Search results for: High Numerical Aperture
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7755

Search results for: High Numerical Aperture

7545 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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7544 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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7543 A CFD Study of Sensitive Parameters Effect on the Combustion in a High Velocity Oxygen-Fuel Thermal Spray Gun

Authors: S. Hossainpour, A. R. Binesh

Abstract:

High-velocity oxygen fuel (HVOF) thermal spraying uses a combustion process to heat the gas flow and coating material. A computational fluid dynamics (CFD) model has been developed to predict gas dynamic behavior in a HVOF thermal spray gun in which premixed oxygen and propane are burnt in a combustion chamber linked to a parallel-sided nozzle. The CFD analysis is applied to investigate axisymmetric, steady-state, turbulent, compressible, chemically reacting, subsonic and supersonic flow inside and outside the gun. The gas velocity, temperature, pressure and Mach number distributions are presented for various locations inside and outside the gun. The calculated results show that the most sensitive parameters affecting the process are fuel-to-oxygen gas ratio and total gas flow rate. Gas dynamic behavior along the centerline of the gun depends on both total gas flow rate and fuel-to-oxygen gas ratio. The numerical simulations show that the axial gas velocity and Mach number distribution depend on both flow rate and ratio; the highest velocity is achieved at the higher flow rate and most fuel-rich ratio. In addition, the results reported in this paper illustrate that the numerical simulation can be one of the most powerful and beneficial tools for the HVOF system design, optimization and performance analysis.

Keywords: HVOF, CFD, gas dynamics, thermal spray, combustion.

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7542 A Numerical Model Simulation for an Updraft Gasifier Using High Temperature Steam

Authors: T. M. Ismail, M. Abd El-Salam

Abstract:

A mathematical model study was carried out to investigate gasification of biomass fuels using high temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promise way in its capability and sensitivity for the parameter affects that influence the gasification process.

Keywords: Computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier

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7541 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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7540 The Application of HLLC Numerical Solver to the Reduced Multiphase Model

Authors: Fatma Ghangir, Andrzej F. Nowakowski, Franck C. G. A. Nicolleau, Thomas M. Michelitsch

Abstract:

The performance of high-resolution schemes is investigated for unsteady, inviscid and compressible multiphase flows. An Eulerian diffuse interface approach has been chosen for the simulation of multicomponent flow problems. The reduced fiveequation and seven equation models are used with HLL and HLLC approximation. The authors demonstrated the advantages and disadvantages of both seven equations and five equations models studying their performance with HLL and HLLC algorithms on simple test case. The seven equation model is based on two pressure, two velocity concept of Baer–Nunziato [10], while five equation model is based on the mixture velocity and pressure. The numerical evaluations of two variants of Riemann solvers have been conducted for the classical one-dimensional air-water shock tube and compared with analytical solution for error analysis.

Keywords: Multiphase flow, gas-liquid flow, Godunov schems, Riemann solvers, HLL scheme, HLLC scheme.

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7539 Estimation of Geotechnical Parameters by Comparing Monitoring Data with Numerical Results: Case Study of Arash–Esfandiar-Niayesh Under-Passing Tunnel, Africa Tunnel, Tehran, Iran

Authors: Aliakbar Golshani, Seyyed Mehdi Poorhashemi, Mahsa Gharizadeh

Abstract:

The under passing tunnels are strongly influenced by the soils around. There are some complexities in the specification of real soil behavior, owing to the fact that lots of uncertainties exist in soil properties, and additionally, inappropriate soil constitutive models. Such mentioned factors may cause incompatible settlements in numerical analysis with the obtained values in actual construction. This paper aims to report a case study on a specific tunnel constructed by NATM. The tunnel has a depth of 11.4 m, height of 12.2 m, and width of 14.4 m with 2.5 lanes. The numerical modeling was based on a 2D finite element program. The soil material behavior was modeled by hardening soil model. According to the field observations, the numerical estimated settlement at the ground surface was approximately four times more than the measured one, after the entire installation of the initial lining, indicating that some unknown factors affect the values. Consequently, the geotechnical parameters are accurately revised by a numerical back-analysis using laboratory and field test data and based on the obtained monitoring data. The obtained result confirms that typically, the soil parameters are conservatively low-estimated. And additionally, the constitutive models cannot be applied properly for all soil conditions.

