Search results for: Cahn-Hilliard Equations

Authors: Nasim Abuali Galehdari, Thomas J. Ryan, Ajit D. Kelkar

Abstract:

In recent years, nanotechnology has played an important role in the design of an efficient radiation shielding polymeric composites. It is well known that, high loading of nanomaterials with radiation absorption properties can enhance the radiation attenuation efficiency of shielding structures. However, due to difficulties in dispersion of nanomaterials into polymer matrices, there has been a limitation in higher loading percentages of nanoparticles in the polymer matrix. Therefore, the objective of the present work is to provide a methodology to fabricate and then to characterize the functionally graded radiation shielding structures, which can provide an efficient radiation absorption property along with good structural integrity. Sandwich structures composed of Ultra High Molecular Weight Polyethylene (UHMWPE) fabric as face sheets and functionally graded epoxy nanocomposite as core material were fabricated. A method to fabricate a functionally graded core panel with controllable gradient dispersion of nanoparticles is discussed. In order to optimize the design of functionally graded sandwich composites and to analyze the stress distribution throughout the sandwich composite thickness, a finite element method was used. The sandwich panels were discretized using 3-Dimensional 8 nodded brick elements. Classical laminate analysis in conjunction with simplified micromechanics equations were used to obtain the properties of the face sheets. The presented finite element model would provide insight into deformation and damage mechanics of the functionally graded sandwich composites from the structural point of view.

Keywords: Nanotechnology, functionally graded material, radiation shielding, sandwich composites, finite element method.

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Authors: Mohammed A. Alolfe, Abou-Bakr M. Youssef, Yasser M. Kadah

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The proper design of RF pulses in magnetic resonance imaging (MRI) has a direct impact on the quality of acquired images, and is needed for many applications. Several techniques have been proposed to obtain the RF pulse envelope given the desired slice profile. Unfortunately, these techniques do not take into account the limitations of practical implementation such as limited amplitude resolution. Moreover, implementing constraints for special RF pulses on most techniques is not possible. In this work, we propose to develop an approach for designing optimal RF pulses under theoretically any constraints. The new technique will pose the RF pulse design problem as a combinatorial optimization problem and uses efficient techniques from this area such as genetic algorithms (GA) to solve this problem. In particular, an objective function will be proposed as the norm of the difference between the desired profile and the one obtained from solving the Bloch equations for the current RF pulse design values. The proposed approach will be verified using analytical solution based RF simulations and compared to previous methods such as Shinnar-Le Roux (SLR) method, and analysis, selected, and tested the options and parameters that control the Genetic Algorithm (GA) can significantly affect its performance to get the best improved results and compared to previous works in this field. The results show a significant improvement over conventional design techniques, select the best options and parameters for GA to get most improvement over the previous works, and suggest the practicality of using of the new technique for most important applications as slice selection for large flip angles, in the area of unconventional spatial encoding, and another clinical use.

Keywords: Selective excitation, magnetic resonance imaging, combinatorial optimization, pulse design.

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Authors: Ali Pirdavani, Tom Brijs, Tom Bellemans, Geert Wets, Koen Vanhoof

Abstract:

Signalized intersections on high-volume arterials are often congested during peak hours, causing a decrease in through movement efficiency on the arterial. Much of the vehicle delay incurred at conventional intersections is caused by high left-turn demand. Unconventional intersection designs attempt to reduce intersection delay and travel time by rerouting left-turns away from the main intersection and replacing it with right-turn followed by Uturn. The proposed new type of U-turn intersection is geometrically designed with a raised island which provides a protected U-turn movement. In this study several scenarios based on different distances between U-turn and main intersection, traffic volume of major/minor approaches and percentage of left-turn volumes were simulated by use of AIMSUN, a type of traffic microsimulation software. Subsequently some models are proposed in order to compute travel time of each movement. Eventually by correlating these equations to some in-field collected data of some implemented U-turn facilities, the reliability of the proposed models are approved. With these models it would be possible to calculate travel time of each movement under any kind of geometric and traffic condition. By comparing travel time of a conventional signalized intersection with U-turn intersection travel time, it would be possible to decide on converting signalized intersections into this new kind of U-turn facility or not. However comparison of travel time is not part of the scope of this research. In this paper only travel time of this innovative U-turn facility would be predicted. According to some before and after study about the traffic performance of some executed U-turn facilities, it is found that commonly, this new type of U-turn facility produces lower travel time. Thus, evaluation of using this type of unconventional intersection should be seriously considered.

Keywords: Innovative U-turn facility, Microsimulation, Traveltime, Unconventional intersection design.

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Authors: Tarek M. Alguhane, Ayman H. Khalil, M. N. Fayed, Ayman M. Ismail

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This paper deals with different modeling aspects of masonry infill: no infill model, Layered shell infill model, and strut infill model. These models consider the complicated behavior of the in-filled plane frames under lateral load similar to an earthquake load. Three strut infill models are used: NBCC (2005) strut infill model, ASCE/SEI 41-06 strut infill model and proposed strut infill model based on modification to Canadian, NBCC (2005) strut infill model. Pushover and modal analyses of a masonry infill concrete frame with a single storey and an existing 5-storey RC building have been carried out by using different models for masonry infill. The corresponding hinge status, the value of base shear at target displacement as well as their dynamic characteristics have been determined and compared. A validation of the structural numerical models for the existing 5-storey RC building has been achieved by comparing the experimentally measured and the analytically estimated natural frequencies and their mode shapes. This study shows that ASCE/SEI 41-06 equation underestimates the values for the equivalent properties of the diagonal strut while Canadian, NBCC (2005) equation gives realistic values for the equivalent properties. The results indicate that both ASCE/SEI 41-06 and Canadian, NBCC (2005) equations for strut infill model give over estimated values for dynamic characteristic of the building. Proposed modification to Canadian, NBCC (2005) equation shows that the fundamental dynamic characteristic values of the building are nearly similar to the corresponding values using layered shell elements as well as measured field results.

