Search results for: numerical analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10222

Search results for: numerical analysis

9982 Effect of Model Dimension in Numerical Simulation on Assessment of Water Inflow to Tunnel in Discontinues Rock

Authors: Hadi Farhadian, Homayoon Katibeh

Abstract:

Groundwater inflow to the tunnels is one of the most important problems in tunneling operation. The objective of this study is the investigation of model dimension effects on tunnel inflow assessment in discontinuous rock masses using numerical modeling. In the numerical simulation, the model dimension has an important role in prediction of water inflow rate. When the model dimension is very small, due to low distance to the tunnel border, the model boundary conditions affect the estimated amount of groundwater flow into the tunnel and results show a very high inflow to tunnel. Hence, in this study, the two-dimensional universal distinct element code (UDEC) used and the impact of different model parameters, such as tunnel radius, joint spacing, horizontal and vertical model domain extent has been evaluated. Results show that the model domain extent is a function of the most significant parameters, which are tunnel radius and joint spacing.

Keywords: Water inflow, Tunnel, Discontinues rock, Numerical simulation.

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9981 Buckling Resistance of GFRP Sandwich Infill Panels with Different Cores under Increased Temperatures

Authors: Viriyavudh Sim, Woo Young Jung

Abstract:

This paper presents numerical analysis in terms of buckling resistance of GFRP sandwich infill panels system under the influence of increased temperature on the foam core. Failure mode under in-plane compression is studied by means of numerical analysis with ABAQUS platform. Parameters considered in this study are contact length and both the type of foam for core and the variation of its module elastic under the thermal influence. Increment of temperature is considered in static cases and only applied to core. Indeed, it is proven that the effect of temperature alters the mechanical properties of the entire panel system. Moreover, the rises of temperature result in a decrease in strength of the panel. This is due to the polymeric nature of this material. Additionally, the contact length also displays the effect on performance of infill panel. Their significance factors are based on type of polymer for core. Therefore, by comparing difference type of core material, the variation can be reducing.

Keywords: Buckling, contact length, foam core, temperature dependent.

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9980 Numerical Investigation of Flow Patterns and Thermal Comfort in Air-Conditioned Lecture Rooms

Authors: Taher M. Abou-deif, Mahmoud A. Fouad, Essam E. Khalil

Abstract:

The present paper was concerned primarily with the analysis, simulation of the air flow and thermal patterns in a lecture room. The paper is devoted to numerically investigate the influence of location and number of ventilation and air conditioning supply and extracts openings on air flow properties in a lecture room. The work focuses on air flow patterns, thermal behaviour in lecture room where large number of students. The effectiveness of an air flow system is commonly assessed by the successful removal of sensible and latent loads from occupants with additional of attaining air pollutant at a prescribed level to attain the human thermal comfort conditions and to improve the indoor air quality; this is the main target during the present paper. The study is carried out using computational fluid dynamics (CFD) simulation techniques as embedded in the commercially available CFD code (FLUENT 6.2). The CFD modelling techniques solved the continuity, momentum and energy conservation equations in addition to standard k – ε model equations for turbulence closure. Throughout the investigations, numerical validation is carried out by way of comparisons of numerical and experimental results. Good agreement is found among both predictions.

Keywords: Air Conditioning, CFD, Lecture Rooms, Thermal Comfort

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9979 Combustion Analysis of Suspended Sodium Droplet

Authors: T. Watanabe

Abstract:

Combustion analysis of suspended sodium droplet is performed by solving numerically the Navier-Stokes equations and the energy conservation equations. The combustion model consists of the pre-ignition and post-ignition models. The reaction rate for the pre-ignition model is based on the chemical kinetics, while that for the post-ignition model is based on the mass transfer rate of oxygen. The calculated droplet temperature is shown to be in good agreement with the existing experimental data. The temperature field in and around the droplet is obtained as well as the droplet shape variation, and the present numerical model is confirmed to be effective for the combustion analysis.

