Numerical methods for strong solutions of stochastic differential equations : an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Thermal performance of composite panels under fire conditions using numerical studies : plasterboards, rockwool, glass fibre and cellulose insulations

In recent times, light gauge steel frame (LSF) wall systems are increasingly used in the building industry. They are usually made of cold-formed and thin-walled steel studs that are fire-protected by two layers of plasterboard on both sides. A composite LSF wall panel system was developed recently, where an insulation layer was used externally between the two plasterboards to improve the fire performance of LSF wall panels. In this research, finite element thermal models of the new composite panels were developed using a finite element program, SAFIR, to simulate their thermal performance under both standard and Eurocode design fire curves. Suitable apparent thermal properties of both the gypsum plasterboard and insulation materials were proposed and used in the numerical models. The developed models were then validated by comparing their results with available standard fire test results of composite panels. This paper presents the details of the finite element models of composite panels, the thermal analysis results in the form of time-temperature profiles under standard and Eurocode design fire curves and their comparisons with fire test results. Effects of using rockwool, glass fibre and cellulose fibre insulations with varying thickness and density were also investigated, and the results are presented in this paper. The results show that the use of composite panels in LSF wall systems will improve their fire rating, and that Eurocode design fires are likely to cause severe damage to LSF walls than standard fires.

Shear design of cold-formed steel beams using direct strength method

This paper presents the direct strength method (DSM) equations for cold-formed steel beams subject to shear. Light gauge cold-formed steel sections have been developed as more economical building solutions to the alternative heavier hot-rolled sections in the commercial and residential markets. Cold-formed lipped channel beams (LCB), LiteSteel beams (LSB) and hollow flange beams (HFB) are commonly used as flexural members such as floor joists and bearers. However, their shear capacities are determined based on conservative design rules. For the shear design of cold-formed web panels, their elastic shear buckling strength must be determined accurately including the potential post-buckling strength. Currently the elastic shear buckling coefficients of web panels are determined by assuming conservatively that the web panels are simply supported at the junction between the flange and web elements and ignore the post-buckling strength. Hence experimental and numerical studies were conducted to investigate the shear behaviour and strength of LSBs, LCBs and HFBs. New direct strength method (DSM) based design equations were proposed to determine the ultimate shear capacities of cold-formed steel beams. An improved equation for the higher elastic shear buckling coefficient of cold-formed steel beams was proposed based on finite element analysis results and included in the DSM design equations. A new post-buckling coefficient was also introduced in the DSM equation to include the available post-buckling strength of cold-formed steel beams.

Robust aerodynamic design optimisation of morphing aerofoil/wing using distributed moga

In this paper, the shape design optimisation using morphing aerofoil/wing techniques, namely the leading and/or trailing edge deformation of a natural laminar flow RAE 5243 aerofoil is investigated to reduce transonic drag without taking into account of the piezo actuator mechanism. Two applications using a Multi-Objective Genetic Algorithm (MOGA)coupled with Euler and boundary analyser (MSES) are considered: the first example minimises the total drag with a lift constraint by optimising both the trailing edge actuator position and trailing edge deformation angle at a constant transonic Mach number (M! = 0.75)and boundary layer transition position (xtr = 45%c). The second example consists of finding reliable designs that produce lower mean total drag (μCd) and drag sensitivity ("Cd) at different uncertainty flight conditions based on statistical information. Numerical results illustrate how the solution quality in terms of mean drag and its sensitivity can be improved using MOGA software coupled with a robust design approach taking account of uncertainties (lift and boundary transition positions) and also how transonic flow over aerofoil/wing can be controlled to the best advantage using morphing techniques.

Multi-objective design optimisation of GFRP sandwich beams

A novel Glass Fibre Reinforced Polymer (GFRP) sandwich panel was developed by an Australian manufacturer for civil engineering applications. This research is motivated by the new applications of GFRP sandwich structures in civil engineering such as slab, beam, girder and sleeper. An optimisation methodology is developed in this work to enhance the design of GFRP sandwich beams. The design of single and glue laminated GFRP sandwich beam were conducted by using numerical optimisation. The numerical multi-objective optimisation considered a design two objectives simultaneously. These objectives are cost and mass. The numerical optimisation uses the Adaptive Range Multi-objective Genetic Algorithm (ARMOGA) and Finite Element (FE) method. Trade-offs between objectives was found during the optimisation process. Multi-objective optimisation shows a core to skin mass ratio equal to 3.68 for the single sandwich beam cross section optimisation and it showed that the optimum core to skin thickness ratio is 11.0.

