Search results for: Direct Simulation Mote Carlo method (DSMC)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11035

Search results for: Direct Simulation Mote Carlo method (DSMC)

10915 Dynamic Modeling and Simulation of Industrial Naphta Reforming Reactor

Authors: Gholamreza Zahedi, M. Tarin, M. Biglari

Abstract:

This work investigated the steady state and dynamic simulation of a fixed bed industrial naphtha reforming reactors. The performance of the reactor was investigated using a heterogeneous model. For process simulation, the differential equations are solved using the 4th order Runge-Kutta method .The models were validated against measured process data of an existing naphtha reforming plant. The results of simulation in terms of components yields and temperature of the outlet were in good agreement with empirical data. The simple model displays a useful tool for dynamic simulation, optimization and control of naphtha reforming.

Keywords: Dynamic simulation, fixed bed reactor, modeling, reforming

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2923
10914 Flocking Behaviors for Multiple Groups with Heterogeneous Agents

Authors: Jae Moon Lee

Abstract:

Most of researches for conventional simulations were studied focusing on flocks with a single species. While there exist the flocking behaviors with a single species in nature, the flocking behaviors are frequently observed with multi-species. This paper studies on the flocking simulation for heterogeneous agents. In order to simulate the flocks for heterogeneous agents, the conventional method uses the identifier of flock, while the proposed method defines the feature vector of agent and uses the similarity between agents by comparing with those feature vectors. Based on the similarity, the paper proposed the attractive force and repulsive force and then executed the simulation by applying two forces. The results of simulation showed that flock formation with heterogeneous agents is very natural in both cases. In addition, it showed that unlike the existing method, the proposed method can not only control the density of the flocks, but also be possible for two different groups of agents to flock close to each other if they have a high similarity.

Keywords: Flocking behavior, heterogeneous agents, similarity, simulation

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558
10913 The Direct Ansaz Method for Finding Exact Multi-Wave Solutions to the (2+1)-Dimensional Extension of the Korteweg de-Vries Equation

Authors: Chuanjian Wang, Changfu Liu, Zhengde Dai

Abstract:

In this paper, the direct AnsAz method is used for constructing the multi-wave solutions to the (2+1)-dimensional extension of the Korteweg de-Vries (shortly EKdV) equation. A new breather type of three-wave solutions including periodic breather type soliton solution, breather type of two-solitary solution are obtained. Some cases with specific values of the involved parameters are plotted for each of the three-wave solutions. Mechanical features of resonance interaction among the multi-wave are discussed. These results enrich the variety of the dynamics of higher-dimensional nonlinear wave field.

Keywords: EKdV equation, Breather, Soliton, Bilinear form, The direct AnsAz method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535
10912 Simulation on Fuel Metering Unit Used for TurboShaft Engine Model

Authors: Bin Wang, Hengyu Ji, Zhifeng Ye

Abstract:

Fuel Metering Unit (FMU) in fuel system of an aeroengine sometimes has direct influence on the engine performance, which is neglected for the sake of easy access to mathematical model of the engine in most cases. In order to verify the influence of FMU on an engine model, this paper presents a co-simulation of a stepping motor driven FMU (digital FMU) in a turboshaft aeroengine, using AMESim and MATLAB to obtain the steady and dynamic characteristics of the FMU. For this method, mechanical and hydraulic section of the unit is modeled through AMESim, while the stepping motor is mathematically modeled through MATLAB/Simulink. Combining these two sub-models yields an AMESim/MATLAB co-model of the FMU. A simplified component level model for the turboshaft engine is established and connected with the FMU model. Simulation results on the full model show that the engine model considering FMU characteristics describes the engine more precisely especially in its transition state. An FMU dynamics will cut down the rotation speed of the high pressure shaft and the inlet pressure of the combustor during the step response. The work in this paper reveals the impact of FMU on engine operation characteristics and provides a reference to an engine model for ground tests.

Keywords: Fuel metering unit, stepping motor, AMESim/MATLAB, full digital simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1132
10911 Statistical Description of Counterpoise Effective Length Based On Regressive Formulas

Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2748
10910 Evolved Bat Algorithm Based Adaptive Fuzzy Sliding Mode Control with LMI Criterion

Authors: P.-W. Tsai, C.-Y. Chen, C.-W. Chen

Abstract:

In this paper, the stability analysis of a GA-Based adaptive fuzzy sliding model controller for a nonlinear system is discussed. First, a nonlinear plant is well-approximated and described with a reference model and a fuzzy model, both involving FLC rules. Then, FLC rules and the consequent parameter are decided on via an Evolved Bat Algorithm (EBA). After this, we guarantee a new tracking performance inequality for the control system. The tracking problem is characterized to solve an eigenvalue problem (EVP). Next, an adaptive fuzzy sliding model controller (AFSMC) is proposed to stabilize the system so as to achieve good control performance. Lyapunov’s direct method can be used to ensure the stability of the nonlinear system. It is shown that the stability analysis can reduce nonlinear systems into a linear matrix inequality (LMI) problem. Finally, a numerical simulation is provided to demonstrate the control methodology.

