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
Mercury interactions with suspended solids at the Upper East Fork Poplar Creek, Oak Ridge, Tennessee
Resumo:
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.
Resumo:
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.
Resumo:
It is shown that a bosonic formulation of the double-exchange model, one of the classical models for magnetism, generates dynamically a gauge-invariant phase in a finite region of the phase diagram. We use analytical methods, Monte Carlo simulations and finite-size scaling analysis. We study the transition line between that region and the paramagnetic phase. The numerical results show that this transition line belongs to the universality class of the antiferromagnetic RP^(2) model. The fact that one can define a universality class for the antiferromagnetic RP^(2) model, different from the one of the O(N) models, is puzzling and somehow contradicts naive expectations about universality.
Resumo:
This thesis deals with the evaporation of non-ideal liquid mixtures using a multicomponent mass transfer approach. It develops the concept of evaporation maps as a convenient way of representing the dynamic composition changes of ternary mixtures during an evaporation process. Evaporation maps represent the residual composition of evaporating ternary non-ideal mixtures over the full range of composition, and are analogous to the commonly-used residue curve maps of simple distillation processes. The evaporation process initially considered in this work involves gas-phase limited evaporation from a liquid or wetted-solid surface, over which a gas flows at known conditions. Evaporation may occur into a pure inert gas, or into one pre-loaded with a known fraction of one of the ternary components. To explore multicomponent masstransfer effects, a model is developed that uses an exact solution to the Maxwell-Stefan equations for mass transfer in the gas film, with a lumped approach applied to the liquid phase. Solutions to the evaporation model take the form of trajectories in temperaturecomposition space, which are then projected onto a ternary diagram to form the map. Novel algorithms are developed for computation of pseudo-azeotropes in the evaporating mixture, and for calculation of the multicomponent wet-bulb temperature at a given liquid composition. A numerical continuation method is used to track the bifurcations which occur in the evaporation maps, where the composition of one component of the pre-loaded gas is the bifurcation parameter. The bifurcation diagrams can in principle be used to determine the required gas composition to produce a specific terminal composition in the liquid. A simple homotopy method is developed to track the locations of the various possible pseudo-azeotropes in the mixture. The stability of pseudo-azeotropes in the gas-phase limited case is examined using a linearized analysis of the governing equations. Algorithms for the calculation of separation boundaries in the evaporation maps are developed using an optimization-based method, as well as a method employing eigenvectors derived from the linearized analysis. The flexure of the wet-bulb temperature surface is explored, and it is shown how evaporation trajectories cross ridges and valleys, so that ridges and valleys of the surface do not coincide with separation boundaries. Finally, the assumption of gas-phase limited mass transfer is relaxed, by employing a model that includes diffusion in the liquid phase. A finite-volume method is used to solve the system of partial differential equations that results. The evaporation trajectories for the distributed model reduce to those of the lumped (gas-phase limited) model as the diffusivity in the liquid increases; under the same gas-phase conditions the permissible terminal compositions of the distributed and lumped models are the same.
Resumo:
This paper presents an FEM analysis conducted for optimally designing end mill cutters through verifying the cutting tool forces and stresses for milling Titanium alloy Ti-6Al-4 V. Initially, the theoretical tool forces are calculated by considering the cutting edge on a cutting tool as the curve of an intersection over a spherical/flat surface based on the model developed by Lee & Altinas [1]. Considering the lowest tool forces the cutting tool parameters are taken and optimal design of end mill is decided for different sizes. Then the 3D CAD models of the end mills are developed and used for Finite Element Method to verify the cutting forces for milling Ti-6Al-4 V. The cutting tool forces, stress, strain concentration (s), tool wear, and temperature of the cutting tool with the different geometric shapes are simulated considering Ti-6Al-4 V as work piece material. Finally, the simulated and theoretical values are compared and the optimal design of cutting tool for different sizes are validated. The present approach considers to improve the quality of machining surface and tool life with effects of the various parameters concerning the oblique cutting process namely axial, radial and tangential forces. Various simulated test cases are presented to highlight the approach on optimally designing end mill cutters.
Resumo:
Objective
Pedestrian detection under video surveillance systems has always been a hot topic in computer vision research. These systems are widely used in train stations, airports, large commercial plazas, and other public places. However, pedestrian detection remains difficult because of complex backgrounds. Given its development in recent years, the visual attention mechanism has attracted increasing attention in object detection and tracking research, and previous studies have achieved substantial progress and breakthroughs. We propose a novel pedestrian detection method based on the semantic features under the visual attention mechanism.
