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This paper employs a numerical approach to investigate the impact of liquidity shocks on European options in modeling markets. To accurately capture the behavior of European options under liquidity shocks, a coupled system of differential equations is employed, consisting of a degenerate parabolic equation and a diffusion-free equation. The primary focus is on developing and analyzing implicit-explicit methods for numerically simulating European option pricing, specifically considering the presence of liquidity shocks while ensuring the positivity of the solution. The paper also includes convergence analysis and establishes the discrete comparison principle for the developed methods. Numerical experiments are conducted using both uniform and nonuniform meshes to validate the theoretical findings, demonstrating the efficiency and accuracy of the proposed methods. [ABSTRACT FROM AUTHOR]

This paper presents the development of a framework for the parametric design of tunnels using geographic information system (GIS) mapping and building information modelling (BIM). According to the framework, a parametric representation of each system component (e.g., layers of rock mass, size of excavation, topography, fault geometry, primary lining, secondary lining, rock bolts, etc.) can be incorporated in the GIS model with high levels of detail and used for the automatic generation of numerical models for the design of tunnel construction. This parametric evaluation allows the designer to consider several levels of detail for each component, for the efficient design and process optimization in conventional tunneling. Information between parametric analysis and numerical simulations can be freely exchanged with significantly reduced computational effort while results can be exported into BIM. It is anticipated that the proposed framework could lead to a comprehensive, yet efficient analysis of complex conventional tunneling project using parametric evaluations at the early design stages. [ABSTRACT FROM AUTHOR]

As a basic parameter of rock, the rock bridge angle plays an important role in maintaining the stability of rock masses. To study the size effect of rock bridge angle on the uniaxial compressive strength of rocks, this paper adopts the principle of regression analysis and combines numerical simulation to carry out relevant research. The research results indicate that: (1) the uniaxial compressive strength decreases with the increase of the rock bridge angle, showing a power function relationship; (2) The uniaxial compressive strength decreases with the increase of rock size and tends to stabilize when the rock size is greater than 350 mm, showing a significant size effect. (3) The fluctuation coefficient of compressive strength increases with the increase of rock bridge angle and decreases with the increase of rock size; When the rock size is 350 mm, the fluctuation coefficient is less than 5%; (4) The characteristic compressive strength and characteristic size both increase with the increase of the rock bridge angle. [ABSTRACT FROM AUTHOR]

Multi-material additive manufacturing using heterogeneous powders as raw materials is one of the important development directions of metal additive manufacturing technology. The evaporation behavior of heterogeneous powders in the selective laser melting (SLM) process has a significant influence on the accuracy of chemical composition control and the quality of the final product. In this paper, the fusion process of Fe20Mn (80 wt.% Fe and 20 wt.% Mn) heterogeneous powder, Fe and Mn elemental powders, and Fe20Mn pre-alloyed powder is numerically simulated using FLOW-3D® software and partially validated through SLM experimental results. The morphology and the characteristics of the flow field and temperature field in the melt pool for four kinds of powder materials are analyzed. The influence of the elemental evaporation behavior of different powders on the mass loss of the Mn element is discussed. The results show that the excessive accumulation of heat increases the maximum temperature of the melt pool, thus increasing mass loss. The Fe20Mn heterogeneous powder has a wider heat-affected zone and a higher peak value of temperature, nearly 400 K higher than that of the Fe20Mn pre-alloyed powders, which exhibits an intensive evaporation behavior. The mass loss of the Mn element obtained from the SLM experiment for Fe20Mn heterogeneous powders forming parts is more than the Fe20Mn pre-alloyed powders' forming parts for different laser powers, up to 17 wt.% at P = 120 W. This tendency is consistent with the numerical analysis of the effect of evaporation behavior of Fe–Mn heterogeneous powder during the SLM process. This study provides the necessary theoretical reference and process guidance for realizing the precise control of the SLM composition of a heterogeneous powder in multi-material additive manufacturing caused by evaporation behavior. [ABSTRACT FROM AUTHOR]