Keywords: Adaptive fuzzy sliding mode control, Lyapunov direct method, swarm intelligence, evolved bat algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2022
10909 Adjusted LOLE and EENS Indices for the Consideration of Load Excess Transfer in Power Systems Adequacy Studies

Authors: F. Vallée, J-F. Toubeau, Z. De Grève, J. Lobry

Abstract:

When evaluating the capacity of a generation park to cover the load in transmission systems, traditional Loss of Load Expectation (LOLE) and Expected Energy not Served (EENS) indices can be used. If those indices allow computing the annual duration and severity of load non covering situations, they do not take into account the fact that the load excess is generally shifted from one penury state (hour or quarter of an hour) to the following one. In this paper, a sequential Monte Carlo framework is introduced in order to compute adjusted LOLE and EENS indices. Practically, those adapted indices permit to consider the effect of load excess transfer on the global adequacy of a generation park, providing thus a more accurate evaluation of this quantity.

Keywords: Expected Energy not Served, Loss of Load Expectation, Monte Carlo simulation, reliability, wind generation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2159
10908 A Short Reflection on the Strengths and Weaknesses of Simulation Optimization

Authors: P. Vazan, P. Tanuska

Abstract:

The paper provides the basic overview of simulation optimization. The procedure of its practical using is demonstrated on the real example in simulator Witness. The simulation optimization is presented as a good tool for solving many problems in real praxis especially in production systems. The authors also characterize their own experiences and they mention the strengths and weakness of simulation optimization.

Keywords: discrete event simulation, simulation optimization, Witness

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2553
10907 Influence of Optical Fluence Distribution on Photoacoustic Imaging

Authors: Mohamed K. Metwally, Sherif H. El-Gohary, Kyung Min Byun, Seung Moo Han, Soo Yeol Lee, Min Hyoung Cho, Gon Khang, Jinsung Cho, Tae-Seong Kim

Abstract:

Photoacoustic imaging (PAI) is a non-invasive and non-ionizing imaging modality that combines the absorption contrast of light with ultrasound resolution. Laser is used to deposit optical energy into a target (i.e., optical fluence). Consequently, the target temperature rises, and then thermal expansion occurs that leads to generating a PA signal. In general, most image reconstruction algorithms for PAI assume uniform fluence within an imaging object. However, it is known that optical fluence distribution within the object is non-uniform. This could affect the reconstruction of PA images. In this study, we have investigated the influence of optical fluence distribution on PA back-propagation imaging using finite element method. The uniform fluence was simulated as a triangular waveform within the object of interest. The non-uniform fluence distribution was estimated by solving light propagation within a tissue model via Monte Carlo method. The results show that the PA signal in the case of non-uniform fluence is wider than the uniform case by 23%. The frequency spectrum of the PA signal due to the non-uniform fluence has missed some high frequency components in comparison to the uniform case. Consequently, the reconstructed image with the non-uniform fluence exhibits a strong smoothing effect.

Keywords: Finite Element Method, Fluence Distribution, Monte Carlo Method, Photoacoustic Imaging.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2632
10906 Some Application of Random Fuzzy Queueing System Based On Fuzzy Simulation

Authors: Behrouz Fathi-Vajargah, Sara Ghasemalipour

Abstract:

This paper studies a random fuzzy queueing system that the interarrival times of customers arriving at the server and the service times are independent and identically distributed random fuzzy variables. We match the random fuzzy queueing system with the random fuzzy alternating renewal process and we do not use from α-pessimistic and α-optimistic values to estimate the average chance of the event ”random fuzzy queueing system is busy at time t”, we employ the fuzzy simulation method in practical applications. Some theorem is proved and finally we solve a numerical example with fuzzy simulation method.

Keywords: Random fuzzy variables, Fuzzy simulation, Queueing system, Interarrival times.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2038
10905 Synchronization Between Two Chaotic Systems: Numerical and Circuit Simulation

Authors: J. H. Park, T. H. Lee, S. M. Lee, H. Y. Jung

Abstract:

In this paper, a generalized synchronization scheme, which is called function synchronization, for chaotic systems is studied. Based on Lyapunov method and active control method, we design the synchronization controller for the system such that the error dynamics between master and slave chaotic systems is asymptotically stable. For verification of our theory, computer and circuit simulations for a specific chaotic system is conducted.