Keywords: Combustion, analysis, sodium, droplet.

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9978 Implementation of Vertical Neutron Camera (VNC) for ITER Fusion Plasma Neutron Source Profile Reconstruction

Authors: V. Amosov, Yu. Kashchuk, A. Krasilnikov, A. Kostin, A. Khovanskiy, A. Leonov, N. Rodionov, R. Rodionov

Abstract:

In present work the problem of the ITER fusion plasma neutron source parameter reconstruction using only the Vertical Neutron Camera data was solved. The possibility of neutron source parameter reconstruction was estimated by the numerical simulations and the analysis of adequateness of mathematic model was performed. The neutron source was specified in a parametric form. The numerical analysis of solution stability with respect to data distortion was done. The influence of the data errors on the reconstructed parameters is shown: • is reconstructed with errors less than 4% at all examined values of δ (until 60%); • is determined with errors less than 10% when δ do not overcome 5%; • is reconstructed with relative error more than 10 %; • integral intensity of the neutron source is determined with error 10% while δ error is less than 15%; where -error of signal measurements, (R0,Z0), the plasma center position,- /parameter of neutron source profile.

Keywords: ITER, neutronsource, neutron source profile reconstruction, Vertical Neutron Camera.

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9977 Aerodynamic Prediction and Performance Analysis for Mars Science Laboratory Entry Vehicle

Authors: Tang Wei, Yang Xiaofeng, Gui Yewei, Du Yanxia

Abstract:

Complex lifting entry was selected for precise landing performance during the Mars Science Laboratory entry. This study aims to develop the three-dimensional numerical method for precise computation and the surface panel method for rapid engineering prediction. Detailed flow field analysis for Mars exploration mission was performed by carrying on a series of fully three-dimensional Navier-Stokes computations. The static aerodynamic performance was then discussed, including the surface pressure, lift and drag coefficient, lift-to-drag ratio with the numerical and engineering method. Computation results shown that the shock layer is thin because of lower effective specific heat ratio, and that calculated results from both methods agree well with each other, and is consistent with the reference data. Aerodynamic performance analysis shows that CG location determines trim characteristics and pitch stability, and certain radially and axially shift of the CG location can alter the capsule lifting entry performance, which is of vital significance for the aerodynamic configuration design and inner instrument layout of the Mars entry capsule.

Keywords: Mars entry capsule, static aerodynamics, computational fluid dynamics, hypersonic.

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9976 The Impact of Cooperative Learning on Numerical Methods Course

Authors: Sara Bilal, Abdi Omar Shuriye, Raihan Othman

Abstract:

Numerical Methods is a course that can be conducted using workshops and group discussion. This study has been implemented on undergraduate students of level two at the Faculty of Engineering, International Islamic University Malaysia. The Numerical Method course has been delivered to two Sections 1 and 2 with 44 and 22 students in each section, respectively. Systematic steps have been followed to apply the student centered learning approach in teaching Numerical Method course. Initially, the instructor has chosen the topic which was Euler’s Method to solve Ordinary Differential Equations (ODE) to be learned. The students were then divided into groups with five members in each group. Initial instructions have been given to the group members to prepare their subtopics before meeting members from other groups to discuss the subtopics in an expert group inside the classroom. For the time assigned for the classroom discussion, the setting of the classroom was rearranged to accommodate the student centered learning approach. Teacher strength was by monitoring the process of learning inside and outside the class. The students have been assessed during the migrating to the expert groups, recording of a video explanation outside the classroom and during the final examination. Euler’s Method to solve the ODE was set as part of Question 3(b) in the final exam. It is observed that none of the students from both sections obtained a zero grade in Q3(b), compared to Q3(a) and Q3(c). Also, for Section 1(44 students), 29 students obtained the full mark of 7/7, while only 10 obtained 7/7 for Q3(a) and no students obtained 6/6 for Q3(c). Finally, we can recommend that the Numerical Method course be moved toward more student-centered Learning classrooms where the students will be engaged in group discussion rather than having a teacher one man show.

