Theoretical Analysis and Simulations of Vertically Vibrated Granular Materials

The dynamical properties ofshaken granular materials are important in many industrial applications where the shaking is used to mix, segregate and transport them. In this work asystematic, large scale simulation study has been performed to investigate the rheology of dense granular media, in the presence of gas, in a three dimensional vertical cylinder filled with glass balls. The base wall of the cylinder is subjected to sinusoidal oscillation in the vertical direction. The viscoelastic behavior of glass balls during a collision, have been studied experimentally using a modified Newton's Cradle device. By analyzing the results of the measurements, using numerical model based on finite element method, the viscous damping coefficient was determinedfor the glass balls. To obtain detailed information about the interparticle interactions in a shaker, a simplified model for collision between particles of a granular material was proposed. In order to simulate the flow of surrounding gas, a formulation of the equations for fluid flow in a porous medium including particle forces was proposed. These equations are solved with Large Eddy Simulation (LES) technique using a subgrid-model originally proposed for compressible turbulent flows. For a pentagonal prism-shaped container under vertical vibrations, the results show that oscillon type structures were formed. Oscillons are highly localized particle-like excitations of the granular layer. This self-sustaining state was named by analogy with its closest large-scale analogy, the soliton, which was first documented by J.S. Russell in 1834. The results which has been reportedbyBordbar and Zamankhan(2005b)also show that slightly revised fluctuation-dissipation theorem might apply to shaken sand, which appears to be asystem far from equilibrium and could exhibit strong spatial and temporal variations in quantities such as density and local particle velocity. In this light, hydrodynamic type continuum equations were presented for describing the deformation and flow of dense gas-particle mixtures. The constitutive equation used for the stress tensor provides an effective viscosity with a liquid-like character at low shear rates and a gaseous-like behavior at high shear rates. The numerical solutions were obtained for the aforementioned hydrodynamic equations for predicting the flow dynamics ofdense mixture of gas and particles in vertical cylindrical containers. For a heptagonal prism shaped container under vertical vibrations, the model results were found to predict bubbling behavior analogous to those observed experimentally. This bubbling behavior may be explained by the unusual gas pressure distribution found in the bed. In addition, oscillon type structures were found to be formed using a vertically vibrated, pentagonal prism shaped container in agreement with computer simulation results. These observations suggest that the pressure distribution plays a key rolein deformation and flow of dense mixtures of gas and particles under vertical vibrations. The present models provide greater insight toward the explanation of poorly understood hydrodynamic phenomena in the field of granular flows and dense gas-particle mixtures. The models can be generalized to investigate the granular material-container wall interactions which would be an issue of high interests in the industrial applications. By following this approach ideal processing conditions and powder transport can be created in industrial systems.

Theoretical and numerical study of thermomagnetic convection in magnetic fluids

In this thesis, the magnetic field control of convection instabilities and heat and mass transfer processesin magnetic fluids have been investigated by numerical simulations and theoretical considerations. Simulation models based on finite element and finite volume methods have been developed. In addition to standard conservation equations, themagnetic field inside the simulation domain is calculated from Maxwell equations and the necessary terms to take into account for the magnetic body force and magnetic dissipation have been added to the equations governing the fluid motion.Numerical simulations of magnetic fluid convection near the threshold supportedexperimental observations qualitatively. Near the onset of convection the competitive action of thermal and concentration density gradients leads to mostly spatiotemporally chaotic convection with oscillatory and travelling wave regimes, previously observed in binary mixtures and nematic liquid crystals. In many applications of magnetic fluids, the heat and mass transfer processes including the effects of external magnetic fields are of great importance. In addition to magnetic fluids, the concepts and the simulation models used in this study may be applied also to the studies of convective instabilities in ordinary fluids as well as in other binary mixtures and complex fluids.

Finite Element Analysis of Electrically Excited Quartz Tuning Fork Devices

Quartz Tuning Fork (QTF)-based Scanning Probe Microscopy (SPM) is an important field of research. A suitable model for the QTF is important to obtain quantitative measurements with these devices. Analytical models have the limitation of being based on the double cantilever configuration. In this paper, we present an electromechanical finite element model of the QTF electrically excited with two free prongs. The model goes beyond the state-of-the-art of numerical simulations currently found in the literature for this QTF configuration. We present the first numerical analysis of both the electrical and mechanical behavior of QTF devices. Experimental measurements obtained with 10 units of the same model of QTF validate the finite element model with a good agreement.