Keywords: Masonry infill, framed structures, RC buildings, non-structural elements.

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Authors: Wei-Hsin Sun, Jr-Ming Miao, Chang-Hsien Tai, Chien-Chun Hung

Abstract:

The development of biomimetic micro-aerial-vehicles (MAVs) with flapping wings is the future trend in military/domestic field. The successful flight of MAVs is strongly related to the understanding of unsteady aerodynamic performance of low Reynolds number airfoils under dynamic flapping motion. This study explored the effects of flapping frequency, stroke amplitude, and the inclined angle of stroke plane on lift force and thrust force of a bio-inspiration corrugated airfoil with 33 full factorial design of experiment and ANOVA analysis. Unsteady vorticity flows over a corrugated thin airfoil executing flapping motion are computed with time-dependent two-dimensional laminar incompressible Reynolds-averaged Navier-Stokes equations with the conformal hybrid mesh. The tested freestream Reynolds number based on the chord length of airfoil as characteristic length is fixed of 103. The dynamic mesh technique is applied to model the flapping motion of a corrugated airfoil. Instant vorticity contours over a complete flapping cycle clearly reveals the flow mechanisms for lift force generation are dynamic stall, rotational circulation, and wake capture. The thrust force is produced as the leading edge vortex shedding from the trailing edge of airfoil to form a reverse von Karman vortex. Results also indicated that the inclined angle is the most significant factor on both the lift force and thrust force. There are strong interactions between tested factors which mean an optimization study on parameters should be conducted in further runs.

Keywords: biomimetic, MAVs, aerodynamic, ANOVA analysis.

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Authors: Gozel Judakova, Markus Bause

Abstract:

We present and analyze reliable numerical techniques for simulating complex flow and transport phenomena related to natural gas transportation in pipelines. Such kind of problems are of high interest in the field of petroleum and environmental engineering. Modeling and understanding natural gas flow and transformation processes during transportation is important for the sake of physical realism and the design and operation of pipeline systems. In our approach a two fluid flow model based on a system of coupled hyperbolic conservation laws is considered for describing natural gas flow undergoing hydratization. The accurate numerical approximation of two-phase gas flow remains subject of strong interest in the scientific community. Such hyperbolic problems are characterized by solutions with steep gradients or discontinuities, and their approximation by standard finite element techniques typically gives rise to spurious oscillations and numerical artefacts. Recently, stabilized and discontinuous Galerkin finite element techniques have attracted researchers’ interest. They are highly adapted to the hyperbolic nature of our two-phase flow model. In the presentation a streamline upwind Petrov-Galerkin approach and a discontinuous Galerkin finite element method for the numerical approximation of our flow model of two coupled systems of Euler equations are presented. Then the efficiency and reliability of stabilized continuous and discontinous finite element methods for the approximation is carefully analyzed and the potential of the either classes of numerical schemes is investigated. In particular, standard benchmark problems of two-phase flow like the shock tube problem are used for the comparative numerical study.

Keywords: Discontinuous Galerkin method, Euler system, inviscid two-fluid model, streamline upwind Petrov-Galerkin method, two-phase flow.

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Authors: Mohamed Elghorab, Vendra C. Madhav Rao, Jennifer X. Wen

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Turbulence modelling is still evolving, and efforts are on to improve and develop numerical methods to simulate the real turbulence structures by using the empirical and experimental information. The monotonically integrated large eddy simulation (MILES) is an attractive approach for modelling turbulence in high Re flows, which is based on the solving of the unfiltered flow equations with no explicit sub-grid scale (SGS) model. In the current work, this approach has been used, and the action of the SGS model has been included implicitly by intrinsic nonlinear high-frequency filters built into the convection discretization schemes. The MILES solver is developed using the opensource CFD OpenFOAM libraries. The role of flux limiters schemes namely, Gamma, superBee, van-Albada and van-Leer, is studied in predicting turbulent statistical quantities for a fully developed channel flow with a friction Reynolds number, Re_T = 180, and compared the numerical predictions with the well-established Direct Numerical Simulation (DNS) results for studying the wall generated turbulence. It is inferred from the numerical predictions that Gamma, van-Leer and van-Albada limiters produced more diffusion and overpredicted the velocity profiles, while superBee scheme reproduced velocity profiles and turbulence statistical quantities in good agreement with the reference DNS data in the streamwise direction although it deviated slightly in the spanwise and normal to the wall directions. The simulation results are further discussed in terms of the turbulence intensities and Reynolds stresses averaged in time and space to draw conclusion on the flux limiter schemes performance in OpenFOAM context.

Keywords: Flux limiters, MILES, OpenFOAM, turbulence structures, TVD schemes.