Keywords: Teacher centered learning, student centered learning, mathematic, numerical methods.

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9975 Numerical Investigation of the Effect of Flow and Heat Transfer of a Semi-Cylindrical Obstacle Located in a Channel

Authors: Omer F. Can, Nevin Celik

Abstract:

In this study, a semi-cylinder obstacle placed in a channel is handled to determine the effect of flow and heat transfer around the obstacle. Both faces of the semi-cylinder are used in the numerical analysis. First, the front face of the semi-cylinder is stated perpendicular to flow, than the rear face is placed. The study is carried out numerically, by using commercial software ANSYS 11.0. The well-known κ-ε model is applied as the turbulence model. Reynolds number is in the range of 104 to 105 and air is assumed as the flowing fluid. The results showed that, heat transfer increased approximately 15 % in the front faze case, while it enhanced up to 28 % in the rear face case.

Keywords: External flow, semi-cylinder obstacle, heat transfer, friction.

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9974 The Practical MFCAV Riemann Solver is Applied to a New Cell-centered Lagrangian Method

Authors: Yan Liu, Weidong Shen, Dekang Mao, Baolin Tian

Abstract:

The MFCAV Riemann solver is practically used in many Lagrangian or ALE methods due to its merit of sharp shock profiles and rarefaction corners, though very often with numerical oscillations. By viewing it as a modification of the WWAM Riemann solver, we apply the MFCAV Riemann solver to the Lagrangian method recently developed by Maire. P. H et. al.. The numerical experiments show that the application is successful in that the shock profiles and rarefaction corners are sharpened compared with results obtained using other Riemann solvers. Though there are still numerical oscillations, they are within the range of the MFCAV applied in onther Lagrangian methods.

Keywords: Cell-centered Lagrangian method, approximated Riemann solver, HLLC Riemann solver

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9973 Study on the Variation Effects of Diverging Angleon Characteristics of Flow in Converging and Diverging Ducts by Numerical Method

Authors: Moghiman Mohammad, Amiri Maryam, Amiri Amirhosein

Abstract:

The present paper develops and validates a numerical procedure for the calculation of turbulent combustive flow in converging and diverging ducts and throuh simulation of the heat transfer processes, the amount of production and spread of Nox pollutant has been measured. A marching integration solution procedure employing the TDMA is used to solve the discretized equations. The turbulence model is the Prandtl Mixing Length method. Modeling the combustion process is done by the use of Arrhenius and Eddy Dissipation method. Thermal mechanism has been utilized for modeling the process of forming the nitrogen oxides. Finite difference method and Genmix numerical code are used for numerical solution of equations. Our results indicate the important influence of the limiting diverging angle of diffuser on the coefficient of recovering of pressure. Moreover, due to the intense dependence of Nox pollutant to the maximum temperature in the domain with this feature, the Nox pollutant amount is also in maximum level.

Keywords: Converging and Diverging Duct, Combustion, Diffuser, Diverging Angle, Nox

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9972 Process Parameter Optimization in Resistance Spot Welding of Dissimilar Thickness Materials

Authors: Pradeep M., N. S. Mahesh, Raja Hussain

Abstract:

Resistance spot welding (RSW) has been used widely to join sheet metals. It has been a challenge to get required weld quality in spot welding of dissimilar thickness materials. Weld parameters are not generally available in standards for thickness beyond 4mm. This paper presents the welding process design and parameter optimization of RSW used in joining of low carbon steel sheet of thickness 0.8 mm and metal strips of cross section 10 x 5mm for electrical motor applications. Taguchi quality design was adopted for weld current and time optimization using L9 orthogonal array. Optimum process parameters (current- 3.5kA and time- 10 cycles) were obtained from the Taguchi analysis and shear test results. Confirmation experiment result revealed that the weld quality was within acceptable interval. Further, numerical simulation of RSW process was carried out with selected weld parameters to quantify the temperature at faying surface and check for formation of appropriate nugget. The nugget geometry measured after peel test and predicted from numerical validation method were similar and in accordance with the standards.

