Search results for: Ordinary Differential Equations (ODE)
419 Modeling of Compaction Curves for Corn Cob Ash-Cement Stabilized Lateritic Soils
Authors: O. A. Apampa, Y. A. Jimoh, K. A. Olonade
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The need to save time and cost of soil testing at the planning stage of road work has necessitated developing predictive models. This study proposes a model for predicting the dry density of lateritic soils stabilized with corn cob ash (CCA) and blended cement - CCA. Lateritic soil was first stabilized with CCA at 1.5, 3.0, 4.5 and 6% of the weight of soil and then stabilized with the same proportions as replacement for cement. Dry density, specific gravity, maximum degree of saturation and moisture content were determined for each stabilized soil specimen, following standard procedure. Polynomial equations containing alpha and beta parameters for CCA and blended CCA-cement were developed. Experimental values were correlated with the values predicted from the Matlab curve fitting tool, and the Solver function of Microsoft Excel 2010. The correlation coefficient (R2) of 0.86 was obtained indicating that the model could be accepted in predicting the maximum dry density of CCA stabilized soils to facilitate quick decision making in roadworks.Keywords: Corn cob ash, lateritic soil, stabilization, maximum dry density, moisture content.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1700418 Natural Convection in Wavy-Wall Cavities Filled with Power-Law Fluid
Authors: Cha’o-Kuang Chen, Ching-Chang Cho
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This paper investigates the natural convection heat transfer performance in a complex-wavy-wall cavity filled with power-law fluid. In performing the simulations, the continuity, Cauchy momentum and energy equations are solved subject to the Boussinesq approximation using a finite volume method. The simulations focus specifically on the effects of the flow behavior index in the power-law model and the Rayleigh number on the flow streamlines, isothermal contours and mean Nusselt number within the cavity. The results show that pseudoplastic fluids have a better heat transfer performance than Newtonian or dilatant fluids. Moreover, it is shown that for Rayleigh numbers greater than Ra=103, the mean Nusselt number has a significantly increase as the flow behavior index is decreased.
Keywords: Non-Newtonian fluid, Power-law fluid, Natural convection, Heat transfer enhancement, Cavity, Wavy wall.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1992417 Simulation of the Flow in a Packed-Bed with and without a Static Mixer by Using CFD Technique
Authors: Phavanee Narataruksa, Karn Pana-Suppamassadu, Sabaithip TungkamaniRungrote Kokoo, Prayut Jiamrittiwong
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The major focus of this work was to characterize hydrodynamics in a packed-bed with and without static mixer by using Computational Fluid Dynamic (CFD). The commercial software: COMSOL MULTIPHYSICSTM Version 3.3 was used to simulate flow fields of mixed-gas reactants i.e. CO and H2. The packed-bed was a single tube with the inside diameter of 0.8 cm and the length of 1.2 cm. The static mixer was inserted inside the tube. The number of twisting elements was 1 with 0.8 cm in diameter and 1.2 cm in length. The packed-bed with and without static mixer were both packed with approximately 700 spherical structures representing catalyst pellets. Incompressible Navier-Stokes equations were used to model the gas flow inside the beds at steady state condition, in which the inlet Reynolds Number (Re) was 2.31. The results revealed that, with the insertion of static mixer, the gas was forced to flow radially inward and outward between the central portion of the tube and the tube wall. This could help improving the overall performance of the packed-bed, which could be utilized for heterogeneous catalytic reaction such as reforming and Fischer- Tropsch reactions.
Keywords: Packed Bed, Static Mixer, Computational Fluid Dynamic (CFD).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2715416 Optimization of Distribution Network Configuration for Loss Reduction Using Artificial Bee Colony Algorithm
Authors: R. Srinivasa Rao, S.V.L. Narasimham, M. Ramalingaraju
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Network reconfiguration in distribution system is realized by changing the status of sectionalizing switches to reduce the power loss in the system. This paper presents a new method which applies an artificial bee colony algorithm (ABC) for determining the sectionalizing switch to be operated in order to solve the distribution system loss minimization problem. The ABC algorithm is a new population based metaheuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 14, 33, and 119-bus systems and compared with different approaches available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.