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Authors: Saruhan Kartal, Ilker Kalkan

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The present paper reports the cracking moment estimates of a set of steel-reinforced, Fiber Reinforced Polymer (FRP)-reinforced and hybrid steel-FRP reinforced concrete beams, calculated from different analytical formulations in the codes, together with the experimental cracking load values. A total of three steel-reinforced, four FRP-reinforced, 12 hybrid FRP-steel over-reinforced and five hybrid FRP-steel under-reinforced concrete beam tests were analyzed within the scope of the study. Glass FRP (GFRP) and Basalt FRP (BFRP) bars were used in the beams as FRP bars. In under-reinforced hybrid beams, rupture of the FRP bars preceded crushing of concrete, while concrete crushing preceded FRP rupture in over-reinforced beams. In both types, steel yielding took place long before the FRP rupture and concrete crushing. The cracking moment mainly depends on two quantities, namely the moment of inertia of the section at the initiation of cracking and the flexural tensile strength of concrete, i.e. the modulus of rupture. In the present study, two different definitions of uncracked moment of inertia, i.e. the gross and the uncracked transformed moments of inertia, were adopted. Two analytical equations for the modulus of rupture (ACI 318M and Eurocode 2) were utilized in the calculations as well as the experimental tensile strength of concrete from prismatic specimen tests. The ACI 318M modulus of rupture expression produced cracking moment estimates closer to the experimental cracking moments of FRP-reinforced and hybrid FRP-steel reinforced concrete beams when used in combination with the uncracked transformed moment of inertia, yet the Eurocode 2 modulus of rupture expression gave more accurate cracking moment estimates in steel-reinforced concrete beams. All of the analytical definitions produced analytical values considerably different from the experimental cracking load values of the solely FRP-reinforced concrete beam specimens.

Keywords: Cracking moment, four-point bending, hybrid use of reinforcement, polymer reinforcement.

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Authors: Yanling Li, Linying Ji, Zita Oravecz, Timothy R. Brick, Michael D. Hunter, Sy-Miin Chow

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Assessing several individuals intensively over time yields intensive longitudinal data (ILD). Even though ILD provide rich information, they also bring other data analytic challenges. One of these is the increased occurrence of missingness with increased study length, possibly under non-ignorable missingness scenarios. Multiple imputation (MI) handles missing data by creating several imputed data sets, and pooling the estimation results across imputed data sets to yield final estimates for inferential purposes. In this article, we introduce dynr.mi(), a function in the R package, Dynamic Modeling in R (dynr). The package dynr provides a suite of fast and accessible functions for estimating and visualizing the results from fitting linear and nonlinear dynamic systems models in discrete as well as continuous time. By integrating the estimation functions in dynr and the MI procedures available from the R package, Multivariate Imputation by Chained Equations (MICE), the dynr.mi() routine is designed to handle possibly non-ignorable missingness in the dependent variables and/or covariates in a user-specified dynamic systems model via MI, with convergence diagnostic check. We utilized dynr.mi() to examine, in the context of a vector autoregressive model, the relationships among individuals’ ambulatory physiological measures, and self-report affect valence and arousal. The results from MI were compared to those from listwise deletion of entries with missingness in the covariates. When we determined the number of iterations based on the convergence diagnostics available from dynr.mi(), differences in the statistical significance of the covariate parameters were observed between the listwise deletion and MI approaches. These results underscore the importance of considering diagnostic information in the implementation of MI procedures.

Keywords: Dynamic modeling, missing data, multiple imputation, physiological measures.

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Authors: Sunday Olufemi Adesogan

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The supply of potable water at least is a very important index in national development. Water tariffs depend on the treatment cost which carries the highest percentage of the total operation cost in any water supply scheme. In order to keep water tariffs as low as possible, treatment costs have to be minimized. The University of Ibadan, Nigeria, water supply scheme consists of a treatment plant with three distribution stations (Amina way, Kurumi and Lander) and two raw water supply sources (Awba dam and Eleyele dam). An operational study of the scheme was carried out to ascertain the efficiency of the supply of potable water on the campus to justify the need for water supply schemes in tertiary institutions. The study involved regular collection, processing and analysis of periodic operational data. Data collected include supply reading (water production on daily basis) and consumers metered reading for a period of 22 months (October 2013 - July 2015), and also collected, were the operating hours of both plants and human beings. Applying the required mathematical equations, total loss was determined for the distribution system, which was translated into monetary terms. Adequacies of the operational functions were also determined. The study revealed that water supply scheme is justified in tertiary institutions. It was also found that approximately 10.7 million Nigerian naira (N) is lost to leakages during the 22-month study period; the system’s storage capacity is no longer adequate, especially for peak water production. The capacity of the system as a whole is insufficient for the present university population and that the existing water supply system is not being operated in an optimal manner especially due to personnel, power and system ageing constraints.

Keywords: Operational, efficiency, production, supply, water treatment plant, water loss.

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

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

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

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Authors: J. Ritonja, B. Grcar

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For the synchronous generator simulation and analysis and for the power system stabilizer design and synthesis a mathematical model of synchronous generator is needed. The model has to accurately describe dynamics of oscillations, while at the same time has to be transparent enough for an analysis and sufficiently simplified for design of control system. To study the oscillations of the synchronous generator against to the rest of the power system, the model of the synchronous machine connected to an infinite bus through a transmission line having resistance and inductance is needed. In this paper, the linearized reduced order dynamic model of the synchronous generator connected to the infinite bus is presented and analysed in details. This model accurately describes dynamics of the synchronous generator only in a small vicinity of an equilibrium state. With the digression from the selected equilibrium point the accuracy of this model is decreasing considerably. In this paper, the equations’ descriptions and the parameters’ determinations for the linearized reduced order mathematical model of the synchronous generator are explained and summarized and represent the useful origin for works in the areas of synchronous generators’ dynamic behaviour analysis and synchronous generator’s control systems design and synthesis. The main contribution of this paper represents the detailed analysis of the accuracy of the linearized reduced order dynamic model in the entire synchronous generator’s operating range. Borders of the areas where the linearized reduced order mathematical model represents accurate description of the synchronous generator’s dynamics are determined with the systemic numerical analysis. The thorough eigenvalue analysis of the linearized models in the entire operating range is performed. In the paper, the parameters of the linearized reduced order dynamic model of the laboratory salient poles synchronous generator were determined and used for the analysis. The theoretical conclusions were confirmed with the agreement of experimental and simulation results.

