Simple Simulation Method Research Articles

An estimation of distribution algorithm with clustering for scenario-based robust financial optimization

One important problem in financial optimization is to search for robust investment plans that can maximize return while minimizing risk. The market environment, namely the scenario of the problem in optimization, always affects the return and risk of an investment plan. Those financial optimization problems that the performance of the investment plans largely depends on the scenarios are defined as scenario-based optimization problems. This kind of uncertainty is called scenario-based uncertainty. The consideration of scenario-based uncertainty in multi-objective optimization problem is a largely under explored domain. In this paper, a nondominated sorting estimation of distribution algorithm with clustering (NSEDA-C) is proposed to deal with scenario-based robust financial problems. A robust group insurance portfolio problem is taken as an instance to study the features of scenario-based robust financial problems. A simplified simulation method is applied to measure the return while an estimation model is devised to measure the risk. Applications of the NSEDA-C on the group insurance portfolio problem for real-world insurance products have validated the effectiveness of the proposed algorithm.

Axial buckling behavior of H-piles considering mechanical-electrochemical interaction induced damage

In this study, the buckling behavior of axial compressed H-shape column with time-variant corrosion defects was assessed. A simplified numerical simulation method able to consider the mechanical-electrochemical interaction during corrosion was proposed, the corrosion process was governed by a stress-corrosion (SC) model, which was embedded into ABAQUS by a user defined UMESHMOTION subroutine. Based on the user defined FORTRAN subroutine, both general corrosion, random corrosion and the stress-acceleration effect can be considered. By applying such numerical method, the time-variant corrosion morphology and collapse force of H-shape column under axial compression can be obtained. Such method avoids the disadvantage of conventional method, where the damage form and size are presupposed and history-independent. Moreover, a reverse structural design method was proposed, where the optimized original shape and dimension of the structure can be determined based on the allowable final state, service load and service life.

Efficient and simple simulation method for matching stress‐permeability test results

AbstractIn the process of pressure‐relief mining in high gas coal seams and hydraulic fracturing of deep coalbed methane, a large number of irregular fractures are generated inside the coal, which becomes the main path for gas migration. The stress sensitivity of fractures directly affects the gas migration characteristics in the coal. For better matching stress‐permeability test results, a fluid–solid coupling simulation method with the joint stiffness changing method (JSCM), which accommodates fracture (or joint) stiffness through the stress acting on the fracture, is proposed. The stress sensitivity of permeability under different stress states was matched in a simulation and compared with a laboratory experiment. This method has the following advantages compared with the traditional joint stiffness fixing method (JSFM). (1) The JSCM does not need to set the residual joint aperture, which can match a wider range of stresses, so there is no upper limit in principle. (2) The JSCM can match the laboratory test results better than the JSFM. A parameter‐determining method for the JSCM is given for the flow test results. Based on the JSCM, the flow in an irregular fracture under different confining and axial stresses was determined. The results show that the occurrence of segmental fractures with different dip angles in persistent fractures determines the stress sensitivity of the fracture flow. With the increase in axial stress, the fracture aperture of the horizontal section is reduced, causing the decrease in horizontal section seepage capacity. It determines the whole flow of the persistent fracture. While with the increase in confining stress, the fracture aperture of vertical section is greatly reduced and causing flow rate of the whole fracture reducing greatly.

Multi-scale numerical simulation analysis of CFST column-composite beam frame under a column-loss scenario

Experimental studies are costly for human and financial resources, while numerical simulation studies can further amplify the conclusions based on experimental results. The conventional numerical model based on brick elements and beam-shell elements is computationally inefficient and inaccurate, respectively. It is advisable to develop a simplified simulation method that ensures computing efficiency while not losing computational accuracy. Consequently, this paper innovatively proposed a numerical simulation method that integrates multi-scale elements modelling and simplified non-essential components, significantly increasing the computing efficiency and accuracy. Subsequently, the concrete-filled steel tubular (CFST) column-composite beam frame models based on the previous tested specimens were numerically developed and studied, considering different simulation methods, column-loss scenarios, and number of storeys. The numerical results identified the cantilevered deep beam effect in a multi-storey composite frame under an edge column-loss scenario, and the simply supported deep beam effect under a penultimate column-loss or a middle column-loss scenario, both reasonably represent the internal force pattern. Furthermore, to enhance the capacity of composite frames to resist progressive collapse, two improvement alternatives were proposed, i.e., fully bolted connection and pre-stressed strand device.