Design of LSF wall studs under fire conditions

Cold-formed steel lipped channels are commonly used in LSF wall construction as load bearing studs with plasterboards on both sides. Under fire conditions, cold-formed thin-walled steel sections heat up quickly resulting in fast reduction in their strength and stiffness. Usually the LSF wall panels are subjected to fire from one side which will cause thermal bowing, neutral axis shift and magnification effects due to the development of non-uniform temperature distributions across the stud. This will induce an additional bending moment in the stud and hence the studs in LSF wall panels should be designed as a beam column considering both the applied axial compression load and the additional bending moment. Traditionally the fire resistance rating of these wall panels is based on approximate prescriptive methods. Very often they are limited to standard wall configurations used by the industry. Therefore a detailed research study is needed to develop fire design rules to predict the failure load and hence the failure time of LSF wall panels subject to non-uniform temperature distributions. This paper presents the details of an investigation to develop suitable fire design rules for LSF wall studs under non-uniform elevated temperature distributions. Applications of the previously developed fire design rules based on AISI design manual and Eurocode 3 Parts 1.2 and 1.3 to LSF wall studs were investigated in detail and new simplified fire design rules based on AS/NZS 4600 and Eurocode 3 Part 1.3 were proposed in the current study with suitable allowances for the interaction effects of compression and bending actions. The accuracy of the proposed fire design rules was verified by using the results from full scale fire tests and extensive numerical studies.

Development of improved fire design rules for cold-formed steel wall systems

Traditionally the fire resistance rating of LSF wall systems is based on approximate prescriptive methods developed using limited fire tests. Therefore a detailed research study into the performance of load bearing LSF wall systems under standard fire conditions was undertaken to develop improved fire design rules. It used the extensive fire performance results of eight different LSF wall systems from a series of full scale fire tests and numerical studies for this purpose. The use of previous fire design rules developed for LSF walls subjected to non-uniform elevated temperature distributions based on AISI design manual and Eurocode3 Parts 1.2 and 1.3 was investigated first. New simplified fire design rules based on AS/NZS 4600, North American Specification and Eurocode 3 Part 1.3 were then proposed in this study with suitable allowances for the interaction effects of compression and bending actions. The importance of considering thermal bowing, magnified thermal bowing and neutral axis shift in the fire design was also investigated. A spread sheet based design tool was developed based on the new design rules to predict the failure load ratio versus time and temperature curves for varying LSF wall configurations. The accuracy of the proposed design rules was verified using the test and FEA results for different wall configurations, steel grades, thicknesses and load ratios. This paper presents the details and results of this study including the improved fire design rules for predicting the load capacity of LSF wall studs and the failure times of LSF walls under standard fire conditions.

Improved design rules for cold-formed steel columns

Current design rules for determining the member strength of cold-formed steel columns are based on the effective length of the member and a single column capacity curve for both pin-ended and fixed-ended columns. This research has reviewed the use of AS/NZS 4600 design rules for their accuracy in determining the member compression capacities of slender cold-formed steel columns using detailed numerical studies. It has shown that AS/NZS 4600 design rules accurately predicted the capacities of pinned and fixed ended columns undergoing flexural buckling. However, for fixed ended columns undergoing flexural-torsional buckling, it was found that current AS/NZS 4600 design rules did not include the beneficial effect of warping fixity. Therefore AS/NZS 4600 design rules were found to be excessively conservative and hence uneconomical in predicting the failure loads obtained from tests and finite element analyses of fixed-ended lipped channel columns. Based on this finding, suitable recommendations have been made to modify the current AS/NZS 4600 design rules to more accurately reflect the results obtained from the numerical and experimental studies conducted in this research. This paper presents the details of this research on cold-formed steel columns and the results.

