Search results for: numerical sequential data
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9469

Search results for: numerical sequential data

9229 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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9228 Numerical Investigation of Flow Past Cylinderin Cross Flow

Authors: M. H. Alhajeri, Jasem Alrajhi, Mohsen Alardhi, Saleh Alhajeri

Abstract:

A numerical prediction of flow in a tube bank is reported. The flow regimes considered cover a wide range of Reynolds numbers, which range from 380 to 99000 and which are equivalent to a range of inlet velocities from very low (0.072 m/s) to very high (60 m/s). In this study, calculations were made using the standard k-e model with standard wall function. The drag coefficient, skin friction drag, pressure drag, and pressure distribution around a tube were investigated. As the velocity increased, the drag coefficient decreased until the velocity exceeded 45 m/s, after which it increased. Furthermore, the pressure drag and skin friction drag depend on the velocity.

Keywords: Numerical, Fluid, Flow, Turbine, Cooling, Blade.

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9227 A Fast Neural Algorithm for Serial Code Detection in a Stream of Sequential Data

Authors: Hazem M. El-Bakry, Qiangfu Zhao

Abstract:

In recent years, fast neural networks for object/face detection have been introduced based on cross correlation in the frequency domain between the input matrix and the hidden weights of neural networks. In our previous papers [3,4], fast neural networks for certain code detection was introduced. It was proved in [10] that for fast neural networks to give the same correct results as conventional neural networks, both the weights of neural networks and the input matrix must be symmetric. This condition made those fast neural networks slower than conventional neural networks. Another symmetric form for the input matrix was introduced in [1-9] to speed up the operation of these fast neural networks. Here, corrections for the cross correlation equations (given in [13,15,16]) to compensate for the symmetry condition are presented. After these corrections, it is proved mathematically that the number of computation steps required for fast neural networks is less than that needed by classical neural networks. Furthermore, there is no need for converting the input data into symmetric form. Moreover, such new idea is applied to increase the speed of neural networks in case of processing complex values. Simulation results after these corrections using MATLAB confirm the theoretical computations.

Keywords: Fast Code/Data Detection, Neural Networks, Cross Correlation, real/complex values.

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9226 Numerical Analysis for the Performance of a Thermoelectric Generator According to Engine Exhaust Gas Thermal Conditions

Authors: Jinkyu Park, Yungjin Kim, Byungdeok In, Sangki Park, Kihyung Lee

Abstract:

Internal combustion engines rejects 30-40% of the energy supplied by fuel to the environment through exhaust gas. thus, there is a possibility for further significant improvement of efficiency with the utilization of exhaust gas energy and its conversion to mechanical energy or electrical energy. The Thermo-Electric Generator (TEG) will be located in the exhaust system and will make use of an energy flow between the warmer exhaust gas and the external environment. Predict to th optimum position of temperature distribution and the performance of TEG through numerical analysis. The experimental results obtained show that the power output significantly increases with the temperature difference between cold and hot sides of a thermoelectric generator.

Keywords: Thermoelectric generator, Numerical analysis, Seebeck coefficient, Figure of merit

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9225 Comparison of Numerical and Laboratory Results of Pull-out Test on Soil–Geogrid Interactions

Authors: Parisa Ahmadi Oliaei, Seyed Abolhassan Naeini

Abstract:

The knowledge of soil–reinforcement interaction parameters is particularly important in the design of reinforced soil structures. The pull-out test is one of the most widely used tests in this regard. The results of tensile tests may be very sensitive to boundary conditions, and more research is needed for a better understanding of the pull-out response of reinforcement, so numerical analysis using the finite element method can be a useful tool for the understanding of the pull-out response of soil-geogrid interaction. The main objective of the present study is to compare the numerical and experimental results of a pull-out test on geogrid-reinforced sandy soils interactions. Plaxis 2D finite element software is used for simulation. In the present study, the pull-out test modeling has been done on sandy soil. The effect of geogrid hardness was also investigated by considering two different types of geogrids. The numerical results curve had a good agreement with the pull-out laboratory results.

Keywords: Plaxis, pull-out test, sand, soil-geogrid interaction.