Ring simulation: A novel simple and efficient simulation method for structural reliability analysis

In this paper, a novel simulation method, referred to as “ring simulation”, is proposed. The method estimates the failure probability only using the information from the importance interval of the radius, i.e., the hyper-spherical ring, where the contributions to the failure probability are dominant. A stepwise computing procedure is proposed to determine the importance interval and simultaneously obtain the failure probability, in which samples are uniformly generated in the importance interval. The variability of the proposed method for the evaluation of the failure probability is also investigated. The accuracy, efficiency, and robustness of the proposed method are demonstrated through four examples involving the multiple design points, existence of local minima, small failure probability, and highly nonlinear, implicit, and high-dimensional limit state functions. The results reveal that the proposed method is almost as simple and applicable as crude Monte Carlo simulation method, but more efficient. Compared with directional simulation, subset simulation, and weighted average simulation, the proposed method has shown its advantage.

A Novel Electromagnetic Transient Simulation Method of Large-Scale AC Power System With High Penetrations of DFIG-Based Wind Farms

With the ever-expanding deployment of renewable energy sources (RESs), the short-time transients have more significant impacts on shaping the characteristics of large power grids. However, the electro-mechanic transient simulation cannot reflect the short-time transients, while the current electromagnetic transient simulation cannot tackle large power systems due to the huge computational burden. This paper presents a novel simplified electromagnetic transient simulation method for large-scale power systems with high penetrations of doubly fed induction generator (DFIG)-based wind farms. Firstly, a DFIG-based wind generator (WG) model is built to simplify the detailed switching process of power electronic devices as well as reproduce external characteristics to the power system. Secondly, an initialization technique is further adopted using the power flow results, aiming to avoid the long and unnecessary computation process for starting the simulation with traditional methods. Finally, a simulation tool is developed based on the proposed method, and a real power system with 9889 buses and 898 wind farms is simulated. Results show that the simulation can start smoothly with good accuracy. Therefore, the proposed method can be employed in electromagnetic transient simulation of large-scale AC power systems with high penetrations of RESs.

Simplified Simulation Method for Hysteretic Behavior of Wood Brackets

AbstractBecause of its high historical, cultural, and scientific value, wooden architectural heritage in East Asia requires comprehensive protection. The dou-gong (bracket set) is an essential memb...

EP.TU.40Tendon Repair Training: An Alternative Approach

AimsThe COVID-19 pandemic has seen reduced training opportunities for surgical trainees. Tendon repair is an important surgical skill for all core surgical trainees. It is particularly essential for those training within Plastic and Orthopaedic surgery. Tendon repair simulation often involves the use of expensive materials or animal tissues, posing ethical predicament. Here we aimed to devise a simple and reproducible method for tendon repair simulation.MethodsOur tendon simulation model is an inexpensive and easily set up arrangement consisting of edible strawberry laces.ResultsThe tendon simulator gives reasonable replication of a tendon, with the laces depicting an inner and outer core of a severed tendon. In addition the materials are easy to acquire, handle, dispose of and are free from ethical limitations.ConclusionsSurgical trainees will be able to practice varying tendon repair techniques on this model, applying basic surgical principles such as instrument and tissue handling and develop their expertise.

A new and simple method for simulation of lattice mismatch on the optical properties of solar cells: A combination of DFT and FDTD simulations

Since controlling strain in different types of heterostructures devices causes the improvement of properties and functionalities in real devices, considering this matter is vital in simulation. In this paper, the impact of strain in the interface of different layers of solar cells has been investigated with density functional theory (DFT) and finite-difference time-domain (FDTD) techniques. We have simulated the complex issue of strain and relaxation of atomic layers by using a new, effective and simple method and using a precise meshing technique. The amplitude and region of the strain have been meshed to specific values. The lattice strain is included in both simple and gradient patterns in the theoretical simulations. The strain factor has been considered in two steps; between active layers in solar cells and between the active layer and the electron transport layer (ETL). DFT results indicate alterations in the structural and optical properties of the material as a function of strain. The results of DFT have been used in FDTD simulation. To describe this new method, we used perovskite as the active layer in the solar cell. We realized that the electric and optical parameters such as short circuit current density, absorptance, and reflectance of strained solar cells are different in comparison to strain free cells, and applying strain to the contacting layers in the solar cell alters the optoelectronic properties of the device.

