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 investigates the soil–pile interaction of a pile embedded in a deep multi-layered soil under seismic excitation considering both kinematic and inertial interaction effects. A comprehensive three-dimensional finite element model is developed and validated using existing results in the literature. The response of the pile in the deep multi-layered soil profile is investigated with respect to pile head response, deflection modes and maximum deflections along the pile. Results show that the pile exhibits complex deflection patterns and that the pile response is influenced by the properties of both the soil profile and the seismic excitation. It is also evident that kinematic interaction effects have a greater influence on the pile response than the inertial interaction effects.

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Strain-based failure criteria have several advantages over stress-based failure criteria: they can account for elastic and inelastic strains, they utilise direct, observables effects instead of inferred effects (strain gauges vs. stress estimates), and model complete stress-strain curves including pre-peak, non-linear elasticity and post-peak strain weakening. In this study, a strain-based failure criterion derived from thermodynamic first principles utilising the concepts of continuum damage mechanics is presented. Furthermore, implementation of this failure criterion into a finite-element simulation is demonstrated and applied to the stability of underground mining coal pillars. In numerical studies, pillar strength is usually expressed in terms of critical stresses or stress-based failure criteria where scaling with pillar width and height is common. Previous publications have employed the finite-element method for pillar stability analysis using stress-based failure criterion such as Mohr-Coulomb and Hoek-Brown or stress-based scalar damage models. A novel constitutive material model, which takes into consideration anisotropy as well as elastic strain and damage as state variables has been developed and is presented in this paper. The damage threshold and its evolution are strain-controlled, and coupling of the state variables is achieved through the damage-induced degradation of the elasticity tensor. This material model is implemented into the finite-element software ABAQUS and can be applied to 3D problems. Initial results show that this new material model is capable of describing the non-linear behaviour of geomaterials commonly observed before peak strength is reached as well as post-peak strain softening. Furthermore, it is demonstrated that the model can account for directional dependency of failure behaviour (i.e. anisotropy) and has the potential to be expanded to environmental controls like temperature or moisture.

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We present a rigorous validation of the analyticalAmadei solution for the stress concentration around arbitrarily orientated borehole in general anisotropic elastic media. First, we revisit the theoretical framework of the Amadei solution and present analytical insights that show that the solution does indeed contain all special cases of symmetry, contrary to previous understanding, provided that the reduced strain coefficients β11 and β55 are not equal. It is shown from theoretical considerations and published experimental data that the β11 and β55 are not equal for realistic rocks. Second, we develop a 3D finite-element elastic model within a hybrid analyticalnumerical workflow that circumvents the need to rebuild and remesh the model for every borehole and material orientation. Third, we show that the borehole stresses computed from the numerical model and the analytical solution match almost perfectly for different borehole orientations (vertical, deviated and horizontal) and for several cases involving isotropic and transverse isotropic symmetries. It is concluded that the analytical Amadei solution is valid with no restrictions on the borehole orientation or elastic anisotropy symmetry.

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Dried plant food materials are one of the major contributors to the global food industry. Widening the fundamental understanding on different mechanisms of food material alterations during drying assists the development of novel dried food products and processing techniques. In this regard, case hardening is an important phenomenon, commonly observed during the drying processes of plant food materials, which significantly influences the product quality and process performance. In this work, a recent meshfree-based numerical model of the authors is further improved and used to simulate the influence of case hardening on shrinkage characteristics of plant tissues during drying. In order to model fluid and wall mechanisms in each cell, Smoothed Particle Hydrodynamics (SPH) and the Discrete Element Method (DEM) are used. The model is fundamentally more capable of simulating large deformation of multiphase materials, when compared with conventional grid-based modelling techniques such as Finite Element Methods (FEM) or Finite Difference Methods (FDM). Case hardening is implemented by maintaining distinct moisture levels in the different cell layers of a given tissue. In order to compare and investigate different factors influencing tissue deformations under case hardening, four different plant tissue varieties (apple, potato, carrot and grape) are studied. The simulation results indicate that the inner cells of any given tissue undergo limited shrinkage and cell wall wrinkling compared to the case hardened outer cell layers of the tissues. When comparing unique deformation characteristics of the different tissues, irrespective of the normalised moisture content, the cell size, cell fluid turgor pressure and cell wall characteristics influence the tissue response to case hardening.