Keywords: Resistance spot welding, dissimilar thickness, weld parameters, Taguchi method, numerical modeling.

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9971 The Experimental and Numerical Analysis of the Joining Processes for Air Conditioning Systems

Authors: M.St. Węglowski, D. Miara, S. Błacha, J. Dworak, J. Rykała, K. Kwieciński, J. Pikuła, G. Ziobro, A. Szafron, P. Zimierska-Nowak, M. Richert, P. Noga

Abstract:

In the paper the results of welding of car’s air-conditioning elements are presented. These systems based on, mainly, the environmental unfriendly refrigerants. Thus, the producers of cars will have to stop using traditional refrigerant and to change it to carbon dioxide (R744). This refrigerant is environmental friendly. However, it should be noted that the air condition system working with R744 refrigerant operates at high temperature (up to 150 °C) and high pressure (up to 130 bar). These two parameters are much higher than for other refrigerants. Thus new materials, design as well as joining technologies are strongly needed for these systems. AISI 304 and 316L steels as well as aluminium alloys 5xxx are ranked among the prospective materials. As a joining process laser welding, plasma welding, electron beam welding as well as high rotary friction welding can be applied. In the study, the metallographic examination based on light microscopy as well as SEM was applied to estimate the quality of welded joints. The analysis of welding was supported by numerical modelling based on Sysweld software. The results indicated that using laser, plasma and electron beam welding, it is possible to obtain proper quality of welds in stainless steel. Moreover, high rotary friction welding allows to guarantee the metallic continuity in the aluminium welded area. The metallographic examination revealed that the grain growth in the heat affected zone (HAZ) in laser and electron beam welded joints were not observed. It is due to low heat input and short welding time. The grain growth and subgrains can be observed at room temperature when the solidification mode is austenitic. This caused low microstructural changes during solidification. The columnar grain structure was found in the weld metal. Meanwhile, the equiaxed grains were detected in the interface. The numerical modelling of laser welding process allowed to estimate the temperature profile in the welded joint as well as predicts the dimensions of welds. The agreement between FEM analysis and experimental data was achieved.  

Keywords: Car’s air–conditioning, microstructure, numerical modelling, welding.

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9970 A Strategy for a Robust Design of Cracked Stiffened Panels

Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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9969 Numerical Optimization of Trapezoidal Microchannel Heat Sinks

Authors: Yue-Tzu Yang, Shu-Ching Liao

Abstract:

This study presents the numerical simulation of three-dimensional incompressible steady and laminar fluid flow and conjugate heat transfer of a trapezoidal microchannel heat sink using water as a cooling fluid in a silicon substrate. Navier-Stokes equations with conjugate energy equation are discretized by finite-volume method. We perform numerical computations for a range of 50 ≦ Re ≦ 600, 0.05W ≦ P ≦ 0.8W, 20W/cm2 q"≦ 40W/cm2. The present study demonstrates the numerical optimization of a trapezoidal microchannel heat sink design using the response surface methodology (RSM) and the genetic algorithm method (GA). The results show that the average Nusselt number increases with an increase in the Reynolds number or pumping power, and the thermal resistance decreases as the pumping power increases. The thermal resistance of a trapezoidal microchannel is minimized for a constant heat flux and constant pumping power.

Keywords: Microchannel heat sinks, Conjugate heat transfer, Optimization, Genetic algorithm method.