Keywords: NATM tunnel, initial lining, field test data, laboratory test data, monitoring data, numerical back-analysis.

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7538 Physico-chemical State of the Air at the Stagnation Point during the Atmospheric Reentry of a Spacecraft

Authors: Rabah Haoui

Abstract:

Hypersonic flows around spatial vehicles during their reentry phase in planetary atmospheres are characterized by intense aerothermal phenomena. The aim of this work is to analyze high temperature flows around an axisymmetric blunt body taking into account chemical and vibrational non-equilibrium for air mixture species. For this purpose, a finite volume methodology is employed to determine the supersonic flow parameters around the axisymmetric blunt body, especially at the stagnation point and along the wall of spacecraft for several altitudes. This allows the capture shock wave before a blunt body placed in supersonic free stream. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, along with CFL coefficient and mesh size level are selected to ensure numerical convergence, sought with an order of 10-8

Keywords: Chemical kinetic, dissociation, finite volumes, frozen, hypersonic flow, non-equilibrium, Reactive flow, supersonicflow , vibration.

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7537 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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7536 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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7535 Numerical Analysis on Rapid Decompression in Conventional Dry Gases using One- Dimensional Mathematical Modeling

Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of compressible thermal multi-component gas mixture flows in pipes. The set of the mass, momentum and enthalpy conservation equations for gas phase is solved. Thermo-physical properties of multi-component gas mixture are calculated by solving the Equation of State (EOS) model. The Soave-Redlich-Kwong (SRK-EOS) model is chosen. Gas mixture viscosity is calculated on the basis of the Lee-Gonzales-Eakin (LGE) correlation. Numerical analysis on rapid decompression in conventional dry gases is performed by using the proposed mathematical model. The model is validated on measured values of the decompression wave speed in dry natural gas mixtures. All predictions show excellent agreement with the experimental data at high and low pressure. The presented model predicts the decompression in dry natural gas mixtures much better than GASDECOM and OLGA codes, which are the most frequently-used codes in oil and gas pipeline transport service.

Keywords: Mathematical model, Rapid Gas Decompression

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7534 Numerical Computation of Sturm-Liouville Problem with Robin Boundary Condition

Authors: Theddeus T. Akano, Omotayo A. Fakinlede

Abstract:

The modelling of physical phenomena, such as the earth’s free oscillations, the vibration of strings, the interaction of atomic particles, or the steady state flow in a bar give rise to Sturm- Liouville (SL) eigenvalue problems. The boundary applications of some systems like the convection-diffusion equation, electromagnetic and heat transfer problems requires the combination of Dirichlet and Neumann boundary conditions. Hence, the incorporation of Robin boundary condition in the analyses of Sturm-Liouville problem. This paper deals with the computation of the eigenvalues and eigenfunction of generalized Sturm-Liouville problems with Robin boundary condition using the finite element method. Numerical solution of classical Sturm–Liouville problem is presented. The results show an agreement with the exact solution. High results precision is achieved with higher number of elements.

Keywords: Sturm-Liouville problem, Robin boundary condition, finite element method, eigenvalue problems.