Method
The proposed semantic feature-based visual attention model is a spatial-temporal model that consists of two parts: the static visual attention model and the motion visual attention model. The static visual attention model in the spatial domain is constructed by combining bottom-up with top-down attention guidance. Based on the characteristics of pedestrians, the bottom-up visual attention model of Itti is improved by intensifying the orientation vectors of elementary visual features to make the visual saliency map suitable for pedestrian detection. In terms of pedestrian attributes, skin color is selected as a semantic feature for pedestrian detection. The regional and Gaussian models are adopted to construct the skin color model. Skin feature-based visual attention guidance is then proposed to complete the top-down process. The bottom-up and top-down visual attentions are linearly combined using the proper weights obtained from experiments to construct the static visual attention model in the spatial domain. The spatial-temporal visual attention model is then constructed via the motion features in the temporal domain. Based on the static visual attention model in the spatial domain, the frame difference method is combined with optical flowing to detect motion vectors. Filtering is applied to process the field of motion vectors. The saliency of motion vectors can be evaluated via motion entropy to make the selected motion feature more suitable for the spatial-temporal visual attention model.
Result
Standard datasets and practical videos are selected for the experiments. The experiments are performed on a MATLAB R2012a platform. The experimental results show that our spatial-temporal visual attention model demonstrates favorable robustness under various scenes, including indoor train station surveillance videos and outdoor scenes with swaying leaves. Our proposed model outperforms the visual attention model of Itti, the graph-based visual saliency model, the phase spectrum of quaternion Fourier transform model, and the motion channel model of Liu in terms of pedestrian detection. The proposed model achieves a 93% accuracy rate on the test video.
Conclusion
This paper proposes a novel pedestrian method based on the visual attention mechanism. A spatial-temporal visual attention model that uses low-level and semantic features is proposed to calculate the saliency map. Based on this model, the pedestrian targets can be detected through focus of attention shifts. The experimental results verify the effectiveness of the proposed attention model for detecting pedestrians.
Resumo:
In the past, many papers have been presented which show that the coating of cutting tools often yields decreased wear rates and reduced coefficients of friction. Although different theories are proposed, covering areas such as hardness theory, diffusion barrier theory, thermal barrier theory, and reduced friction theory, most have not dealt with the question of how and why the coating of tool substrates with hard materials such as Titanium Nitride (TiN), Titanium Carbide (TiC) and Aluminium Oxide (Al203) transforms the performance and life of cutting tools. This project discusses the complex interrelationship that encompasses the thermal barrier function and the relatively low sliding friction coefficient of TiN on an undulating tool surface, and presents the result of an investigation into the cutting characteristics and performance of EDMed surface-modified carbide cutting tool inserts. The tool inserts were coated with TiN by the physical vapour deposition (PVD) method. PVD coating is also known as Ion-plating which is the general term of the coating method in which the film is created by attracting ionized metal vapour in this the metal was Titanium and ionized gas onto negatively biased substrate surface. Coating by PVD was chosen because it is done at a temperature of not more than 5000C whereas chemical Vapour Deposition CVD process is done at very high temperature of about 8500C and in two stages of heating up the substrates. The high temperatures involved in CVD affects the strength of the (tool) substrates. In this study, comparative cutting tests using TiN-coated control specimens with no EDM surface structures and TiN-coated EDMed tools with a crater-like surface topography were carried out on mild steel grade EN-3. Various cutting speeds were investigated, up to an increase of 40% of the tool manufacturer’s recommended speed. Fifteen minutes of cutting were carried out for each insert at the speeds investigated. Conventional tool inserts normally have a tool life of approximately 15 minutes of cutting. After every five cuts (passes) microscopic pictures of the tool wear profiles were taken, in order to monitor the progressive wear on the rake face and on the flank of the insert. The power load was monitored for each cut taken using an on-board meter on the CNC machine to establish the amount of power needed for each stage of operation. The spindle drive for the machine is an 11 KW/hr motor. Results obtained confirmed the advantages of cutting at all speeds investigated using EDMed coated inserts, in terms of reduced tool wear and low power loads. Moreover, the surface finish on the workpiece