Keywords: Eigenvalue analysis, mathematical model, power system stability, synchronous generator.

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Authors: S. Sadhu, M. Ramgopal, S. Bhattacharyya

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Natural circulation loops (NCLs) are buoyancy driven flow systems without any moving components. NCLs have vast applications in geothermal, solar and nuclear power industry where reliability and safety are of foremost concern. Due to certain favorable thermophysical properties, especially near supercritical regions, carbon dioxide can be considered as an ideal loop fluid in many applications. In the present work, a high temperature NCL that uses supercritical carbon dioxide as loop fluid is analysed. The effects of relevant design and operating variables on loop performance are studied. The system operating under steady state is modelled taking into account the axial conduction through loop fluid and loop wall, and heat transfer with surroundings. The heat source is considered to be a heater with controlled heat flux and heat sink is modelled as an end heat exchanger with water as the external cold fluid. The governing equations for mass, momentum and energy conservation are normalized and are solved numerically using finite volume method. Results are obtained for a loop pressure of 90 bar with the power input varying from 0.5 kW to 6.0 kW. The numerical results are validated against the experimental results reported in the literature in terms of the modified Grashof number (Gr_m) and Reynolds number (Re). Based on the results, buoyancy and friction dominated regions are identified for a given loop. Parametric analysis has been done to show the effect of loop diameter, loop height, ambient temperature and insulation. The results show that for the high temperature loop, heat loss to surroundings affects the loop performance significantly. Hence this conjugate heat transfer between the loop and surroundings has to be considered in the analysis of high temperature NCLs.

Keywords: Conjugate heat transfer, heat loss, natural circulation loop, supercritical carbon dioxide.

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Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

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Authors: Ferdi Sönmez, Nihal Yorulmaz

Abstract:

Decision making on the true planning of the public transportation systems to serve potential users is a must for metropolitan areas. To take attraction of travelers to projected modes of transport, adequately fair overall travel times should be provided. In this fashion, other benefits such as lower traffic congestion, road safety and lower noise and atmospheric pollution may be earned. The congestion which comes with increasing demand of public transportation is becoming a part of our lives and making residents’ life difficult. Hence, regulations should be done to reduce this congestion. To provide a constructive and balanced regulation in public transportation systems, right stations should be located in right places. In this study, it is aimed to design and implement a Decision Support System (DSS) Application to determine the optimal bus stop places for public transport in Istanbul which is one of the biggest and oldest cities in the world. Required information is gathered from IETT (Istanbul Electricity, Tram and Tunnel) Enterprises which manages all public transportation services in Istanbul Metropolitan Area. By using the most real-like values, cost assignments are made. The cost is calculated with the help of equations produced by bi-level optimization model. For this study, 300 buses, 300 drivers, 10 lines and 110 stops are used. The user cost of each station and the operator cost taken place in lines are calculated. Some components like cost, security and noise pollution are considered as significant factors affecting the solution of set covering problem which is mentioned for identifying and locating the minimum number of possible bus stops. Preliminary research and model development for this study refers to previously published article of the corresponding author. Model results are represented with the intent of decision support to the specialists on locating stops effectively.

Keywords: User cost, bi-level optimization model, decision support, operator cost, transportation.

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

Abstract:

Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows drawing conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stageby- stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: Y. C. Liou, J. M. Miao, T. L. Liu, M. H. Ho

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The purpose of this study was to explore the complex flow structure a novel active-type micromixer that based on concept of Wankle-type rotor. The characteristics of this micromixer are two folds; a rapid mixing of reagents in a limited space due to the generation of multiple vortices and a graduate increment in dynamic pressure as the mixed reagents is delivered to the output ports. Present micro-mixer is consisted of a rotor with shape of triangle column, a blending chamber and several inlet and outlet ports. The geometry of blending chamber is designed to make the rotor can be freely internal rotated with a constant eccentricity ratio. When the shape of the blending chamber and the rotor are fixed, the effects of rotating speed of rotor and the relative locations of ports on the mixing efficiency are numerical studied. The governing equations are unsteady, two-dimensional incompressible Navier-Stokes equation and the working fluid is the water. The species concentration equation is also solved to reveal the mass transfer process of reagents in various regions then to evaluate the mixing efficiency. The dynamic mesh technique was implemented to model the dynamic volume shrinkage and expansion of three individual sub-regions of blending chamber when the rotor conducted a complete rotating cycle. Six types of ports configuration on the mixing efficiency are considered in a range of Reynolds number from 10 to 300. The rapid mixing process was accomplished with the multiple vortex structures within a tiny space due to the equilibrium of shear force, viscous force and inertial force. Results showed that the highest mixing efficiency could be attained in the following conditions: two inlet and two outlet ports configuration, that is an included angle of 60 degrees between two inlets and an included angle of 120 degrees between inlet and outlet ports when Re=10.