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7533 Aerodynamic Design Optimization of High-Speed Hatchback Cars for Lucrative Commercial Applications

Authors: A. Aravind, M. Vetrivel, P. Abhimanyu, C. A. Akaash Emmanuel Raj, K. Sundararaj, V. R. S. Kumar

Abstract:

The choice of high-speed, low budget hatchback car with diversified options is increasing for meeting the new generation buyers trend. This paper is aimed to augment the current speed of the hatchback cars through the aerodynamic drag reduction technique. The inverted airfoils are facilitated at the bottom of the car for generating the downward force for negating the lift while increasing the current speed range for achieving a better road performance. The numerical simulations have been carried out using a 2D steady pressure-based    k-ɛ realizable model with enhanced wall treatment. In our numerical studies, Reynolds-averaged Navier-Stokes model and its code of solution are used. The code is calibrated and validated using the exact solution of the 2D boundary layer displacement thickness at the Sanal flow choking condition for adiabatic flows. We observed through the parametric analytical studies that the inverted airfoil integrated with the bottom surface at various predesigned locations of Hatchback cars can improve its overall aerodynamic efficiency through drag reduction, which obviously decreases the fuel consumption significantly and ensure an optimum road performance lucratively with maximum permissible speed within the framework of the manufactures constraints.

Keywords: Aerodynamics of commercial cars, downward force, hatchback car, inverted airfoil.

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7532 Heat Forging Analysis Method on Blank Consisting of Two Metals

Authors: Takashi Ueda, Shinichi Enoki

Abstract:

Forging parts is used to automobiles; because, they have high strength and it is possible to press them into complicated shape. When itis possible to manufacture hollow forging parts, it leads to reduce weightof the automobiles. But, hollow forging parts are confined to axisymmetrical shape. Hollowforging parts that were pressed to complicated shape are expected. Therefore, we forge a blank that aluminum alloy was inserted in stainless steel. After that, we can providecomplex forging parts that are reduced weight,ifit is possible to be melted the aluminum alloy away by using different of melting points.It is necessary to establish heat forging analysis methodon blank consist of stainless steel and aluminum alloy. Because,this forging is different from conventional forging and this technology is not confirmed. In this study, we compared forging experiment with numerical analysis on the view point of forming load and shape after forming and establish how to set the material temperaturesof two metals and material property of stainless steel on the analysis method. Consequently, temperature difference of stainless steel and aluminum alloy was obtained by experiment. We got material property of stainless steel on forging experimental by compression tests. We had compared numerical analysis that was used the temperature difference of two metals and the material property of stainless steel on forging experimental with forging experiment. Forging analysis method on blankconsist of two metals was established by result of numerical analysis having agreedwith result of forging experiment.

Keywords: Forging, lightweight, analysis, hollow.

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7531 Modular Harmonic Cancellation in a Multiplier High Voltage Direct Current Generator

Authors: Ahmad Zahran, Ahmed Herzallah, Ahmad Ahmad, Mahran Quraan

Abstract:

Generation of high DC voltages is necessary for testing the insulation material of high voltage AC transmission lines with long lengths. The harmonic and ripple contents of the output DC voltage supplied by high voltage DC circuits require the use of costly capacitors to smooth the output voltage after rectification. This paper proposes a new modular multiplier high voltage DC generator with embedded Cockcroft-Walton circuits that achieve a negligible harmonic and ripple contents of the output DC voltage without the need for costly filters to produce a nearly constant output voltage. In this new topology, Cockcroft-Walton modules are connected in series to produce a high DC output voltage. The modules are supplied by low input AC voltage sources that have the same magnitude and frequency and shifted from each other by a certain angle to eliminate the harmonics from the output voltage. The small ripple factor is provided by the smoothing column capacitors and the phase shifted input voltages of the cascaded modules. The constituent harmonics within each module are determined using Fourier analysis. The viability of the proposed DC generator for testing purposes and the effectiveness of the cascaded connection are confirmed by numerical simulations using MATLAB/Simulink.

Keywords: Cockcroft-Walton circuit, Harmonics, Ripple factor, HVDC generator.