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9968 Numerical Study for Compressive Strength of Basalt Composite Sandwich Infill Panel

Authors: Viriyavudh Sim, Jung Kyu Choi, Yong Ju Kwak, Oh Hyeon Jeon, Woo Young Jung

Abstract:

In this study, we investigated the buckling performance of basalt fiber reinforced polymer (BFRP) sandwich infill panels. Fiber Reinforced Polymer (FRP) is a major evolution for energy dissipation when used as infill material of frame structure, a basic Polymer Matrix Composite (PMC) infill wall system consists of two FRP laminates surrounding an infill of foam core. Furthermore, this type of component is for retrofitting and strengthening frame structure to withstand the seismic disaster. In-plane compression was considered in the numerical analysis with ABAQUS platform to determine the buckling failure load of BFRP infill panel system. The present result shows that the sandwich BFRP infill panel system has higher resistance to buckling failure than those of glass fiber reinforced polymer (GFRP) infill panel system, i.e. 16% increase in buckling resistance capacity.

Keywords: Basalt fiber reinforced polymer, buckling performance, FEM analysis, sandwich infill panel.

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9967 Numerical Analysis of Thermal Conductivity of Non-Charring Material Ablation Carbon-Carbon and Graphite with Considering Chemical Reaction Effects, Mass Transfer and Surface Heat Transfer

Authors: H. Mohammadiun, A. Kianifar, A. Kargar

Abstract:

Nowadays, there is little information, concerning the heat shield systems, and this information is not completely reliable to use in so many cases. for example, the precise calculation cannot be done for various materials. In addition, the real scale test has two disadvantages: high cost and low flexibility, and for each case we must perform a new test. Hence, using numerical modeling program that calculates the surface recession rate and interior temperature distribution is necessary. Also, numerical solution of governing equation for non-charring material ablation is presented in order to anticipate the recession rate and the heat response of non-charring heat shields. the governing equation is nonlinear and the Newton- Rafson method along with TDMA algorithm is used to solve this nonlinear equation system. Using Newton- Rafson method for solving the governing equation is one of the advantages of the solving method because this method is simple and it can be easily generalized to more difficult problems. The obtained results compared with reliable sources in order to examine the accuracy of compiling code.

Keywords: Ablation rate, surface recession, interior temperaturedistribution, non charring material ablation, Newton Rafson method.

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9966 A Prediction of Attractive Evaluation Objects Based On Complex Sequential Data

Authors: Shigeaki Sakurai, Makino Kyoko, Shigeru Matsumoto

Abstract:

This paper proposes a method that predicts attractive evaluation objects. In the learning phase, the method inductively acquires trend rules from complex sequential data. The data is composed of two types of data. One is numerical sequential data. Each evaluation object has respective numerical sequential data. The other is text sequential data. Each evaluation object is described in texts. The trend rules represent changes of numerical values related to evaluation objects. In the prediction phase, the method applies new text sequential data to the trend rules and evaluates which evaluation objects are attractive. This paper verifies the effect of the proposed method by using stock price sequences and news headline sequences. In these sequences, each stock brand corresponds to an evaluation object. This paper discusses validity of predicted attractive evaluation objects, the process time of each phase, and the possibility of application tasks.

Keywords: Trend rule, frequent pattern, numerical sequential data, text sequential data, evaluation object.

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9965 A Finite Point Method Based on Directional Derivatives for Diffusion Equation

Authors: Guixia Lv, Longjun Shen

Abstract:

This paper presents a finite point method based on directional derivatives for diffusion equation on 2D scattered points. To discretize the diffusion operator at a given point, a six-point stencil is derived by employing explicit numerical formulae of directional derivatives, namely, for the point under consideration, only five neighbor points are involved, the number of which is the smallest for discretizing diffusion operator with first-order accuracy. A method for selecting neighbor point set is proposed, which satisfies the solvability condition of numerical derivatives. Some numerical examples are performed to show the good performance of the proposed method.

Keywords: Finite point method, directional derivatives, diffusionequation, method for selecting neighbor point set.

