Search results for: Sinc Numerical Methods
5876 Thermomechanical Damage Modeling of F114 Carbon Steel
Authors: A. El Amri, M. El Yakhloufi Haddou, A. Khamlichi
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The numerical simulation based on the Finite Element Method (FEM) is widely used in academic institutes and in the industry. It is a useful tool to predict many phenomena present in the classical manufacturing forming processes such as fracture. But, the results of such numerical model depend strongly on the parameters of the constitutive behavior model. The influences of thermal and mechanical loads cause damage. The temperature and strain rate dependent materials’ properties and their modelling are discussed. A Johnson-Cook Model of damage has been selected for the numerical simulations. Virtual software called the ABAQUS 6.11 is used for finite element analysis. This model was introduced in order to give information concerning crack initiation during thermal and mechanical loads.
Keywords: Thermomechanical fatigue, failure, numerical simulation, fracture, damages.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14955875 Study on Seismic Performance of Reinforced Soil Walls to Modify the Pseudo Static Method
Authors: Majid Yazdandoust
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This study, tries to suggest a design method based on displacement using finite difference numerical modeling in reinforcing soil retaining wall with steel strip. In this case, dynamic loading characteristics such as duration, frequency, peak ground acceleration, geometrical characteristics of reinforced soil structure and type of the site are considered to correct the pseudo static method and finally introduce the pseudo static coefficient as a function of seismic performance level and peak ground acceleration. For this purpose, the influence of dynamic loading characteristics, reinforcement length, height of reinforced system and type of the site are investigated on seismic behavior of reinforcing soil retaining wall with steel strip. Numerical results illustrate that the seismic response of this type of wall is highly dependent to cumulative absolute velocity, maximum acceleration, and height and reinforcement length so that the reinforcement length can be introduced as the main factor in shape of failure. Considering the loading parameters, geometric parameters of the wall and type of the site showed that the used method in this study leads to efficient designs in comparison with other methods, which are usually based on limit-equilibrium concept. The outputs show the over-estimation of equilibrium design methods in comparison with proposed displacement based methods here.Keywords: Pseudo static coefficient, seismic performance design, numerical modeling, steel strip reinforcement, retaining walls, cumulative absolute velocity, failure shape.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21535874 From Experiments to Numerical Modeling: A Tool for Teaching Heat Transfer in Mechanical Engineering
Authors: D. Zabala, Y. Cárdenas, G. Núñez
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In this work the numerical simulation of transient heat transfer in a cylindrical probe is done. An experiment was conducted introducing a steel cylinder in a heating chamber and registering its surface temperature along the time during one hour. In parallel, a mathematical model was solved for one dimension transient heat transfer in cylindrical coordinates, considering the boundary conditions of the test. The model was solved using finite difference method, because the thermal conductivity in the cylindrical steel bar and the convection heat transfer coefficient used in the model are considered temperature dependant functions, and both conditions prevent the use of the analytical solution. The comparison between theoretical and experimental results showed the average deviation is below 2%. It was concluded that numerical methods are useful in order to solve engineering complex problems. For constant k and h, the experimental methodology used here can be used as a tool for teaching heat transfer in mechanical engineering, using mathematical simplified models with analytical solutions.Keywords: Heat transfer experiment, thermal conductivity, finite difference, engineering education.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14605873 Torsional Statics of Circular Nanostructures: Numerical Approach
Authors: M.Z. Islam, C.W. Lim
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Based on the standard finite element method, a new finite element method which is known as nonlocal finite element method (NL-FEM) is numerically implemented in this article to study the nonlocal effects for solving 1D nonlocal elastic problem. An Eringen-type nonlocal elastic model is considered. In this model, the constitutive stress-strain law is expressed interms of integral equation which governs the nonlocal material behavior. The new NL-FEM is adopted in such a way that the postulated nonlocal elastic behavior of material is captured by a finite element endowed with a set of (cross-stiffness) element itself by the other elements in mesh. An example with their analytical solutions and the relevant numerical findings for various load and boundary conditions are presented and discussed in details. It is observed from the numerical solutions that the torsional deformation angle decreases with increasing nonlocal nanoscale parameter. It is also noted that the analytical solution fails to capture the nonlocal effect in some cases where numerical solutions handle those situation effectively which prove the reliability and effectiveness of numerical techniques.Keywords: NL-FEM, nonlocal elasticity, nanoscale, torsion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17505872 Restarted Generalized Second-Order Krylov Subspace Methods for Solving Quadratic Eigenvalue Problems