was consistently better for the EDMed inserts. The thesis discusses the relevance of the finite element method in the analysis of metal cutting processes, so that metal machinists can design, manufacture and deliver goods (tools) to the market quickly and on time without going through the hassle of trial and error approach for new products. Improvements in manufacturing technologies require better knowledge of modelling metal cutting processes. Technically the use of computational models has a great value in reducing or even eliminating the number of experiments traditionally used for tool design, process selection, machinability evaluation, and chip breakage investigations. In this work, much interest in theoretical and experimental investigations of metal machining were given special attention. Finite element analysis (FEA) was given priority in this study to predict tool wear and coating deformations during machining. Particular attention was devoted to the complicated mechanisms usually associated with metal cutting, such as interfacial friction; heat generated due to friction and severe strain in the cutting region, and high strain rates. It is therefore concluded that Roughened contact surface comprising of peaks and valleys coated with hard materials (TiN) provide wear-resisting properties as the coatings get entrapped in the valleys and help reduce friction at chip-tool interface. The contributions to knowledge: a. Relates to a wear-resisting surface structure for application in contact surfaces and structures in metal cutting and forming tools with ability to give wear-resisting surface profile. b. Provide technique for designing tool with roughened surface comprising of peaks and valleys covered in conformal coating with a material such as TiN, TiC etc which is wear-resisting structure with surface roughness profile compose of valleys which entrap residual coating material during wear thereby enabling the entrapped coating material to give improved wear resistance. c. Provide knowledge for increased tool life through wear resistance, hardness and chemical stability at high temperatures because of reduced friction at the tool-chip and work-tool interfaces due to tool coating, which leads to reduced heat generation at the cutting zones. d. Establishes that Undulating surface topographies on cutting tips tend to hold coating materials longer in the valleys, thus giving enhanced protection to the tool and the tool can cut faster by 40% and last 60% longer than conventional tools on the markets today.
Resumo:
The ability to predict the properties of magnetic materials in a device is essential to ensuring the correct operation and optimization of the design as well as the device behavior over a wide range of input frequencies. Typically, development and simulation of wide-bandwidth models requires detailed, physics-based simulations that utilize significant computational resources. Balancing the trade-offs between model computational overhead and accuracy can be cumbersome, especially when the nonlinear effects of saturation and hysteresis are included in the model. This study focuses on the development of a system for analyzing magnetic devices in cases where model accuracy and computational intensity must be carefully and easily balanced by the engineer. A method for adjusting model complexity and corresponding level of detail while incorporating the nonlinear effects of hysteresis is presented that builds upon recent work in loss analysis and magnetic equivalent circuit (MEC) modeling. The approach utilizes MEC models in conjunction with linearization and model-order reduction techniques to process magnetic devices based on geometry and core type. The validity of steady-state permeability approximations is also discussed.
Resumo:
Nowadays, Caspian Sea is in focus of more attentions than past because of its individualistic as the biggest lake in the world and the existing of very large oil and gas resources within it. Very large scale of oil pollution caused by development of oil exploration and excavation activities not only make problem for coastal facilities but also make severe damage on environment. In the first stage of this research, the location and quality of oil resources in offshore and onshore have been determined and then affected depletion factors on oil spill such as evaporation, emulsification, dissolution, sedimentation and so on have been studied. In second stage, sea hydrodynamics model is offered and tested by determination of governing hydrodynamic equations on sea currents and on pollution transportation in sea surface and by finding out main parameters in these equations such as Coriolis, bottom friction, wind and etc. this model has been calculated by using cell vertex finite volume method in an unstructured mesh domain. According to checked model; sea currents of Caspian Sea in different seasons of the year have been determined and in final stage different scenarios of oil spill movement in Caspian sea on various conditions have been investigated by modeling of three dimensional oil spill movement on surface (affected by sea currents) and on depth (affected by buoyancy, drag and gravity forces) by applying main above mentioned depletion factors.
