1,295 results
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2. Numerical analysis on the effect of passive control geometry in supersonic jet mixing enhancement.
- Author
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Subramani, Nithya, M, Sangeetha, and Gajapathy, Gowtham
- Subjects
MACH number ,JET nozzles ,SUPERSONIC flow ,NUMERICAL analysis ,GEOMETRY - Abstract
This paper presents the numerical analysis of a convergent-divergent circular nozzle with the exit Mach number of 1.69 with and without passive control at the exit. The passive control method opted for this analysis was inward and outward ascending triangular protrusion. This paper explores the influence of the passive control geometry and its blockage area concerning the nozzle exit. The nozzle pressure ratio (NPR) used for carrying out the flow analysis were 3, 4.932, and 6. Two different inward and outward protrusions were used with a height of 1.5 mm and 3 mm. From the results, the potential core length of the protrusion 1.5 mm height was not much changed in the both outward and inward cases. But when the height of the protrusion was increased to 3 mm, there was a noticeable core length reduction at all NPR but with different cases. At the NPR of 6, the potential core length of the inward protrusions 3 mm was reduced by 44 % compared to the plain CD nozzle. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
3. Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties.
- Author
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Dobronets, Boris and Popova, Olga
- Subjects
PROBABILITY density function ,NUMERICAL analysis ,ALGEBRAIC equations ,LINEAR equations ,LINEAR systems - Abstract
In this paper, we suggest joint application of computational probabilistic analysis and the Monte Carlo method for numerical stochastic modeling problems. We use all the capabilities of computational probabilistic analysis while maintaining all the advantages of the Monte Carlo method. Our approach allows us to efficiently implement a computational hybrid scheme. In this way, we reduce the computation time and present the results in the form of distributions. The crucial new points of our method are arithmetic operations on probability density functions and procedures for constructing on the probabilistic extensions. Relying on specific numerical examples of solving systems of linear algebraic equations with random coefficients, we present the advantages of our approach. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
4. Forthcoming Papers.
- Subjects
- *
MATHEMATICAL models , *NUMERICAL analysis - Abstract
A list of forthcoming papers for the "Russian Journal of Numerical Analysis and Mathematical Modelling" is presented, including "Analysis of a Total Profitability Asymptotic Distribution for a Trade Algorithm," "A Fast Solving Method for Elliptic Problems in Domains With Re-Entrants Corners," and "Existence and Uniqueness of a Solution to the Primitive Equations With Stratification in the Large."
- Published
- 2007
- Full Text
- View/download PDF
5. On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale.
- Author
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Hendy, Ahmed S., Zaky, Mahmoud A., and Doha, Eid H.
- Subjects
STOCHASTIC analysis ,MARTINGALES (Mathematics) ,NUMERICAL analysis ,CAPUTO fractional derivatives - Abstract
The aim of this paper is to derive a novel discrete form of stochastic fractional Grönwall lemma involving a martingale. The proof of the derived inequality is accomplished by a corresponding no randomness form of the discrete fractional Grönwall inequality and an upper bound for discrete-time martingales representing the supremum in terms of the infimum. The release of a martingale term on the right-hand side of the given inequality and the graded L1 difference formula for the time Caputo fractional derivative of order 0 < α < 1 on the left-hand side are the main challenges of the stated and proved main theorem. As an example of application, the constructed theorem is used to derive an a priori estimate for a discrete stochastic fractional model at the end of the paper. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
6. Investigation on the atomization characteristics and structure parameters of alcohol-based fuel in small stove.
- Author
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Hua, Quan-Xian, Shi, Hai-Gang, Gao, Quan, Li, Yi-Xuan, Bai, Jing, Zheng, Peng, and Li, Pan
- Subjects
ATOMIZATION ,COMBUSTION chambers ,STOVES ,NUMERICAL analysis ,AIR conditioning - Abstract
In this paper, a set of small stoves was designed which is used for alcohol-based fuel combustion. The research object is the atomization process of alcohol-based fuel in the stove. By combining numerical analysis and experiment, this paper investigated the influence of spray pressure on the atomization characteristics of alcohol-based fuel in the stove under the static environment. The results showed that as the increase of spray pressure, the atomization cone angle increased firstly and then decreased slightly and when the spray pressure was 0.8 MPa, the atomization cone angle reached the maximum value of 79.5°; the SMD (Sauter mean diameter) at the same position of the combustion chamber decreased slowly and the spray height increased slowly and both of the SMD and spray height changed slightly when the spray pressure was not less than 0.8 MPa. The experiment verified the correctness of the numerical analysis method, and the coincidence degree between both was more than 92%. This paper also investigated the influence of swirl structure parameters on the atomization characteristics of fuel in the stove under air distribution condition by using numerical analysis method. The results showed that the air central recirculation zone only generated in the stove combustion chamber when the swirl angle was not less than 30°; the minimum SMD and the maximum average velocity of all central recirculation zones sections were obtained when the combustion chamber with 12 swirl plates and 45° swirl angle, and the atomization characteristics of the fuel in this structure were better. Further research showed that when the combustion chamber with 6 swirl plates and 40° swirl angle, the SMD of all the central recirculation zone sections is the smallest and the average velocity was slightly smaller than the maximum value; and after comprehensive analysis, the atomization characteristics of the fuel in the stove with this structure are the best. These above research results will provide reference value for the design and development of alcohol-based fuel special stoves. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
7. Numerical Analysis of Soliton Propagation in a Tapered Waveguide.
- Author
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Raja, M. A., Ranathive, S., Sivaram, M., Krishna Kumar, L., Vinoth Kumar, K., and Amiri, Iraj S
- Subjects
NUMERICAL analysis ,DARBOUX transformations ,SOLITONS ,WAVEGUIDES - Abstract
In this paper, dispersion decreased profiled tapered fiber is designed whose dispersion characteristics and soliton propagation is investigated numerically using Darboux transformation. The result reveals that solitons pulse gets compression as it propagates along the length of the tapered region. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
8. Theoretical and numerical analysis of a prey–predator model (3-species) in the frame of generalized Mittag-Leffler law.