Keywords: active micro-mixer, CFD, mixing efficiency, ports configuration, Reynolds number, Wankle-type rotor

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Authors: K. Karuppasamy

Abstract:

In this paper, analysis of an infinite beam resting on multilayer tensionless extensible geosynthetic reinforced granular fill-poor soil system overlying soft soil strata under moving load with constant velocity is presented. The beam is subjected to a concentrated load moving with constant velocity. The upper reinforced granular bed is modeled by a rough membrane embedded in Pasternak shear layer overlying a series of compressible nonlinear winkler springs representing the underlying the very poor soil. The multilayer tensionless extensible geosynthetic layer has been assumed to deform such that at interface the geosynthetic and the soil have some deformation. Nonlinear behaviour of granular fill and the very poor soil has been considered in the analysis by means of hyperbolic constitutive relationships. Governing differential equations of the soil foundation system have been obtained and solved with the help of appropriate boundary conditions. The solution has been obtained by employing finite difference method by means of Gauss-Siedal iterative scheme. Detailed parametric study has been conducted to study the influence of various parameters on the response of soil–foundation system under consideration by means of deflection and bending moment in the beam and tension mobilized in the geosynthetic layer. These parameters include magnitude of applied load, velocity of load, damping, ultimate resistance of poor soil and granular fill layer. Range of values of parameters has been considered as per Indian Railway conditions. This study clearly observed that the comparisons of multilayer tensionless extensible geosynthetic reinforcement with poor foundation soil and magnitude of applied load, relative compressibility of granular fill and ultimate resistance of poor soil has significant influence on the response of soil–foundation system.

Keywords: Infinite beams, multilayer tensionless extensible geosynthetic, granular layer, moving load, nonlinear behavior of poor soil.

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Authors: A. M. Pashayev, C. Ardil, D. D. Askerov, R. A. Sadiqov, P. S. Abdullayev

Abstract:

In this paper is shown that the probability-statistic methods application, especially at the early stage of the aviation gas turbine engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence is considered the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods. Training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. Thus for GTE technical condition more adequate model making are analysed dynamics of skewness and kurtosis coefficients' changes. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE work parameters have fuzzy character. Hence consideration of fuzzy skewness and kurtosis coefficients is expedient. Investigation of the basic characteristics changes- dynamics of GTE work parameters allows to draw conclusion on necessity of the Fuzzy Statistical Analysis at preliminary identification of the engines' technical condition. Researches of correlation coefficients values- changes shows also on their fuzzy character. Therefore for models choice the application of the Fuzzy Correlation Analysis results is offered. For checking of models adequacy is considered the Fuzzy Multiple Correlation Coefficient of Fuzzy Multiple Regression. At the information sufficiency is offered to use recurrent algorithm of aviation GTE technical condition identification (Hard Computing technology is used) on measurements of input and output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-bystage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine temperature condition was made.

Keywords: Gas turbine engines, neural networks, fuzzy logic, fuzzy statistics.

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Authors: Masamitsu Chikaraishi, Mutsuto Kawahara

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This paper focuses on a technique for identifying the geological boundary of the ground strata in front of a tunnel excavation site using the first order adjoint method based on the optimal control theory. The geological boundary is defined as the boundary which is different layers of elastic modulus. At tunnel excavations, it is important to presume the ground situation ahead of the cutting face beforehand. Excavating into weak strata or fault fracture zones may cause extension of the construction work and human suffering. A theory for determining the geological boundary of the ground in a numerical manner is investigated, employing excavating blasts and its vibration waves as the observation references. According to the optimal control theory, the performance function described by the square sum of the residuals between computed and observed velocities is minimized. The boundary layer is determined by minimizing the performance function. The elastic analysis governed by the Navier equation is carried out, assuming the ground as an elastic body with linear viscous damping. To identify the boundary, the gradient of the performance function with respect to the geological boundary can be calculated using the adjoint equation. The weighed gradient method is effectively applied to the minimization algorithm. To solve the governing and adjoint equations, the Galerkin finite element method and the average acceleration method are employed for the spatial and temporal discretizations, respectively. Based on the method presented in this paper, the different boundary of three strata can be identified. For the numerical studies, the Suemune tunnel excavation site is employed. At first, the blasting force is identified in order to perform the accuracy improvement of analysis. We identify the geological boundary after the estimation of blasting force. With this identification procedure, the numerical analysis results which almost correspond with the observation data were provided.

Keywords: Parameter identification, finite element method, average acceleration method, first order adjoint equation method, weighted gradient method, geological boundary, navier equation, optimal control theory.

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Authors: Antonio Vitale, Nicola Genito, Giovanni Cuciniello, Ferdinando Montemari

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The introduction of tilt-rotor aircraft into the existing civilian air transportation system will provide beneficial effects due to tilt-rotor capability to combine the characteristics of a helicopter and a fixed-wing aircraft into one vehicle. The disposability of reliable tilt-rotor simulation models supports the development of such vehicle. Indeed, simulation models are required to design automatic control systems that increase safety, reduce pilot's workload and stress, and ensure the optimal aircraft configuration with respect to flight envelope limits, especially during the most critical flight phases such as conversion from helicopter to aircraft mode and vice versa. This article presents a process to build a simplified tilt-rotor simulation model, derived from the analysis of flight data. The model aims to reproduce the complex dynamics of tilt-rotor during the in-flight conversion phase. It uses a set of scheduled linear transfer functions to relate the autopilot reference inputs to the most relevant rigid body state variables. The model also computes information about the rotor flapping dynamics, which are useful to evaluate the aircraft control margin in terms of rotor collective and cyclic commands. The rotor flapping model is derived through a mixed theoretical-empirical approach, which includes physical analytical equations (applicable to helicopter configuration) and parametric corrective functions. The latter are introduced to best fit the actual rotor behavior and balance the differences existing between helicopter and tilt-rotor during flight. Time-domain system identification from flight data is exploited to optimize the model structure and to estimate the model parameters. The presented model-building process was applied to simulated flight data of the ERICA Tilt-Rotor, generated by using a high fidelity simulation model implemented in FlightLab environment. The validation of the obtained model was very satisfying, confirming the validity of the proposed approach.

Keywords: Flapping Dynamics, Flight Dynamics, System Identification, Tilt-Rotor Modeling and Simulation.

