895 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method
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This paper is partially supported by the Bulgarian Science Fund under grant Nr. DO 02– 359/2008.
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Surface quality is important in engineering and a vital aspect of it is surface roughness, since it plays an important role in wear resistance, ductility, tensile, and fatigue strength for machined parts. This paper reports on a research study on the development of a geometrical model for surface roughness prediction when face milling with square inserts. The model is based on a geometrical analysis of the recreation of the tool trail left on the machined surface. The model has been validated with experimental data obtained for high speed milling of aluminum alloy (Al 7075-T7351) when using a wide range of cutting speed, feed per tooth, axial depth of cut and different values of tool nose radius (0.8. mm and 2.5. mm), using the Taguchi method as the design of experiments. The experimental roughness was obtained by measuring the surface roughness of the milled surfaces with a non-contact profilometer. The developed model can be used for any combination of material workpiece and tool, when tool flank wear is not considered and is suitable for using any tool diameter with any number of teeth and tool nose radius. The results show that the developed model achieved an excellent performance with almost 98% accuracy in terms of predicting the surface roughness when compared to the experimental data. © 2014 The Society of Manufacturing Engineers.
Detecting Precipitation Climate Changes: An Approach Based on a Stochastic Daily Precipitation Model
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2002 Mathematics Subject Classification: 62M10.
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This paper introduces the stochastic version of the Geometric Machine Model for the modelling of sequential, alternative, parallel (synchronous) and nondeterministic computations with stochastic numbers stored in a (possibly infinite) shared memory. The programming language L(D! 1), induced by the Coherence Space of Processes D! 1, can be applied to sequential and parallel products in order to provide recursive definitions for such processes, together with a domain-theoretic semantics of the Stochastic Arithmetic. We analyze both the spacial (ordinal) recursion, related to spacial modelling of the stochastic memory, and the temporal (structural) recursion, given by the inclusion relation modelling partial objects in the ordered structure of process construction.
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Laminar two-dimensional natural convection boundary-layer flow of non-Newtonian fluids along an isothermal horizontal circular cylinder has been studied using a modified power-law viscosity model. In this model, there are no unrealistic limits of zero or infinite viscosity. Therefore, the boundary-layer equations can be solved numerically by using marching order implicit finite difference method with double sweep technique. Numerical results are presented for the case of shear-thinning as well as shear thickening fluids in terms of the fluid velocity and temperature distributions, shear stresses and rate of heat transfer in terms of the local skin-friction and local Nusselt number respectively.
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Articular cartilage is the load-bearing tissue that consists of proteoglycan macromolecules entrapped between collagen fibrils in a three-dimensional architecture. To date, the drudgery of searching for mathematical models to represent the biomechanics of such a system continues without providing a fitting description of its functional response to load at micro-scale level. We believe that the major complication arose when cartilage was first envisaged as a multiphasic model with distinguishable components and that quantifying those and searching for the laws that govern their interaction is inadequate. To the thesis of this paper, cartilage as a bulk is as much continuum as is the response of its components to the external stimuli. For this reason, we framed the fundamental question as to what would be the mechano-structural functionality of such a system in the total absence of one of its key constituents-proteoglycans. To answer this, hydrated normal and proteoglycan depleted samples were tested under confined compression while finite element models were reproduced, for the first time, based on the structural microarchitecture of the cross-sectional profile of the matrices. These micro-porous in silico models served as virtual transducers to produce an internal noninvasive probing mechanism beyond experimental capabilities to render the matrices micromechanics and several others properties like permeability, orientation etc. The results demonstrated that load transfer was closely related to the microarchitecture of the hyperelastic models that represent solid skeleton stress and fluid response based on the state of the collagen network with and without the swollen proteoglycans. In other words, the stress gradient during deformation was a function of the structural pattern of the network and acted in concert with the position-dependent compositional state of the matrix. This reveals that the interaction between indistinguishable components in real cartilage is superimposed by its microarchitectural state which directly influences macromechanical behavior.
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The steady mixed convection flow and heat transfer from an exponentially stretching vertical surface in a quiescent Maxwell fluid in the presence of magnetic field, viscous dissipation and Joule heating have been studied. The stretching velocity, surface temperature and magnetic field are assumed to have specific exponential function forms for the existence of the local similarity solution. The coupled nonlinear ordinary differential equations governing the local similarity flow and heat transfer have been solved numerically by Chebyshev finite difference method. The influence of the buoyancy parameter, viscous dissipation, relaxation parameter of Maxwell fluid, magnetic field and Prandtl number on the flow and heat transfer has been considered in detail. The Nusselt number increases significantly with the Prandtl number, but the skin friction coefficient decreases. The Nusselt number slightly decreases with increasing viscous dissipation parameter, but the skin friction coefficient slightly increases. Maxwell fluid reduces both skin friction coefficient and Nusselt number, whereas buoyancy force enhances them.
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A two-dimensional axisymmetric numerical model is presented to study the influence of local magnetic fields on P-doped Si floating zone melting crystal growth in microgravity. The model is developed based on the finite difference method in a boundary-fitted curvilinear coordinate system. Extensive numerical simulations are carried out, and parameters studied include the curved growth interface shape and the magnetic field configurations. Computed results show that the local magnetic field is more effective in reducing the impurity concentration nonuniformity at the growth interface in comparison with the longitudinal magnetic field. Moreover, the curved growth interface causes more serious impurity concentration nonuniformity at the growth interface than the case with a planar growth interface.