Keywords: Distribution system, Network reconfiguration, Loss reduction, Artificial Bee Colony Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3762415 Kinetic Spectrophotometric Determination of Ramipril in Commercial Dosage Forms
Authors: Nafisur Rahman, Habibur Rahman, Syed Najmul Hejaz Azmi
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This paper presents a simple and sensitive kinetic spectrophotometric method for the determination of ramipril in commercial dosage forms. The method is based on the reaction of the drug with 1-chloro-2,4-dinitrobenzene (CDNB) in dimethylsulfoxide (DMSO) at 100 ± 1ºC. The reaction is followed spectrophotometrically by measuring the rate of change of the absorbance at 420 nm. Fixed-time (ΔA) and equilibrium methods are adopted for constructing the calibration curves. Both the calibration curves were found to be linear over the concentration ranges 20 - 220 μg/ml. The regression analysis of calibration data yielded the linear equations: Δ A = 6.30 × 10-4 + 1.54 × 10-3 C and A = 3.62 × 10-4 + 6.35 × 10-3 C for fixed time (Δ A) and equilibrium methods, respectively. The limits of detection (LOD) for fixed time and equilibrium methods are 1.47 and 1.05 μg/ml, respectively. The method has been successfully applied to the determination of ramipril in commercial dosage forms. Statistical comparison of the results shows that there is no significant difference between the proposed methods and Abdellatef-s spectrophotometric method.Keywords: Equilibrium method, Fixed-time (ΔA) method, Ramipril, Spectrophotometry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2301414 Residence Time Distribution in a Two Impinging Streams Cyclone Reactor: CFD Prediction and Experimental Validation
Authors: Nahid Ghasemi, Morteza Sohrabi, Yasan Soleymani
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The quantified residence time distribution (RTD) provides a numerical characterization of mixing in a reactor, thus allowing the process engineer to better understand mixing performance of the reactor.This paper discusses computational studies to investigate flow patterns in a two impinging streams cyclone reactor(TISCR) . Flow in the reactor was modeled with computational fluid dynamics (CFD). Utilizing the Eulerian- Lagrangian approach, implemented in FLUENT (V6.3.22), particle trajectories were obtained by solving the particle force balance equations. From simulation results obtained at different Δts, the mean residence time (tm) and the mean square deviation (σ2) were calculated. a good agreement can be observed between predicted and experimental data. Simulation results indicate that the behavior of complex reactor systems can be predicted using the CFD technique with minimum data requirement for validation.Keywords: Impinging streams reactor, Residence timedistribution, CFD, Eulerian-Lagrangian approach
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2379413 Soliton Interaction in Birefringent Fibers with Third-Order Dispersion
Authors: Dowluru Ravi Kumar, Bhima Prabhakara Rao
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Propagation of solitons in single-mode birefringent fibers is considered under the presence of third-order dispersion (TOD). The behavior of two neighboring solitons and their interaction is investigated under the presence of third-order dispersion with different group velocity dispersion (GVD) parameters. It is found that third-order dispersion makes the resultant soliton to deviate from its ideal position and increases the interaction between adjacent soliton pulses. It is also observed that this deviation due to third-order dispersion is considerably small when the optical pulse propagates at wavelengths relatively far from the zerodispersion. Modified coupled nonlinear Schrödinger-s equations (CNLSE) representing the propagation of optical pulse in single mode fiber with TOD are solved using split-step Fourier algorithm. The results presented in this paper reveal that the third-order dispersion can substantially increase the interaction between the solitons, but large group velocity dispersion reduces the interaction between neighboring solitons.
