Search results for: numerical solution

Authors: Qasem M. Al-Mdallal

Abstract:

This paper presents results obtained from the numerical solution for the flow past an oscillating circular cylinder at Reynolds number of 200. The frequency of oscillation was fixed to the vortex shedding frequency from a fixed cylinder, f0, while the amplitudes of oscillations were varied from to 1.1a, where a represents the radius of the cylinder. The response of the flow through the fluid forces acting on the surface of the cylinder are investigated. The lock-on phenomenon is captured at low oscillation amplitudes.

Keywords: Lock-on; streamwise oscillation; transverse oscillation; fluid forces, combined motion

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Authors: Azizollah Khormali, Seyyed Shahab Tabatabaee Moradi, Dmitry Petrakov

Abstract:

One of the most important parameters in petroleum reservoirs is the pressure distribution along the reservoir, as the pressure varies with the time and location. A popular method to determine the pressure distribution in a reservoir in the unsteady state regime of flow is applying Darcy’s equation and solving this equation numerically. The numerical simulation of reservoirs is based on these numerical solutions of different partial differential equations (PDEs) representing the multiphase flow of fluids. Pressure profile has obtained in a one dimensional system solving Darcy’s equation explicitly. Changes of pressure profile in three situations are investigated in this work. These situations include section length changes, step time changes and time approach to infinity. The effects of these changes in pressure profile are shown and discussed in the paper.

Keywords: Explicit solution, Numerical simulation, Petroleum reservoir, Pressure distribution.

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Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

Abstract:

Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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Authors: Ibrahim Beldjilali, Adel Ghenaiet

Abstract:

The contra-rotating axial machine is a promising solution for several applications, where high pressure and efficiencies are needed. Also, they allow reducing the speed of rotation, the radial spacing and a better flexibility of use. However, this requires a better understanding of their operation, including the influence of second rotor on the overall aerodynamic performances. This work consisted of both experimental and numerical studies to characterize this counter-rotating fan, especially the analysis of the effects of the blades stagger angle and the inter-distance between the rotors. The experimental study served to validate the computational fluid dynamics model (CFD) used in the simulations. The numerical study permitted to cover a wider range of parameter and deeper investigation on flow structures details, including the effects of blade stagger angle and inter-distance, associated with the interaction between the rotors. As a result, there is a clear improvement in aerodynamic performance compared with a conventional machine.

Keywords: Aerodynamic performance, axial fan, counter rotating rotors, CFD, experimental study.

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Authors: N. Santatriniaina, J. Deseure, T.Q. Nguyen, H. Fontaine, C. Beitia, L. Rakotomanana

Abstract:

Nowadays, with the increasing of the wafer's size and the decreasing of critical size of integrated circuit manufacturing in modern high-tech, microelectronics industry needs a maximum attention to challenge the contamination control. The move to 300 [mm] is accompanied by the use of Front Opening Unified Pods for wafer and his storage. In these pods an airborne cross contamination may occur between wafers and the pods. A predictive approach using modeling and computational methods is very powerful method to understand and qualify the AMCs cross contamination processes. This work investigates the required numerical tools which are employed in order to study the AMCs cross-contamination transfer phenomena between wafers and FOUPs. Numerical optimization and finite element formulation in transient analysis were established. Analytical solution of one dimensional problem was developed and the calibration process of physical constants was performed. The least square distance between the model (analytical 1D solution) and the experimental data are minimized. The behavior of the AMCs intransient analysis was determined. The model framework preserves the classical forms of the diffusion and convection-diffusion equations and yields to consistent form of the Fick's law. The adsorption process and the surface roughness effect were also traduced as a boundary condition using the switch condition Dirichlet to Neumann and the interface condition. The methodology is applied, first using the optimization methods with analytical solution to define physical constants, and second using finite element method including adsorption kinetic and the switch of Dirichlet to Neumann condition.

Keywords: AMCs, FOUP, cross-contamination, adsorption, diffusion, numerical analysis, wafers, Dirichlet to Neumann, finite elements methods, Fick’s law, optimization.

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Authors: Abdelaziz Khernane, Naceur Khelil, Leila Djerou

Abstract:

The aim of this work is to study the numerical implementation of the Hilbert Uniqueness Method for the exact boundary controllability of Euler-Bernoulli beam equation. This study may be difficult. This will depend on the problem under consideration (geometry, control and dimension) and the numerical method used. Knowledge of the asymptotic behaviour of the control governing the system at time T may be useful for its calculation. This idea will be developed in this study. We have characterized as a first step, the solution by a minimization principle and proposed secondly a method for its resolution to approximate the control steering the considered system to rest at time T.