- Author
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Almalahi, Mohammed A., Abdo, Mohammed S., Abdeljawad, Thabet, and Bonyah, Ebenezer
- Subjects
NUMERICAL analysis ,NONLINEAR analysis ,COMPUTER simulation ,LOTKA-Volterra equations - Abstract
In the present paper, a new fractional order predator–prey model is considered. The applied fractional operator is a generalized Atangana–Baleanu–Caputo (ABC) derivative, which does not require any restrictions on the initial conditions as in the case of classical ABC fractional derivatives. On the theoretical aspect, we prove the existence, uniqueness, and Ulam–Hyers stability results by using some fixed point theorems and nonlinear analysis techniques. The numerical aspect discusses the approximation solutions for the proposed model by applying the generalized scheme of the Adams–Bashforth technique. At the end, we explain the behavior of the solution to the studied model through graphical representations and numerical simulations. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
9. Numerical analysis of high temperature gas flow through conical micronozzle.
- Author
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Mishra, Debi Prasad and Sankarganesh, M.
- Subjects
GAS flow ,NUMERICAL analysis ,HIGH temperatures ,NOZZLES ,REYNOLDS number ,TECHNOLOGICAL innovations - Abstract
Micro-propulsion is considered to be the emerging technology for the propulsion of micro and micro aerospace vehicles as it is preferred over mesoscale thruster due to lower overall life-cycle cost and launching costs. Hence this paper investigates the influence of critical parameters like the Nozzle Pressure Ratio (NPR) and Reynolds number (Re) on the operational characteristics of the micronozzle. A conical nozzle with throat diameter 710 µm and exit/throat area ratio ∼2.14 has been designed and is analyzed numerically by using a model based on pressure-based coupled implicit for various NPR, the backpressure with three Res namely, 1000, 1500, and 2000. The performance of this micronozzle has been characterized in terms of thrust, thrust coefficient, and specific impulse for all three Re cases. A subsequent analysis of the subsonic layer reveals that the nozzle is subjected to high viscous losses at low NPRs, which are independent of Re. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
10. Design and performance analysis of a novel displacement-based temperature sensor.
- Author
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Ben Hassena, Mohamed Amin, Ghommem, Mehdi, Aly, Abdulrahman, Hamdan, Mohammad, and Najar, Fehmi
- Subjects
COMPLIANT mechanisms ,TEMPERATURE sensors ,THERMAL expansion ,POWER resources ,NUMERICAL analysis ,MODELS & modelmaking ,DISPLACEMENT (Mechanics) - Abstract
In this paper, we present a proof-of-concept for a novel temperature sensing approach that combines the thermal expansion and a compliant mechanism. The objective is first to demonstrate its feasibility at the macroscale, develop and validate an FEM model at the macroscale and then scale down the FEM model to verify the possible implementation of the mechanism at the microscale. The sensing approach relies on a mechanical compliant mechanism that amplifies the thermal expansion of a structure. A testing platform equipped with an IR thermometer, thermocouple, a power supply, and laser distance sensors, is implemented to demonstrate the operability of the proposed sensing mechanism. A numerical model of the sensor is developed using the FE software Ansys. The numerical results show a good agreement with their experimental counterparts at the macro scale. The model is then used to numerically investigate several configurations, namely single, double, triple and quadruple compliant mechanisms. The amplification factor is found the highest when using the double compliant mechanism. A temperature sensitivity of 28.5 μm/°C is achieved for this compliant mechanism. The numerical analysis also demonstrated that the performance obtained at the macro scale, can be conserved for microscale devices. However, buckling of some elements is observed for the microscale system which degrades the performance of the sensor when subjected to relatively large displacements. The microscale FEM model shows the possible prevention of buckling issues by slightly modifying the geometry of the compliant mechanisms. The present study is expected to provide baseline and guidance for the implementation of the sensing approach for MEMS devices. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
11. A PROBLEM-INDEPENDENT SLOPE LIMITING ALGORITHM FOR THE RUNGE-KUTTA DISCONTINUOUS GALERKIN METHOD.
- Author
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Tokareva, S. A.
- Subjects
GALERKIN methods ,NUMERICAL analysis ,ALGORITHMS ,ESTIMATION theory ,MATHEMATICAL statistics - Abstract
This paper deals with the new algorithm of slope limiting in the Runge-Kutta discontinuous Galerkin (RKDG) method. The slope limiting is applied at each intermediate step of the Runge-Kutta process to guarantee the monotonicity of the resulting RKDG scheme. The standard formulation of the RKDG method assumes a manual prescription of the special parameter used in the limiting procedure. Such definition of the limiter makes the method problem-dependent, which is disadvantageous for practical computations. A new problem-independent way of estimating the limiting parameter is proposed and its performance in the second- and third-order RKDG methods is studied in this paper. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
12. Numerical Investigation of Fuel Distribution Effect on Flow and Temperature Field in a Heavy Duty Gas Turbine Combustor.
- Author
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Deng, Xiaowen, Xing, Li, Yin, Hong, Tian, Feng, and Zhang, Qun
- Subjects
COMBUSTION chambers ,GAS turbines ,INTERNAL combustion engines ,SWIRLING flow ,NUMERICAL analysis - Abstract
Multiple-swirlers structure is commonly adopted for combustion design strategy in heavy duty gas turbine. The multiple-swirlers structure might shorten the flame brush length and reduce emissions. In engineering application, small amount of gas fuel is distributed for non-premixed combustion as a pilot flame while most fuel is supplied to main burner for premixed combustion. The effect of fuel distribution on the flow and temperature field related to the combustor performance is a significant issue. This paper investigates the fuel distribution effect on the combustor performance by adjusting the pilot/main burner fuel percentage. Five pilot fuel distribution schemes are considered including 3 %, 5 %, 7 %, 10 % and 13 %. Altogether five pilot fuel distribution schemes are computed and deliberately examined. The flow field and temperature field are compared, especially on the multiple-swirlers flow field. Computational results show that there is the optimum value for the base load of combustion condition. The pilot fuel percentage curve is calculated to optimize the combustion operation. Under the combustor structure and fuel distribution scheme, the combustion achieves high efficiency with acceptable OTDF and low NO
X emission. Besides, the CO emission is also presented. [ABSTRACT FROM AUTHOR]- Published
- 2018
- Full Text
- View/download PDF
13. Numerical Analysis of Optical Properties Using Octagonal Shaped Photonic Crystal Fiber.
- Author
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Rashed, Ahmed Nabih Zaki, Tabbour, Mohammed Salah F., and Vijayakumari, P.
