10 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method

em Digital Commons at Florida International University


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In the presented thesis work, the meshfree method with distance fields was coupled with the lattice Boltzmann method to obtain solutions of fluid-structure interaction problems. The thesis work involved development and implementation of numerical algorithms, data structure, and software. Numerical and computational properties of the coupling algorithm combining the meshfree method with distance fields and the lattice Boltzmann method were investigated. Convergence and accuracy of the methodology was validated by analytical solutions. The research was focused on fluid-structure interaction solutions in complex, mesh-resistant domains as both the lattice Boltzmann method and the meshfree method with distance fields are particularly adept in these situations. Furthermore, the fluid solution provided by the lattice Boltzmann method is massively scalable, allowing extensive use of cutting edge parallel computing resources to accelerate this phase of the solution process. The meshfree method with distance fields allows for exact satisfaction of boundary conditions making it possible to exactly capture the effects of the fluid field on the solid structure.

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This research investigates a new structural system utilising modular construction. Five-sided boxes are cast on-site and stacked together to form a building. An analytical model was created of a typical building in each of two different analysis programs utilising the finite element method (Robot Millennium and ETABS). The pros and cons of both Robot Millennium and ETABS are listed at several key stages in the development of an analytical model utilising this structural system. Robot Millennium was initially utilised but created an analytical model too large to be successfully run. The computation requirements were too large for conventional computers. Therefore Robot Millennium was abandoned in favour of ETABS, whose more simplistic algorithms and assumptions permitted running this large computation model. Tips are provided as well as pitfalls signalled throughout the process of modelling such complex buildings of this type. ^ The building under high seismic loading required a new horizontal shear mechanism. This dissertation has proposed to create a secondary floor that ties to the modular box through the use of gunwales, and roughened surfaces with epoxy coatings. In addition, vertical connections necessitated a new type of shear wall. These shear walls consisted of waffled external walls tied through both reinforcement and a secondary concrete pour. ^ This structural system has generated a new building which was found to be very rigid compared to a conventional structure. The proposed modular building exhibited a period of 1.27 seconds, which is about one-fifth of a conventional building. The maximum lateral drift occurs under seismic loading with a magnitude of 6.14 inches which is one-quarter of a conventional building's drift. The deflected shape and pattern of the interstorey drifts are consistent with those of a coupled shear wall building. In conclusion, the computer analysis indicate that this new structure exceeds current code requirements for both hurricane winds and high seismic loads, and concomitantly provides a shortened construction time with reduced funding. ^

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This research is based on the premises that teams can be designed to optimize its performance, and appropriate team coordination is a significant factor to team outcome performance. Contingency theory argues that the effectiveness of a team depends on the right fit of the team design factors to the particular job at hand. Therefore, organizations need computational tools capable of predict the performance of different configurations of teams. This research created an agent-based model of teams called the Team Coordination Model (TCM). The TCM estimates the coordination load and performance of a team, based on its composition, coordination mechanisms, and job’s structural characteristics. The TCM can be used to determine the team’s design characteristics that most likely lead the team to achieve optimal performance. The TCM is implemented as an agent-based discrete-event simulation application built using JAVA and Cybele Pro agent architecture. The model implements the effect of individual team design factors on team processes, but the resulting performance emerges from the behavior of the agents. These team member agents use decision making, and explicit and implicit mechanisms to coordinate the job. The model validation included the comparison of the TCM’s results with statistics from a real team and with the results predicted by the team performance literature. An illustrative 26-1 fractional factorial experimental design demonstrates the application of the simulation model to the design of a team. The results from the ANOVA analysis have been used to recommend the combination of levels of the experimental factors that optimize the completion time for a team that runs sailboats races. This research main contribution to the team modeling literature is a model capable of simulating teams working on complex job environments. The TCM implements a stochastic job structure model capable of capturing some of the complexity not capture by current models. In a stochastic job structure, the tasks required to complete the job change during the team execution of the job. This research proposed three new types of dependencies between tasks required to model a job as a stochastic structure. These dependencies are conditional sequential, single-conditional sequential, and the merge dependencies.