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9964 Numerical Investigation of the Flow Characteristics inside the Scrubber Unit

Authors: Kumaresh Selvakumar, Man Young Kim

Abstract:

Wet scrubbers have found widespread use in cleaning contaminated gas streams because of their ability to remove particulates and based on the applications of scrubbing of marine engine exhaust gases by spraying sea-water. In order to examine the flow characteristics inside the scrubber, the model is designated with flow properties of hot air and water sprayer. The flow dynamics of evaporation of hot air by the injection of water droplets is the key factor considered in this paper. The flow behavior inside the scrubber was investigated from the previous works and to sum up the evaporation rate with respect to the concentration of water droplets are predicted to bring out the competent modelling. The numerical analysis using CFD facilitates in understanding the problem better and empathies the behavior of the model over its entire operating envelope.

Keywords: Concentration of water droplets, Evaporation rate, Scrubber, Water sprayer.

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9963 Flow and Heat Transfer over a Shrinking Sheet: A Stability Analysis

Authors: Anuar Ishak

Abstract:

The characteristics of fluid flow and heat transfer over a permeable shrinking sheet is studied. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. Numerical results show that dual solutions are possible for a certain range of the suction parameter. A stability analysis is performed to determine which solution is linearly stable and physically realizable.

Keywords: Dual solutions, heat transfer, shrinking sheet, stability analysis.

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9962 Behavior of the Foundation of Bridge Reinforced by Rigid and Flexible Inclusions

Authors: T. Karech A. Noui, T. Bouzid

Abstract:

This article presents a comparative study by numerical analysis of the behavior of reinforcements of clayey soils by flexible columns (stone columns) and rigid columns (piles). The numerical simulation was carried out in 3D for an assembly of foundation, columns and a pile of a bridge. Particular attention has been paid to take into account the installation of the columns. Indeed, in practice, due to the compaction of the column, the soil around it sustains a lateral expansion and the horizontal stresses are increased. This lateral expansion of the column can be simulated numerically. This work represents a comparative study of the interaction between the soil on one side, and the two types of reinforcement on the other side, and their influence on the behavior of the soil and of the pile of a bridge.

Keywords: Piles, stone columns, interaction, foundation, settlement, consolidation.

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9961 Experimental and Numerical Investigation of the Dispersion of Microparticles Emitted by Machining Operation

Authors: F. Tafnout, E. Belut, B. Oesterlé, J.R. Fontaine

Abstract:

As a part of the development of a numerical method of close capture exhausts systems for machining devices, a test rig recreating a situation similar to a grinding operation, but in a perfectly controlled environment, is used. The properties of the obtained spray of solid particles are initially characterized using particle tracking velocimetry (PTV), in order to obtain input and validation parameters for numerical simulations. The dispersion of a tracer gas (SF6) emitted simultaneously with the particle jet is then studied experimentally, as the dispersion of such a gas is representative of that of finer particles, whose aerodynamic response time is negligible. Finally, complete modeling of the test rig is achieved to allow comparison with experimental results and thus to progress towards validation of the models used to describe a twophase flow generated by machining operation.

Keywords: Pollutants, capture, tracer gas, SF6, PTV, numericalmodeling.

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9960 Numerical Investigation of Multiphase Flow in Pipelines

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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9959 Construction Procedures Evaluation of Three Adjacent Tunnels and Excavation Step Effects

Authors: M. Mahdi, N. Shariatmadari

Abstract:

Since, both the relative position of tunnels and the construction procedure affect the soil movement and internal forces in the lining, it is of major concern to study the influence of these factors on the tunnel design. Construction procedures of tunnels have considerable effects on the magnitude of surface movements and lining stresses. This paper describes numerical analysis of construction procedure of a three adjacent shallow tunnels at high groundwater levels using the commercial finite difference software (FLAC-3D). The aim of this study is to determinate the most suitable construction procedure for the three tunnels and the optimum excavation step in Tehran Metro tunnels in order to optimize the surface settlements and lining stresses.

Keywords: Shallow tunnel, multiple tunnels, construction procedure, surface movement, numerical modeling.