Resumo:
This research is based on a numerical model for forecasting the three-dimensional behavior of (sea) water motion due to the effect of a variable wind velocity. The results obtained are then analyzed and compared with observation. This model is based on the equations that overcome the current and distribution of temperature by applying the method of finite difference with assuming Δx, Δy as constant and Δz, variable. The model is based on the momentum equation, continuity equation and thermodynamic energy equation and tension at the surface and middle layers and bottom stress. The horizontal and vertical eddy viscosity and thermal diffusivity coefficients we used in accordance with that of the Bennet on Outario Lake (1977). Considering the Caspian Sea dimension in numerical model the Coriolis parameter used with β effects and the approximation Boussines have been used. For the program controlling some simple experiment with boundary condition similar to that of the Caspian Sea have been done. For modeling the Caspian Sea the grid of the field was done as follows: At horizontal surface grid size is 10×10km extension and at vertical in 10 layers with varying thickness from surface to bed respectively as: 5, 10, 20, 3, 50, 100, 150, 200, 25, 500 and higher. The data of wind as velocity، direction and temperature of water related to 15th September 1995 at 6،12 and 18 o’clock were obtained from synoptic station at the Caspian Sea shore and the research marine of Haji Alief. The information concerning shore wind was measured and by the method of SPM (shore protection manual) was transferred to far shore winds through interpolation and by use of inverse square distance of position distribution of the wind velocity at the Caspian surface field was obtained. The model has been evaluated according to the reports and observations. Through studying the position of the current in different layers، the velocity in the cross section in the northern، southern and the middle layers، will be discussed. The results reveal the presence of the circulation cells in the three above mentioned areas. The circulation with depth is reduced too. The results obtained through the numerical solution of the temperature equation have been compared with the observation. The temperature change in different layers in cross section illustrates the relative accordance of the model mentioned.
Resumo:
A new type of space debris was recently discovered by Schildknecht in near -geosynchronous orbit (GEO). These objects were later identified as exhibiting properties associated with High Area-to-Mass ratio (HAMR) objects. According to their brightness magnitudes (light curve), high rotation rates and composition properties (albedo, amount of specular and diffuse reflection, colour, etc), it is thought that these objects are multilayer insulation (MLI). Observations have shown that this debris type is very sensitive to environmental disturbances, particularly solar radiation pressure, due to the fact that their shapes are easily deformed leading to changes in the Area-to-Mass ratio (AMR) over time. This thesis proposes a simple effective flexible model of the thin, deformable membrane with two different methods. Firstly, this debris is modelled with Finite Element Analysis (FEA) by using Bernoulli-Euler theory called “Bernoulli model”. The Bernoulli model is constructed with beam elements consisting 2 nodes and each node has six degrees of freedom (DoF). The mass of membrane is distributed in beam elements. Secondly, the debris based on multibody dynamics theory call “Multibody model” is modelled as a series of lump masses, connected through flexible joints, representing the flexibility of the membrane itself. The mass of the membrane, albeit low, is taken into account with lump masses in the joints. The dynamic equations for the masses, including the constraints defined by the connecting rigid rod, are derived using fundamental Newtonian mechanics. The physical properties of both flexible models required by the models (membrane density, reflectivity, composition, etc.), are assumed to be those of multilayer insulation. Both flexible membrane models are then propagated together with classical orbital and attitude equations of motion near GEO region to predict the orbital evolution under the perturbations of solar radiation pressure, Earth’s gravity field, luni-solar gravitational fields and self-shadowing effect. These results are then compared to two rigid body models (cannonball and flat rigid plate). In this investigation, when comparing with a rigid model, the evolutions of orbital elements of the flexible models indicate the difference of inclination and secular eccentricity evolutions, rapid irregular attitude motion and unstable cross-section area due to a deformation over time. Then, the Monte Carlo simulations by varying initial attitude dynamics and deformed angle are investigated and compared with rigid models over 100 days. As the results of the simulations, the different initial conditions provide unique orbital motions, which is significantly different in term of orbital motions of both rigid models. Furthermore, this thesis presents a methodology to determine the material dynamic properties of thin membranes and validates the deformation of the multibody model with real MLI materials. Experiments are performed in a high vacuum chamber (10-4 mbar) replicating space environment. A thin membrane is hinged at one end but free at the other. The free motion experiment, the first experiment, is a free vibration test to determine the damping coefficient and natural frequency of the thin membrane. In this test, the membrane is allowed to fall freely in the chamber with the motion tracked and captured through high velocity video frames. A Kalman filter technique is implemented in the tracking algorithm to reduce noise and increase the tracking accuracy of the oscillating motion. The forced motion experiment, the last test, is performed to determine the deformation characteristics of the object. A high power spotlight (500-2000W) is used to illuminate the MLI and the displacements are measured by means of a high resolution laser sensor. Finite Element Analysis (FEA) and multibody dynamics of the experimental setups are used for the validation of the flexible model by comparing with the experimental results of displacements and natural frequencies.