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Annual Average Daily Traffic (AADT) is a critical input to many transportation analyses. By definition, AADT is the average 24-hour volume at a highway location over a full year. Traditionally, AADT is estimated using a mix of permanent and temporary traffic counts. Because field collection of traffic counts is expensive, it is usually done for only the major roads, thus leaving most of the local roads without any AADT information. However, AADTs are needed for local roads for many applications. For example, AADTs are used by state Departments of Transportation (DOTs) to calculate the crash rates of all local roads in order to identify the top five percent of hazardous locations for annual reporting to the U.S. DOT. ^ This dissertation develops a new method for estimating AADTs for local roads using travel demand modeling. A major component of the new method involves a parcel-level trip generation model that estimates the trips generated by each parcel. The model uses the tax parcel data together with the trip generation rates and equations provided by the ITE Trip Generation Report. The generated trips are then distributed to existing traffic count sites using a parcel-level trip distribution gravity model. The all-or-nothing assignment method is then used to assign the trips onto the roadway network to estimate the final AADTs. The entire process was implemented in the Cube demand modeling system with extensive spatial data processing using ArcGIS. ^ To evaluate the performance of the new method, data from several study areas in Broward County in Florida were used. The estimated AADTs were compared with those from two existing methods using actual traffic counts as the ground truths. The results show that the new method performs better than both existing methods. One limitation with the new method is that it relies on Cube which limits the number of zones to 32,000. Accordingly, a study area exceeding this limit must be partitioned into smaller areas. Because AADT estimates for roads near the boundary areas were found to be less accurate, further research could examine the best way to partition a study area to minimize the impact.^

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This dissertation focused on developing an integrated surface – subsurface hydrologic simulation numerical model by programming and testing the coupling of the USGS MODFLOW-2005 Groundwater Flow Process (GWF) package (USGS, 2005) with the 2D surface water routing model: FLO-2D (O’Brien et al., 1993). The coupling included the necessary procedures to numerically integrate and verify both models as a single computational software system that will heretofore be referred to as WHIMFLO-2D (Wetlands Hydrology Integrated Model). An improved physical formulation of flow resistance through vegetation in shallow waters based on the concept of drag force was also implemented for the simulations of floodplains, while the use of the classical methods (e.g., Manning, Chezy, Darcy-Weisbach) to calculate flow resistance has been maintained for the canals and deeper waters. A preliminary demonstration exercise WHIMFLO-2D in an existing field site was developed for the Loxahatchee Impoundment Landscape Assessment (LILA), an 80 acre area, located at the Arthur R. Marshall Loxahatchee National Wild Life Refuge in Boynton Beach, Florida. After applying a number of simplifying assumptions, results have illustrated the ability of the model to simulate the hydrology of a wetland. In this illustrative case, a comparison between measured and simulated stages level showed an average error of 0.31% with a maximum error of 2.8%. Comparison of measured and simulated groundwater head levels showed an average error of 0.18% with a maximum of 2.9%.

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The objective of this study was to develop a model to predict transport and fate of gasoline components of environmental concern in the Miami River by mathematically simulating the movement of dissolved benzene, toluene, xylene (BTX), and methyl-tertiary-butyl ether (MTBE) occurring from minor gasoline spills in the inter-tidal zone of the river. Computer codes were based on mathematical algorithms that acknowledge the role of advective and dispersive physical phenomena along the river and prevailing phase transformations of BTX and MTBE. Phase transformations included volatilization and settling. ^ The model used a finite-difference scheme of steady-state conditions, with a set of numerical equations that was solved by two numerical methods: Gauss-Seidel and Jacobi iterations. A numerical validation process was conducted by comparing the results from both methods with analytical and numerical reference solutions. Since similar trends were achieved after the numerical validation process, it was concluded that the computer codes algorithmically were correct. The Gauss-Seidel iteration yielded at a faster convergence rate than the Jacobi iteration. Hence, the mathematical code was selected to further develop the computer program and software. The model was then analyzed for its sensitivity. It was found that the model was very sensitive to wind speed but not to sediment settling velocity. ^ A computer software was developed with the model code embedded. The software was provided with two major user-friendly visualized forms, one to interface with the database files and the other to execute and present the graphical and tabulated results. For all predicted concentrations of BTX and MTBE, the maximum concentrations were over an order of magnitude lower than current drinking water standards. It should be pointed out, however, that smaller concentrations than the latter reported standards and values, although not harmful to humans, may be very harmful to organisms of the trophic levels of the Miami River ecosystem and associated waters. This computer model can be used for the rapid assessment and management of the effects of minor gasoline spills on inter-tidal riverine water quality. ^

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The main objective of this work is to develop a quasi three-dimensional numerical model to simulate stony debris flows, considering a continuum fluid phase, composed by water and fine sediments, and a non-continuum phase including large particles, such as pebbles and boulders. Large particles are treated in a Lagrangian frame of reference using the Discrete Element Method, the fluid phase is based on the Eulerian approach, using the Finite Element Method to solve the depth-averaged Navier-Stokes equations in two horizontal dimensions. The particle’s equations of motion are in three dimensions. The model simulates particle-particle collisions and wall-particle collisions, taking into account that particles are immersed in a fluid. Bingham and Cross rheological models are used for the continuum phase. Both formulations provide very stable results, even in the range of very low shear rates. Bingham formulation is better able to simulate the stopping stage of the fluid when applied shear stresses are low. Results of numerical simulations have been compared with data from laboratory experiments on a flume-fan prototype. Results show that the model is capable of simulating the motion of big particles moving in the fluid flow, handling dense particulate flows and avoiding overlap among particles. An application to simulate debris flow events that occurred in Northern Venezuela in 1999 shows that the model could replicate the main boulder accumulation areas that were surveyed by the USGS. Uniqueness of this research is the integration of mud flow and stony debris movement in a single modeling tool that can be used for planning and management of debris flow prone areas.