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9958 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.

Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.

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9957 Numerical Analysis of Oil-Water Transport in Horizontal Pipes Using 1D Transient Mathematical Model of Thermal Two-Phase Flows

Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of thermal oil-water two-phase emulsion flows in pipes. The set of the mass, momentum and enthalpy conservation equations for the continuous fluid and droplet phases are solved. Two friction correlations for the continuous fluid phase to wall friction are accounted for in the model and tested. The aerodynamic drag force between the continuous fluid phase and droplets is modeled, too. The density and viscosity of both phases are assumed to be constant due to adiabatic experimental conditions. The proposed mathematical model is validated on the experimental measurements of oil-water emulsion flows in horizontal pipe [1,2]. Numerical analysis on single- and two-phase oil-water flows in a pipe is presented in the paper. The continuous oil flow having water droplets is simulated. Predictions, which are performed by using the presented model, show excellent agreement with the experimental data if the water fraction is equal or less than 10%. Disagreement between simulations and measurements is increased if the water fraction is larger than 10%.

Keywords: Mathematical model, Oil-Water, Pipe flows.

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9956 Numerical Study of Cyclic Behavior of Shallow Foundations on Sand Reinforced with Geogrid and Grid-Anchor

Authors: Alireza Hajiani Boushehrian, Nader Hataf, Arsalan Ghahramani

Abstract:

When the foundations of structures under cyclic loading with amplitudes less than their permissible load, the concern exists often for the amount of uniform and non-uniform settlement of such structures. Storage tank foundations with numerous filling and discharging and railways ballast course under repeating transportation loads are examples of such conditions. This paper deals with the effects of using the new generation of reinforcements, Grid-Anchor, for the purpose of reducing the permanent settlement of these foundations under the influence of different proportions of the ultimate load. Other items such as the type and the number of reinforcements as well as the number of loading cycles are studied numerically. Numerical models were made using the Plaxis3D Tunnel finite element code. The results show that by using gridanchor and increasing the number of their layers in the same proportion as that of the cyclic load being applied, the amount of permanent settlement decreases up to 42% relative to unreinforced condition depends on the number of reinforcement layers and percent of applied load and the number of loading cycles to reach a constant value of dimensionless settlement decreases up to 20% relative to unreinforced condition.

Keywords: Shallow foundation, Reinforced soil, Cyclic loading, Grid-Anchor, Numerical analysis.

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9955 Multidimensional Compromise Optimization for Development Ranking of the Gulf Cooperation Council Countries and Turkey

Authors: C. Ardil

Abstract:

In this research, a multidimensional  compromise optimization method is proposed for multidimensional decision making analysis in the development ranking of the Gulf Cooperation Council Countries and Turkey. The proposed approach presents ranking solutions resulting from different multicriteria decision analyses, which yield different ranking orders for the same ranking problem, consisting of a set of alternatives in terms of numerous competing criteria when they are applied with the same numerical data. The multiobjective optimization decision making problem is considered in three sequential steps. In the first step, five different criteria related to the development ranking are gathered from the research field. In the second step, identified evaluation criteria are, objectively, weighted using standard deviation procedure. In the third step, a country selection problem is illustrated with a numerical example as an application of the proposed multidimensional  compromise optimization model. Finally, multidimensional  compromise optimization approach is applied to rank the Gulf Cooperation Council Countries and Turkey. 

Keywords: Standard deviation, performance evaluation, multicriteria decision making, multidimensional compromise optimization, vector normalization, multicriteria decision making, multicriteria analysis, multidimensional decision analysis.

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9954 Quasilinearization–Barycentric Approach for Numerical Investigation of the Boundary Value Fin Problem

Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand

Abstract:

In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.

Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.

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9953 Modeling and Simulation for 3D Eddy Current Testing in Conducting Materials

Authors: S. Bennoud, M. Zergoug

Abstract:

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

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

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

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

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

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