- Subjects
PHOTONIC crystal fibers ,OPTICAL properties ,NUMERICAL analysis - Abstract
In this paper, we propose a design of octagonal photonic crystal fiber with relevant parameters such as effective mode index, propagation constant, second-order dispersion and field distribution of fundamental mode (LP
01 ). The measured parameters can be applied for generating supercontinuum, and also this model is used especially for generating vortex modes and OAM modes in space division multiplexing (SDM) applications. Highly negative dispersion is achieved at −800 ps/nm.km at wavelength of 1.1 μm, and second-order dispersion profile leads to study about the nonlinearity as well as broadband spectrum of the proposed model. [ABSTRACT FROM AUTHOR]- Published
- 2022
- Full Text
- View/download PDF
14. On the Spectrum of an Operator Associated with Least-Squares Finite Elements for Linear Elasticity.
- Author
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Alzaben, Linda, Bertrand, Fleurianne, and Boffi, Daniele
- Subjects
ELASTICITY ,NUMERICAL analysis - Abstract
In this paper we provide some more details on the numerical analysis and we present some enlightening numerical results related to the spectrum of a finite element least-squares approximation of the linear elasticity formulation introduced recently. We show that, although the formulation is robust in the incompressible limit for the source problem, its spectrum is strongly dependent on the Lamé parameters and on the underlying mesh. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
15. Preface: Numerical Analysis of Fractional Differential Equations.
- Author
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Jin, Bangti, Lazarov, Raytcho, and Vabishchevich, Petr
- Subjects
FRACTIONAL differential equations ,NUMERICAL analysis ,NUMERICAL solutions to differential equations - Published
- 2017
- Full Text
- View/download PDF
16. A derivative-free iterative method for nonlinear ill-posed equations with monotone operators.
- Author
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George, Santhosh and Thamban Nair, M.
- Subjects
ITERATIVE methods (Mathematics) ,NUMERICAL analysis ,NONLINEAR equations ,MONOTONE operators ,OPERATOR theory - Abstract
Recently, Semenova [12] considered a derivative free iterative method for nonlinear ill-posed operator equations with a monotone operator. In this paper, a modified form of Semenova's method is considered providing simple convergence analysis under more realistic nonlinearity assumptions. The paper also provides a stopping rule for the iteration based on an a priori choice of the regularization parameter and also under the adaptive procedure considered by Pereverzev and Schock [11]. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
17. Piecewise synergetic systems and applications in biochemical systems theory.
- Author
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Ponosov, Arcady, Machina, Anna, and Tafintseva, Valeria
- Subjects
SYSTEMS theory ,BIOCHEMICAL models ,STEADY state conduction ,ESTIMATION theory ,NUMERICAL analysis ,SENSITIVITY analysis - Abstract
We study piecewise synergetic systems originating from Biochemical Systems Theory. In the first part of the paper, the emphasis is put on practical calculations with such systems.We consider four examples: calculation of trajectories and steady states, solution of an optimization problem and a method of estimation of parameters (kinetic orders), all examples being biologically motivated. In the second part of the paper, we study convergence of solutions, in particularly, steady states, of a sequence of piecewise synergetic systems approximating an arbitrary compartment model. This convergence analysis is then applied to the optimization problem and the method of estimating sensitivities (kinetic orders) in a generic compartment model. In this paper we put forward arguments for the importance of the theoretical and numerical analysis of piecewise synergetic systems. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
18. Sensitivity of Aerodynamic Characteristics of Paraglider Wing to Properties of Covering Material.
- Author
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Maślanka, Paulina and Korycki, Ryszard
- Subjects
MECHANICAL properties of condensed matter ,LIFT (Aerodynamics) ,AERODYNAMIC load ,GEOMETRIC modeling ,AERODYNAMICS of buildings ,NUMERICAL analysis ,SPLINE theory - Abstract
The paper is theoretically oriented. The main goal is to analyze the sensitivity of aerodynamic characteristics to the properties of the material used for paraglider wing. The paraglider of considerable dimensions is designed without stiffening elements. Thus, the covering material yields adequate pressure distribution between the external and internal parts of the wing. The problem is solved using a geometrical model approximated by the dimensionless coordinates of crucial points and smoothed by spline curves. The finite volume mesh is defined using the Ansys Meshing program. Numerical analysis uses five different covering materials, ranging from the air-impermeable covering to the covering subjected to hydrolytic—mechanical degradation. Optimization of properties of the covering material improves the lift force and the aerodynamic characteristics of the wing. Moreover, numerical modeling is more beneficial and efficient than prototype tests. The obtained pressure distributions and other parameters explain the aerodynamic safety of the paraglider during dynamic conditions of flight. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
19. Adaptive Nordsieck formulas with advanced global error control mechanisms.
- Author
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Kulikov, G. Yu.
- Subjects
ORDINARY differential equations ,ERROR analysis in mathematics ,AUTOMATIC control systems ,QUALITY control ,COMPUTER algorithms ,NUMERICAL analysis - Abstract
In this paper we develop efficient numerical schemes to solve ordinary differential equations. Our methods are of the Nordsieck type, adaptive and capable of automatically controlling the global error of a numerical solution. A special feature of the new stepsize selection algorithms introduced here is the global error estimation quality control. Two different ways of attaining the preassigned accuracy of computation are examined in the paper. Namely, we implement the global error control mechanism based on reducing the maximum stepsize bound and the other one is based on reducing the local error tolerance. An accurate starting procedure for the adaptive Nordsieck methods is presented in full detail. Our intention here is to find the most effective strategy of stepsize selection. Theoretical investigation is supplied with numerical tests. [ABSTRACT FROM AUTHOR]
- Published
- 2013
- Full Text
- View/download PDF
20. Modelling the viscoelastic mechanosorptive behaviour of Norway spruce under long-term compression perpendicular to the grain.