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9224 Examination of Flood Runoff Reproductivity for Different Rainfall Sources in Central Vietnam

Authors: Do Hoai Nam, Keiko Udo, Akira Mano

Abstract:

This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

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9223 Investigation of Different Stimulation Patterns to Reduce Muscle Fatigue during Functional Electrical Stimulation

Authors: R. Ruslee, H. Gollee

Abstract:

Functional electrical stimulation (FES) is a commonly used technique in rehabilitation and often associated with rapid muscle fatigue which becomes the limiting factor in its applications. The objective of this study is to investigate the effects on the onset of fatigue of conventional synchronous stimulation, as well as asynchronous stimulation that mimic voluntary muscle activation targeting different motor units which are activated sequentially or randomly via multiple pairs of stimulation electrodes. We investigate three different approaches with various electrode configurations, as well as different patterns of stimulation applied to the gastrocnemius muscle: Conventional Synchronous Stimulation (CSS), Asynchronous Sequential Stimulation (ASS) and Asynchronous Random Stimulation (ARS). Stimulation was applied repeatedly for 300 ms followed by 700 ms of no-stimulation with 40 Hz effective frequency for all protocols. Ten able-bodied volunteers (28±3 years old) participated in this study. As fatigue indicators, we focused on the analysis of Normalized Fatigue Index (NFI), Fatigue Time Interval (FTI) and pre-post Twitch-Tetanus Ratio (ΔTTR). The results demonstrated that ASS and ARS give higher NFI and longer FTI confirming less fatigue for asynchronous stimulation. In addition, ASS and ARS resulted in higher ΔTTR than conventional CSS. In this study, we proposed a randomly distributed stimulation method for the application of FES and investigated its suitability for reducing muscle fatigue compared to previously applied methods. The results validated that asynchronous stimulation reduces fatigue, and indicates that random stimulation may improve fatigue resistance in some conditions.

Keywords: Asynchronous stimulation, electrode configuration, functional electrical stimulation, muscle fatigue, pattern stimulation, random stimulation, sequential stimulation, synchronous stimulation.

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9222 Nitrogen Effects on Ignition Delay Time in Supersonic Premixed and Diffusion Flames

Authors: A. M. Tahsini

Abstract:

Computational study of two dimensional supersonic reacting hydrogen-air flows is performed to investigate the nitrogen effects on ignition delay time for premixed and diffusion flames. Chemical reaction is treated using detail kinetics and the advection upstream splitting method is used to calculate the numerical inviscid fluxes. The results show that just in stoichiometric condition for both premixed and diffusion flames, there is monotone dependency of the ignition delay time to the nitrogen addition. In other situations, the optimal condition from ignition viewpoint should be found using numerical investigations.

Keywords: Diffusion flame, Ignition delay time, Mixing layer, Numerical simulation, Premixed flame, Supersonic flow.

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9221 Evaluation of Hydrogen Particle Volume on Surfaces of Selected Nanocarbons

Authors: M. Ziółkowska, J. T. Duda, J. Milewska-Duda

Abstract:

This paper describes an approach to the adsorption phenomena modeling aimed at specifying the adsorption mechanisms on localized or nonlocalized adsorbent sites, when applied to the nanocarbons. The concept comes from the fundamental thermodynamic description of adsorption equilibrium and is based on numerical calculations of the hydrogen adsorbed particles volume on the surface of selected nanocarbons: single-walled nanotube and nanocone. This approach enables to obtain information on adsorption mechanism and then as a consequence to take appropriate mathematical adsorption model, thus allowing for a more reliable identification of the material porous structure. Theoretical basis of the approach is discussed and newly derived results of the numerical calculations are presented for the selected nanocarbons.

Keywords: Adsorption, mathematical modeling, nanocarbons, numerical analysis.