Keywords: Chaotic systems, synchronization, Lyapunov method, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1642
10904 Geometric Simplification Method of Building Energy Model Based on Building Performance Simulation

Authors: Yan Lyu, Yiqun Pan, Zhizhong Huang

Abstract:

In the design stage of a new building, the energy model of this building is often required for the analysis of the performance on energy efficiency. In practice, a certain degree of geometric simplification should be done in the establishment of building energy models, since the detailed geometric features of a real building are hard to be described perfectly in most energy simulation engine, such as ESP-r, eQuest or EnergyPlus. Actually, the detailed description is not necessary when the result with extremely high accuracy is not demanded. Therefore, this paper analyzed the relationship between the error of the simulation result from building energy models and the geometric simplification of the models. Finally, the following two parameters are selected as the indices to characterize the geometric feature of in building energy simulation: the southward projected area and total side surface area of the building. Based on the parameterization method, the simplification from an arbitrary column building to a typical shape (a cuboid) building can be made for energy modeling. The result in this study indicates that no more than 7% prediction error of annual cooling/heating load will be caused by the geometric simplification for those buildings with the ratio of southward projection length to total perimeter of the bottom of 0.25~0.35, which means this method is applicable for building performance simulation.

Keywords: building energy model, simulation, geometric simplification, design, regression

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 554
10903 Predicting Radiative Heat Transfer in Arbitrary Two and Three-Dimensional Participating Media

Authors: Mohammad Hadi Bordbar, Timo Hyppänen

Abstract:

The radiative exchange method is introduced as a numerical method for the simulation of radiative heat transfer in an absorbing, emitting and isotropically scattering media. In this method, the integro-differential radiative balance equation is solved by using a new introduced concept for the exchange factor. Even though the radiative source term is calculated in a mesh structure that is coarser than the structure used in computational fluid dynamics, calculating the exchange factor between different coarse elements by using differential integration elements makes the result of the method close to that of integro-differential radiative equation. A set of equations for calculating exchange factors in two and threedimensional Cartesian coordinate system is presented, and the method is used in the simulation of radiative heat transfer in twodimensional rectangular case and a three-dimensional simple cube. The result of using this method in simulating different cases is verified by comparing them with those of using other numerical radiative models.

Keywords: Exchange factor, Numerical simulation, Thermal radiation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1976
10902 Assessment of Aminopolyether on 18F-FDG Samples

Authors: Renata L. C. Leão, João E. Nascimento, Natalia C. E. S. Nascimento, Elaine S. Vasconcelos, Mércia L. Oliveira

Abstract:

The quality control procedures of a radiopharmaceutical include the assessment of its chemical purity. The method suggested by international pharmacopeias consists of a thin layer chromatographic run. In this paper, the method proposed by the United States Pharmacopeia (USP) is compared to a direct method to determine the final concentration of aminopolyether in Fludeoxyglucose (18F-FDG) preparations. The approach (no chromatographic run) was achieved by placing the thin-layer chromatography (TLC) plate directly on an iodine vapor chamber. Both methods were validated and they showed adequate results to determine the concentration of aminopolyether in 18F-FDG preparations. However, the direct method is more sensitive, faster and simpler when compared to the reference method (with chromatographic run), and it may be chosen for use in routine quality control of 18F-FDG.

Keywords: Chemical purity, Kryptofix 222, thin layer chromatography, validation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 757
10901 A Two-Phase Mechanism for Agent's Action Selection in Soccer Simulation

Authors: Vahid Salmani, Mahmoud Naghibzadeh, Farid Seifi, Amirhossein Taherinia

Abstract:

Soccer simulation is an effort to motivate researchers and practitioners to do artificial and robotic intelligence research; and at the same time put into practice and test the results. Many researchers and practitioners throughout the world are continuously working to polish their ideas and improve their implemented systems. At the same time, new groups are forming and they bring bright new thoughts to the field. The research includes designing and executing robotic soccer simulation algorithms. In our research, a soccer simulation player is considered to be an intelligent agent that is capable of receiving information from the environment, analyze it and to choose the best action from a set of possible ones, for its next move. We concentrate on developing a two-phase method for the soccer player agent to choose its best next move. The method is then implemented into our software system called Nexus simulation team of Ferdowsi University. This system is based on TsinghuAeolus[1] team that was the champion of the world RoboCup soccer simulation contest in 2001 and 2002.