Thermal performance of load bearing cold-formed steel walls under fire conditions using numerical studies

Cold–formed Light gauge Steel Frame (LSF) wall systems are increasingly used in low-rise and multi-storey buildings and hence their fire safety has become important in the design of buildings. A composite LSF wall panel system was developed recently, where a thin insulation was sandwiched between two plasterboards to improve the fire performance of LSF walls. Many experimental and numerical studies have been undertaken to investigate the fire performance of non-load bearing LSF wall under standard conditions. However, only limited research has been undertaken to investigate the fire performance of load bearing LSF walls under standard and realistic design fire conditions. Therefore in this research, finite element thermal models of both the conventional load bearing LSF wall panels with cavity insulation and the innovative LSF composite wall panel were developed to simulate their thermal behaviour under standard and realistic design fire conditions. Suitable thermal properties were proposed for plasterboards and insulations based on laboratory tests and available literature. The developed models were then validated by comparing their results with available fire test results of load bearing LSF wall. This paper presents the details of the developed finite element models of load bearing LSF wall panels and the thermal analysis results. It shows that finite element models can be used to simulate the thermal behaviour of load bearing LSF walls with varying configurations of insulations and plasterboards. Failure times of load bearing LSF walls were also predicted based on the results from finite element thermal analyses. Finite element analysis results show that the use of cavity insulation was detrimental to the fire rating of LSF walls while the use of external insulation offered superior thermal protection to them. Effects of realistic design fire conditions are also presented in this paper.

Improved shear design rules for lipped channel beams with web openings

Cold-formed steel Lipped Channel Beams (LCB) with web openings are commonly used as floor joists and bearers in building structures. The shear behaviour of these beams is more complicated and their shear capacities are considerably reduced by the presence of web openings. However, limited research has been undertaken on the shear behaviour and strength of LCBs with web openings. Hence a detailed numerical study was undertaken to investigate the shear behaviour and strength of LCBs with web openings. Finite element models of simply supported LCBs under a mid-span load with aspect ratios of 1.0 and 1.5 were developed and validated by comparing their results with test results. They were then used in a detailed parametric study to investigate the effects of various influential parameters. Experimental and numerical results showed that the current design rules in cold-formed steel structures design codes are very conservative. Improved design equations were therefore proposed for the shear strength of LCBs with web openings based on both experimental and numerical results. This paper presents the details of finite element modelling of LCBs with web openings, validation of finite element models, and the development of improved shear design rules. The proposed shear design rules in this paper can be considered for inclusion in the future versions of cold-formed steel design codes.

Behaviour and design of crest-fixed profiled steel roof claddings under wind uplift

Profiled steel roof claddings in Australia are commonly made of very thin high tensile steel and are crest-fixed with screw fasteners. At present the design of these claddings is entirely based on testing. In order to improve the understanding of the behaviour of these claddings under wind uplift, and thus the design methods, a detailed investigation consisting of a finite element analysis and laboratory experiments was carried out on two-span roofing assemblies of three common roofing profiles. It was found that the failure of the roof cladding system was due to a local failure (dimpling of crests/pull-through) at the fasteners. This paper presents the details of the investigation, the results and then proposes a design method based on the strength of the screwed connections, for which testing of small-scale roofing models and/or using a simple design formula is recommended.

Shear capacity of lipped channel beams with web openings : design rules and improvements

Cold-formed steel Lipped Channel Beams (LCB) with web openings are commonly used as floor joists and bearers in building structures. Shear behaviour of these beams is more complicated and their shear capacities are considerably reduced by the presence of web openings. Hence detailed numerical and experimental studies of simply supported LCBs under a mid-span load with aspect ratios of 1.0 and 1.5 were undertaken to investigate the shear behaviour and strength of LCBs with web openings. Experimental and numerical results showed that the current design rules in cold-formed steel structures design codes are very conservative. Improved design equations were therefore proposed for the shear strength of LCBs with web openings based on both experimental and numerical results. This research showed a significant reduction in shear capacities of LCBs when large web openings are included for the purpose of locating building services. A cost effective method of eliminating such detrimental effects of large circular web openings was also therefore investigated using experimental and numerical studies. For this purpose LCBS were reinforced using plate, stud, transverse and sleeve stiffeners with varying sizes and thicknesses that were welded and screw-fastened to the web of LCBs. These studies showed that plate stiffeners were the most suitable. Suitable screw-fastened plate stiffener arrangements with optimum thicknesses were then proposed for LCBs with web openings to restore their original shear capacities. This paper presents the details of finite element analyses and experiments of LCBs with web openings in shear, and the development of improved shear design rules. It then describes the experimental and numerical studies to determine the optimum plate stiffener arrangements and the results. The proposed shear design rules in this paper can be considered for inclusion in the future versions of cold-formed steel design codes.