- Author
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Massaro, Francesco Mirko and Malo, Kjell Arne
- Subjects
NORWAY spruce ,FINITE element method ,GRAIN ,NUMERICAL analysis - Abstract
The effects of variation in humidity coupled with long-term loading give rise to dimensional changes and creep effects in wooden elements. Many wooden products such as cross-laminated timber (CLT) plates as well as many common structural details used in timber engineering are vulnerable to variations in moisture content (MC) as well as to creep effects. This paper addresses the long-term effects in the material modelling of timber by the finite element method (FEM), also considering the viscoelastic and mechanosorptive effects in wood. The model was calibrated using both relaxation tests and creep tests. The results from both long-term compression perpendicular- to-grain tests (relaxation and creep) performed on glulam (GL30c) from Norway spruce (Picea abies) with moisture control are presented in this paper. The material model considers the effect of loading and moisture changes. For realistic comparison, the pith location of each lamella was specified in the numerical analyses. Ultimately, a comparison between the numerical results and the experimental results has been provided, exhibiting an overall good estimation of timber response. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
21. Elite Opposition-Based Cognitive Behavior Optimization Algorithm for Global Optimization.
- Author
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Zhang, Shaoling, Zhou, Yongquan, and Luo, Qifang
- Subjects
PARTICLE swarm optimization ,MATHEMATICAL optimization ,NUMERICAL analysis ,GENETIC algorithms ,ALGORITHMS - Abstract
This paper presents an elite opposition-based cognitive behavior optimization algorithm (ECOA). The traditional COA is divided into three stages: rough search, information exchange and share, and intelligent adjustment process. In this paper, we introduce the elite opposition-based learning in the third stage of COA, with a view to avoid the latter congestion as well as to enhance the convergence speed. ECOA is validated by 23 benchmark functions and three engineering design problems, and the experimental results have proven the superior performance of ECOA compared to other algorithms in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
22. Characterizing the strange term in critical size homogenization: Quasilinear equations with a general microscopic boundary condition.
- Author
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Díaz, Jesus Ildefonso, Gómez-Castro, David, Podol'skii, Alexander V., and Shaposhnikova, Tatiana A.
- Subjects
QUASILINEARIZATION ,DIFFERENTIAL equations ,BOUNDARY value problems ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
The aim of this paper is to consider the asymptotic behavior of boundary value problems in n-dimensional domains with periodically placed particles, with a general microscopic boundary condition on the particles and a p-Laplace diffusion operator on the interior, in the case in which the particles are of critical size. We consider the cases in which 1 < p < n, n ≥ 3. In fact, in contrast to previous results in the literature, we formulate the microscopic boundary condition in terms of a Robin type condition, involving a general maximal monotone graph, which also includes the case of microscopic Dirichlet boundary conditions. In this way we unify the treatment of apparently different formulations, which before were considered separately. We characterize the so called "strange term" in the homogenized problem for the case in which the particles are balls of critical size. Moreover, by studying an application in Chemical Engineering, we show that the critically sized particles lead to a more effective homogeneous reaction than noncritically sized particles. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
23. Large solutions to non-divergence structure semilinear elliptic equations with inhomogeneous term.
- Author
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Mohammed, Ahmed and Porru, Giovanni
- Subjects
ELLIPTIC equations ,PARTIAL differential equations ,BOUNDARY value problems ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
Motivated by the work [9], in this paper we investigate the infinite boundary value problem associated with the semilinear PDE Lu = ƒ(u) + h(x) on bounded smooth domains Ω ⊆ ℝ
n , where L is a non-divergence structure uniformly elliptic operator with singular lower-order terms. In the equation, ƒ is a continuous non-decreasing function that satisfies the Keller–Osserman condition, while h is a continuous function in Ω that may change sign, and which may be unbounded on Ω. Our purpose is two-fold. First we study some sufficient conditions on ƒ and h that would ensure existence of boundary blow-up solutions of the above equation, in which we allow the lower-order coefficients to be singular on the boundary. The second objective is to provide sufficient conditions on ƒ and h for the uniqueness of boundary blow-up solutions. However, to obtain uniqueness, we need the lower-order coefficients of L to be bounded in Ω, but we still allow h to be unbounded on Ω. [ABSTRACT FROM AUTHOR]- Published
- 2019
- Full Text
- View/download PDF
24. Periodic impulsive fractional differential equations.
- Author
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Fečkan, Michal and Wang, Jin Rong
- Subjects
DIFFERENTIAL equations ,BOUNDARY value problems ,COMPLEX variables ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
This paper deals with the existence of periodic solutions of fractional differential equations with periodic impulses. The first part of the paper is devoted to the uniqueness, existence and asymptotic stability results for periodic solutions of impulsive fractional differential equations with varying lower limits for standard nonlinear cases as well as for cases of weak nonlinearities, equidistant and periodically shifted impulses. We also apply our result to an impulsive fractional Lorenz system. The second part extends the study to periodic impulsive fractional differential equations with fixed lower limit. We show that in general, there are no solutions with long periodic boundary value conditions for the case of bounded nonlinearities. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
25. Task Reallocating for Responding to Design Change in Complex Product Design.
- Author
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Wei, Meng, Yang, Yu, Su, Jiafu, Li, Qiucheng, and Liang, Zhichao
- Subjects
GENETIC algorithms ,PRODUCT design ,COMPUTER simulation ,MATHEMATICAL optimization ,NUMERICAL analysis - Abstract
In the real-world complex product design (CPD) process, task allocating is an ongoing reactive process where the presence of unexpected design change is usually inevitable. Therefore, reallocating is necessary to respond to design change positively as a procedure to repair the affected task plan. General reallocating literature addressed the reallocating versions with fixed executing time. In this paper, a multi-objective reallocation model is developed with a feasible assumption that the task executing time is controllable. To illustrate this idea, a compressing executing time strategy (CETS) is proposed in CPD process, where the executing time can be controlled with a non-linear compression cost. When design change occurs during the executing, task-resource reallocating is required to absorb the interference effects. Reallocating implies an increase in design cost and system instability; the proposed method CETS can address this issue effectively. CETS considers three objectives: completing time, stability, and change-adaptation cost. An adaptive multi-objective hybrid genetic algorithm and tabu search (AMOGATS) is developed to solve this mathematical method. The computational results of specific simulation examples verify the superiority. It shows that CETS is sensitive to design change, and the proposed algorithm AMOGATS can be effective to achieve the allocating by coordinating the objective consistency. [ABSTRACT FROM AUTHOR]