Study on the performance of a 200 m airlift pump for water and highly-viscous shear-thinning slurry

An airlift pump facility of 200 m length was designed and constructed; pump experiments were conducted for water and two types of highly-viscous shear-thinning slurries. The primary objective of this study is to obtain quantitative data on the performance characteristics of slurries for deep-sea mining. Experimental results showed the capability of the airlift pump for the slurries. The airflow rates which give high discharge flow rates for the slurries were nearly the same with that of water. The difference in the viscosity of the working fluids was observed in the amount of the discharge flow rate. A simple simulation method to predict steady-state pump performance was also developed, and the results were validated by comparing with the present experimental results. For water, simulation results showed good agreement with experimental results. For the slurries, the simulations also showed good agreement for low airflow rate conditions. However, for high airflow rates, a discrepancy between the simulation and experimental results was observed. A reliable pipe friction model for gas-slurry mixtures in high Reynolds number region for the slurry with a small power index is required to improve the prediction accuracy of pump performance in large-scale airlift pumps.

Simplified method for simulation of incompressible viscous flows inspired by the lattice Boltzmann method.

The lattice Boltzmann method (LBM) has gained increasing popularity in incompressible viscous flow simulations, but it uses many distribution functions (far more than the flow variables) and is often memory demanding. This disadvantage was overcome by a recent approach that solves the more actual macroscopic equations obtained through Taylor series expansion analysis of the lattice Boltzmann equations [Lu etal., J. Comput. Phys. 415, 109546 (2020)JCTPAH0021-999110.1016/j.jcp.2020.109546]. The key is to keep some small additional terms (SATs) to stabilize the numerical solution of the weakly compressible Navier-Stokes equations. However, there are many SATs that complicate the implementation of their method. Based on some analyses and numerous tests, we ultimately pinpoint two essential ingredients for stable simulations: (1) suitable density (pressure) diffusion added to the continuity equation and (2) proper numerical dissipation related to the velocity divergence added to the momentum equations. Then we propose a simplified method that is not only easier to implement but noticeably faster than the original method and the LBM. It contains much simpler SATs that only involve the density (pressure) derivatives, and it requires no intermediate steps or variables. As well, it is extended for thermal flows with small temperature variations and for two-phase flows with uniform density and viscosity. Several test cases, including some two-phase problems under two-dimensional, axisymmetric, and three-dimensional geometries, are presented to demonstrate its capability. This work may help pave the way for the simplest simulation of incompressible viscous flows on collocated grids based on the artificial compressibility methodology.

Strength uncertainty analysis of composite turbine blade with small sample size

SiC/SiC ceramic matrix composites (CMCs) exhibit significant randomness of damage processes under load. In this study, a simplified simulation method was established based on the macroscopic damage constitutive model, characteristics of fewer test samples, and complex data sources for determining the randomness of the material behavior. Moreover, the established model was verified by introducing an uncertainty parameter to the constitutive model. By considering a typical high-dimensional nonlinear function as a numerical example, the reliability and error of the characterization methods were compared with specimens and studied in terms of the extreme-value interval, tolerance interval, evidence theory, and fuzzy set method with the distribution characteristics of single and mixed parameters. In conjunction with the sensitivity analysis, the randomness of the mechanical behavior was more evident at the damage stage, and the uncertainty of material behavior relied on the loading state. In addition, the correction method of the constitutive parameters and formal errors of the model were established using the Bayesian theorem to acquire additional data. Thereafter, the proposed method was employed for quantifying the uncertainty in the strength of the CMC turbine rotor blade. The determinacy results revealed that the failure risk could be more effectively evaluated by the strength analysis considering the uncertainty of the model, thus providing guidance toward structural design improvement aligned with engineering practice.