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Authors: S. Sieniutycz

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This paper unifies power optimization approaches in various energy converters, such as: thermal, solar, chemical, and electrochemical engines, in particular fuel cells. Thermodynamics leads to converter-s efficiency and limiting power. Efficiency equations serve to solve problems of upgrading and downgrading of resources. While optimization of steady systems applies the differential calculus and Lagrange multipliers, dynamic optimization involves variational calculus and dynamic programming. In reacting systems chemical affinity constitutes a prevailing component of an overall efficiency, thus the power is analyzed in terms of an active part of chemical affinity. The main novelty of the present paper in the energy yield context consists in showing that the generalized heat flux Q (involving the traditional heat flux q plus the product of temperature and the sum products of partial entropies and fluxes of species) plays in complex cases (solar, chemical and electrochemical) the same role as the traditional heat q in pure heat engines. The presented methodology is also applied to power limits in fuel cells as to systems which are electrochemical flow engines propelled by chemical reactions. The performance of fuel cells is determined by magnitudes and directions of participating streams and mechanism of electric current generation. Voltage lowering below the reversible voltage is a proper measure of cells imperfection. The voltage losses, called polarization, include the contributions of three main sources: activation, ohmic and concentration. Examples show power maxima in fuel cells and prove the relevance of the extension of the thermal machine theory to chemical and electrochemical systems. The main novelty of the present paper in the FC context consists in introducing an effective or reduced Gibbs free energy change between products p and reactants s which take into account the decrease of voltage and power caused by the incomplete conversion of the overall reaction.

Keywords: Power yield, entropy production, chemical engines, fuel cells, exergy.

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Authors: Sungin Jeong

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This paper presents a linear oscillating generator of cylindrical type for hybrid electric vehicle application. The focus of the study is the suggestion of the optimal model and the design rule of the cylindrical linear oscillating generator with permanent magnet in the back-iron translator. The cylindrical topology is achieved using equivalent magnetic circuit considering leakage elements as initial modeling. This topology with permanent magnet in the back-iron translator is described by number of phases and displacement of stroke. For more accurate analysis of an oscillating machine, it will be compared by moving just one-pole pitch forward and backward the thrust of single-phase system and three-phase system. Through the analysis and comparison, a single-phase system of cylindrical topology as the optimal topology is selected. Finally, the detailed design of the optimal topology takes the magnetic saturation effects into account by finite element analysis. Besides, the losses are examined to obtain more accurate results; copper loss in the conductors of machine windings, eddy-current loss of permanent magnet, and iron-loss of specific material of electrical steel. The considerations of thermal performances and mechanical robustness are essential, because they have an effect on the entire efficiency and the insulations of the machine due to the losses of the high temperature generated in each region of the generator. Besides electric machine with linear oscillating movement requires a support system that can resist dynamic forces and mechanical masses. As a result, the fatigue analysis of shaft is achieved by the kinetic equations. Also, the thermal characteristics are analyzed by the operating frequency in each region. The results of this study will give a very important design rule in the design of linear oscillating machines. It enables us to more accurate machine design and more accurate prediction of machine performances.

Keywords: Equivalent magnetic circuit, finite element analysis, hybrid electric vehicle, free piston engine, cylindrical linear oscillating generator

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Authors: Paola Lecca, Lorenzo Dematte

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Reactiondiffusion systems are mathematical models that describe how the concentration of one or more substances distributed in space changes under the influence of local chemical reactions in which the substances are converted into each other, and diffusion which causes the substances to spread out in space. The classical representation of a reaction-diffusion system is given by semi-linear parabolic partial differential equations, whose general form is ÔêétX(x, t) = DΔX(x, t), where X(x, t) is the state vector, D is the matrix of the diffusion coefficients and Δ is the Laplace operator. If the solute move in an homogeneous system in thermal equilibrium, the diffusion coefficients are constants that do not depend on the local concentration of solvent and of solutes and on local temperature of the medium. In this paper a new stochastic reaction-diffusion model in which the diffusion coefficients are function of the local concentration, viscosity and frictional forces of solvent and solute is presented. Such a model provides a more realistic description of the molecular kinetics in non-homogenoeus and highly structured media as the intra- and inter-cellular spaces. The movement of a molecule A from a region i to a region j of the space is described as a first order reaction Ai k- → Aj , where the rate constant k depends on the diffusion coefficient. Representing the diffusional motion as a chemical reaction allows to assimilate a reaction-diffusion system to a pure reaction system and to simulate it with Gillespie-inspired stochastic simulation algorithms. The stochastic time evolution of the system is given by the occurrence of diffusion events and chemical reaction events. At each time step an event (reaction or diffusion) is selected from a probability distribution of waiting times determined by the specific speed of reaction and diffusion events. Redi is the software tool, developed to implement the model of reaction-diffusion kinetics and dynamics. It is a free software, that can be downloaded from http://www.cosbi.eu. To demonstrate the validity of the new reaction-diffusion model, the simulation results of the chaperone-assisted protein folding in cytoplasm obtained with Redi are reported. This case study is redrawing the attention of the scientific community due to current interests on protein aggregation as a potential cause for neurodegenerative diseases.

Keywords: Reaction-diffusion systems, Fick's law, stochastic simulation algorithm.