Keywords: Boundary control, exact controllability, finite difference methods, functional optimization.

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Authors: Zuodong Liang, Dong-Sheng Jeng

Abstract:

Seabed instability around an offshore pipeline is one of key factors that need to be considered in the design of offshore infrastructures. Unlike previous investigations, a three-dimensional numerical model for the wave-induced soil response around an offshore pipeline is proposed in this paper. The numerical model was first validated with 2-D experimental data available in the literature. Then, a parametric study will be carried out to examine the effects of wave, seabed characteristics and confirmation of pipeline. Numerical examples demonstrate significant influence of wave obliquity on the wave-induced pore pressures and the resultant seabed liquefaction around the pipeline, which cannot be observed in 2-D numerical simulation.

Keywords: Pore pressure, 3D wave model, seabed liquefaction, pipeline.

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Authors: Vinod Mishra, Dimple Rani

Abstract:

In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.

Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.

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Authors: Jamal Amani Rad, Kourosh Parand

Abstract:

In this paper, we have applied the homotopy perturbation method (HPM) for obtaining the analytical solution of unsteady flow of gas through a porous medium and we have also compared the findings of this research with some other analytical results. Results showed a very good agreement between results of HPM and the numerical solutions of the problem rather than other analytical solutions which have previously been applied. The results of homotopy perturbation method are of high accuracy and the method is very effective and succinct.

Keywords: Unsteady gas equation, Homotopy perturbation method(HPM), Porous medium, Nonlinear ODE

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Authors: Nizami Mustafa, C. Ardil

Abstract:

In this study, the existence and uniqueness of the solution of a nonlinear singular integral equation that is defined on a region in the complex plane is proven and a method is given for finding the solution.

Keywords: Approximate solution, Fixed-point principle, Nonlinear singular integral equations, Vekua integral operator

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Authors: S. Kavitha, Nirmala P. Ratchagar

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This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.

Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.

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Authors: M.Devakar, T.K.V.Iyengar

Abstract:

In this paper, we investigate the generalized Stokes’ problems for an incompressible couple stress fluid. Analytical solution of the governing equations is obtained in Laplace transform domain for each problem. A standard numerical inversion technique is used to invert the Laplace transform of the velocity in each case. The effect of various material parameters on velocity is discussed and the results are presented through graphs. It is observed that, the results are in tune with the observation of V.K.Stokes in connection with the variation of velocity in the flow between two parallel plates when the top one is moving with constant velocity and the bottom one is at rest.

Keywords: Couple stress fluid, Generalized Stokes’ problems, Laplace transform, Numerical inversion

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Authors: Said F. Urmancheev, Victor N. Kireev, Svetlana F. Khizbullina

Abstract:

This paper presents results of numerical simulation of filtration of abnormal thermoviscous fluid on an example of thermo reversible polymer gel.

Keywords: Abnormal thermoviscous fluid, filtration, numerical simulation.

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Authors: Minghui Wang, Luping Xu, Juntao Zhang

Abstract:

In this paper, according to the classical algorithm LSQR for solving the least-squares problem, an iterative method is proposed for least-squares solution of constrained matrix equation. By using the Kronecker product, the matrix-form LSQR is presented to obtain the like-minimum norm and minimum norm solutions in a constrained matrix set for the symmetric arrowhead matrices. Finally, numerical examples are also given to investigate the performance.

Keywords: Symmetric arrowhead matrix, iterative method, like-minimum norm, minimum norm, Algorithm LSQR.

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Authors: D. Zabala, Y. Cárdenas, G. Núñez

Abstract:

In this work the numerical simulation of transient heat transfer in a cylindrical probe is done. An experiment was conducted introducing a steel cylinder in a heating chamber and registering its surface temperature along the time during one hour. In parallel, a mathematical model was solved for one dimension transient heat transfer in cylindrical coordinates, considering the boundary conditions of the test. The model was solved using finite difference method, because the thermal conductivity in the cylindrical steel bar and the convection heat transfer coefficient used in the model are considered temperature dependant functions, and both conditions prevent the use of the analytical solution. The comparison between theoretical and experimental results showed the average deviation is below 2%. It was concluded that numerical methods are useful in order to solve engineering complex problems. For constant k and h, the experimental methodology used here can be used as a tool for teaching heat transfer in mechanical engineering, using mathematical simplified models with analytical solutions.