Keywords: Birefringence, Group velocity dispersion, Polarization mode dispersion, Soliton interaction, Third order dispersion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1225412 Dynamic Modeling of Tow Flexible Link Manipulators
Authors: E. Abedi, A. Ahmadi Nadooshan, S. Salehi
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Modeling and vibration of a flexible link manipulator with tow flexible links and rigid joints are investigated which can include an arbitrary number of flexible links. Hamilton principle and finite element approach is proposed to model the dynamics of flexible manipulators. The links are assumed to be deflection due to bending. The association between elastic displacements of links is investigated, took into account the coupling effects of elastic motion and rigid motion. Flexible links are treated as Euler-Bernoulli beams and the shear deformation is thus abandoned. The dynamic behavior due to flexibility of links is well demonstrated through numerical simulation. The rigid-body motion and elastic deformations are separated by linearizing the equations of motion around the rigid body reference path. Simulation results are shown on for both position and force trajectory tracking tasks in the presence of varying parameters and unknown dynamics remarkably well. The proposed method can be used in both dynamic simulation and controller design.Keywords: Flexible manipulator, flexible link, dynamicmodeling, end point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2480411 Energy Loss at Drops using Neuro Solutions
Authors: Farzin Salmasi
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Energy dissipation in drops has been investigated by physical models. After determination of effective parameters on the phenomenon, three drops with different heights have been constructed from Plexiglas. They have been installed in two existing flumes in the hydraulic laboratory. Several runs of physical models have been undertaken to measured required parameters for determination of the energy dissipation. Results showed that the energy dissipation in drops depend on the drop height and discharge. Predicted relative energy dissipations varied from 10.0% to 94.3%. This work has also indicated that the energy loss at drop is mainly due to the mixing of the jet with the pool behind the jet that causes air bubble entrainment in the flow. Statistical model has been developed to predict the energy dissipation in vertical drops denotes nonlinear correlation between effective parameters. Further an artificial neural networks (ANNs) approach was used in this paper to develop an explicit procedure for calculating energy loss at drops using NeuroSolutions. Trained network was able to predict the response with R2 and RMSE 0.977 and 0.0085 respectively. The performance of ANN was found effective when compared to regression equations in predicting the energy loss.Keywords: Air bubble, drop, energy loss, hydraulic jump, NeuroSolutions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1644410 Model Predictive Control Using Thermal Inputs for Crystal Growth Dynamics
Authors: Takashi Shimizu, Tomoaki Hashimoto
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Recently, crystal growth technologies have made progress by the requirement for the high quality of crystal materials. To control the crystal growth dynamics actively by external forces is useuful for reducing composition non-uniformity. In this study, a control method based on model predictive control using thermal inputs is proposed for crystal growth dynamics of semiconductor materials. The control system of crystal growth dynamics considered here is governed by the continuity, momentum, energy, and mass transport equations. To establish the control method for such thermal fluid systems, we adopt model predictive control known as a kind of optimal feedback control in which the control performance over a finite future is optimized with a performance index that has a moving initial time and terminal time. The objective of this study is to establish a model predictive control method for crystal growth dynamics of semiconductor materials.Keywords: Model predictive control, optimal control, crystal growth, process control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 829409 Application of Lattice Boltzmann Methods in Heat and Moisture Transfer in Frozen Soil
Authors: Wenyu Song, Bingxi Li, Zhongbin Fu, Bo Zhang
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Although water only takes a little percentage in the total mass of soil, it indeed plays an important role to the strength of structure. Moisture transfer can be carried out by many different mechanisms which may involve heat and mass transfer, thermodynamic phase change, and the interplay of various forces such as viscous, buoyancy, and capillary forces. The continuum models are not well suited for describing those phenomena in which the connectivity of the pore space or the fracture network, or that of a fluid phase, plays a major role. However, Lattice Boltzmann methods (LBMs) are especially well suited to simulate flows around complex geometries. Lattice Boltzmann methods were initially invented for solving fluid flows. Recently, fluid with multicomponent and phase change is also included in the equations. By comparing the numerical result with experimental result, the Lattice Boltzmann methods with phase change will be optimized.
Keywords: Frozen soil, Lattice Boltzmann method, Phase change, Test rig.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1745408 Study of the Effectiveness of Solar Heat Gain and Day Light Factors on Minimizing Electricity Use in High Rise Buildings
Authors: Mansour Nikpour, Mohd Zin kandar, Mohsen Ghasemi, Hossein Fallah
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Over half of the total electricity consumption is used in buildings. Air-conditioning and electric lighting are the two main resources of electricity consumption in high rise buildings. One way to reduce electricity consumption would be to limit heat gain into buildings, therefore reduce the demand for air-conditioning during hot summer months especially in hot regions. On the other hand natural daylight can be used to reduce the use of electricity for artificial lighting. In this paper effective factors on minimizing heat gain and achieving required day light were reviewed .As daylight always accompanied by solar heat gain. Also interactions between heat gain and daylight were discussed through previous studies and equations which are related to heat gain and day lighting especially in high rise buildings. As a result importance of building-s form and its component on energy consumption in buildings were clarified.