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Authors: Cheng-Chung Yang, Jr-Ming Miao, Fuh-Lin Lih, Tsung-Lung Liu, Ming-Hui Ho

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The operation performance of a valveless micro-pump is strongly dependent on the shape of connected nozzle/diffuser and Reynolds number. The aims of present work are to compare the performance curves of micropump with the original straight nozzle/diffuser and contoured nozzle/diffuser under different back pressure conditions. The tested valveless micropumps are assembled of five pieces of patterned PMMA plates with hot-embracing technique. The structures of central chamber, the inlet/outlet reservoirs and the connected nozzle/diffuser are fabricated with laser cutting machine. The micropump is actuated with circular-type PZT film embraced on the bottom of central chamber. The deformation of PZT membrane with various input voltages is measured with a displacement laser probe. A simple testing facility is also constructed to evaluate the performance curves for comparison. In order to observe the evaluation of low Reynolds number multiple vortex flow patterns within the micropump during suction and pumping modes, the unsteady, incompressible laminar three-dimensional Reynolds-averaged Navier-Stokes equations are solved. The working fluid is DI water with constant thermo-physical properties. The oscillating behavior of PZT film is modeled with the moving boundary wall in way of UDF program. With the dynamic mesh method, the instants pressure and velocity fields are obtained and discussed.Results indicated that the volume flow rate is not monotony increased with the oscillating frequency of PZT film, regardless of the shapes of nozzle/diffuser. The present micropump can generate the maximum volume flow rate of 13.53 ml/min when the operation frequency is 64Hz and the input voltage is 140 volts. The micropump with contoured nozzle/diffuser can provide 7ml/min flow rate even when the back pressure is up to 400 mm-H2O. CFD results revealed that the flow central chamber was occupied with multiple pairs of counter-rotating vortices during suction and pumping modes. The net volume flow rate over a complete oscillating periodic of PZT

Keywords: valveless micropump、PZT diagraph、contoured nozzle/diffuser、vortex flow.

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Authors: Shafiq R. Qureshi, Syed Noman Danish, Muhammad Saeed Khalid

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Fossil fuels are the major source to meet the world energy requirements but its rapidly diminishing rate and adverse effects on our ecological system are of major concern. Renewable energy utilization is the need of time to meet the future challenges. Ocean energy is the one of these promising energy resources. Threefourths of the earth-s surface is covered by the oceans. This enormous energy resource is contained in the oceans- waters, the air above the oceans, and the land beneath them. The renewable energy source of ocean mainly is contained in waves, ocean current and offshore solar energy. Very fewer efforts have been made to harness this reliable and predictable resource. Harnessing of ocean energy needs detail knowledge of underlying mathematical governing equation and their analysis. With the advent of extra ordinary computational resources it is now possible to predict the wave climatology in lab simulation. Several techniques have been developed mostly stem from numerical analysis of Navier Stokes equations. This paper presents a brief over view of such mathematical model and tools to understand and analyze the wave climatology. Models of 1st, 2nd and 3rd generations have been developed to estimate the wave characteristics to assess the power potential. A brief overview of available wave energy technologies is also given. A novel concept of on-shore wave energy extraction method is also presented at the end. The concept is based upon total energy conservation, where energy of wave is transferred to the flexible converter to increase its kinetic energy. Squeezing action by the external pressure on the converter body results in increase velocities at discharge section. High velocity head then can be used for energy storage or for direct utility of power generation. This converter utilizes the both potential and kinetic energy of the waves and designed for on-shore or near-shore application. Increased wave height at the shore due to shoaling effects increases the potential energy of the waves which is converted to renewable energy. This approach will result in economic wave energy converter due to near shore installation and more dense waves due to shoaling. Method will be more efficient because of tapping both potential and kinetic energy of the waves.

Keywords: Energy Utilizing, Wave Shoaling Phenomenon

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Authors: Mustafa M. Donma, Orkide Donma

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Anthropometric measurements are essential for obesity studies. Waist circumference (WC) is the most frequently used measure and along with hip circumference (HC), it is used in most equations derived for the evaluation of obese individuals. Morbid obesity (MO) is the most severe clinical form of obesity and such individuals may also exhibit some clinical findings leading to metabolic syndrome (MetS). Then, it becomes a requirement to discriminate MO children with MetS (MOMetS+) from MO children without MetS (MOMetS-). Almost all obesity indices can differentiate obese (OB) children from children with normal body mass index (N-BMI). However, not all of them are capable of making this distinction. The aim of this study was to find out the clinical availability of (waist circumference + hip circumference)/2 ((WC+HC)/2) for the differential diagnosis of MOMetS+ and MOMetS- and to compare the possible preponderance of it over some other anthropometric or fat-based obesity indices. 45 MOMetS+ and 45 MOMetS- children were included in the study. Participants have submitted informed consent forms. The study protocol was approved by the Non-interventional Clinical Studies Ethics Committee of Tekirdag Namik Kemal University. Anthropometric measurements were performed. BMI, waist-to-hip circumference (WHR), (WC+HC)/2, trunk-to-leg fat ratio (TLFR), trunk-to-appendicular fat ratio (TAFR), trunk fat+leg fat/2 ((trunk+leg fat)/2), diagnostic obesity notation model assessment index-2 (D2I) and fat mass index (FMI) were calculated for both groups. Study data were analyzed statistically and 0.05 for p value was accepted as the statistical significance degree. Statistically higher BMI, WC, (WC+HC)/2, (trunk+leg fat)/2 values were found in MOMetS+ children than MOMetS- children. No statistically significant difference was detected for WHR, TLFR, TAFR, D2I and FMI between two groups. The lack of difference between the groups in terms of FMI and D2I pointed out the fact that the recently developed fat-based index; (trunk+leg fat)/2 gives much more valuable information during the evaluation of MOMetS+ and MOMetS- children. Upon evaluation of the correlations, (WC+HC)/2 was strongly correlated with D2I and FMI in both MOMetS+ and MOMetS- groups. Neither D2I nor FMI was correlated with W/H. Strong correlations were calculated between (WC+HC)/2 and (trunk+leg fat)/2 in both MOMetS- (r = 0.961; p < 0.001) and MOMetS+ (r = 0.936; p < 0.001) groups. Partial correlations between (WC+HC)/2 and (trunk+leg fat)/2 after controlling the effect of basal metabolic rate were r = 0.726; p < 0.001 in MOMetS- group and r = 0.932; p < 0.001 in MOMetS+ group. The correlation in the latter group was higher than the first group. In conclusion, recently developed anthropometric obesity index (WC+HC)/2 and fat-based obesity index (trunk+leg fat)/2 were of preponderance over the previously introduced classical obesity indices such as WHR, D2I and FMI during the differential diagnosis of MOMetS+ and MOMetS- children.