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9220 Research on a Forest Fire Spread Simulation Driven by the Wind Field in Complex Terrain

Authors: Ying Shang, Chencheng Wang

Abstract:

The wind field is the main driving factor for the spread of forest fires. For the simulation results of forest fire spread to be more accurate, it is necessary to obtain more detailed wind field data. Therefore, this paper studied the mountainous fine wind field simulation method coupled with WRF (Weather Research and Forecasting Model) and CFD (Computational Fluid Dynamics) to realize the numerical simulation of the wind field in a mountainous area with a scale of 30 m and a small measurement error. Local topographical changes have an important impact on the wind field. Based on the Rothermel fire spread model, a forest fire in Idaho in the western United States was simulated. The historical data proved that the simulation results had a good accuracy. They showed that the fire spread rate will decrease rapidly with time and then reach a steady state. After reaching a steady state, the fire spread growth area will not only be affected by the slope, but will also show a significant quadratic linear positive correlation with the wind speed change.

Keywords: Wind field, numerical simulation, forest fire spread, fire behavior model, complex terrain.

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9219 Experimental Performance and Numerical Simulation of Double Glass Wall

Authors: Thana Ananacha

Abstract:

This paper reports the numerical and experimental performances of Double Glass Wall are investigated. Two configurations were considered namely, the Double Clear Glass Wall (DCGW) and the Double Translucent Glass Wall (DTGW). The coupled governing equations as well as boundary conditions are solved using the finite element method (FEM) via COMSOLTM Multiphysics. Temperature profiles and flow field of the DCGW and DTGW are reported and discussed. Different constant heat fluxes were considered as 400 and 800 W.m-2 the corresponding initial condition temperatures were 30.5 and 38.5ºC respectively. The results show that the simulation results are in agreement with the experimental data. Conclusively, the model considered in this study could reasonable be used simulate the thermal and ventilation performance of the DCGW and DTGW configurations.

Keywords: Thermal simulation, Double Glass Wall, Velocity field.

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9218 A Numerical Approach for Static and Dynamic Analysis of Deformable Journal Bearings

Authors: D. Benasciutti, M. Gallina, M. Gh. Munteanu, F. Flumian

Abstract:

This paper presents a numerical approach for the static and dynamic analysis of hydrodynamic radial journal bearings. In the first part, the effect of shaft and housing deformability on pressure distribution within oil film is investigated. An iterative algorithm that couples Reynolds equation with a plane finite elements (FE) structural model is solved. Viscosity-to-pressure dependency (Vogel- Barus equation) is also included. The deformed lubrication gap and the overall stress state are obtained. Numerical results are presented with reference to a typical journal bearing configuration at two different inlet oil temperatures. Obtained results show the great influence of bearing components structural deformation on oil pressure distribution, compared with results for ideally rigid components. In the second part, a numerical approach based on perturbation method is used to compute stiffness and damping matrices, which characterize the journal bearing dynamic behavior.

Keywords: Journal bearing, finite elements, deformation, dynamic analysis

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9217 Performance Evaluation of Data Transfer Protocol GridFTP for Grid Computing

Authors: Hiroyuki Ohsaki, Makoto Imase

Abstract:

In Grid computing, a data transfer protocol called GridFTP has been widely used for efficiently transferring a large volume of data. Currently, two versions of GridFTP protocols, GridFTP version 1 (GridFTP v1) and GridFTP version 2 (GridFTP v2), have been proposed in the GGF. GridFTP v2 supports several advanced features such as data streaming, dynamic resource allocation, and checksum transfer, by defining a transfer mode called X-block mode. However, in the literature, effectiveness of GridFTP v2 has not been fully investigated. In this paper, we therefore quantitatively evaluate performance of GridFTP v1 and GridFTP v2 using mathematical analysis and simulation experiments. We reveal the performance limitation of GridFTP v1, and quantitatively show effectiveness of GridFTP v2. Through several numerical examples, we show that by utilizing the data streaming feature, the average file transfer time of GridFTP v2 is significantly smaller than that of GridFTP v1.

Keywords: Grid Computing, GridFTP, Performance Evaluation, Queuing Theory.

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9216 Simulation of Dam Break using Finite Volume Method

Authors: A.Roshandel, N.Hedayat, H.kiamanesh

Abstract:

Today, numerical simulation is a powerful tool to solve various hydraulic engineering problems. The aim of this research is numerical solutions of shallow water equations using finite volume method for Simulations of dam break over wet and dry bed. In order to solve Riemann problem, Roe-s approximate solver is used. To evaluate numerical model, simulation was done in 1D and 2D states. In 1D state, two dam break test over dry bed (with and without friction) were studied. The results showed that Structural failure around the dam and damage to the downstream constructions in bed without friction is more than friction bed. In 2D state, two tests for wet and dry beds were done. Generally in wet bed case, waves are propagated to canal sides but in dry bed it is not significant. Therefore, damage to the storage facilities and agricultural lands in wet bed case is more than in dry bed.