The present paper provides a brief overview of the existing methods for energy separation and an analysis of the possibility of the practical application of the Hartmann–Sprenger effect to provide quasi-isothermal pressure reduction of natural gas at the facilities within a gas transmission system. The recommendations of external authors are analyzed. A variant of a quasi-isothermal pressure regulator is proposed, which assumes the mixing of flows after energy separation. Using a numerical simulation of gas dynamics, it is demonstrated that the position of the resonators can be determined on the basis of calculations of the structure of the underexpanded jet without taking into account the resonator and, accordingly, without the need for time-consuming calculations of the dynamics of the processes. Based on the results of simulating the gas dynamics of two nozzle–resonator pairs installed in a single flow housing, it is shown that, in order to optimize the regulator length, the width of the passage between the two nearest resonators should be greater than or equal to the sum of diameters of the critical sections of the nozzles. Numerical vibroacoustic analysis demonstrated that the most dangerous part of the resonator is the frequency of its natural oscillations. [ABSTRACT FROM AUTHOR]

The urban underlying surface may affect the thunderstorm process. However, current research on this phenomenon is still in its infancy. This paper aimed to analyze the influence of the urban underlying surface on the evolution of thunderstorm organization through ground observation and numerical simulation. The results indicated that when the thunderstorm system with strong synoptic conditions passed through the built-up area of Beijing, it exhibited obvious bifurcation and detour. The dynamic field of near-surface cold pools could serve as diagnostic indicators for understanding how the urban underlying surface affects the thunderstorm process. The large-scale compact-rise clusters in the city center could alter the movement direction and path of the cold pool outflow, thereby influencing the thunderstorm organization process. In addition to the spatial configuration of the building complex, the city size might also be an important factor influencing the thunderstorm process. This study might provide a fundamental foundation and technical support for predicting and assessing urban thunderstorm disasters. [ABSTRACT FROM AUTHOR]

The paper presents the use of numerical modeling results for multivariate simulation of the manufacturing process of a wheel hub forging made of 20 HG alloy. The QForm 3D program was used to analyze the issue, which allowed to analyze the forging process without the need for expensive tools and technological tests. Based on insights from several variants of numerical calculations, new technology solutions were proposed, reducing the number of deficiencies found in industrial practice. In order to obtain full information about the phenomena occurring in the deformation process, numerical calculations were carried out in the areas of material flow, the degree of filling of blanks, the distribution of deformations and stresses in the various stages of the forging process in the die, and the elimination of defects in products. The information obtained formed the basis for proposing the optimal technology for forging wheel hubs. [ABSTRACT FROM AUTHOR]

Upper protective layer (UPL) mining is extensively utilised as a pressure relief strategy to prevent outbursts and coal bursts. However, when the excavation height of the protected layer is substantial, the depressurisation efficacy of the protective layer may be diminished. This paper takes the Haishiwan coal mine in China as a case study and explores the stress evolution and influencing factors in the mining of extra-thick coal seam beneath the protective layer through theoretical analysis, numerical simulation, and field observation. The results indicate that increasing the excavation height of the coal seam will lead to the upward development of the collapse zone in the overburden of the goaf, with the "masonry beam" structure formed at a higher position by key strata blocks. The overburden above the masonry beam will be supported by the coal rock masse on both sides of the structure, leading to increased stress on the coal seam near the goaf and eliminating the depressurisation effect of the protective layer. Numerical simulation shows that factors such as faults, protective layers, interlayer spacing, and the height of coal seam excavation significantly affect the stress distribution in the protected layer. With the increase in interlayer spacing and the thickness of coal seam extraction, the stress reduction phenomenon of the UPL gradually decreases, especially with an abnormal stress concentration of the gob-side coal seam. Observations of Surface subsidence and the distribution of mining-induced seismic events corroborate the conclusions of theoretical analysis and numerical simulations. The results offer valuable guidance for the mining of extra-thick coal seams and the selection of the UPL. [ABSTRACT FROM AUTHOR]