Keywords: High rise buildings, energy demand, day lighting, heat gain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2910407 Investigation of the Effect of Grid Size on External Store Separation Trajectory Using CFD
Authors: Alaa A. Osman, Amgad M. Bayoumy, Ismail El baialy, Osama E. Abdellatif, Essam E. Khallil
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In this paper, a numerical simulation of a finned store separating from a wing-pylon configuration has been studied and validated. A dynamic unstructured tetrahedral mesh approach is accomplished by using three grid sizes to numerically solving the discretized three dimensional, inviscid and compressible Euler equations. The method used for computations of separation of an external store assuming quasi-steady flow condition. Computations of quasi-steady flow have been directly coupled to a six degree-offreedom (6DOF) rigid-body motion code to generate store trajectories. The pressure coefficients at four different angular cuts and time histories of various trajectory parameters and wing pressure distribution during the store separation are compared for every grid size with published experimental data.
Keywords: CFD Modelling, Quasi-steady Flow, Moving-body Trajectories, Transonic Store Separation, Moving-body Trajectories.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2987406 Understanding the Behavior of Superconductors by Analyzing Permittivity
Authors: Fred Lacy
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A superconductor has the ability to conduct electricity perfectly and exclude magnetic fields from its interior. In order to understand electromagnetic characteristics of superconductors, their material properties need to be examined. To facilitate this understanding, a theoretical model based on concepts of electromagnetics is presented to explain the electrical and magnetic properties of superconductors. The permittivity response is the key aspect of the model and it describes the electrical resistance response and why it vanishes at the material’s critical temperature. The model also explains the behavior of magnetic fields and why they cannot exist inside superconducting materials. The theoretical concepts and equations associated with this model are used to demonstrate that they are sufficient in describing the behavior of both type I and type II (or high temperature) superconductors. This model is also able to explain why superconductors behave differently than perfect conductors. As a result, examining the permittivity response and understanding electromagnetic field theory provides insight into the major aspects associated with superconducting materials.
Keywords: Ampere’s law, permittivity, permeability, resistivity, Schrödinger wave equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 685405 Ultrasound Mechanical Index as a Parameter Affecting of the Ability of Proliferation of Cells
Authors: Z. Hormozi Moghaddam, M. Mokhtari-Dizaji, M. Movahedin, M. E. Ravari
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Mechanical index (MI) is used for quantifying acoustic cavitation and the relationship between acoustic pressure and the frequency. In this study, modeling of the MI was applied to provide treatment protocol and to understand the effective physical processes on reproducibility of stem cells. The acoustic pressure and MI equations are modeled and solved to estimate optimal MI for 28, 40, 150 kHz and 1 MHz frequencies. Radial and axial acoustic pressure distribution was extracted. To validate the results of the modeling, the acoustic pressure in the water and near field depth was measured by a piston hydrophone. Results of modeling and experiments show that the model is consistent well to experimental results with 0.91 and 0.90 correlation of coefficient (p<0.05) for 1 MHz and 40 kHz. Low intensity ultrasound with 0.40 MI is more effective on the proliferation rate of the spermatogonial stem cells during the seven days of culture, in contrast, high MI has a harmful effect on the spermatogonial stem cells. This model provides proper treatment planning in vitro and in vivo by estimating the cavitation phenomenon.
Keywords: Ultrasound, mechanical index, modeling, stem cell.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 961404 IMM based Kalman Filter for Channel Estimation in MB OFDM Systems
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Ultra-wide band (UWB) communication is one of the most promising technologies for high data rate wireless networks for short range applications. This paper proposes a blind channel estimation method namely IMM (Interactive Multiple Model) Based Kalman algorithm for UWB OFDM systems. IMM based Kalman filter is proposed to estimate frequency selective time varying channel. In the proposed method, two Kalman filters are concurrently estimate the channel parameters. The first Kalman filter namely Static Model Filter (SMF) gives accurate result when the user is static while the second Kalman filter namely the Dynamic Model Filter (DMF) gives accurate result when the receiver is in moving state. The static transition matrix in SMF is assumed as an Identity matrix where as in DMF, it is computed using Yule-Walker equations. The resultant filter estimate is computed as a weighted sum of individual filter estimates. The proposed method is compared with other existing channel estimation methods.Keywords: Channel estimation, Kalman filter, UWB, Channel model, AR model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2090403 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru
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This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.
Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1801402 Ground Heat Exchanger Modeling Developed for Energy Flows of an Incompressible Fluid
Authors: Paul Christodoulides, Georgios Florides, Panayiotis Pouloupatis, Vassilios Messaritis, Lazaros Lazari
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Ground-source heat pumps achieve higher efficiencies than conventional air-source heat pumps because they exchange heat with the ground that is cooler in summer and hotter in winter than the air environment. Earth heat exchangers are essential parts of the ground-source heat pumps and the accurate prediction of their performance is of fundamental importance. This paper presents the development and validation of a numerical model through an incompressible fluid flow, for the simulation of energy and temperature changes in and around a U-tube borehole heat exchanger. The FlexPDE software is used to solve the resulting simultaneous equations that model the heat exchanger. The validated model (through a comparison with experimental data) is then used to extract conclusions on how various parameters like the U-tube diameter, the variation of the ground thermal conductivity and specific heat and the borehole filling material affect the temperature of the fluid.Keywords: U-tube borehole, energy flow, incompressible fluid, numerical model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2004401 A Simulation Model and Parametric Study of Triple-Effect Desalination Plant
Authors: Maha BenHamad, Ali Snoussi, Ammar Ben Brahim
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A steady-state analysis of triple-effect thermal vapor compressor desalination unit was performed. A mathematical model based on mass, salinity and energy balances is developed. The purpose of this paper is to develop a connection between process simulator and process optimizer in order to study the influence of several operating variables on the performance and the produced water cost of the unit. A MATLAB program is used to solve the model equations, and Aspen HYSYS is used to model the plant. The model validity is examined against a commercial plant and showed a good agreement between industrial data and simulations results. Results show that the pressures of the last effect and the compressed vapor have an important influence on the produced cost, and the increase of the difference temperature in the condenser decreases the specific heat area about 22%.
Keywords: Steady-state, triple effect, thermal vapor compressor, MATLAB, Aspen HYSYS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1071400 Three Dimensional Analysis of Sequential Quasi Isotropic Composite Disc for Rotating Machine Application
Authors: Amin Almasi
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Composite laminates are relatively weak in out of plane loading, inter-laminar stress, stress concentration near the edge and stress singularities. This paper develops a new analytical formulation for laminated composite rotating disc fabricated from symmetric sequential quasi isotropic layers to predict three dimensional stress and deformation. This analysis is necessary to evaluate mechanical integrity of fiber reinforced multi-layer laminates used for high speed rotating applications such as high speed impellers. Three dimensional governing equations are written for rotating composite disc. Explicit solution is obtained with "Frobenius" expansion series. Based on analytical results, there are two separate zones of three dimensional stress fields in centre and edge of rotating disc. For thin discs, out of plane deformations and stresses are small in comparison with plane ones. For relatively thick discs deformation and stress fields are three dimensional.Keywords: Composite Disc, Rotating Machine.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1393399 Determination of Cd, Zn, K, pH, TNV, Organic Material and Electrical Conductivity (EC) Distribution in Agricultural Soils using Geostatistics and GIS (Case Study: South- Western of Natanz- Iran)
Authors: Abbas Hani, Seyed Ali Hoseini Abari
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Soil chemical and physical properties have important roles in compartment of the environment and agricultural sustainability and human health. The objectives of this research is determination of spatial distribution patterns of Cd, Zn, K, pH, TNV, organic material and electrical conductivity (EC) in agricultural soils of Natanz region in Esfehan province. In this study geostatistic and non-geostatistic methods were used for prediction of spatial distribution of these parameters. 64 composite soils samples were taken at 0-20 cm depth. The study area is located in south of NATANZ agricultural lands with area of 21660 hectares. Spatial distribution of Cd, Zn, K, pH, TNV, organic material and electrical conductivity (EC) was determined using geostatistic and geographic information system. Results showed that Cd, pH, TNV and K data has normal distribution and Zn, OC and EC data had not normal distribution. Kriging, Inverse Distance Weighting (IDW), Local Polynomial Interpolation (LPI) and Redial Basis functions (RBF) methods were used to interpolation. Trend analysis showed that organic carbon in north-south and east to west did not have trend while K and TNV had second degree trend. We used some error measurements include, mean absolute error(MAE), mean squared error (MSE) and mean biased error(MBE). Ordinary kriging(exponential model), LPI(Local polynomial interpolation), RBF(radial basis functions) and IDW methods have been chosen as the best methods to interpolating of the soil parameters. Prediction maps by disjunctive kriging was shown that in whole study area was intensive shortage of organic matter and more than 63.4 percent of study area had shortage of K amount.Keywords: Electrical conductivity, Geostatistics, Geographical Information System, TNV