An Engineering Solution for using Coarse Meshes in the Simulation of Delamination with Cohesive Zone Models

This paper presents a methodology to determine the parameters used in the simulation of delamination in composite materials using decohesion finite elements. A closed-form expression is developed to define the stiffness of the cohesive layer. A novel procedure that allows the use of coarser meshes of decohesion elements in large-scale computations is proposed. The procedure ensures that the energy dissipated by the fracture process is correctly computed. It is shown that coarse-meshed models defined using the approach proposed here yield the same results as the models with finer meshes normally used in the simulation of fracture processes

Optimization of solvent mixtures for extraction from bark of Schinus terebinthifolius by a statistical mixture-design technique and development of a UV-Vis spectrophotometric method for analysis of total polyphenols in the extract

A statistical mixture-design technique was used to study the effects of different solvents and their mixtures on the yield, total polyphenol content, and antioxidant capacity of the crude extracts from the bark of Schinus terebinthifolius Raddi (Anacardiaceae). The experimental results and their response-surface models showed that ternary mixtures with equal portions of all the three solvents (water, ethanol and acetone) were better than the binary mixtures in generating crude extracts with the highest yield (22.04 ± 0.48%), total polyphenol content (29.39 ± 0.39%), and antioxidant capacity (6.38 ± 0.21). An analytical method was developed and validated for the determination of total polyphenols in the extracts. Optimal conditions for the various parameters in this analytical method, namely, the time for the chromophoric reaction to stabilize, wavelength of the absorption maxima to be monitored, the reference standard and the concentration of sodium carbonate were determined to be 5 min, 780 nm, pyrogallol, and 14.06% w v-1, respectively. UV-Vis spectrophotometric monitoring of the reaction under these conditions proved the method to be linear, specific, precise, accurate, reproducible, robust, and easy to perform.

Application of the finite element method in cold forging processes

The demand for more efficient manufacturing processes has been increasing in the last few years. The cold forging process is presented as a possible solution, because it allows the production of parts with a good surface finish and with good mechanical properties. Nevertheless, the cold forming sequence design is very empirical and it is based on the designer experience. The computational modeling of each forming process stage by the finite element method can make the sequence design faster and more efficient, decreasing the use of conventional "trial and error" methods. In this study, the application of a commercial general finite element software - ANSYS - has been applied to model a forming operation. Models have been developed to simulate the ring compression test and to simulate a basic forming operation (upsetting) that is applied in most of the cold forging parts sequences. The simulated upsetting operation is one stage of the automotive starter parts manufacturing process. Experiments have been done to obtain the stress-strain material curve, the material flow during the simulated stage, and the required forming force. These experiments provided results used as numerical model input data and as validation of model results. The comparison between experiments and numerical results confirms the developed methodology potential on die filling prediction.

An alternative finite element formulation for determination of streamlines in two-dimensional problems

It is well known that the numerical solutions of incompressible viscous flows are of great importance in Fluid Dynamics. The graphics output capabilities of their computational codes have revolutionized the communication of ideas to the non-specialist public. In general those codes include, in their hydrodynamic features, the visualization of flow streamlines - essentially a form of contour plot showing the line patterns of the flow - and the magnitudes and orientations of their velocity vectors. However, the standard finite element formulation to compute streamlines suffers from the disadvantage of requiring the determination of boundary integrals, leading to cumbersome implementations at the construction of the finite element code. In this article, we introduce an efficient way - via an alternative variational formulation - to determine the streamlines for fluid flows, which does not need the computation of contour integrals. In order to illustrate the good performance of the alternative formulation proposed, we capture the streamlines of three viscous models: Stokes, Navier-Stokes and Viscoelastic flows.

Numerical simulation of two-chamber plasma sources using finite element method

Numerical simulation of plasma sources is very important. Such models allows to vary different plasma parameters with high degree of accuracy. Moreover, they allow to conduct measurements not disturbing system balance.Recently, the scientific and practical interest increased in so-called two-chamber plasma sources. In one of them (small or discharge chamber) an external power source is embedded. In that chamber plasma forms. In another (large or diffusion chamber) plasma exists due to the transport of particles and energy through the boundary between chambers.In this particular work two-chamber plasma sources with argon and oxygen as active mediums were onstructed. This models give interesting results in electric field profiles and, as a consequence, in density profiles of charged particles.