- Published
- 2019
- Full Text
- View/download PDF
26. Age-Dependent Taxation and the Optimal Retirement Benefit Formula.
- Author
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Kifmann, Mathias
- Subjects
TAXATION ,ECONOMIC forecasting ,RATIONAL expectations (Economic theory) ,EMPLOYEE benefits ,COMPENSATION management ,ESTIMATION theory ,NUMERICAL analysis ,ECONOMICS - Abstract
This paper presents a comprehensive view of lifetime taxation including both explicit taxation through the general tax system and implicit taxation via the retirement benefit formula. Differences in productivity between individuals are unobservable, which provides a rationale for the use of distortionary taxes. It is shown that the optimal structure of age-dependent taxation can be characterized by a generalized Ramsey formula. Furthermore, the paper derives the optimal retirement benefit formula in the presence of the general tax system and examines the compatibility with the financial stability of the pension system. [ABSTRACT FROM AUTHOR]
- Published
- 2008
- Full Text
- View/download PDF
27. Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures.
- Author
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Ramalho, Joaquim J. S.
- Subjects
MONTE Carlo method ,MATHEMATICAL models ,NUMERICAL analysis ,STOCHASTIC processes ,NUMERICAL calculations - Abstract
It is now widely recognized that the most commonly used efficient two-step GMM estimator may have large bias in small samples. In this paper we analyze by simulation the finite sample bias of two classes of alternative estimators. The first includes estimators which are asymptotically first-order equivalent to the GMM estimator, namely the continuous-updating, exponential tilting, and empirical likelihood estimators. Analytical and bootstrap bias-adjusted GMM estimators form the second class of alternatives. The Monte Carlo simulation study conducted in the paper for covariance structure models shows that all alternative estimators offer much reduced bias as compared to the GMM estimator, particularly the empirical likelihood and some of the bias-corrected GMM estimators. [ABSTRACT FROM AUTHOR]
- Published
- 2005
- Full Text
- View/download PDF
28. Discontinuous Galerkin method for wave propagation in elastic media with inhomogeneous inclusions.
- Author
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Voroshchuk, Denis N., Miryaha, Vladislav A., Petrov, Igor B., and Sannikov, Alexander V.
- Subjects
GALERKIN methods ,THEORY of wave motion ,CARBONATE rocks ,NUMERICAL analysis ,SEISMIC prospecting - Abstract
A discontinuous Galerkin method on unstructured grids is adapted and implemented for simulation of wave response of subvertical fractured systems in carbonate rocks for numerical solution of direct problems of seismic exploration. The present paper compares seismic responses for several mechanical-mathematical models of a fractured reservoir. The models of collectors differ in the presence and location of media interfaces relative to the collector and also in away of its specification, namely, an explicit selection of fractures with the parameters of the medium in the domain of collector coinciding with the host medium, or differing from it. We indicate the ability to take into account inter-fracture interactions with the use of the model of a fractured layer presented in the paper and study wave processes formed as the result of interaction of seismic pulses with fractured reservoirs. [ABSTRACT FROM AUTHOR]
- Published
- 2016
- Full Text
- View/download PDF
29. A Gradient Discretisation Method for Anisotropic Reaction–Diffusion Models with Applications to the Dynamics of Brain Tumors.
- Author
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Alnashri, Yahya and Alzubaidi, Hasan
- Subjects
BRAIN tumors ,NEUMANN boundary conditions ,PARTIAL differential equations ,NUMERICAL analysis ,TUMOR growth - Abstract
A gradient discretisation method (GDM) is an abstract setting that designs the unified convergence analysis of several numerical methods for partial differential equations and their corresponding models. In this paper, we study the GDM for anisotropic reaction–diffusion problems, based on a general reaction term, with Neumann boundary condition. With natural regularity assumptions on the exact solution, the framework enables us to provide proof of the existence of weak solutions for the problem, and to obtain a uniform-in-time convergence for the discrete solution and a strong convergence for its discrete gradient. It also allows us to apply non-conforming numerical schemes to the model on a generic grid (the non-conforming ℙ1 finite element scheme and the hybrid mixed mimetic (HMM) methods). Numerical experiments using the HMM method are performed to assess the accuracy of the proposed scheme and to study the growth of glioma tumors in heterogeneous brain environment. The dynamics of their highly diffusive nature is also measured using the fraction anisotropic measure. The validity of the HMM is examined further using four different mesh types. The results indicate that the dynamics of the brain tumor is still captured by the HMM scheme, even in the event of a highly heterogeneous anisotropic case performed on the mesh with extreme distortions. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
30. Fermat curves and a refinement of the reciprocity law on cyclotomic units.
- Author
-
Kashio, Tomokazu
- Subjects
CURVES ,MATHEMATICAL analysis ,MATHEMATICAL variables ,NUMBER theory ,NUMERICAL analysis - Abstract
We define a “period-ring-valued beta function” and give a reciprocity law on its special values. The proof is based on some results of Rohrlich and Coleman concerning Fermat curves. We also have the following application. Stark’s conjecture implies that the exponentials of the derivatives at s = 0 s=0 of partial zeta functions are algebraic numbers which satisfy a reciprocity law under certain conditions. It follows from Euler’s formulas and properties of cyclotomic units when the base field is the rational number field. In this paper, we provide an alternative proof of a weaker result by using the reciprocity law on the period-ring-valued beta function. In other words, the reciprocity law given in this paper is a refinement of the reciprocity law on cyclotomic units. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
31. Gromov compactness in non-archimedean analytic geometry.
- Author
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Yu, Tony Yue
- Subjects
ALGEBRAIC geometry ,MATHEMATICAL analysis ,MATHEMATICS theorems ,POLYNOMIALS ,NUMERICAL analysis - Abstract
Gromov’s compactness theorem for pseudo-holomorphic curves is a foundational result in symplectic geometry. It controls the compactness of the moduli space of pseudo-holomorphic curves with bounded area in a symplectic manifold. In this paper, we prove the analog of Gromov’s compactness theorem in non-archimedean analytic geometry. We work in the framework of Berkovich spaces. First, we introduce a notion of Kähler structure in non-archimedean analytic geometry using metrizations of virtual line bundles. Second, we introduce formal stacks and non-archimedean analytic stacks. Then we construct the moduli stack of non-archimedean analytic stable maps using formal models, Artin’s representability criterion and the geometry of stable curves. Finally, we reduce the non-archimedean problem to the known compactness results in algebraic geometry. The motivation of this paper is to provide the foundations for non-archimedean enumerative geometry. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