Carbon dioxide (CO2) is being considered for use to enhance oil recovery and resource utilization and storage, with wide technical adaptability. In this paper, a numerical simulation method is used to study the adaptability of CO2 huff and puff in shale reservoirs. A fluid model introduces the nanoconfinement effect and reflects the nanoconfinement effect using the fluid p–T phase diagram. This method uses local grid refinement and changes the permeability near the grid to characterize the reservoir reconstruction volume (SRV) fracture network while considering the CO2 diffusion effect. The results indicate that by using the incremental recovery rate and oil change rate as references, adaptive charts can be obtained for different Kf/Km and oil saturation. When Kf/Km is 1000 and the increase in the CO2 recovery rate reaches 1.5%, the lower limit of oil saturation is 0.54. When Kf/Km is 1000 and the increase in the CO2 recovery rate reaches 2%, the lower limit of oil saturation is 0.57. When the oil saturation is 0.5 and the CO2 huff and puff oil change rate reaches 0.3, the lower limit of Kf/Km is 700. Finally, when the oil saturation is 0.548 and the CO2 huff and puff oil change rate reaches 0.6, the lower limit of Kf/Km is 10. The research results are significant and can guide the design and application of on-site CO2 throughput test plans. [ABSTRACT FROM AUTHOR]

In this paper, we propose an approach for describing wave propagation in finite-size microstructured metamaterials using a reduced relaxed micromorphic model. This method introduces an additional kinematic field with respect to the classical Cauchy continua, allowing to capture the effects of the underlying microstructure with a homogeneous model. We show that the reduced relaxed micromorphic model is not only effective for studying infinite-size metamaterials, but also efficient for numerical simulations and analysis on specimens of finite size. This makes it an essential tool for designing and optimizing metamaterials structures with specific wave propagation properties. The proposed model's efficiency is assessed through numerical simulations for finite-size benchmark problems, and shows a good agreement for a wide range of frequencies. The possibility of producing the same macroscopic metamaterial with different but equivalent unit cell "cuts" is also analyzed, showing that, even close to the boundary, the reduced relaxed micromorphic model is capable of giving accurate responses for the considered loading and boundary conditions. [ABSTRACT FROM AUTHOR]

In this paper, we propose and analyse a predator-prey model with disease in prey. We assume that a portion of healthy prey takes refuge to avoid predation. We find the biologically feasible equilibrium points and their stability criteria by using linearization technique. We also perform Hopf bifurcation analysis around the co-existing equilibrium point. We use substantial numerical simulation to verify our theoretical results and to investigate rich dynamics that are not possible to achieve analytically. We illustrate rich dynamics such as Hopf bifurcation. chaos, bistability, and others using one and two parameter bifurcation diagrams. We find that disease invasion in prey can produce chaos by inducing period-doubling bifurcation. but refuge can reduce chaos by causing period-halving bifurcation. We also observe that refuge can reduce the prevalence of disease in the Prey population. [ABSTRACT FROM AUTHOR]

The treelike structure links members and transfers loads via its solitary cast steel joint with branches. Therefore, the joint's bearing capacity significantly affects the treelike structure's stability, security, and economics. This paper utilized experimental verification and numerical modeling to examine the mechanical behavior of cast-steel joints with branches in the treelike structure under various loading conditions. Then, researchers investigated the failure process and mechanism of joints, and the three most common failure modes were outlined. Furthermore, the researchers proposed the bearing capacity calculation formula based on the common failure modes. The results show that the three common failure modes of the cast-steel joints with branches under different loading conditions are the failure in the joint core area under the axial load, the failure in the main pipe compression side under eccentric load, and the failure in the compression side of the single branch pipe root when the single branch pipe is under the uneven load. The suggested empirical calculation method can serve as a reference point for similar engineering practices design. [ABSTRACT FROM AUTHOR]