Authors: Liping Zhou, Liang Bao, Yiqin Lin, Yimin Wei, Qinghua Wu
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This article is devoted to the numerical solution of large-scale quadratic eigenvalue problems. Such problems arise in a wide variety of applications, such as the dynamic analysis of structural mechanical systems, acoustic systems, fluid mechanics, and signal processing. We first introduce a generalized second-order Krylov subspace based on a pair of square matrices and two initial vectors and present a generalized second-order Arnoldi process for constructing an orthonormal basis of the generalized second-order Krylov subspace. Then, by using the projection technique and the refined projection technique, we propose a restarted generalized second-order Arnoldi method and a restarted refined generalized second-order Arnoldi method for computing some eigenpairs of largescale quadratic eigenvalue problems. Some theoretical results are also presented. Some numerical examples are presented to illustrate the effectiveness of the proposed methods.Keywords: Quadratic eigenvalue problem, Generalized secondorder Krylov subspace, Generalized second-order Arnoldi process, Projection technique, Refined technique, Restarting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18675871 A Study on Prediction of Cavitation for Centrifugal Pump
Authors: Myung Jin Kim, Hyun Bae Jin, Wui Jun Chung
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In this study, to accurately predict cavitation of a centrifugal pump, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump. In this study, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump for reliable prediction on cavitation of a centrifugal pump. To improve validity of the numerical analysis, transient analysis was conducted on the calculated domain of full-type geometry, such as an experimental apparatus. The numerical analysis from the results was considered to be a reliable prediction of cavitaion.Keywords: Centrifugal Pump, Cavitation, NPSH, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42225870 Boundary-Element-Based Finite Element Methods for Helmholtz and Maxwell Equations on General Polyhedral Meshes
Authors: Dylan M. Copeland
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We present new finite element methods for Helmholtz and Maxwell equations on general three-dimensional polyhedral meshes, based on domain decomposition with boundary elements on the surfaces of the polyhedral volume elements. The methods use the lowest-order polynomial spaces and produce sparse, symmetric linear systems despite the use of boundary elements. Moreover, piecewise constant coefficients are admissible. The resulting approximation on the element surfaces can be extended throughout the domain via representation formulas. Numerical experiments confirm that the convergence behavior on tetrahedral meshes is comparable to that of standard finite element methods, and equally good performance is attained on more general meshes.
Keywords: Boundary elements, finite elements, Helmholtz equation, Maxwell equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17255869 Element-Independent Implementation for Method of Lagrange Multipliers
Authors: Gil-Eon Jeong, Sung-Kie Youn, K. C. Park
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Treatment for the non-matching interface is an important computational issue. To handle this problem, the method of Lagrange multipliers including classical and localized versions are the most popular technique. It essentially imposes the interface compatibility conditions by introducing Lagrange multipliers. However, the numerical system becomes unstable and inefficient due to the Lagrange multipliers. The interface element-independent formulation that does not include the Lagrange multipliers can be obtained by modifying the independent variables mathematically. Through this modification, more efficient and stable system can be achieved while involving equivalent accuracy comparing with the conventional method. A numerical example is conducted to verify the validity of the presented method.Keywords: Element-independent formulation, non-matching interface, interface coupling, methods of Lagrange multipliers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11835868 The Design of a Die for the Processing of Aluminum through Equal Channel Angular Pressing
Authors: P. G. F. Siqueira, N. G. S. Almeida, P. M. A. Stemler, P. R. Cetlin, M. T. P. Aguilar
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The processing of metals through Equal Channel Angular Pressing (ECAP) leads to their remarkable strengthening. The ECAP dies control the amount of strain imposed on the material through its geometry, especially through the angle between the die channels, and thus the microstructural and mechanical properties evolution of the material. The present study describes the design of an ECAP die whose utilization and maintenance are facilitated, and that also controls the eventual undesired flow of the material during processing. The proposed design was validated through numerical simulations procedures using commercial software. The die was manufactured according to the present design and tested. Tests using aluminum alloys also indicated to be suitable for the processing of higher strength alloys.