32. Ulam’s-Type Stability of First-Order Impulsive Differential Equations with Variable Delay in Quasi–Banach Spaces.
- Author
-
Wang, JinRong, Zada, Akbar, and Ali, Wajid
- Subjects
DIFFERENTIAL equations ,BANACH spaces ,MATHEMATICAL functions ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
In this paper, Ulam’s-type stabilities are studied for a class of first-order impulsive differential equations with bounded variable delays on compact interval with finite number of impulses. Results of stability are proved via newly established integral inequality of Bellman–Grönwall–Bihari type with delay for discontinuous functions. Using this inequality for the first time and assumption of α $\alpha$ -H o ¨ $\ddot{o}$ lder’s condition instead of common Lipschitz condition is novelty of this paper. Moreover, solution is obtained in quasi–Banach spaces which is best suited for obtaining results under the assumptions of α $\alpha$ -H o ¨ $\ddot{o}$ lder’s condition. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
33. On a new class of fractional partial differential equations II.
- Author
-
Shieh, Tien-Tsan and Spector, Daniel E.
- Subjects
NUMERICAL analysis ,DIFFERENTIAL equations ,FRACTIONAL calculus ,LAGRANGE equations - Abstract
In this paper we continue to advance the theory regarding the Riesz fractional gradient in the calculus of variations and fractional partial differential equations begun in an earlier work of the same name. In particular, we here establish an L 1 {L^{1}} Hardy inequality, obtain further regularity results for solutions of certain fractional PDE, demonstrate the existence of minimizers for integral functionals of the fractional gradient with non-linear dependence in the field, and also establish the existence of solutions to corresponding Euler–Lagrange equations obtained as conditions of minimality. In addition, we pose a number of open problems, the answers to which would fill in some gaps in the theory as well as to establish connections with more classical areas of study, including interpolation and the theory of Dirichlet forms. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
34. Numerical Study on the Improvement of Oil Return Structure in Aero-Engine Bearing Chambers.
- Author
-
Jingyu, Zhao, Yaguo, Lyv, Zhenxia, Liu, and Guozhe, Ren
- Subjects
AIRPLANE motors ,AIRCRAFT fuels ,NUMERICAL analysis ,OIL-gas mixtures ,DISTRIBUTED propulsion - Abstract
Numerical study has been carried out to improve the unreasonable oil film accumulation and oil return effect of the bearing chamber. Ramp sump and eccentricity sump offtake structures are designed and improved, and oil-gas two-phase flow calculation model based on CLSVOF (coupled level set and volume of fluid) method is proposed. Based on the grid-independent analysis and verifying the rationality of numerical data, oil-gas movement mechanism and oil return characteristics for different scavenge offtakes are calculated and analyzed. Results show that both the ramp sump and eccentricity sump offtake structures have favorable effects on improving the local oil distribution such as recirculation and stripping, etc. at low rotation speeds and alleviating the rapid decline of scavenge efficiency at high rotation speeds. Meanwhile, the air shear force is the main reason for the rapid decline of scavenge efficiency, while the design of oil return sump makes for the oil discharge from the scavenge offtake, and the deeper the sump depth is, the better. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
35. Generalized dynamic observer design for quasi-LPV systems.
- Author
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Pérez-Estrada, A.-J., Osorio-Gordillo, G.-L., Darouach, M., and Olivares-Peregrino, V.-H.
- Subjects
LINEAR systems ,LINEAR matrix inequalities ,PID controllers ,SAMPLING errors ,NUMERICAL analysis - Abstract
Copyright of Automatisierungstechnik is the property of De Gruyter and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
- Published
- 2018
- Full Text
- View/download PDF
36. A new hybrid cuckoo search and firefly optimization.
- Author
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Elkhechafi, Mariam, Hachimi, Hanaa, and Elkettani, Youssfi
- Subjects
METAHEURISTIC algorithms ,DERIVATIVE securities ,MONTE Carlo method ,MATHEMATICAL models ,NUMERICAL analysis - Abstract
In this paper, we present a new hybrid algorithm which is a combination of a hybrid Cuckoo search algorithm and Firefly optimization. We focus in this research on a hybrid methodcombining two heuristic optimization techniques, Cuckoo Search (CS) and Firefly Algorithm(FA) for the global optimization. Denoted as CS-FA. The hybrid CS-FA techniqueincorporates concepts from CS and FA and creates individuals in a new generation not only by random walk as found in CS but also by mechanisms of FA. To analyze the benefits of hybridization, we have comparatively evaluated the classical Cuckoo Search and Firefly Algorithms versus the proposed hybridized algorithms (CS-FA). [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
37. Global dynamics and parameter identifiability in a predator-prey interaction model.
- Author
-
Tripathi, Jai Prakash, Meghwani, Suraj S., Tyagi, Swati, Abbas, Syed, and Thakur, Manoj
- Subjects
LOTKA-Volterra equations ,GLOBAL asymptotic stability ,LYAPUNOV functions ,PARAMETER estimation ,NUMERICAL analysis - Abstract
This paper discusses a predator-prey model with prey refuge. We investigate the role of prey refuge on the existence and stability of the positive equilibrium. The global asymptotic stability of positive interior equilibrium solution is established using suitable Lyapunov functional, which shows that the prey refuge has no influence on the permanence property of the system. Mathematically, we analyze the effect of increase or decrease of prey reserve on the equilibrium states of prey and predator species. To access the usability of proposed predator-prey model in practical scenarios, we also suggest, the use of Levenberg-Marquardt (LM) method for associated parameter estimation problem. Numerical results demonstrate faithful reconstruction of system dynamics by estimated parameter by LM method. The analytical results found in this paper are illustrated with the help of suitable numerical examples. [ABSTRACT FROM AUTHOR]
- Published
- 2018
- Full Text
- View/download PDF
38. Compact and novel coupled line microstrip bandpass filter based on stepped impedance resonators for millimetre-wave communications.