This paper reviews latest developments of substructures for offshore wind turbines focusing on investigations and applications of hybrid foundations. Model tests and numerical analyses were used to simulate the loading of hybrid piles in sand. The results of pile-soil interaction were investigated to confirm the changes in soil stiffness around the hybrid monopile head. The mechanism and factors affecting the change in lateral stiffness of the hybrid foundation were explained by analysing p-y curves for M+H loading conditions in sand. Based on this research, a new shape of p-y curves for hybrid monopiles was established and a method for determining key parameters was proposed. The effectiveness of new p-y curves was verified by comparing back-calculated results with those from numerical simulations. The conducted tests confirmed that the hybrid monopile displacement is 30-50% smaller when compared to a standard monopile with similar dimensions. The gained experiences can be useful for designers and researchers to enhance the design of foundations for offshore wind turbines. [ABSTRACT FROM AUTHOR]

What are the geometrical and mechanical properties ruling bistability of Kresling origami metamaterials? How can we tune the magnitude of their axial-torsional coupling? Complete answers to these compelling questions cannot be found in the scientific literature, as the intertwining between bistability, axial-torsional coupling and an other significant behaviour, namely transverse dilation/contraction, remains mostly uninvestigated. This contribution aims at shedding light on this intertwining, through the use of a discrete model of Kresling origami that takes into account folding resistance. The present study is mostly computational and involves both pre- and post-critical analyses. It is based on displacement controlled tests — shearing and axial shortening/lengthening. Single-storey Kresling origami's are first considered, preliminarly to multiple-storey tubes, where buckling is observed. Several parameters are taken into account such as the number of storeys, stretching and folding stiffnesses, and – for shearing tests – the prescribed displacement direction in the transversal plane. The ultimate goal of the paper is to provide evidence that can be useful in the construction of homogenised continuum models of Kresling origami metamaterials. • We present some numerical simulation concerning metamaterials based on Kresling tube pattern. • Numerical analyses of some selected tests clarifies the mechanical behaviour of metamaterials based on Kresling pattern. • Numerical simulations address the homogenised model of Kresling tubes. [ABSTRACT FROM AUTHOR]

• Mechanical response characteristics of beam-column substructures exposed to fire are analyzed. • Explicit calculation formulas for determining the collapse resistance are derived in detail. • Proposed theoretical calculated formulas agree well with these from numerical simulations. • Error analysis is conducted to reveal deviation reasons between theoretical model and numerical simulations. This paper provides a simplified analytical model for the restrained steel beam-column substructure under a fire-induced progressive collapse scenario, which is applied to predict the collapse resistance of substructures under fire. The simplified model is formulated for axially and rotationally restrained two-span steel beam-column substructures under column-loss scenarios and involves rigid and semi-rigid connections. The response characteristics of restrained substructures exposed to fire under column-loss scenarios in each response stage are elaborately analyzed. A "negative" catenary stage, in consideration of the unique negative axial force effects induced by the temperature thermal expansion, was first introduced in the five-stage simplified model for restrained substructures exposed to fire against progressive collapse. Subsequently, the explicit calculation formulas for determining the vertical loads and deflection of both rigid and semi-rigid joint substructures exposed to fire were derived in a quantified way, based on rigid-plastic mechanisms and restraint coefficient methods. In addition, the corresponding numerical simulation analysis on a restrained two-span steel beam-column substructure with different end constraints and fire conditions was carried out to verify the applicability and reliability of established theoretical formulas. Comparisons of vertical load-deflection relationships between the calculation formulas and corresponding numerical simulation shows good accuracy. For more accurate prediction results, the error analysis was further conducted, and several theoretical formulas were modified, which were verified to be accurate and reliable after correction. With derived resistance functions, the resistance of steel beam-column substructures in fire-induced progressive collapse scenarios can be predicted. [ABSTRACT FROM AUTHOR]