Keywords: ECAP, mechanical design, numerical methods, SPD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7865867 Numerical and Experimental Studies of Joule Heating Effects around Crack and Notch Tips
Authors: Thomas Jin-Chee Liu, Ji-Fu Tseng, Yu-Shen Chen
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This paper investigates the thermo-electric effects around the crack and notch tips under the electric current load. The research methods include the finite element analysis and thermal imaging experiment. The finite element solutions show that the electric current density field concentrates at the crack tip. Due to the Joule heating, this electric concentration causes the hot spot at the tip zone. From numerical and experimental results, this hot spot is identified. The temperature of the hot spot is affected by the electric load, operation time and geometry of the sample.Keywords: Thermo-electric, Joule heating, crack tip, notch tip.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14615866 Experimental and Numerical Studies of Drag Reduction on a Circular Cylinder
Authors: A.O. Ladjedel, B.T.Yahiaoui, C.L.Adjlout, D.O.Imine
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In the present paper; an experimental and numerical investigations of drag reduction on a grooved circular cylinder have been performed. The experiments were carried out in closed circuit subsonic wind tunnel (TE44); the pressure distribution on the cylinder was conducted using a TE44DPS differential pressure scanner and the drag forces were measured using the TE81 balance. The display unit is linked to a computer, loaded with DATASLIM software for data analysis and logging of result. The numerical study was performed using the code ANSYS FLUENT solving the Reynolds Averaged Navier-Stokes (RANS) equations. The k-ε and k- ω SST models were tested. The results obtained from the experimental and numerical investigations have showed a reduction in the drag when using longitudinal grooves namely 2 and 6 on the cylinder.Keywords: Circular cylinder, Drag, grooves, pressure distribution
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28245865 Multilevel Arnoldi-Tikhonov Regularization Methods for Large-Scale Linear Ill-Posed Systems
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This paper is devoted to the numerical solution of large-scale linear ill-posed systems. A multilevel regularization method is proposed. This method is based on a synthesis of the Arnoldi-Tikhonov regularization technique and the multilevel technique. We show that if the Arnoldi-Tikhonov method is a regularization method, then the multilevel method is also a regularization one. Numerical experiments presented in this paper illustrate the effectiveness of the proposed method.Keywords: Discrete ill-posed problem, Tikhonov regularization, discrepancy principle, Arnoldi process, multilevel method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7625864 Investigating Performance of Numerical Distance Relay with Higher Order Antialiasing Filter
Authors: Venkatesh C., K. Shanti Swarup
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This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.
Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27975863 Numerical Simulation of Liquid Nitrogen Spray Equipment for Space Environmental Simulation Facility
Authors: He Chao, Zhang Lei, Liu Ran, Li Ang
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Temperature regulating system by gaseous nitrogen is of importance to the space environment simulator, which keeps the shrouds in the temperature range from -150°C to +150°C. Liquid nitrogen spray equipment is one of the most critical parts in the temperature regulating system by gaseous nitrogen. Y type jet atomizer and internal mixing atomizer of the liquid nitrogen spray equipment are studied in this paper, 2D/3D atomizer model was established and grid division was conducted respectively by the software of Catia and ICEM. Based on the above preparation, numerical simulation on the spraying process of the atomizer by FLUENT is performed. Using air and water as the medium, comparison between the tests and numerical simulation was conducted and the results of two ways match well. Hence, it can be conclude that this atomizer model can be applied in the numerical simulation of liquid nitrogen spray equipment.Keywords: Space environmental simulator, liquid nitrogen spray, Y type jet atomizer, internal mixing atomizer, numerical simulation, fluent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20085862 Numerical Simulation of Investment Casting of Gold Jewelry: Experiments and Validations
Authors: Marco Actis Grande, Somlak Wannarumon
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This paper proposes the numerical simulation of the investment casting of gold jewelry. It aims to study the behavior of fluid flow during mould filling and solidification and to optimize the process parameters, which lead to predict and control casting defects such as gas porosity and shrinkage porosity. A finite difference method, computer simulation software FLOW-3D was used to simulate the jewelry casting process. The simplified model was designed for both numerical simulation and real casting production. A set of sensor acquisitions were allocated on the different positions of the wax tree of the model to detect filling times, while a set of thermocouples were allocated to detect the temperature during casting and cooling. Those detected data were applied to validate the results of the numerical simulation to the results of the real casting. The resulting comparisons signify that the numerical simulation can be used as an effective tool in investment-casting-process optimization and casting-defect prediction.Keywords: Computer fluid dynamic, Investment casting, Jewelry, Mould filling, Simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27375861 Symbolic Analysis of Large Circuits Using Discrete Wavelet Transform
Authors: Ali Al-Ataby , Fawzi Al-Naima
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Symbolic Circuit Analysis (SCA) is a technique used to generate the symbolic expression of a network. It has become a well-established technique in circuit analysis and design. The symbolic expression of networks offers excellent way to perform frequency response analysis, sensitivity computation, stability measurements, performance optimization, and fault diagnosis. Many approaches have been proposed in the area of SCA offering different features and capabilities. Numerical Interpolation methods are very common in this context, especially by using the Fast Fourier Transform (FFT). The aim of this paper is to present a method for SCA that depends on the use of Wavelet Transform (WT) as a mathematical tool to generate the symbolic expression for large circuits with minimizing the analysis time by reducing the number of computations.Keywords: Numerical Interpolation, Sparse Matrices, SymbolicAnalysis, Wavelet Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15515860 An Overview of Some High Order and Multi-Level Finite Difference Schemes in Computational Aeroacoustics
Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo
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In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.
Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16365859 Comparative Analysis of Classical and Parallel Inpainting Algorithms Based on Affine Combinations of Projections on Convex Sets
Authors: Irina Maria Artinescu, Costin Radu Boldea, Eduard-Ionut Matei
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The paper is a comparative study of two classical vari-ants of parallel projection methods for solving the convex feasibility problem with their equivalents that involve variable weights in the construction of the solutions. We used a graphical representation of these methods for inpainting a convex area of an image in order to investigate their effectiveness in image reconstruction applications. We also presented a numerical analysis of the convergence of these four algorithms in terms of the average number of steps and execution time, in classical CPU and, alternativaly, in parallel GPU implementation.
Keywords: convex feasibility problem, convergence analysis, ınpainting, parallel projection methods
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4485858 On the Numerical and Experimental Analysis of Internal Pressure in Air Bearings
Authors: Abdurrahim Dal, Tuncay Karaçay
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Dynamics of a rotor supported by air bearings is strongly depends on the pressure distribution between the rotor and the bearing. In this study, internal pressure in air bearings is numerical and experimental analyzed for different radial clearances. Firstly the pressure distribution between rotor and bearing is modeled using Reynold's equation and this model is solved numerically. The rotor-bearing system is also modeled in four degree of freedom and it is simulated for different radial clearances. Then, in order to validate numerical results, a test rig is designed and the rotor bearing system is run under the same operational conditions. Pressure signals of left and right bearings are recorded. Internal pressure variations are compared for numerical and experimental results for different radial clearances.Keywords: Air bearing, internal pressure, Reynold’s equation, rotor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21385857 Numerical Simulations of Flood and Inundation in Jobaru River Basin Using Laser Profiler Data
Authors: Hiroto Nakashima, Toshihiro Morita, Koichiro Ohgushi
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Laser Profiler (LP) data from aerial laser surveys have been increasingly used as topographical inputs to numerical simulations of flooding and inundation in river basins. LP data has great potential for reproducing topography, but its effective usage has not yet been fully established. In this study, flooding and inundation are simulated numerically using LP data for the Jobaru River basin of Japan’s Saga Plain. The analysis shows that the topography is reproduced satisfactorily in the computational domain with urban and agricultural areas requiring different grid sizes. A 2-D numerical simulation shows that flood flow behavior changes as grid size is varied.
Keywords: LP data, numerical simulation, topological analysis, mesh size.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15365856 Modeling and Simulating of Gas Turbine Cooled Blades
Authors: А. Pashayev, D. Askerov, R. Sadiqov, A. Samedov, C. Ardil
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In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasistationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.
Keywords: Modeling, Simulating, Gas Turbine, Cooled Blades.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16065855 Mathematical Modeling of the AMCs Cross-Contamination Removal in the FOUPs: Finite Element Formulation and Application in FOUP’s Decontamination
Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31765854 Septic B-spline Collocation Method for Solving One-dimensional Hyperbolic Telegraph Equation
Authors: Marzieh Dosti, Alireza Nazemi
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Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.
Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17965853 Basket Option Pricing under Jump Diffusion Models
Authors: Ali Safdari-Vaighani
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Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12075852 Design and Analysis of Extra High Voltage Non-Ceramic Insulator by Finite Element Method
Authors: M. Nageswara Rao, V. S. N. K. Chaitanya, P. Pratyusha
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High voltage insulator has to withstand sever electrical stresses. Higher electrical stresses lead to erosion of the insulator surface. Degradation of insulating properties leads to flashover and in some extreme cases it may cause to puncture. For analyzing these electrical stresses and implement necessary actions to diminish the electrical stresses, numerical methods are best. By minimizing the electrical stresses, reliability of the power system will improve. In this paper electric field intensity at critical regions of 400 kV silicone composite insulator is analyzed using finite element method. Insulator is designed using FEMM-2D software package. Electric Field Analysis (EFA) results are analyzed for five cases i.e., only insulator, insulator with two sides arcing horn, High Voltage (HV) end grading ring, grading ring-arcing horn arrangement and two sides grading ring. These EFA results recommended that two sides grading ring is better for minimization of electrical stresses and improving life span of insulator.
Keywords: Polymer insulator, electric field analysis, numerical methods, finite element method, FEMM-2D.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11485851 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations
Authors: N. Ebrahimi, J. Rashidinia
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In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.
Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21985850 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F
Authors: Fatemeh Panjeh Ali Beik
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In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19935849 A Hybrid Neural Network and Gravitational Search Algorithm (HNNGSA) Method to Solve well known Wessinger's Equation
Authors: M. Ghalambaz, A.R. Noghrehabadi, M.A. Behrang, E. Assareh, A. Ghanbarzadeh, N.Hedayat
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This study presents a hybrid neural network and Gravitational Search Algorithm (HNGSA) method to solve well known Wessinger's equation. To aim this purpose, gravitational search algorithm (GSA) technique is applied to train a multi-layer perceptron neural network, which is used as approximation solution of the Wessinger's equation. A trial solution of the differential equation is written as sum of two parts. The first part satisfies the initial/ boundary conditions and does not contain any adjustable parameters and the second part which is constructed so as not to affect the initial/boundary conditions. The second part involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. In order to demonstrate the presented method, the obtained results of the proposed method are compared with some known numerical methods. The given results show that presented method can introduce a closer form to the analytic solution than other numerical methods. Present method can be easily extended to solve a wide range of problems.
Keywords: Neural Networks, Gravitational Search Algorithm (GSR), Wessinger's Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23985848 Assessment of the Accuracy of Spalart-Allmaras Turbulence Model for Application in Turbulent Wall Jets
Authors: A. M. Tahsini
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The Spalart and Allmaras turbulence model has been implemented in a numerical code to study the compressible turbulent flows, which the system of governing equations is solved with a finite volume approach using a structured grid. The AUSM+ scheme is used to calculate the inviscid fluxes. Different benchmark problems have been computed to validate the implementation and numerical results are shown. A special Attention is paid to wall jet applications. In this study, the jet is submitted to various wall boundary conditions (adiabatic or uniform heat flux) in forced convection regime and both two-dimensional and axisymmetric wall jets are considered. The comparison between the numerical results and experimental data has given the validity of this turbulence model to study the turbulent wall jets especially in engineering applications.Keywords: Wall Jet, Heat transfer, Numerical Simulation, Spalart-Allmaras Turbulence model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27695847 Numerical Modeling of Flow in USBR II Stilling Basin with End Adverse Slope
Authors: Hamidreza Babaali, Alireza Mojtahedi, Nasim Soori, Saba Soori
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Hydraulic jump is one of the effective ways of energy dissipation in stilling basins that the energy is highly dissipated by jumping. Adverse slope surface at the end stilling basin is caused to increase energy dissipation and stability of the hydraulic jump. In this study, the adverse slope has been added to end of United States Bureau of Reclamation (USBR) II stilling basin in hydraulic model of Nazloochay dam with scale 1:40, and flow simulated into stilling basin using Flow-3D software. The numerical model is verified by experimental data of water depth in stilling basin. Then, the parameters of water level profile, Froude Number, pressure, air entrainment and turbulent dissipation investigated for discharging 300 m3/s using K-Ɛ and Re-Normalization Group (RNG) turbulence models. The results showed a good agreement between numerical and experimental model as numerical model can be used to optimize of stilling basins.
Keywords: Experimental and numerical modeling, end adverse slope, flow parameters, USBR II Stilling Basin.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 994