- Author
-
Bhat, Zahid A., Sheikh, Javaid A., Khan, Sharief D., Rehman, Raqeebur, and Ashraf, Shazia
- Subjects
BANDPASS filters ,MICROSTRIP transmission lines ,MICROSTRIP filters ,RESONATORS ,DIGITAL filters (Mathematics) ,INSERTION loss (Telecommunication) ,NUMERICAL analysis - Abstract
This paper presents a compact and the low-cost coupled line band-pass filter with application to future generation millimetre-waves and 5G communications. The proposed approach of the filter design is based on the coupled-line and centre tapped upper and lower stepped impedance resonators. These resonators generate the sharp rejection, wide bandwidth, and abet to realize the compact filter. A detailed theoretical as well as the numerical analysis of the filter has also been investigated. As a demonstration, the proposed band-pass filter configuration has been designed and fabricated at the 33.5 GHz frequency using a low-cost PCB technique. It has observed that the proposed filter, results in a better return loss and the low insertion loss. The experimental results has been presented and compared with the simulated results and has found quite satisfactory. Moreover the results obtained validate a good agreement with each other. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
39. A Comparison of Methods for Estimating the Determinant of High-Dimensional Covariance Matrix.
- Author
-
Zongliang Hu, Kai Dong, Wenlin Dai, and Tiejun Tong
- Subjects
COVARIANCE matrices ,MULTIVARIATE analysis ,NUMERICAL analysis ,SIMULATION methods & models ,ESTIMATION theory - Abstract
The determinant of the covariance matrix for high-dimensional data plays an important role in statistical inference and decision. It has many real applications including statistical tests and information theory. Due to the statistical and computational challenges with high dimensionality, little work has been proposed in the literature for estimating the determinant of high-dimensional covariance matrix. In this paper, we estimate the determinant of the covariance matrix using some recent proposals for estimating high-dimensional covariance matrix. Specifically, we consider a total of eight covariance matrix estimation methods for comparison. Through extensive simulation studies, we explore and summarize some interesting comparison results among all compared methods. We also provide practical guidelines based on the sample size, the dimension, and the correlation of the data set for estimating the determinant of high-dimensional covariance matrix. Finally, from a perspective of the loss function, the comparison study in this paper may also serve as a proxy to assess the performance of the covariance matrix estimation. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
40. Creep Life Prediction of Aircraft Turbine Disc Alloy Using Continuum Damage Mechanics.
- Author
-
Li, Yan-Feng, Zhang, Zhisheng, Zhang, Chenglin, Zhou, Jie, and Huang, Hong-Zhong
- Subjects
CONTINUUM damage mechanics ,CREEP (Materials) ,FINITE element method ,TURBINES ,NUMERICAL analysis ,ALLOYS ,PREDICTION models - Abstract
This paper deals with the creep characteristics of the aircraft turbine disc material of nickel-base superalloy GH4169 under high temperature. From the perspective of continuum damage mechanics, a new creep life prediction model is proposed to predict the creep life of metallic materials under both uniaxial and multiaxial stress states. The creep test data of GH4169 under different loading conditions are used to demonstrate the proposed model. Moreover, from the perspective of numerical simulation, the test data with analysis results obtained by using the finite element analysis based on Graham creep model is carried out for comparison. The results show that numerical analysis results are in good agreement with experimental data. By incorporating the numerical analysis and continuum damage mechanics, it provides an effective way to accurately describe the creep damage process of GH4169. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
41. Numerical Analysis of Large Deflections of a Flat Textile Structure with Variable Bending Rigidity and Verification of Results Using Fem Simulation.
- Author
-
Szablewski, Piotr
- Subjects
NUMERICAL analysis ,FINITE element method ,BOUNDARY value problems ,NUMERICAL calculations ,PROBLEM solving - Abstract
The paper presents the numerical modeling of large deflections of a flat textile structure subjected to a constant force acting on the free end. It was assumed that the examined structure is inextensible. The effect of the structure's own weight was also taken into account. In order to solve the problem, the flat textile structure was modeled using the heavy elastica theory. An important element of the analysis involves taking into account the variable bending rigidity of the examined textile structure along its length, which is often found in this type of products. The function of variable bending rigidity was assumed in advance. Numerical calculations were carried out in the Mathematica environment using the shooting method for the boundary value problem. The obtained results were verified using the finite element method. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
42. The Hermitian Positive Definite Solution of the Nonlinear Matrix Equation.
- Author
-
Xindong Zhang and Xinlong Feng
- Subjects
NONLINEAR equations ,ITERATIVE methods (Mathematics) ,HERMITIAN operators ,MATRICES (Mathematics) ,NUMERICAL analysis - Abstract
In this paper, we study the nonlinear matrix equation X
s ± ... where Ai (i = 1,2, . . ., m) is n × n nonsingular real matrix and Q is n × n Hermitian positive definite matrix. It is shown that the equation has an unique Hermitian positive definite solution under some conditions. Iterative algorithms for obtaining the Hermitian positive definite solution of the equation are proposed. Finally, numerical examples are reported to illustrate the effectiveness of algorithms. [ABSTRACT FROM AUTHOR]- Published
- 2017
- Full Text
- View/download PDF
43. A Numerical Method for Solving Two-Dimensional Elliptic Interface Problems with Nonhomogeneous Flux Jump Condition and Nonlinear Jump Condition.
- Author
-
Liqun Wang, Songming Hou, and Liwei Shi
- Subjects
NUMERICAL analysis ,ELLIPTIC equations ,FINITE element method ,NEWTON-Raphson method ,CARTESIAN plane - Abstract
In this paper, we propose a new method for solving two-dimensional elliptic interface problems with nonhomogeneous flux jump condition and nonlinear jump condition. The method we used is traditional finite element method coupled with Newton's method, it is very simple and easy to implement. The grid we used here is body-fitting grids based on the idea of semi-Cartesian grid. Numerical experiments show that this method is about second order accurate in the L∞ norm. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