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7530 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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7529 Analysis and Prediction of the Behavior of the Landslide at Ain El Hammam, Algeria Based on the Second Order Work Criterion

Authors: Zerarka Hizia, Akchiche Mustapha, Prunier Florent

Abstract:

The landslide of Ain El Hammam (AEH) is characterized by a complex geology and a high hydrogeology hazard. AEH's perpetual reactivation compels us to look closely at its triggers and to better understand the mechanisms of its evolution in mass and in depth. This study builds a numerical model to simulate the influencing factors such as precipitation, non-saturation, and pore pressure fluctuations, using Plaxis software. For a finer analysis of instabilities, we use Hill's criterion, based on the sign of the second order work, which is the most appropriate material stability criterion for non-associated elastoplastic materials. The results of this type of calculation allow us, in theory, to predict the shape and position of the slip surface(s) which are liable to ground movements of the slope, before reaching the rupture given by the plastic limit of Mohr Coulomb. To validate the numerical model, an analysis of inclinometer measures is performed to confirm the direction of movement and kinematic of the sliding mechanism of AEH’s slope.

Keywords: Landslide, second order work, precipitation, inclinometers.

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7528 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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7527 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Mixed Integration Method: Stability Aspects and Computational Efficiency

Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

Abstract:

In order to reduce numerical computations in the nonlinear dynamic analysis of seismically base-isolated structures, a Mixed Explicit-Implicit time integration Method (MEIM) has been proposed. Adopting the explicit conditionally stable central difference method to compute the nonlinear response of the base isolation system, and the implicit unconditionally stable Newmark’s constant average acceleration method to determine the superstructure linear response, the proposed MEIM, which is conditionally stable due to the use of the central difference method, allows to avoid the iterative procedure generally required by conventional monolithic solution approaches within each time step of the analysis. The main aim of this paper is to investigate the stability and computational efficiency of the MEIM when employed to perform the nonlinear time history analysis of base-isolated structures with sliding bearings. Indeed, in this case, the critical time step could become smaller than the one used to define accurately the earthquake excitation due to the very high initial stiffness values of such devices. The numerical results obtained from nonlinear dynamic analyses of a base-isolated structure with a friction pendulum bearing system, performed by using the proposed MEIM, are compared to those obtained adopting a conventional monolithic solution approach, i.e. the implicit unconditionally stable Newmark’s constant acceleration method employed in conjunction with the iterative pseudo-force procedure. According to the numerical results, in the presented numerical application, the MEIM does not have stability problems being the critical time step larger than the ground acceleration one despite of the high initial stiffness of the friction pendulum bearings. In addition, compared to the conventional monolithic solution approach, the proposed algorithm preserves its computational efficiency even when it is adopted to perform the nonlinear dynamic analysis using a smaller time step.

Keywords: Base isolation, computational efficiency, mixed explicit-implicit method, partitioned solution approach, stability.

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7526 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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7525 Analysis of Flexural Behavior of Wood-Concrete Beams

Authors: M. Li, V. D. Thi, M. Khelifa, M. El Ganaoui

Abstract:

This study presents an overview of the work carried out by the use of wood waste as coarse aggregate in mortar. The paper describes experimental and numerical investigations carried on pervious concrete made of wood chips and also sheds lights on the mechanical properties of this new product. The properties of pervious wood-concrete such as strength, elastic modulus, and failure modes are compared and evaluated. The characterization procedure of the mechanical properties of wood waste ash are presented and discussed. The numerical and tested load–deflection response results are compared. It was observed that the numerical results are in good agreement with the experimental results.

Keywords: Wood waste ash, characterization, mechanical properties, finite element analysis, flexural behavior, bending tests.