Performance-based structural fire design of steel frames using conventional computer software

Fire incident in buildings is common, so the fire safety design of the framed structure is imperative, especially for the unprotected or partly protected bare steel frames. However, software for structural fire analysis is not widely available. As a result, the performance-based structural fire design is urged on the basis of using user-friendly and conventional nonlinear computer analysis programs so that engineers do not need to acquire new structural analysis software for structural fire analysis and design. The tool is desired to have the capacity of simulating the different fire scenarios and associated detrimental effects efficiently, which includes second-order P-D and P-d effects and material yielding. Also the nonlinear behaviour of large-scale structure becomes complicated when under fire, and thus its simulation relies on an efficient and effective numerical analysis to cope with intricate nonlinear effects due to fire. To this end, the present fire study utilizes a second order elastic/plastic analysis software NIDA to predict structural behaviour of bare steel framed structures at elevated temperatures. This fire study considers thermal expansion and material degradation due to heating. Degradation of material strength with increasing temperature is included by a set of temperature-stress-strain curves according to BS5950 Part 8 mainly, which implicitly allows for creep deformation. This finite element stiffness formulation of beam-column elements is derived from the fifth-order PEP element which facilitates the computer modeling by one member per element. The Newton-Raphson method is used in the nonlinear solution procedure in order to trace the nonlinear equilibrium path at specified elevated temperatures. Several numerical and experimental verifications of framed structures are presented and compared against solutions in literature. The proposed method permits engineers to adopt the performance-based structural fire analysis and design using typical second-order nonlinear structural analysis software.

Comparison of high level FPGA hardware design for solving tri-diagonal linear systems

Reconfigurable computing devices can increase the performance of compute intensive algorithms by implementing application specific co-processor architectures. The power cost for this performance gain is often an order of magnitude less than that of modern CPUs and GPUs. Exploiting the potential of reconfigurable devices such as Field-Programmable Gate Arrays (FPGAs) is typically a complex and tedious hardware engineering task. Re- cently the major FPGA vendors (Altera, and Xilinx) have released their own high-level design tools, which have great potential for rapid development of FPGA based custom accelerators. In this paper, we will evaluate Altera’s OpenCL Software Development Kit, and Xilinx’s Vivado High Level Sythesis tool. These tools will be compared for their per- formance, logic utilisation, and ease of development for the test case of a Tri-diagonal linear system solver.

Numerical simulation of idealised three-dimensional downburst wind fields

Convective downburst wind storms generate the peak annual gust wind speed for many parts of the non-cyclonic world at return periods of importance for ultimate limit state design. Despite this there is little clear understanding of how to appropriately design for these wind events given their significant dissimilarities to boundary layer winds upon which most design is based. To enhance the understanding of wind fields associated with these storms a three-dimensional numerical model was developed to simulate a multitude of idealised downburst scenarios and to investigate their near-ground wind characteristics. Stationary and translating downdraft wind events in still and sheared environments were simulated with baseline results showing good agreement with previous numerical work and full-scale observational data. Significant differences are shown in the normalised peak wind speed velocity profiles depending on the environmental wind conditions in the vicinity of the simulated event. When integrated over the height of mid- to high rise structures, all simulated profiles are shown to produce wind loads smaller than an equivalent 10 m height matched open terrain boundary layer profile. This suggests that for these structures the current design approach is conservative from an ultimate loading standpoint. Investigating the influence of topography on the structure of the simulated near-ground downburst wind fields, it is shown that these features amplify wind speeds in a manner similar to that expected for boundary layer winds, but the extent of amplification is reduced. The level of reduction is shown to be dependent on the depth of the simulated downburst outflow.