Keywords: RoboCup, Soccer simulation, multi-agent environment, intelligent soccer agent, ball controller agent.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1494
10900 Effectiveness of Earthing System in Vertical Configurations

Authors: S. Yunus, A. Suratman, N. Mohamad Nor, M. Othman

Abstract:

This paper presents the measurement and simulation results by Finite Element Method (FEM) for earth resistance (RDC) for interconnected vertical ground rod configurations. The soil resistivity was measured using the Wenner four-pin Method, and RDC was measured using the Fall of Potential (FOP) method, as outlined in the standard. Genetic Algorithm (GA) is employed to interpret the soil resistivity to that of a 2-layer soil model. The same soil resistivity data that were obtained by Wenner four-pin method were used in FEM for simulation. This paper compares the results of RDC obtained by FEM simulation with the real measurement at field site. A good agreement was seen for RDC obtained by measurements and FEM. This shows that FEM is a reliable software to be used for design of earthing systems. It is also found that the parallel rod system has a better performance compared to a similar setup using a grid layout.

Keywords: Earthing systems, earth electrodes, Finite Element Method, FEM, Genetic Algorithm, GA, earth resistances.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 554
10899 Effect of Non Uniformity Factors and Assignment Factors on Errors in Charge Simulation Method with Point Charge Model

Authors: Gururaj S Punekar, N K Kishore Senior, H S Y Shastry

Abstract:

Charge Simulation Method (CSM) is one of the very widely used numerical field computation technique in High Voltage (HV) engineering. The high voltage fields of varying non uniformities are encountered in practice. CSM programs being case specific, the simulation accuracies heavily depend on the user (programmers) experience. Here is an effort to understand CSM errors and evolve some guidelines to setup accurate CSM models, relating non uniformities with assignment factors. The results are for the six-point-charge model of sphere-plane gap geometry. Using genetic algorithm (GA) as tool, optimum assignment factors at different non uniformity factors for this model have been evaluated and analyzed. It is shown that the symmetrically placed six-point-charge models can be good enough to set up CSM programs with potential errors less than 0.1% when the field non uniformity factor is greater than 2.64 (field utilization factor less than 52.76%).

Keywords: Assignment factor, Charge Simulation Method, High Voltage, Numerical field computation, Non uniformity factor, Simulation errors.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2004
10898 Active Vibration Control of Flexible Beam using Differential Evolution Optimisation

Authors: Mohd Sazli Saad, Hishamuddin Jamaluddin, Intan Zaurah Mat Darus

Abstract:

This paper presents the development of an active vibration control using direct adaptive controller to suppress the vibration of a flexible beam system. The controller is realized based on linear parametric form. Differential evolution optimisation algorithm is used to optimize the controller using single objective function by minimizing the mean square error of the observed vibration signal. Furthermore, an alternative approach is developed to systematically search for the best controller model structure together with it parameter values. The performance of the control scheme is presented and analysed in both time and frequency domain. Simulation results demonstrate that the proposed scheme is able to suppress the unwanted vibration effectively.

Keywords: flexible beam, finite difference method, active vibration control, differential evolution, direct adaptive controller

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2517
10897 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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2450
10896 Confidence Intervals for the Normal Mean with Known Coefficient of Variation

Authors: Suparat Niwitpong

Abstract:

In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.

Keywords: confidence interval, coverage probability, expected length, known coefficient of variation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1605
10895 A Matlab / Simulink Based Tool for Power Electronic Circuits

Authors: Abdulatif A. M. Shaban

Abstract:

Transient simulation of power electronic circuits is of considerable interest to the designer. The switching nature of the devices used permits development of specialized algorithms which allow a considerable reduction in simulation time compared to general purpose simulation algorithms. This paper describes a method used to simulate a power electronic circuits using the SIMULINK toolbox within MATLAB software. Theoretical results are presented provides the basis of transient analysis of a power electronic circuits.

Keywords: Modelling, Simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5499
10894 Importance of Simulation in Manufacturing

Authors: F. Hosseinpour, H. Hajihosseini

Abstract:

Simulation is a very helpful and valuable work tool in manufacturing. It can be used in industrial field allowing the system`s behavior to be learnt and tested. Simulation provides a low cost, secure and fast analysis tool. It also provides benefits, which can be reached with many different system configurations. Topics to be discussed include: Applications, Modeling, Validating, Software and benefits of simulation. This paper provides a comprehensive literature review on research efforts in simulation.