Simulation of response spectrum-compatible ground motions using wavelet-based multi-resolution analysis

This study proposed a simple and effective response spectrum-compatible ground motions simulation method to mitigate the scarcity of ground motions on seismic hazard analysis base on wavelet-based multi-resolution analysis. The feasibility of the proposed method is illustrated with two recorded ground motions in El Mayor-Cucapah earthquake. The results show that the proposed method enriches the ground motions exponentially. The simulated ground motions agree well with the attenuation characteristics of seismic ground motion without modulating process. Moreover, the pseudo-acceleration response spectrum error between the recorded ground motion and the average of the simulated ground motions is 5.2%, which fulfills the requirement prescribed in Eurocode 8 for artificially simulated ground motions. Besides, the cumulative power spectra between the simulated and recorded ground motions agree well on both high- and low-frequency regions. Therefore, the proposed method offers a feasible alternative in enriching response spectrum-compatible ground motions, especially on the regions with insufficient ground motions.

Numerical prediction of solid particle erosion under upward multiphase annular flow in vertical pipe bends

Solid particles entrained in the low liquid loading pipelines will cause pits or scratches on the pipe wall, and further lead to wall thinning or even leaks. Annular flow is a common flow pattern in pipeline. The particles in annular flow distribute in the liquid film and the gas core, and there are two existence forms for the solid particles in the gas core: wrapped in droplets and not be wrapped. In this paper, gas-particle slip was considered in a slip model in order to calculate the erosion of the particles wrapped in droplets in the gas core and a no-slip model was proposed to calculate the erosion of other particles in the gas core. The cushion effect of gas-liquid interface and the liquid film on the solid particles was equivalent to wall roughness. Finally, a simplified numerical simulation method considering the cushion effect and the gas-particle slip was developed to predict the erosion rate of vertical pipe bends. It is found that the predictions are in good agreement with the experimental data. The ratio of the solid particles wrapped in droplets to the total number of solid particles in the gas core is 0.626. Additionally, the relationship among liquid entrainment, erosion rate and liquid film thickness is investigated.

Residual behaviour of corroded welded hollow spherical joints subjected to eccentric loads

The evaluation of corroded welded hollow spherical joints (WHSJs) under eccentric loads is necessary to ensure the safety of space structures. In this study, the corrosion characteristics and mechanical properties of standard specimens under different corrosion times were investigated through surface measurements and tensile tests. Next, eccentric compressive tests were performed on four WHSJs subjected to different degrees of corrosion to evaluate the mechanical properties. The test results showed that the logarithmic normal distribution and generalized extremum value distribution could be used to describe the pitting depth distribution precisely. Uniform corrosion was the main index that influenced the corrosion and bearing characteristics under the test conditions; the eccentric compressive ultimate load decreased by 3.8%, 9.9% and 11.8% at 100, 131, and 157 days of acetic acid mist corrosion, respectively, which corresponded to approximately 20, 30, and 40 years of environmental corrosion in Qingdao. In addition, a refined corrosion simulation method, based on corrosion morphology, and two simplified simulation methods were developed. Based on one of the simplified methods, the effects of various corrosion and size parameters on the eccentric performance of the joint were evaluated. The analysis results showed that the corrosion depth and wall thickness were the main factors that influenced the degradation of the joint bearing capacity. A simplified method for designing the eccentric performance of corroded WHSJs was developed and validated.

Numerical Simulation of Empty-Hole Effect during Parallel-Hole Cutting under Different In Situ Stress Conditions

With the progress of deep mining in mine exploitation, the effect of the in situ stress field plays a more and more significant and crucial role in rock blasting. To uncover the impact of in situ stress field on empty-hole effect during parallel-hole cutting, the distribution and the trend of changes in dynamic stress around empty hole during blasting under different in situ stress conditions are simulated based on the basic model for parallel-hole cutting using 3D finite element analysis software ANSYS/LS-DYNA and implicit-explicit analysis method. Subsequently, the law of variation in the empty-hole effect under different in situ stress conditions is determined, and the effects of horizontal and vertical stress fields are analyzed in detail. The simulation results show that the overall increase in in situ stress can facilitate compressive failure and inhibit tensile failure in the rock mass around an empty hole during blasting. When empty holes are arranged horizontally, the effect of the vertical stress field is consistent with that of the in situ stress field, while the effect of the horizontal stress field is opposite to that of the in situ stress field. With the increased stress, the inhibitive effect of the vertical stress field on tensile stress around an empty hole is remarkably stronger than that of the horizontal stress field. Finally, the numerically simulated results are verified by the theoretical calculation. This study can provide new insight and a simple but accurate numerical simulation method to investigate how the in situ stress field affects the empty-hole effect, especially in deep mining.