Keywords: dam break, dry bed, finite volume method, shallow water equations.

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9215 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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9214 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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9213 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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9212 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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9211 Reduced Order Modeling of Natural Gas Transient Flow in Pipelines

Authors: M. Behbahani-Nejad, Y. Shekari

Abstract:

A reduced order modeling approach for natural gas transient flow in pipelines is presented. The Euler equations are considered as the governing equations and solved numerically using the implicit Steger-Warming flux vector splitting method. Next, the linearized form of the equations is derived and the corresponding eigensystem is obtained. Then, a few dominant flow eigenmodes are used to construct an efficient reduced-order model. A well-known test case is presented to demonstrate the accuracy and the computational efficiency of the proposed method. The results obtained are in good agreement with those of the direct numerical method and field data. Moreover, it is shown that the present reduced-order model is more efficient than the conventional numerical techniques for transient flow analysis of natural gas in pipelines.

Keywords: Eigenmode, Natural Gas, Reduced Order Modeling, Transient Flow.

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9210 A Game-Theoretic Approach to Hedonic Housing Prices

Authors: Cielito F. Habito, Michael O. Santos, Andres G. Victorio

Abstract:

A property-s selling price is described as the result of sequential bargaining between a buyer and a seller in an environment of asymmetric information. Hedonic housing prices are estimated based upon 17,333 records of New Zealand residential properties sold during the years 2006 and 2007.

Keywords: Housing demand, hedonics and valuation, residentialmarkets.

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9209 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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9208 On Adaptive Optimization of Filter Performance Based on Markov Representation for Output Prediction Error

Authors: Hong Son Hoang, Remy Baraille

Abstract:

This paper addresses the problem of how one can improve the performance of a non-optimal filter. First the theoretical question on dynamical representation for a given time correlated random process is studied. It will be demonstrated that for a wide class of random processes, having a canonical form, there exists a dynamical system equivalent in the sense that its output has the same covariance function. It is shown that the dynamical approach is more effective for simulating and estimating a Markov and non- Markovian random processes, computationally is less demanding, especially with increasing of the dimension of simulated processes. Numerical examples and estimation problems in low dimensional systems are given to illustrate the advantages of the approach. A very useful application of the proposed approach is shown for the problem of state estimation in very high dimensional systems. Here a modified filter for data assimilation in an oceanic numerical model is presented which is proved to be very efficient due to introducing a simple Markovian structure for the output prediction error process and adaptive tuning some parameters of the Markov equation.

Keywords: Statistical simulation, canonical form, dynamical system, Markov and non-Markovian processes, data assimilation.

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9207 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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9206 Numerical Simulation of the Transient Shape Variation of a Rotating Liquid Droplet

Authors: Tadashi Watanabe

Abstract:

Transient shape variation of a rotating liquid dropletis simulated numerically. The three dimensional Navier-Stokes equations were solved by using the level set method. The shape variation from the sphere to the rotating ellipsoid, and to the two-robed shapeare simulated, and the elongation of the two-robed droplet is discussed. The two-robed shape after the initial transient is found to be stable and the elongation is almost the same for the cases with different initial rotation rate. The relationship between the elongation and the rotation rate is obtained by averaging the transient shape variation. It is shown that the elongation of two-robed shape is in good agreement with the existing experimental data. It is found that the transient numerical simulation is necessary for analyzing the largely elongated two-robed shape of rotating droplet.

Keywords: Droplet, rotation, two-robed shape, transient simulation.