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The most important aspect of modelling a geological variable, such as metal grade, is the spatial correlation. Spatial correlation describes the relationship between realisations of a geological variable sampled at different locations. Any method for spatially modelling such a variable should be capable of accurately estimating the true spatial correlation. Conventional kriged models are the most commonly used in mining for estimating grade or other variables at unsampled locations, and these models use the variogram or covariance function to model the spatial correlations in the process of estimation. However, this usage assumes the relationships of the observations of the variable of interest at nearby locations are only influenced by the vector distance between the locations. This means that these models assume linear spatial correlation of grade. In reality, the relationship with an observation of grade at a nearby location may be influenced by both distance between the locations and the value of the observations (ie non-linear spatial correlation, such as may exist for variables of interest in geometallurgy). Hence this may lead to inaccurate estimation of the ore reserve if a kriged model is used for estimating grade of unsampled locations when nonlinear spatial correlation is present. Copula-based methods, which are widely used in financial and actuarial modelling to quantify the non-linear dependence structures, may offer a solution. This method was introduced by Bárdossy and Li (2008) to geostatistical modelling to quantify the non-linear spatial dependence structure in a groundwater quality measurement network. Their copula-based spatial modelling is applied in this research paper to estimate the grade of 3D blocks. Furthermore, real-world mining data is used to validate this model. These copula-based grade estimates are compared with the results of conventional ordinary and lognormal kriging to present the reliability of this method.

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This paper presents a novel path planning method for minimizing the energy consumption of an autonomous underwater vehicle subjected to time varying ocean disturbances and forecast model uncertainty. The algorithm determines 4-Dimensional path candidates using Nonlinear Robust Model Predictive Control (NRMPC) and solutions optimised using A*-like algorithms. Vehicle performance limits are incorporated into the algorithm with disturbances represented as spatial and temporally varying ocean currents with a bounded uncertainty in their predictions. The proposed algorithm is demonstrated through simulations using a 4-Dimensional, spatially distributed time-series predictive ocean current model. Results show the combined NRMPC and A* approach is capable of generating energy-efficient paths which are resistant to both dynamic disturbances and ocean model uncertainty.

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As connectivity analyses become more popular, claims are often made about how the brain's anatomical networks depend on age, sex, or disease. It is unclear how results depend on tractography methods used to compute fiber networks. We applied 11 tractography methods to high angular resolution diffusion images of the brain (4-Tesla 105-gradient HARDI) from 536 healthy young adults. We parcellated 70 cortical regions, yielding 70×70 connectivity matrices, encoding fiber density. We computed popular graph theory metrics, including network efficiency, and characteristic path lengths. Both metrics were robust to the number of spherical harmonics used to model diffusion (4th-8th order). Age effects were detected only for networks computed with the probabilistic Hough transform method, which excludes smaller fibers. Sex and total brain volume affected networks measured with deterministic, tensor-based fiber tracking but not with the Hough method. Each tractography method includes different fibers, which affects inferences made about the reconstructed networks.

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INTRODUCTION Adolescent idiopathic scoliosis (AIS) is a spinal deformity, which may require surgical correction by attaching rods to the patient’s spine using screws inserted into the vertebrae. Complication rates for deformity correction surgery are unacceptably high. Determining an achievable correction without overloading the adjacent spinal tissues or implants requires an understanding of the mechanical interaction between these components. Our novel patient specific modelling software creates individualized finite element models (FEM) representing the thoracolumbar spine and ribcage of scoliosis patients. We have recently applied the model to investigate the influence of increasing magnitudes of surgically applied corrective force on predicted deformity correction...