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Lateral load distribution factor is a key factor for designing and analyzing curved steel I-girder bridges. In this dissertation, the effects of various parameters on moment and shear distribution for curved steel I-girder bridges were studied using the Finite Element Method (FEM). The parameters considered in the study were: radius of curvature, girder spacing, overhang, span length, number of girders, ratio of girder stiffness to overall bridge stiffness, slab thickness, girder longitudinal stiffness, cross frame spacing, and girder torsional inertia. The variations of these parameters were based on the statistical analysis of the real bridge database, which was created by extracting data from existing or newly designed curved steel I-girder bridge plans collected all over the nation. A hypothetical bridge superstructure model that was made of all the mean values of the data was created and used for the parameter study. ^ The study showed that cross frame spacing and girder torsional inertia had negligible effects. Other parameters had been identified as key parameters. Regression analysis was conducted based on the FEM analysis results and simplified formulas for predicting positive moment, negative moment, and shear distribution factors were developed. Thirty-three real bridges were analyzed using FEM to verify the formulas. The ratio of the distribution factor obtained from the formula to the one obtained from the FEM analysis, which was referred to as the g-ratio, was examined. The results showed that the standard deviation of the g-ratios was within 0.04 to 0.06 and the mean value of the g-ratios was greater than unity by one standard deviation. This indicates that the formulas are conservative in most cases but not overly conservative. The final formulas are similar in format to the current American Association of State Highway and Transportation Officials (AASHTO) Load Resistance and Factor Design (LRFD) specifications. ^ The developed formulas were compared with other simplified methods. The outcomes showed that the proposed formulas had the most accurate results among all methods. ^ The formulas developed in this study will assist bridge engineers and researchers in predicting the actual live load distribution in horizontally curved steel I-girder bridges. ^

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A water quality model was developed to analyze the impact of hydrological events on mercury contamination of the Upper East Fork Poplar Creek, Tennessee. The model simulates surface and subsurface hydrology and transport (MIKE SHE and MIKE 11) and it is coupled with the reactive transport of sediments and mercury (ECOLAB). The model was used to simulate the distribution of mercury contamination in the water and sediments as a function of daily hydrological events. Results from the model show a high correlation between suspended solids and mercury in the water due to the affinity of mercury with suspended organics. The governing parameters for the distribution of total suspended solids and mercury contamination were the critical velocity of the stream for particle resuspension, the rates of resuspension and production of particles, settling velocity, soil-water partition coefficient, and desorption rate of mercury in the water. Flow and load duration curves at the watershed exit were used to calibrate the model and to determine the impact of hydrological events on the total maximum daily load at Station 17. The results confirmed the strong link between hydrology and mercury transport.

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The main objective of this work is to develop a quasi three-dimensional numerical model to simulate stony debris flows, considering a continuum fluid phase, composed by water and fine sediments, and a non-continuum phase including large particles, such as pebbles and boulders. Large particles are treated in a Lagrangian frame of reference using the Discrete Element Method, the fluid phase is based on the Eulerian approach, using the Finite Element Method to solve the depth-averaged Navier–Stokes equations in two horizontal dimensions. The particle’s equations of motion are in three dimensions. The model simulates particle-particle collisions and wall-particle collisions, taking into account that particles are immersed in a fluid. Bingham and Cross rheological models are used for the continuum phase. Both formulations provide very stable results, even in the range of very low shear rates. Bingham formulation is better able to simulate the stopping stage of the fluid when applied shear stresses are low. Results of numerical simulations have been compared with data from laboratory experiments on a flume-fan prototype. Results show that the model is capable of simulating the motion of big particles moving in the fluid flow, handling dense particulate flows and avoiding overlap among particles. An application to simulate debris flow events that occurred in Northern Venezuela in 1999 shows that the model could replicate the main boulder accumulation areas that were surveyed by the USGS. Uniqueness of this research is the integration of mud flow and stony debris movement in a single modeling tool that can be used for planning and management of debris flow prone areas.