Neuroprotective effect of ketamine/xylazine on two rat models of Parkinson's disease

There is a great concern in the literature for the development of neuroprotectant drugs to treat Parkinson's disease. Since anesthetic drugs have hyperpolarizing properties, they can possibly act as neuroprotectants. In the present study, we have investigated the neuroprotective effect of a mixture of ketamine (85 mg/kg) and xylazine (3 mg/kg) (K/X) on the 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP) or 6-hydroxydopamine (6-OHDA) rat models of Parkinson's disease. The bilateral infusion of MPTP (100 µg/side) or 6-OHDA (10 µg/side) into the substantia nigra pars compacta of adult male Wistar rats under thiopental anesthesia caused a modest (~67%) or severe (~91%) loss of tyrosine hydroxylase-immunostained cells, respectively. On the other hand, an apparent neuroprotective effect was observed when the rats were anesthetized with K/X, infused 5 min before surgery. This treatment caused loss of only 33% of the nigral tyrosine hydroxylase-immunostained cells due to the MPTP infusion and 51% due to the 6-OHDA infusion. This neuroprotective effect of K/X was also suggested by a less severe reduction of striatal dopamine levels in animals treated with these neurotoxins. In the working memory version of the Morris water maze task, both MPTP- and 6-OHDA-lesioned animals spent nearly 10 s longer to find the hidden platform in the groups where the neurotoxins were infused under thiopental anesthesia, compared to control animals. This amnestic effect was not observed in rats infused with the neurotoxins under K/X anesthesia. These results suggest that drugs with a pharmacological profile similar to that of K/X may be useful to delay the progression of Parkinson's disease.

Multicomponent diffusion during Prato cheese ripening: mathematical modeling using the finite element method

The partial replacement of NaCl by KCl is a promising alternative to produce a cheese with lower sodium content since KCl does not change the final quality of the cheese product. In order to assure proper salt proportions, mathematical models are employed to control the product process and simulate the multicomponent diffusion during the reduced salt cheese ripening period. The generalized Fick's Second Law is widely accepted as the primary mass transfer model within solid foods. The Finite Element Method (FEM) was used to solve the system of differential equations formed. Therefore, a NaCl and KCl multicomponent diffusion was simulated using a 20% (w/w) static brine with 70% NaCl and 30% KCl during Prato cheese (a Brazilian semi-hard cheese) salting and ripening. The theoretical results were compared with experimental data, and indicated that the deviation was 4.43% for NaCl and 4.72% for KCl validating the proposed model for the production of good quality, reduced-sodium cheeses.

Multibody models for examination of touchdown bearing systems

Increased rotational speed brings many advantages to an electric motor. One of the benefits is that when the desired power is generated at increased rotational speed, the torque demanded from the rotor decreases linearly, and as a consequence, a motor of smaller size can be used. Using a rotor with high rotational speed in a system with mechanical bearings can, however, create undesirable vibrations, and therefore active magnetic bearings (AMBs) are often considered a good option for the main bearings, as the rotor then has no mechanical contact with other parts of the system but levitates on the magnetic forces. On the other hand, such systems can experience overloading or a sudden shutdown of the electrical system, whereupon the magnetic field becomes extinct, and as a result of rotor delevitation, mechanical contact occurs. To manage such nonstandard operations, AMB-systems require mechanical touchdown bearings with an oversized bore diameter. The need for touchdown bearings seems to be one of the barriers preventing greater adoption of AMB technology, because in the event of an uncontrolled touchdown, failure may occur, for example, in the bearing’s cage or balls, or in the rotor. This dissertation consists of two parts: First, touchdown bearing misalignment in the contact event is studied. It is found that misalignment increases the likelihood of a potentially damaging whirling motion of the rotor. A model for analysis of the stresses occurring in the rotor is proposed. In the studies of misalignment and stresses, a flexible rotor using a finite element approach is applied. Simplified models of cageless and caged bearings are used for the description of touchdown bearings. The results indicate that an increase in misalignment can have a direct influence on the bending and shear stresses occurring in the rotor during the contact event. Thus, it was concluded that analysis of stresses arising in the contact event is essential to guarantee appropriate system dimensioning for possible contact events with misaligned touchdown bearings. One of the conclusions drawn from the first part of the study is that knowledge of the forces affecting the balls and cage of the touchdown bearings can enable a more reliable estimation of the service life of the bearing. Therefore, the second part of the dissertation investigates the forces occurring in the cage and balls of touchdown bearings and introduces two detailed models of touchdown bearings in which all bearing parts are modelled as independent bodies. Two multibody-based two-dimensional models of touchdown bearings are introduced for dynamic analysis of the contact event. All parts of the bearings are modelled with geometrical surfaces, and the bodies interact with each other through elastic contact forces. To assist in identification of the forces affecting the balls and cage in the contact event, the first model describes a touchdown bearing without a cage, and the second model describes a touchdown bearing with a cage. The introduced models are compared with the simplified models used in the first part of the dissertation through parametric study. Damages to the rotor, cage and balls are some of the main reasons for failures of AMB-systems. The stresses in the rotor in the contact event are defined in this work. Furthermore, the forces affecting key bodies of the bearings, cage and balls can be studied using the models of touchdown bearings introduced in this dissertation. Knowledge obtained from the introduced models is valuable since it can enable an optimum structure for a rotor and touchdown bearings to be designed.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.