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7524 A Reproduction of Boundary Conditions in Three-Dimensional Continuous Casting Problem

Authors: Iwona Nowak, Jacek Smolka, Andrzej J. Nowak

Abstract:

The paper discusses a 3D numerical solution of the inverse boundary problem for a continuous casting process of alloy. The main goal of the analysis presented within the paper was to estimate heat fluxes along the external surface of the ingot. The verified information on these fluxes was crucial for a good design of a mould, effective cooling system and generally the whole caster. In the study an enthalpy-porosity technique implemented in Fluent package was used for modeling the solidification process. In this method, the phase change interface was determined on the basis of the liquid fraction approach. In inverse procedure the sensitivity analysis was applied for retrieving boundary conditions. A comparison of the measured and retrieved values showed a high accuracy of the computations. Additionally, the influence of the accuracy of measurements on the estimated heat fluxes was also investigated.

Keywords: Boundary inverse problem, sensitivity analysis, continuous casting, numerical simulation.

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7523 Three-Dimensional Numerical Investigation for Reinforced Concrete Slabs with Opening

Authors: Abdelrahman Elsehsah, Hany Madkour, Khalid Farah

Abstract:

This article presents a 3-D modified non-linear elastic model in the strain space. The Helmholtz free energy function is introduced with the existence of a dissipation potential surface in the space of thermodynamic conjugate forces. The constitutive equation and the damage evolution were derived as well. The modified damage has been examined to model the nonlinear behavior of reinforced concrete (RC) slabs with an opening. A parametric study with RC was carried out to investigate the impact of different factors on the behavior of RC slabs. These factors are the opening area, the opening shape, the place of opening, and the thickness of the slabs. And the numerical results have been compared with the experimental data from literature. Finally, the model showed its ability to be applied to the structural analysis of RC slabs.

Keywords: 3-D numerical analysis, damage mechanics, RC slab with opening.

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7522 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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7521 Experimental Analysis and Numerical Simulation of Smart Sandwich Beams Behavior in Honeycomb Magnetorheological Elastomer

Authors: A. Khebli, S. Aguib, Y. Kateb, L. Guenfoud, N. Chikh, M. Tourab, T. Djedid, W. Dilmi, A. Hadidi, H. Meglouli

Abstract:

Composite structures based on magnetorheological elastomers (MREs) are widely used in many industrial sectors, such as automotive, naval, railway, aeronautical, aerospace, and building industries because of their adjustable mechanical properties by an external stimulus. In this work, experimental tests and numerical simulations carried out have shown that the use of these new structures, developed from honeycomb core, and MRE with aluminum skins, make it possible to improve particularly the overall rigidity and to reduce the vibration amplitudes. The results found showed that these hybrid structures have a very good mechanical resistance due mainly to the honeycomb core, and a very good shock absorber due mainly to the core of the MRE. The elaborated composite structure is intended to be used in industrial sectors subject to great efforts and a high amplitude of vibration such as helicopter wings and air turbines.

Keywords: Hybrid sandwich structures, magnetorheological elastomer, honeycomb, 3-point bending, mechanical strength.

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7520 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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7519 One-Dimensional Numerical Investigation of a Cylindrical Micro-Combustor Applying Electrohydrodynamics Effect

Authors: Behrouzinia P., Irani R. A., Saidi M.H.

Abstract:

In this paper, a one-dimensional numerical approach is used to study the effect of applying electrohydrodynamics on the temperature and species mass fraction profiles along the microcombustor. Premixed mixture is H2-Air with a multi-step chemistry (9 species and 19 reactions). In the micro-scale combustion because of the increasing ratio of area-to-volume, thermal and radical quenching mechanisms are important. Also, there is a significant heat loss from the combustor walls. By inserting a number of electrodes into micro-combustor and applying high voltage to them corona discharge occurs. This leads in moving of induced ions toward natural molecules and colliding with them. So this phenomenon causes the movement of the molecules and reattaches the flow to the walls. It increases the velocity near the walls that reduces the wall boundary layer. Consequently, applying electrohydrodynamics mechanism can enhance the temperature profile in the microcombustor. Ultimately, it prevents the flame quenching in microcombustor.