44. Numerical Study of the Propulsive Performance of the Hollow Rotating Detonation Engine with a Laval Nozzle.
- Author
-
Yao, Songbai, Tang, Xinmeng, and Wang, Jianping
- Subjects
KNOCK in automobile engines ,NUMERICAL analysis ,SIMULATION methods & models ,MATHEMATICAL models ,ARRHENIUS equation - Abstract
The aim of the present paper is to investigate the propulsive performance of the hollow rotating detonation engine (RDE) with a Laval nozzle. Three-dimensional simulations are carried out with a one-step Arrhenius chemistry model. The Laval nozzle is found to improve the propulsive performance of hollow RDE in all respects. The thrust and fuel-based specific impulse are increased up to 12.60 kN and 7484.40 s, respectively, from 6.46 kN and 6720.48 s. Meanwhile, the total mass flow rate increases from 3.63 kg/s to 6.68 kg/s. Overall, the Laval nozzle significantly improves the propulsive performance of the hollow RDE and makes it a promising model among detonation engines. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
45. On a nonlocal elliptic system with transmission conditions.
- Author
-
Ayoujil, Abdesslem and Ourraoui, Anass
- Subjects
ELLIPTIC curves ,ALGEBRAIC curves ,COMPLEX multiplication ,NONLINEAR equations ,NUMERICAL analysis - Abstract
In this paper, we study a transmission problem given by a system of two nonlinear equations of p(x)-Kirchhoff type with nonstandard growth conditions. Using a variational approach, we establish at least one nontrivial weak solution. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
46. Global error control in implicit parallel peer methods.
- Author
-
Kulikov, G. Yu. and Weiner, R.
- Subjects
NUMERICAL analysis ,LINEAR statistical models ,DIFFERENTIAL equations ,ERROR analysis in mathematics ,ESTIMATION theory - Abstract
Recently, Schmitt, Weiner, and Erdmann have proposed an efficient family of numerical methods termed Implicit Parallel Peer (IPP) methods. They are a subclass of s-stage general linear methods of order s – 1. Most importantly, all stage values of those methods possess the same properties in terms of stability and accuracy of numerical integration. This property results in the fact that no order reduction occurs when they are applied to very stiff differential equations. The special construction of IPP methods allows for a parallel implementation, which is advantageous in modern high-performance computation environment. In this paper we add one more useful functionality to IPP methods, i.e. automatic global error control. We show that the global error estimation developed by Kulikov and Shindin in multistep formulas is suitable for the methods of Schmitt, Weiner and Erdmann. Moreover, that global error estimation can be done in parallel. An algorithm of efficient stepsize selection is also discussed here. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
47. On a conjecture of Atkin.
- Author
-
Guerzhoy, P.
- Subjects
INVARIANTS (Mathematics) ,MODULES (Algebra) ,ASYMPTOTIC expansions ,NUMERICAL analysis ,EIGENVALUES ,MATHEMATICAL analysis - Abstract
Let j be the modular invariant. For the primes p ≦ 23 the q-expansion coefficients of U
m ( j – 744) are multiplicative as it was a Hecke eigenform modulo a power of p which increases with m. This was conjectured by Atkin on the basis of extensive numerical experiments, and is proved in this paper. The cases p = 5, 7 and 11 are under special consideration in this paper. [ABSTRACT FROM AUTHOR]- Published
- 2010
- Full Text
- View/download PDF
48. Dissecting skewness under affine jump-diffusions.
- Author
-
Zhen, Fang and Zhang, Jin E.
- Subjects
PRICE variance ,STOCHASTIC models ,NUMERICAL analysis ,VARIANCES - Abstract
This paper derives the theoretical skewness in a five-factor affine jump-diffusion model with stochastic variance and jump intensity, and jumps in prices and variances. Numerical analysis shows that all of the uncertainties in this model affect skewness. The information regarding jumps in prices is mainly reflected in the short-term skewness. The skewness for other maturities carries the information that is highly correlated with variance. Furthermore, the theoretical VIX and skewness under a simplified five-factor model are used to fit the market risk-neutral volatility and skewness sequentially. The fitting performances are better than traditional double-jump models. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
49. Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems.
- Author
-
Sabelfeld, Karl K. and Popov, Nikita
- Subjects
MONTE Carlo method ,ALGORITHMS ,TRACKING algorithms ,ESCAPES ,NUMERICAL analysis ,COMPUTER simulation - Abstract
This study deals with a narrow escape problem, a well-know difficult problem of evaluating the probability for a diffusing particle to reach a small part of a boundary far away from the starting position of the particle. A direct simulation of the diffusion trajectories would take an enormous computer simulation time. Instead, we use a different approach which drastically improves the efficiency of the diffusion trajectory tracking algorithm by introducing an artificial drift velocity directed to the target position. The method can be efficiently applied to solve narrow escape problems for domains of long extension in one direction which is the case in many practical problems in biology and chemistry. The algorithm is meshless both in space and time, and is well applied to solve high-dimensional problems in complicated domains. We present in this paper a detailed numerical analysis of the method for the case of a rectangular parallelepiped. Both stationary and transient diffusion problems are handled. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
50. Numerical analysis of moisture-induced strains and stresses in glued-laminated timber.
- Author
-
Huč, Sabina, Svensson, Staffan, and Hozjan, Tomaž
- Subjects
NUMERICAL analysis ,LUMBER drying ,HUMIDITY ,MECHANICAL models ,TIMBER - Abstract
Changes in relative humidity of the ambient air, RH (%), cause wetting and drying of wood material, which results in non-uniform moisture contents or moisture gradients, and consequently in moisture-induced stresses and strains in the glued-laminated timber (glulam) members. The aim of the present paper is to perform a hygro-mechanical analysis to predict the mechanical behavior of glulam specimens exposed to two RH regimes, causing wetting from 50% to 90% RH and drying from 90% to 50% RH, and compare the numerical to the experimental results. The aims are also to quantitatively analyze the influence of characteristic material parameters required in the multi-Fickian moisture transport model and the mechanical model on moisture-induced strains and stresses in glulam specimens and to determine the possibility of cracking of the material by analyzing the maximum tensile stresses perpendicular to the grain. Accurate numerical predictions of moisture contents and moisture-induced strains are obtained in the glulam specimens during wetting and drying as compared to the experimental results. The influence of a particular characteristic material parameter on moisture-induced strains and stresses is characterized as significant, but not crucial when a rough numerical estimation of the mechanical behavior of the glulam beam exposed to RH changes is required. [ABSTRACT FROM AUTHOR]
- Published
- 2020
- Full Text
- View/download PDF
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