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A two-dimensional model has been developed based on the experimental results of stainless steel remelting with the laminar plasma technology to investigate the transient thermo-physical characteristics of the melt pool liquids. The influence of the temperature field, temperature gradient, solidification rate and cooling rate on the processing conditions has been investigated numerically. Not only have the appropriate processing conditions been determined according to the calculations, but also they have been predicted with a criterion established based on the concept of equivalent temperature area density (ETAD) that is actually a function of the processing parameters and material properties. The comparison between the resulting conditions shows that the ETAD method can better predict the optimum condition.
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The discrete vortex method is not capable of precisely predicting the bluff body flow separation and the fine structure of flow field in the vicinity of the body surface. In order to make a theoretical improvement over the method and to reduce the difficulty in finite-difference solution of N-S equations at high Reynolds number, in the present paper, we suggest a new numerical simulation model and a theoretical method for domain decomposition hybrid combination of finite-difference method and vortex method. Specifically, the full flow. field is decomposed into two domains. In the region of O(R) near the body surface (R is the characteristic dimension of body), we use the finite-difference method to solve the N-S equations and in the exterior domain, we take the Lagrange-Euler vortex method. The connection and coupling conditions for flow in the two domains are established. The specific numerical scheme of this theoretical model is given. As a preliminary application, some numerical simulations for flows at Re=100 and Re-1000 about a circular cylinder are made, and compared with the finite-difference solution of N-S equations for full flow field and experimental results, and the stability of the solution against the change of the interface between the two domains is examined. The results show that the method of the present paper has the advantage of finite-difference solution for N-S equations in precisely predicting the fine structure of flow field, as well as the advantage of vortex method in efficiently computing the global characteristics of the separated flow. It saves computer time and reduces the amount of computation, as compared with pure N-S equation solution. The present method can be used for numerical simulation of bluff body flow at high Reynolds number and would exhibit even greater merit in that case.
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An atomic force microscope (AFM) assisted surface plasmons leakage radiation photolithography technique has been numerically demonstrated by using two-dimensional finite-difference time-domain (2D-FDTD) method. With the aid of a metallic AFM tip, particular characteristic of the Kretstchmann configuration to excite surface plasmons (SPs) is utilized to achieve large-area patterns with high spatial resolution and contrast, the photoresist could be exposed with low power laser due to the remarkable local field enhancement at the metal/dielectric interface and the resonant localized SPs modes near the tip. Good tolerance on the film thickness and incident angle has been obtained, which provides a good practicability for experiments. This photolithography technique proposed here can realize large-area, high-resolution, high-contrast, nondestructive, arbitrary-structure fabrication of nanoscale devices. (c) 2007 Elsevier B.V. All rights reserved.
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A novel accurate numerical model for shallow water equations on sphere have been developed by implementing the high order multi-moment constrained finite volume (MCV) method on the icosahedral geodesic grid. High order reconstructions are conducted cell-wisely by making use of the point values as the unknowns distributed within each triangular cell element. The time evolution equations to update the unknowns are derived from a set of constrained conditions for two types of moments, i.e. the point values on the cell boundary edges and the cell-integrated average. The numerical conservation is rigorously guaranteed. in the present model, all unknowns or computational variables are point values and no numerical quadrature is involved, which particularly benefits the computational accuracy and efficiency in handling the spherical geometry, such as coordinate transformation and curved surface. Numerical formulations of third and fourth order accuracy are presented in detail. The proposed numerical model has been validated by widely used benchmark tests and competitive results are obtained. The present numerical framework provides a promising and practical base for further development of atmospheric and oceanic general circulation models. (C) 2009 Elsevier Inc. All rights reserved.
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Surface tension induced flow is implemented into a numerical modelling framework and validated for a number of test cases. Finite volume unstructured mesh techniques are used to discretize the mass, momentum and energy conservation equations in three dimensions. An explicit approach is used to include the effect of surface tension forces on the flow profile and final shape of a liquid domain. Validation of this approach is made against both analytical and experimental data. Finally, the method is used to model the wetting balance test for solder alloy material, where model predictions are used to gain a greater insight into this process. Copyright © 2000 John Wiley & Sons, Ltd.
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Techniques for modelling urban microclimates and urban block surfaces temperatures are desired by urban planners and architects for strategic urban designs at the early design stages. This paper introduces a simplified mathematical model for urban simulations (UMsim) including urban surfaces temperatures and microclimates. The nodal network model has been developed by integrating coupled thermal and airflow model. Direct solar radiation, diffuse radiation, reflected radiation, long-wave radiation, heat convection in air and heat transfer in the exterior walls and ground within the complex have been taken into account. The relevant equations have been solved using the finite difference method under the Matlab platform. Comparisons have been conducted between the data produced from the simulation and that from an urban experimental study carried out in a real architectural complex on the campus of Chongqing University, China in July 2005 and January 2006. The results show a satisfactory agreement between the two sets of data. The UMsim can be used to simulate the microclimates, in particular the surface temperatures of urban blocks, therefore it can be used to assess the impact of urban surfaces properties on urban microclimates. The UMsim will be able to produce robust data and images of urban environments for sustainable urban design.
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A 2D steady model for the annular two-phase flow of water and steam in the steam-generating boiler pipes of a liquid metal fast breeder reactor is proposed The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for using some simple thermodynamics models, and the resultant change of phase is modelled by proposing a suitable Stefan problem Appropriate boundary conditions for the now are discussed The resulting non-lineal singular integro-differential equation for the shape of the liquid film free surface is solved both asymptotically and numerically (using some regularization techniques) Predictions for the length to the dryout point from the entry of the annular regime are made The influence of both the traction tau provided by the fast-flowing vapour core on the liquid layer and the mass transfer parameter eta on the dryout length is investigated