Keywords: Manufacturing, modeling, simulation, training.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7929
10893 Direct Block Backward Differentiation Formulas for Solving Second Order Ordinary Differential Equations

Authors: Zarina Bibi Ibrahim, Mohamed Suleiman, Khairil Iskandar Othman

Abstract:

In this paper, a direct method based on variable step size Block Backward Differentiation Formula which is referred as BBDF2 for solving second order Ordinary Differential Equations (ODEs) is developed. The advantages of the BBDF2 method over the corresponding sequential variable step variable order Backward Differentiation Formula (BDFVS) when used to solve the same problem as a first order system are pointed out. Numerical results are given to validate the method.

Keywords: Backward Differentiation Formula, block, secondorder.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1973
10892 An Optimization of Orbital Transfer for Spacecrafts with Finite-thrust Based on Legendre Pseudospectral Method

Authors: Yanan Yang, Zhigang Wang, Xiang Chen

Abstract:

This paper presents the use of Legendre pseudospectral method for the optimization of finite-thrust orbital transfer for spacecrafts. In order to get an accurate solution, the System-s dynamics equations were normalized through a dimensionless method. The Legendre pseudospectral method is based on interpolating functions on Legendre-Gauss-Lobatto (LGL) quadrature nodes. This is used to transform the optimal control problem into a constrained parameter optimization problem. The developed novel optimization algorithm can be used to solve similar optimization problems of spacecraft finite-thrust orbital transfer. The results of a numerical simulation verified the validity of the proposed optimization method. The simulation results reveal that pseudospectral optimization method is a promising method for real-time trajectory optimization and provides good accuracy and fast convergence.

Keywords: Finite-thrust, Orbital transfer, Legendre pseudospectral method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1755
10891 Estimation of the Mean of the Selected Population

Authors: Kalu Ram Meena, Aditi Kar Gangopadhyay, Satrajit Mandal

Abstract:

Two normal populations with different means and same variance are considered, where the variance is known. The population with the smaller sample mean is selected. Various estimators are constructed for the mean of the selected normal population. Finally, they are compared with respect to the bias and MSE risks by the mehod of Monte-Carlo simulation and their performances are analysed with the help of graphs.

Keywords: Estimation after selection, Brewster-Zidek technique.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1365
10890 Stress Corrosion Crack Identification with Direct Assessment Method in Pipeline Downstream from a Compressor Station

Authors: H. Gholami, M. Jalali Azizpour

Abstract:

Stress Corrosion Crack (SCC) in pipeline is a type of environmentally assisted cracking (EAC), since its discovery in 1965 as a possible cause of failure in pipeline, SCC has caused, on average, one of two failures per year in the U.S, According to the NACE SCC DA a pipe line segment is considered susceptible to SCC if all of the following factors are met: The operating stress exceeds 60% of specified minimum yield strength (SMYS), the operating temperature exceeds 38°C, the segment is less than 32 km downstream from a compressor station, the age of the pipeline is greater than 10 years and the coating type is other than Fusion Bonded Epoxy(FBE). In this paper as a practical experience in NISOC, Direct Assessment (DA) Method is used for identification SCC defect in unpiggable pipeline located downstream of compressor station.

Keywords: Stress Corrosion Crack, Direct Assessment, Disbondment, Transgranular SCC, Compressor Station.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2881
10889 Development of 25A-Size Three-Layer Metal Gasket by Using FEM Simulation

Authors: Shigeyuki Haruyama, I Made Gatot Karohika, Akinori Sato, Didik Nurhadiyanto, Ken Kaminishi

Abstract:

Contact width and contact stress are important design parameters for optimizing corrugated metal gasket performance based on elastic and plastic contact stress. In this study, we used a three-layer metal gasket with Al, Cu, Ni as the outer layer, respectively. A finite element method was employed to develop simulation solution. The gasket model was simulated by using two simulation stages which are forming and tightening simulation. The simulation result shows that aluminum with tangent modulus, Ehal = Eal/150 has the highest slope for contact width. The slope of contact width for plastic mode gasket was higher than the elastic mode gasket.

Keywords: Contact width, contact stress, layer, metal gasket, corrugated, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1571
10888 A Spectral Decomposition Method for Ordinary Differential Equation Systems with Constant or Linear Right Hand Sides

Authors: R. B. Ogunrinde, C. C. Jibunoh

Abstract:

In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: Spectral decomposition, eigenvalues of the Jacobian, linear RHS, homogeneous linear systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1107
10887 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 689
10886 Electricity Load Modeling: An Application to Italian Market

Authors: Giovanni Masala, Stefania Marica

Abstract:

Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Keywords: ARMA-GARCH process, electricity load, fitting tests, Fourier series, Monte Carlo simulation, non-linear regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1447