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2700398 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 67397 Analytical and Experimental Methods of Design for Supersonic Two-Stage Ejectors
Authors: S. Daneshmand, C. Aghanajafi, A. Bahrami
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In this paper the supersonic ejectors are experimentally and analytically studied. Ejector is a device that uses the energy of a fluid to move another fluid. This device works like a vacuum pump without usage of piston, rotor or any other moving component. An ejector contains an active nozzle, a passive nozzle, a mixing chamber and a diffuser. Since the fluid viscosity is large, and the flow is turbulent and three dimensional in the mixing chamber, the numerical methods consume long time and high cost to analyze the flow in ejectors. Therefore this paper presents a simple analytical method that is based on the precise governing equations in fluid mechanics. According to achieved analytical relations, a computer code has been prepared to analyze the flow in different components of the ejector. An experiment has been performed in supersonic regime 1.5396 Contribution to the Analytical Study of Barrier Surface Waves: Decomposition of the Solution
Authors: T. Zitoun, M. Bouhadef
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When a partially or completely immersed solid moves in a liquid such as water, it undergoes a force called hydrodynamic drag. Reducing this force has always been the objective of hydrodynamic engineers to make water slide better on submerged bodies. This paper deals with the examination of the different terms composing the analytical solution of the flow over an obstacle embedded at the bottom of a hydraulic channel. We have chosen to use a linear method to study a two-dimensional flow over an obstacle, in order to understand the evolution of the drag. We set the following assumptions: incompressible inviscid fluid, irrotational flow, low obstacle height compared to the water height. Those assumptions allow overcoming the difficulties associated with modelling these waves. We will mathematically formulate the equations that allow the determination of the stream function, and then the free surface equation. A similar method is used to determine the exact analytical solution for an obstacle in the shape of a sinusoidal arch.Keywords: Free-surface wave, inviscid fluid, analytical solution, hydraulic channel.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 797395 Improving Image Segmentation Performance via Edge Preserving Regularization
Authors: Ying-jie Zhang, Li-ling Ge
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This paper presents an improved image segmentation model with edge preserving regularization based on the piecewise-smooth Mumford-Shah functional. A level set formulation is considered for the Mumford-Shah functional minimization in segmentation, and the corresponding partial difference equations are solved by the backward Euler discretization. Aiming at encouraging edge preserving regularization, a new edge indicator function is introduced at level set frame. In which all the grid points which is used to locate the level set curve are considered to avoid blurring the edges and a nonlinear smooth constraint function as regularization term is applied to smooth the image in the isophote direction instead of the gradient direction. In implementation, some strategies such as a new scheme for extension of u+ and u- computation of the grid points and speedup of the convergence are studied to improve the efficacy of the algorithm. The resulting algorithm has been implemented and compared with the previous methods, and has been proved efficiently by several cases.Keywords: Energy minimization, image segmentation, level sets, edge regularization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1498394 The Importance of Development in Laboratory Diagnosis at the Intersection
Authors: Agus Sahri, Cahya Putra Dinata, Faishal Andhi Rokhman
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Intersection is a critical area on a highway which is a place of conflict points and congestion due to the meeting of two or more roads. Conflicts that occur at the intersection include diverging, merging, weaving, and crossing. To deal with these conflicts, a crossing control system is needed, at a plot of intersection there are two control systems namely signal intersections and non-signalized intersections. The control system at a plot of intersection can affect the intersection performance. In Indonesia there are still many intersections with poor intersection performance. In analyzing the parameters to measure the performance of a plot of intersection in Indonesia, it is guided by the 1997 Indonesian Road Capacity Manual. For this reason, this study aims to develop laboratory diagnostics at plot intersections to analyze parameters that can affect the performance of an intersection. The research method used is research and development. The laboratory diagnosis includes anamnesis, differential diagnosis, inspection, diagnosis, prognosis, specimens, analysis and sample data analysts. It is expected that this research can encourage the development and application of laboratory diagnostics at a plot of intersection in Indonesia so that intersections can function optimally.