Keywords: Heat transfer experiment, thermal conductivity, finite difference, engineering education.

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Authors: Yiqin Lin, Liang Bao

Abstract:

This paper is devoted to the numerical solution of large-scale linear ill-posed systems. A multilevel regularization method is proposed. This method is based on a synthesis of the Arnoldi-Tikhonov regularization technique and the multilevel technique. We show that if the Arnoldi-Tikhonov method is a regularization method, then the multilevel method is also a regularization one. Numerical experiments presented in this paper illustrate the effectiveness of the proposed method.

Keywords: Discrete ill-posed problem, Tikhonov regularization, discrepancy principle, Arnoldi process, multilevel method.

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Authors: F. Lemfeld, K. Frana

Abstract:

This article deals with numerical simulation of the floor heating convector in 3D. Numerical simulation is focused on cooling mode of the floor heating convector. Geometrical model represents section of the heat exchanger – two fins with the gap between, pipes are not involved. Two types of fin are examined – sinusoidal and angular shape with different fin spacing. Results of fin spacing in case of constant Reynolds number are presented. For the numerical simulation was used commercial software Ansys Fluent.

Keywords: fin spacing, cooling output, floor heating convector, numerical simulation.

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Authors: A. Rouili

Abstract:

In the present paper the results of a numerical study are presented, numerical models were developed to simulate the behaviour of vertical massive dikes. The proposed models were developed according to the geometry, boundary conditions, loading conditions and initial conditions of a physical model taken as reference. The results obtained were compared to the experimental data. As far as the overall behaviour, the displacements and the failure mechanisms of the dikes is concerned, the numerical results were in good agreement with the experimental results, which clearly indicates a good quality of numerical modelling. The validated numerical models were used in a parametric study were the displacements and failure mechanisms were fully investigated. Out of the results obtained, some conclusions and recommendations related to the design of massive dikes are proposed.

Keywords: Water conservation, dikes, risk assessment and numerical modelling.

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Authors: Jing Meng, Peiyong Zhu, Houbiao Li

Abstract:

Many problems in science and engineering field require the solution of shifted linear systems with multiple right hand sides and multiple shifts. To solve such systems efficiently, the implicitly restarted global GMRES algorithm is extended in this paper. However, the shift invariant property could no longer hold over the augmented global Krylov subspace due to adding the harmonic Ritz matrices. To remedy this situation, we enforce the collinearity condition on the shifted system and propose shift implicitly restarted global GMRES. The new method not only improves the convergence but also has a potential to simultaneously compute approximate solution for the shifted systems using only as many matrix vector multiplications as the solution of the seed system requires. In addition, some numerical experiments also confirm the effectiveness of our method.

Keywords: Shifted linear systems, global Krylov subspace, GLGMRESIR, GLGMRESIRsh, harmonic Ritz matrix, harmonic Ritz vector.

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Authors: A. Rouili

Abstract:

Cantilever L-shaped walls are known to be relatively economical as retaining solution. The design starts by proportioning the wall dimensions for which the stability is checked for. A ratio between the lengths of the base and the stem, falling between 0.5 to 0.7 ensure in most case the stability requirements, however, the displacement pattern of the wall in terms of rotations and translations, and the lateral pressure profile, do not have the same figure for all wall’s proportioning, as it is usually assumed. In the present work the results of a numerical analysis are presented, different wall geometries were considered. The results show that the proportioning governs the equilibrium between the instantaneous rotation and the translation of the wall-toe, also, the lateral pressure estimation based on the average value between the at-rest and the active pressure, recommended by most design standards, is found to be not applicable for all walls.

Keywords: Cantilever wall, proportioning, numerical analysis.

