of environmental disturbances is considered. Using backstepping techniques and the tracking error dynamics, the system states are stabilized by forcing the tracking errors to an arbitrarily small neighborhood of zero. The effectiveness of the proposed control method is demonstrated through numerical simulations. Simulations are carried out for an experimental vehicle for smooth, inertial, two dimensional (2D) reference trajectories such as constant velocity trajectory (a circle maneuver – constant yaw rate), and time varying velocity trajectory (a sinusoidal path – sinusoidal yaw rate).

Keywords: autonomous underwater vehicle, system matrices, tracking control, time – varying feed back, underactuated control.

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2976 Controllability of Efficiency of Antiviral Therapy in Hepatitis B Virus Infections

Authors: Shyam S.N. Perera

Abstract:

An optimal control problem for a mathematical model of efficiency of antiviral therapy in hepatitis B virus infections is considered. The aim of the study is to control the new viral production, block the new infection cells and maintain the number of uninfected cells in the given range. The optimal controls represent the efficiency of antiviral therapy in inhibiting viral production and preventing new infections. Defining the cost functional, the optimal control problem is converted into the constrained optimization problem and the first order optimality system is derived. For the numerical simulation, we propose the steepest descent algorithm based on the adjoint variable method. A computer program in MATLAB is developed for the numerical simulations.

Keywords: Virus infection model, Optimal control, Adjoint system, Steepest descent

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2975 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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2974 Reliability Levels of Reinforced Concrete Bridges Obtained by Mixing Approaches

Authors: Adrián D. García-Soto, Alejandro Hernández-Martínez, Jesús G. Valdés-Vázquez, Reyna A. Vizguerra-Alvarez

Abstract:

Reinforced concrete bridges designed by code are intended to achieve target reliability levels adequate for the geographical environment where the code is applicable. Several methods can be used to estimate such reliability levels. Many of them require the establishment of an explicit limit state function (LSF). When such LSF is not available as a close-form expression, the simulation techniques are often employed. The simulation methods are computing intensive and time consuming. Note that if the reliability of real bridges designed by code is of interest, numerical schemes, the finite element method (FEM) or computational mechanics could be required. In these cases, it can be quite difficult (or impossible) to establish a close-form of the LSF, and the simulation techniques may be necessary to compute reliability levels. To overcome the need for a large number of simulations when no explicit LSF is available, the point estimate method (PEM) could be considered as an alternative. It has the advantage that only the probabilistic moments of the random variables are required. However, in the PEM, fitting of the resulting moments of the LSF to a probability density function (PDF) is needed. In the present study, a very simple alternative which allows the assessment of the reliability levels when no explicit LSF is available and without the need of extensive simulations is employed. The alternative includes the use of the PEM, and its applicability is shown by assessing reliability levels of reinforced concrete bridges in Mexico when a numerical scheme is required. Comparisons with results by using the Monte Carlo simulation (MCS) technique are included. To overcome the problem of approximating the probabilistic moments from the PEM to a PDF, a well-known distribution is employed. The approach mixes the PEM and other classic reliability method (first order reliability method, FORM). The results in the present study are in good agreement whit those computed with the MCS. Therefore, the alternative of mixing the reliability methods is a very valuable option to determine reliability levels when no close form of the LSF is available, or if numerical schemes, the FEM or computational mechanics are employed.

Keywords: Structural reliability, reinforced concrete bridges, mixing approaches, point estimate method, Monte Carlo simulation.

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2973 Iterative Process to Improve Simple Adaptive Subdivision Surfaces Method with Butterfly Scheme

Authors: Noor Asma Husain, Mohd Shafry Mohd Rahim, Abdullah Bade

Abstract:

Subdivision surfaces were applied to the entire meshes in order to produce smooth surfaces refinement from coarse mesh. Several schemes had been introduced in this area to provide a set of rules to converge smooth surfaces. However, to compute and render all the vertices are really inconvenient in terms of memory consumption and runtime during the subdivision process. It will lead to a heavy computational load especially at a higher level of subdivision. Adaptive subdivision is a method that subdivides only at certain areas of the meshes while the rest were maintained less polygons. Although adaptive subdivision occurs at the selected areas, the quality of produced surfaces which is their smoothness can be preserved similar as well as regular subdivision. Nevertheless, adaptive subdivision process burdened from two causes; calculations need to be done to define areas that are required to be subdivided and to remove cracks created from the subdivision depth difference between the selected and unselected areas. Unfortunately, the result of adaptive subdivision when it reaches to the higher level of subdivision, it still brings the problem with memory consumption. This research brings to iterative process of adaptive subdivision to improve the previous adaptive method that will reduce memory consumption applied on triangular mesh. The result of this iterative process was acceptable better in memory and appearance in order to produce fewer polygons while it preserves smooth surfaces.

Keywords: Subdivision surfaces, adaptive subdivision, selectioncriteria, handle cracks, smooth surface

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2972 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

Authors: Fuziyah Ishak, Siti Norazura Ahmad

Abstract:

Volterra integro-differential equations appear in many models for real life phenomena. Since analytical solutions for this type of differential equations are hard and at times impossible to attain, engineers and scientists resort to numerical solutions that can be made as accurately as possible. Conventionally, numerical methods for ordinary differential equations are adapted to solve Volterra integro-differential equations. In this paper, numerical solution for solving Volterra integro-differential equation using extended trapezoidal method is described. Formulae for the integral and differential parts of the equation are presented. Numerical results show that the extended method is suitable for solving first order Volterra integro-differential equations.

Keywords: Accuracy, extended trapezoidal method, numerical solution, Volterra integro-differential equations.

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