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9205 Numerical Simulations of Cross-Flow around Four Square Cylinders in an In-Line Rectangular Configuration

Authors: Shams Ul Islam, Chao Ying Zhou, Farooq Ahmad

Abstract:

A two-dimensional numerical simulation of crossflow around four cylinders in an in-line rectangular configuration is studied by using the lattice Boltzmann method (LBM). Special attention is paid to the effect of the spacing between the cylinders. The Reynolds number ( Re ) is chosen to be e 100 R = and the spacing ratio L / D is set at 0.5, 1.5, 2.5, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0 and 10.0. Results show that, as in the case of four cylinders in an inline rectangular configuration , flow fields show four different features depending on the spacing (single square cylinder, stable shielding flow, wiggling shielding flow and a vortex shedding flow) are observed in this study. The effects of spacing ratio on physical quantities such as mean drag coefficient, Strouhal number and rootmean- square value of the drag and lift coefficients are also presented. There is more than one shedding frequency at small spacing ratios. The mean drag coefficients for downstream cylinders are less than that of the single cylinder for all spacing ratios. The present results using the LBM are compared with some existing experimental data and numerical studies. The comparison shows that the LBM can capture the characteristics of the bluff body flow reasonably well and is a good tool for bluff body flow studies.

Keywords: Four square cylinders, Lattice Boltzmann method, rectangular configuration, spacing ratios, vortex shedding.

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9204 Unsupervised Text Mining Approach to Early Warning System

Authors: Ichihan Tai, Bill Olson, Paul Blessner

Abstract:

Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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9203 Numerical Simulation for a Shallow Braced Excavation of Campus Building

Authors: Sao-Jeng Chao, Wen-Cheng Chen, Wei-Humg Lu

Abstract:

In order to prevent encountering unpredictable factors, geotechnical engineers always conduct numerical analysis for braced excavation design. Simulation work in advance can predict the response of subsequent excavation and thus will be designed to increase the security coefficient of construction. The parameters that are considered include geological conditions, soil properties, soil distributions, loading types, and the analysis and design methods. National Ilan University is located on the LanYang plain, mainly deposited by clayey soil and loose sand, and thus is vulnerable to external influence displacement. National Ilan University experienced a construction of braced excavation with a complete program of monitoring excavation. This study takes advantage of a one-dimensional finite element method RIDO to simulate the excavation process. The predicted results from numerical simulation analysis are compared with the monitored results of construction to explore the differences between them. Numerical simulation analysis of the excavation process can be used to analyze retaining structures for the purpose of understanding the relationship between the displacement and supporting system. The resulting deformation and stress distribution from the braced excavation cab then be understand in advance. The problems can be prevented prior to the construction process, and thus acquire all the affected important factors during design and construction.

Keywords: Excavation, numerical simulation, rido, retaining structure.

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9202 Parallel 2-Opt Local Search on GPU

Authors: Wen-Bao Qiao, Jean-Charles Créput

Abstract:

To accelerate the solution for large scale traveling salesman problems (TSP), a parallel 2-opt local search algorithm with simple implementation based on Graphics Processing Unit (GPU) is presented and tested in this paper. The parallel scheme is based on technique of data decomposition by dynamically assigning multiple K processors on the integral tour to treat K edges’ 2-opt local optimization simultaneously on independent sub-tours, where K can be user-defined or have a function relationship with input size N. We implement this algorithm with doubly linked list on GPU. The implementation only requires O(N) memory. We compare this parallel 2-opt local optimization against sequential exhaustive 2-opt search along integral tour on TSP instances from TSPLIB with more than 10000 cities.

Keywords: Doubly linked list, parallel 2-opt, tour division, GPU.

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9201 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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9200 Assessment of Slope Stability by Continuum and Discontinuum Methods

Authors: Taleb Hosni Abderrahmane, Berga Abdelmadjid

Abstract:

The development of numerical analysis and its application to geomechanics problems have provided geotechnical engineers with extremely powerful tools. One of the most important problems in geotechnical engineering is the slope stability assessment. It is a very difficult task due to several aspects such the nature of the problem, experimental consideration, monitoring, controlling, and assessment. The main objective of this paper is to perform a comparative numerical study between the following methods: The Limit Equilibrium (LEM), Finite Element (FEM), Limit Analysis (LAM) and Distinct Element (DEM). The comparison is conducted in terms of the safety factors and the critical slip surfaces. Through the results, we see the feasibility to analyse slope stability by many methods.

Keywords: Comparison, factor of safety, geomechanics, numerical methods, slope analysis, slip surfaces.

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