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The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

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This study is concerned with transient natural convection in an isosceles triangular enclosure subject to non-uniformly cooling at the inclined surfaces and uniformly heating at the base. The numerical simulations of the unsteady flows over a range of Rayleigh numbers and aspect ratios are carried out using Finite Volume Method. Since the upper inclined surfaces are linearly cooled and the bottom surface is heated, the flow is potentially unstable. It is revealed from the numerical simulations that the transient flow development in the enclosure can be classified into three distinct stages; an early stage, a transitional stage, and a steady stage. The flow inside the enclosure depends significantly on the governing parameters, Rayleigh number and aspect ratio. The effect of Rayleigh number and aspect ratio on the flow development and heat transfer rate are discussed. The key finding for this study is to analyze the pitchfork bifurcation of the flow about the geometric center line. The heat transfer through the roof and the ceiling as a form of Nusselt number is reported in this study.

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The richness of the iris texture and its variability across individuals make it a useful biometric trait for personal authentication. One of the key stages in classical iris recognition is the normalization process, where the annular iris region is mapped to a dimensionless pseudo-polar coordinate system. This process results in a rectangular structure that can be used to compensate for differences in scale and variations in pupil size. Most iris recognition methods in the literature adopt linear sampling in the radial and angular directions when performing iris normalization. In this paper, a biomechanical model of the iris is used to define a novel nonlinear normalization scheme that improves iris recognition accuracy under different degrees of pupil dilation. The proposed biomechanical model is used to predict the radial displacement of any point in the iris at a given dilation level, and this information is incorporated in the normalization process. Experimental results on the WVU pupil light reflex database (WVU-PLR) indicate the efficacy of the proposed technique, especially when matching iris images with large differences in pupil size.

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A plane strain elastic interaction analysis of a strip footing resting on a reinforced soil bed has been made by using a combined analytical and finite element method (FEM). In this approach the stiffness matrix for the footing has been obtained using the FEM, For the reinforced soil bed (halfplane) the stiffness matrix has been obtained using an analytical solution. For the latter, the reinforced zone has been idealised as (i) an equivalent orthotropic infinite strip (composite approach) and (ii) a multilayered system (discrete approach). In the analysis, the interface between the strip footing and reinforced halfplane has been assumed as (i) frictionless and (ii) fully bonded. The contact pressure distribution and the settlement reduction have been given for different depths of footing and scheme of reinforcement in soil. The load-deformation behaviour of the reinforced soil obtained using the above modelling has been compared with some available analytical and model test results. The equivalent orthotropic approach proposed in this paper is easy to program and is shown to predict the reinforcing effects reasonably well.

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A general mathematical model for forced air precooling of spherical food products in bulk is developed. The food products are arranged inline to form a rectangular parallelepiped. Chilled air is blown along the height of the package. The governing equations for the transient two-dimensional conduction with internal heat generation in the product, simultaneous heat and mass transfer at the product-air interface and one-dimensional transient energy and species conservation equations for the moist air are solved numerically using finite difference methods. Results are presented in the form of time-temperature histories. Experiments are conducted with model foods in a laboratory scale air precooling tunnel. The agreement between the theoretical and experimental results is found to be good. In general, a single product analysis fails to predict the precooling characteristics of bulk loads of food products. In the range of values investigated, the respiration heat is found to have a negligible effect.

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Adopting a two-temperature and two-velocity model, appropriate to a bidisperse porous medium (BDPM) proposed by Nield and Kuznetsov (2008), the classical steady, mixed convection boundary layer flow about a horizontal, isothermal circular cylinder embedded in a porous medium has been theoretically studied in this article. It is shown that the boundary layer analysis leads to expressions for the flow and heat transfer characteristics in terms of an inter-phase momentum parameter, a thermal diffusivity ratio, a thermal conductivity ratio, a permeability ratio, a modified thermal capacity ratio, and a buoyancy or mixed convection parameter. The transformed partial differential equations governing the flow and heat transfer in the f-phase (the macro-pores) and the p-phase (the remainder of the structure) are solved numerically using a very efficient implicit finite-difference technique known as Keller-box method. A good agreement is observed between the present results and those known from the open literature in the special case of a traditional Darcy formulation (monodisperse system).