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Authors: András Szekrényes

Abstract:

Delamination is one of the major failure modes in laminated composite structures. Delamination tips are mostly captured by spatial numerical models in order to predict crack growth. This paper presents some mechanical models of delaminated composite shells based on shallow shell theories. The mechanical fields are based on a third-order displacement field in terms of the through-thickness coordinate of the laminated shell. The undelaminated and delaminated parts are captured by separate models and the continuity and boundary conditions are also formulated in a general way providing a large size boundary value problem. The system of differential equations is solved by the state space method for an elliptic delaminated shell having simply supported edges. The comparison of the proposed and a numerical model indicates that the primary indicator of the model is the deflection, the secondary is the widthwise distribution of the energy release rate. The model is promising and suitable to determine accurately the J-integral distribution along the delamination front. Based on the proposed model it is also possible to develop finite elements which are able to replace the computationally expensive spatial models of delaminated structures.

Keywords: J-integral, Lévy method, third-order shell theory, state space solution.

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Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, Step method, delay differential equation, simulation.

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Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

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Authors: Lina Yan, Jingjing Di, Ke Wang

Abstract:

A new basis function neural network algorithm is proposed for numerical integration. The main idea is to construct neural network model based on spline basis functions, which is used to approximate the integrand by training neural network weights. The convergence theorem of the neural network algorithm, the theorem for numerical integration and one corollary are presented and proved. The numerical examples, compared with other methods, show that the algorithm is effective and has the characteristics such as high precision and the integrand not required known. Thus, the algorithm presented in this paper can be widely applied in many engineering fields.

Keywords: Numerical integration, Spline basis function, Neural network algorithm

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Authors: M. Chen, S-Q. Zhang, X. Wang, D. Tate

Abstract:

This paper presents a numerical solution, namely limit and shakedown analysis, to predict the safety state of smart structures made of heterogeneous materials under unknown cyclic loadings, for instance, the flexure hinge in the micro-positioning stage driven by piezoelectric actuator. In combination of homogenization theory and finite-element method (FEM), the safety evaluation problem is converted to a large-scale nonlinear optimization programming for an acceptable bounded loading as the design reference. Furthermore, a general numerical scheme integrated with the FEM and interior-point-algorithm based optimization tool is developed, which makes the practical application possible.

Keywords: Limit state, shakedown analysis, homogenization, heterogeneous structure.

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Authors: O. Mahian, A. B. Rahimi, A. Kianifar, A. Jabari Moghadam

Abstract:

In this study, the numerical solution of unsteady flow between two concentric rotating spheres with suction and blowing at their boundaries is presented. The spheres are rotating about a common axis of rotation while their angular velocities are constant. The Navier-Stokes equations are solved by employing the finite difference method and implicit scheme. The resulting flow patterns are presented for various values of the flow parameters including rotational Reynolds number Re , and a blowing/suction Reynolds number Rew . Viscous torques at the inner and the outer spheres are calculated, too. It is seen that increasing the amount of suction and blowing decrease the size of eddies generated in the annulus.

Keywords: Concentric spheres, numerical study, suction andblowing, unsteady flow, viscous torque.

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Authors: Thomas Kampke

Abstract:

Equations with differentials relating to the inverse of an unknown function rather than to the unknown function itself are solved exactly for some special cases and numerically for the general case. Invertibility combined with differentiability over connected domains forces solutions always to be monotone. Numerical function inversion is key to all solution algorithms which either are of a forward type or a fixed point type considering whole approximate solution functions in each iteration. The given considerations are restricted to ordinary differential equations with inverted functions (ODEIs) of first order. Forward type computations, if applicable, admit consistency of order one and, under an additional accuracy condition, convergence of order one.

Keywords: Euler method, fixed points, golden section, multi-step procedures, Runge Kutta methods.

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Authors: Harpreet Kaur, Vinod Mishra, R. C. Mittal

Abstract:

In this paper, we have proposed a Haar wavelet quasilinearization method to solve the well known Blasius equation. The method is based on the uniform Haar wavelet operational matrix defined over the interval [0, 1]. In this method, we have proposed the transformation for converting the problem on a fixed computational domain. The Blasius equation arises in the various boundary layer problems of hydrodynamics and in fluid mechanics of laminar viscous flows. Quasi-linearization is iterative process but our proposed technique gives excellent numerical results with quasilinearization for solving nonlinear differential equations without any iteration on selecting collocation points by Haar wavelets. We have solved Blasius equation for 1≤α ≤ 2 and the numerical results are compared with the available results in literature. Finally, we conclude that proposed method is a promising tool for solving the well known nonlinear Blasius equation.

Keywords: Boundary layer Blasius equation, collocation points, quasi-linearization process, uniform haar wavelets.

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