Keywords: Intersection, laboratory diagnostic, control systems, Indonesia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 753393 Breast Skin-Line Estimation and Breast Segmentation in Mammograms using Fast-Marching Method
Authors: Roshan Dharshana Yapa, Koichi Harada
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Breast skin-line estimation and breast segmentation is an important pre-process in mammogram image processing and computer-aided diagnosis of breast cancer. Limiting the area to be processed into a specific target region in an image would increase the accuracy and efficiency of processing algorithms. In this paper we are presenting a new algorithm for estimating skin-line and breast segmentation using fast marching algorithm. Fast marching is a partial-differential equation based numerical technique to track evolution of interfaces. We have introduced some modifications to the traditional fast marching method, specifically to improve the accuracy of skin-line estimation and breast tissue segmentation. Proposed modifications ensure that the evolving front stops near the desired boundary. We have evaluated the performance of the algorithm by using 100 mammogram images taken from mini-MIAS database. The results obtained from the experimental evaluation indicate that this algorithm explains 98.6% of the ground truth breast region and accuracy of the segmentation is 99.1%. Also this algorithm is capable of partially-extracting nipple when it is available in the profile.
Keywords: Mammogram, fast marching method, mathematical morphology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2675392 Numerical Method Based On Initial Value-Finite Differences for Free Vibration of Stepped Thickness Plates
Authors: Ahmed M. Farag, Wael F. Mohamed, Atef A. Ata, Burhamy M. Burhamy
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The main objective of the present paper is to derive an easy numerical technique for the analysis of the free vibration through the stepped regions of plates. Based on the utilities of the step by step integration initial values IV and Finite differences FD methods, the present improved Initial Value Finite Differences (IVFD) technique is achieved. The first initial conditions are formulated in convenient forms for the step by step integrations while the upper and lower edge conditions are expressed in finite difference modes. Also compatibility conditions are created due to the sudden variation of plate thickness. The present method (IVFD) is applied to solve the fourth order partial differential equation of motion for stepped plate across two different panels under the sudden step compatibility in addition to different types of end conditions. The obtained results are examined and the validity of the present method is proved showing excellent efficiency and rapid convergence.
Keywords: Vibrations, Step by Step Integration, Stepped plate, Boundary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1842391 Entropy Generation Analyze Due to the Steady Natural Convection of Newtonian Fluid in a Square Enclosure
Authors: T. T. Naas, Y. Lasbet, C. Kezrane
Abstract:
The thermal control in many systems is widely accomplished applying mixed convection process due to its low cost, reliability and easy maintenance. Typical applications include the aircraft electronic equipment, rotating-disc heat exchangers, turbo machinery, and nuclear reactors, etc. Natural convection in an inclined square enclosure heated via wall heater has been studied numerically. Finite volume method is used for solving momentum and energy equations in the form of stream function–vorticity. The right and left walls are kept at a constant temperature, while the other parts are adiabatic. The range of the inclination angle covers a whole revolution. The method is validated for a vertical cavity. A general power law dependence of the Nusselt number with respect to the Rayleigh number with the coefficient and exponent as functions of the inclination angle is presented. For a fixed Rayleigh number, the inclination angle increases or decreases is found.
Keywords: Inclined enclosure, natural convection in enclosure, Nusselt number.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2228390 On Leak Localization in the Main Branched and Simple Inclined Gas Pipelines
Authors: T. Davitashvili, G. Gubelidze
Abstract:
In this paper two mathematical models for definition of gas accidental escape localization in the gas pipelines are suggested. The first model was created for leak localization in the horizontal branched pipeline and second one for leak detection in inclined section of the main gas pipeline. The algorithm of leak localization in the branched pipeline did not demand on knowledge of corresponding initial hydraulic parameters at entrance and ending points of each sections of pipeline. For detection of the damaged section and then leak localization in this section special functions and equations have been constructed. Some results of calculations for compound pipelines having two, four and five sections are presented. Also a method and formula for the leak localization in the simple inclined section of the main gas pipeline are suggested. Some results of numerical calculations defining localization of gas escape for the inclined pipeline are presented.
Keywords: Branched and inclined gas pipelines, leak detection, mathematical modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1901