Keywords: Hip circumference, metabolic syndrome, morbid obesity, waist circumference.

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.

Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.

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Authors: Mustafa M. Donma, Orkide Donma

Abstract:

The number of indices developed for the evaluation of obesity and metabolic syndrome (MetS) both in adults and pediatric population is ever increasing. These indices can be weight-dependent or weight–independent. Some are extremely sophisticated equations and their clinical utility is questionable in routine clinical practice. The aim of this study was to compare presently available obesity indices and find the most practical one. Their associations with MetS components were also investigated to determine their capacities in differential diagnosis of morbid obesity with and without MetS. Children with normal body mass index (N-BMI) and morbid obesity were recruited for this study. Three groups were constituted. Age- and sex-dependent BMI percentiles for morbid obese (MO) children were above 99 according to World Health Organization tables. Of them, those with MetS findings were evaluated as MetS group. Children, whose values were between 85 and 15, were included in N-BMI group. The study protocol was approved by the Ethics Committee of Tekirdag Namik Kemal University, Faculty of Medicine. Parents filled out informed consent forms to participate in the study. Anthropometric measurements and blood pressure values were recorded. BMI, hip index (HI), conicity index (CI), triponderal mass index (TPMI), body adiposity index (BAI), body shape index (BSI), body roundness index (BRI), abdominal volume index (AVI), waist-to-hip ratio (WHR) and [waist circumference (WC) + hip circumference (HC)]/2 were the formulas examined in this study. Routine biochemical tests including fasting blood glucose (FBG), insulin (INS), blood lipids were performed. Statistical program SPSS was used for the evaluation of study data; p < 0.05 was accepted as the statistical significance degree. HI did not differ among the groups. A statistically significant difference was noted between N-BMI and MetS groups in terms of ABSI. All the other indices were capable of making discrimination between N-BMI-MO, N-BMI- MetS and MO-MetS groups. No correlation was found between FBG and any obesity indices in any groups. The same was true for INS in N-BMI group. Insulin was correlated with BAI, TPMI, CI, BRI, AVI and (WC+HC)/2 in MO group without MetS findings. In the MetS group, the only index, which was correlated with INS, was (WC+HC)/2. These findings have pointed out that complicated formulas may not be required for the evaluation of the alterations among N-BMI and various obesity groups including MetS. The simple easily computable weight-independent index, (WC+HC)/2, was unique, because it was the only index, which exhibits a valuable association with INS in MetS group. It did not exhibit any correlation with other obesity indices showing associations with INS in MO group. It was concluded that (WC+HC)/2 was pretty valuable practicable index for the discrimination of MO children with and without MetS findings.

Keywords: Fasting blood glucose, insulin, metabolic syndrome, obesity indices.

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Authors: I. Lucas, N. Schomberg, F-A. Couturier

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Most empirical studies have analyzed how liquidity risks faced by individual institutions turn into systemic risk. Recent banking crisis has highlighted the importance of grasping and controlling the systemic risk, and the acceptance by Central Banks to ease their monetary policies for saving default or illiquid banks. This last point shows that banks would pay less attention to liquidity risk which, in turn, can become a new important channel of loss. The financial regulation focuses on the most important and “systemic” banks in the global network. However, to quantify the expected loss associated with liquidity risk, it is worth to analyze sensitivity to this channel for the various elements of the global bank network. A small bank is not considered as potentially systemic; however the interaction of small banks all together can become a systemic element. This paper analyzes the impact of medium and small banks interaction on a set of banks which is considered as the core of the network. The proposed method uses the structure of agent-based model in a two-class environment. In first class, the data from actual balance sheets of 22 large and systemic banks (such as BNP Paribas or Barclays) are collected. In second one, to model a network as closely as possible to actual interbank market, 578 fictitious banks smaller than the ones belonging to first class have been split into two groups of small and medium ones. All banks are active on the European interbank network and have deposit and market activity. A simulation of 12 three month periods representing a midterm time interval three years is projected. In each period, there is a set of behavioral descriptions: repayment of matured loans, liquidation of deposits, income from securities, collection of new deposits, new demands of credit, and securities sale. The last two actions are part of refunding process developed in this paper. To strengthen reliability of proposed model, random parameters dynamics are managed with stochastic equations as rates the variations of which are generated by Vasicek model. The Central Bank is considered as the lender of last resort which allows banks to borrow at REPO rate and some ejection conditions of banks from the system are introduced.

Liquidity crunch due to exogenous crisis is simulated in the first class and the loss impact on other bank classes is analyzed though aggregate values representing the aggregate of loans and/or the aggregate of borrowing between classes. It is mainly shown that the three groups of European interbank network do not have the same response, and that intermediate banks are the most sensitive to liquidity risk.

Keywords: Systemic Risk, Financial Contagion, Liquidity Risk, Interbank Market, Network Model.

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