Distributional Effects of Competition: A Simulation Approach

Understanding the economic and social effects of the recent global trends of rising market concentration and market power has become a policy priority, particularly in developing countries where markets are often more concentrated. In this context, since the poor are typically the most affected by lack of competition, new analytical tools to assess the distributional effects of variations in market concentration in a rapid and cost-efficient manner are required. To fill this knowledge gap, this paper introduces a simple simulation method, the Welfare and Competition tool (WELCOM), to estimate with minimum data requirements the direct distributional effects of market concentration through the price channel. Using this simple yet novel tool, this paper also illustrates the simulated distributional effects of reducing concentration in two markets in Mexico that are known for their high level of concentration: mobile telecommunications and corn products. The results show that increasing competition from four to 12 firms in the mobile telecommunications industry and reducing the market share of the oligopoly in corn products from 31.2 percent to 7.8 percent would achieve a combined reduction of 0.8 percentage points in the poverty headcount as well as a decline of 0.32 points in the Gini coefficient.

Response evaluation and analysis using impulse of base‐isolated buildings during a collision with retaining wall

AbstractThe performance of base‐isolated buildings during collision with a retaining wall is examined via shaking table experiments, and a simplified numerical simulation method is proposed to predict structural response. Input ground motions are scaled to various amplitudes to examine the pounding effect of the superstructure under different collision velocities. The influence of wall rigidity on the superstructure response is examined by replacing rubber member attachments on the retaining wall with pads that have different rubber hardness values. Factors influencing the response of the superstructure during collision are identified from experimental results. A numerical simulation method that uses impulse forcing function to replace the collision simulation is evaluated. Time history analysis of a lumped‐mass model considering an impulse at the expected time and location of the collision are shown to efficiently predict the maximum floor acceleration and story shear force of the superstructure during collision without employing a collision analysis model. This research contributes towards developing simplified procedures for estimating the effects of collision in base isolated structures.

Optimal sizing and operation for microgrid with renewable energy considering two types demand response

The integration of renewable energy sources into the power grid poses several challenges due to their variability in output power as they primarily depend on weather conditions. As a countermeasure, battery energy storage systems are introduced in order to mitigate output power fluctuations of the renewable energy sources. Moreover, demand response programs have been attracting huge attention as an effective mechanism for efficient energy management. It enables power suppliers to cope with the output uncertainty of renewable energy systems. First step, we propose an HRES design methodology that takes into account one year. In order to find the optimal power supply configuration, it is necessary to take into account the changes in load demand due to weather conditions and seasons for one year. However, the computational cost of simulating one year is huge and requires a rather long simulation time. Therefore, we propose a simplified simulation method that uses clustering to account for changes in load demand due to weather and seasonality in one year. Second, the first proposed method is used to propose a method for optimizing the HRES equipment capacity and operation schedule considering demand response. In this paper, mixed-integer linear programing is used as the optimization method. The proposed method considers two types of demand response and achieves cost reduction by controlling load demand in response to generated power fluctuations.

Notice of Removal: Practical Simulation Method on Multimode-No-Core-Multimode Fiber Structure Based on the Mode Expansion

In this paper, a simplified simulation method for multimode-no-core-multimode (MNM) fiber structures is developed and demonstrated. The method is based on the mode expansion in the vectorial form, taking account of a complete set of guided modes. The simulated results are in good agreement with the experimental results. Also, it is shown that mode distribution of an input multimode fiber (MMF) is an influence on multimode interference(MMI) in the MNM fiber structure and can be controlled by using a single mode fiber(SMF) segment coupled to it. The proposed method provides an effective way for the designs of multimode-interference(MMI)-based fiber devices, which particularly contain a lot of modes.