Resumo:
This dissertation mainly focuses on coordinated pricing and inventory management problems, where the related background is provided in Chapter 1. Several periodic-review models are then discussed in Chapters 2,3,4 and 5, respectively. Chapter 2 analyzes a deterministic single-product model, where a price adjustment cost incurs if the current selling price is changed from the previous period. We develop exact algorithms for the problem under different conditions and find out that computation complexity varies significantly associated with the cost structure. %Moreover, our numerical study indicates that dynamic pricing strategies may outperform static pricing strategies even when price adjustment cost accounts for a significant portion of the total profit. Chapter 3 develops a single-product model in which demand of a period depends not only on the current selling price but also on past prices through the so-called reference price. Strongly polynomial time algorithms are designed for the case without no fixed ordering cost, and a heuristic is proposed for the general case together with an error bound estimation. Moreover, our illustrates through numerical studies that incorporating reference price effect into coordinated pricing and inventory models can have a significant impact on firms' profits. Chapter 4 discusses the stochastic version of the model in Chapter 3 when customers are loss averse. It extends the associated results developed in literature and proves that the reference price dependent base-stock policy is proved to be optimal under a certain conditions. Instead of dealing with specific problems, Chapter 5 establishes the preservation of supermodularity in a class of optimization problems. This property and its extensions include several existing results in the literature as special cases, and provide powerful tools as we illustrate their applications to several operations problems: the stochastic two-product model with cross-price effects, the two-stage inventory control model, and the self-financing model.
Resumo:
Synthetic biology, by co-opting molecular machinery from existing organisms, can be used as a tool for building new genetic systems from scratch, for understanding natural networks through perturbation, or for hybrid circuits that piggy-back on existing cellular infrastructure. Although the toolbox for genetic circuits has greatly expanded in recent years, it is still difficult to separate the circuit function from its specific molecular implementation. In this thesis, we discuss the function-driven design of two synthetic circuit modules, and use mathematical models to understand the fundamental limits of circuit topology versus operating regimes as determined by the specific molecular implementation. First, we describe a protein concentration tracker circuit that sets the concentration of an output protein relative to the concentration of a reference protein. The functionality of this circuit relies on a single negative feedback loop that is implemented via small programmable protein scaffold domains. We build a mass-action model to understand the relevant timescales of the tracking behavior and how the input/output ratios and circuit gain might be tuned with circuit components. Second, we design an event detector circuit with permanent genetic memory that can record order and timing between two chemical events. This circuit was implemented using bacteriophage integrases that recombine specific segments of DNA in response to chemical inputs. We simulate expected population-level outcomes using a stochastic Markov-chain model, and investigate how inferences on past events can be made from differences between single-cell and population-level responses. Additionally, we present some preliminary investigations on spatial patterning using the event detector circuit as well as the design of stationary phase promoters for growth-phase dependent activation. These results advance our understanding of synthetic gene circuits, and contribute towards the use of circuit modules as building blocks for larger and more complex synthetic networks.
Resumo:
The continual eruptive activity, occurrence of an ancestral catastrophic collapse, and inherent geologic features of Pacaya volcano (Guatemala) demands an evaluation of potential collapse hazards. This thesis merges techniques in the field and laboratory for a better rock mass characterization of volcanic slopes and slope stability evaluation. New field geological, structural, rock mechanical and geotechnical data on Pacaya is reported and is integrated with laboratory tests to better define the physical-mechanical rock mass properties. Additionally, this data is used in numerical models for the quantitative evaluation of lateral instability of large sector collapses and shallow landslides. Regional tectonics and local structures indicate that the local stress regime is transtensional, with an ENE-WSW sigma 3 stress component. Aligned features trending NNW-SSE can be considered as an expression of this weakness zone that favors magma upwelling to the surface. Numerical modeling suggests that a large-scale collapse could be triggered by reasonable ranges of magma pressure (greater than or equal to 7.7 MPa if constant along a central dyke) and seismic acceleration (greater than or equal to 460 cm/s2), and that a layer of pyroclastic deposits beneath the edifice could have been a factor which controlled the ancestral collapse. Finally, the formation of shear cracks within zones of maximum shear strain could provide conduits for lateral flow, which would account for long lava flows erupted at lower elevations.
Resumo:
In the presented paper, the temporal and statistical properties of a Lyot filter based multiwavelength random DFB fiber laser with a wide flat spectrum, consisting of individual lines, were investigated. It was shown that separate spectral lines forming the laser spectrum have mostly Gaussian statistics and so represent stochastic radiation, but at the same time the entire radiation is not fully stochastic. A simple model, taking into account phenomenological correlations of the lines' initial phases was established. Radiation structure in the experiment and simulation proved to be different, demanding interactions between different lines to be described via a NLSE-based model.