Keywords: micro-combustor, electrohydrodynamics, temperature profile, wall quenching

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7518 Experimental and Numerical Study on the Effects of Oxygen Methane Flames with Water Dilution for Different Pressures

Authors: J. P. Chica Cano, G. Cabot, S. de Persis, F. Foucher

Abstract:

Among all possibilities to combat global warming, CO2 capture and sequestration (CCS) is presented as a great alternative to reduce greenhouse gas (GHG) emission. Several strategies for CCS from industrial and power plants are being considered. The concept of combined oxy-fuel combustion has been the most alternative solution. Nevertheless, due to the high cost of pure O2 production, additional ways recently emerged. In this paper, an innovative combustion process for a gas turbine cycle was studied: it was composed of methane combustion with oxygen enhanced air (OEA), exhaust gas recirculation (EGR) and H2O issuing from STIG (Steam Injection Gas Turbine), and the CO2 capture was realized by membrane separator. The effect on this combustion process was emphasized, and it was shown that a study of the influence of H2O dilution on the combustion parameters by experimental and numerical approaches had to be carried out. As a consequence, the laminar burning velocities measurements were performed in a stainless steel spherical combustion from atmospheric pressure to high pressure (up to 0.5 MPa), at 473 K for an equivalence ratio at 1. These experimental results were satisfactorily compared with Chemical Workbench v.4.1 package in conjunction with GRIMech 3.0 reaction mechanism. The good correlations so obtained between experimental and calculated flame speed velocities showed the validity of the GRIMech 3.0 mechanism in this domain of combustion: high H2O dilution, low N2, medium pressure. Finally, good estimations of flame speed and pollutant emissions were determined in other conditions compatible with real gas turbine. In particular, mixtures (composed of CH4/O2/N2/H2O/ or CO2) leading to the same adiabatic temperature were investigated. Influences of oxygen enrichment and H2O dilution (compared to CO2) were disused.

Keywords: CO2 capture, oxygen enrichment, water dilution, laminar burning velocity, pollutants emissions.

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7517 Numerical Analysis of Turbulent Natural Convection in a Square Cavity using Large- Eddy Simulation in Lattice Boltzmann Method

Authors: H. Sajjadi, M. Gorji, GH.R. Kefayati, D. D. Ganji, M. Shayan Nia

Abstract:

In this paper Lattice Boltzmann simulation of turbulent natural convection with large-eddy simulations (LES) in a square cavity which is filled by water has been investigated. The present results are validated by finds of other investigations which have been done with different numerical methods. Calculations were performed for high Rayleigh numbers of Ra=108 and 109. The results confirm that this method is in acceptable agreement with other verifications of such a flow. In this investigation is tried to present Large-eddy turbulence flow model by Lattice Boltzmann Method (LBM) with a clear and simple statement. Effects of increase in Rayleigh number are displayed on streamlines, isotherm counters and average Nusselt number. Result shows that the average Nusselt number enhances with growth of the Rayleigh numbers.

Keywords: Turbulent natural convection, Large Eddy Simulation, Lattice Boltzmann Method

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7516 Wind Fragility for Soundproof Wall with the Variation of Section Shape of Frame

Authors: Seong Do Kim, Woo Young Jung

Abstract:

Recently, damages due to typhoons and strong wind are on the rise. Considering this issue, we evaluated the performance of soundproofing walls based on the strong wind fragility by means of numerical analysis. Among the components of the soundproof wall, aluminum frame was the most vulnerable member, thus we have considered different section of aluminum frame in the determination of wind fragility. Wind load was randomly generated using Monte Carlo Simulation method. Moreover, limit state was based on the test standard of road construction soundproofing wall. In this study, the strong wind fragility was determined by considering the influence factors of wind exposure category, soundproof wall’s installation position, and shape of aluminum frame section. Results of this study could be used to determine the section shape of the frame that has high resistance to the wind during construction of the soundproofing wall.

Keywords: Aluminum frame soundproofing wall, Monte Carlo Simulation, numerical simulation, wind fragility.

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