Search results for "modelling and simulation"
showing 10 items of 97 documents
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
Interfacial energy effects within the framework of strain gradient plasticity
2009
AbstractIn the framework of strain gradient plasticity, a solid body with boundary surface playing the role of a dissipative boundary layer endowed with surface tension and surface energy, is addressed. Using the so-called residual-based gradient plasticity theory, the state equations and the higher order boundary conditions are derived quite naturally for both the bulk material and the boundary layer. A phenomenological constitutive model is envisioned, in which the bulk material and the boundary layer obey (rate independent associative) coupled plasticity evolution laws, with kinematic hardening laws of differential nature for the bulk material, but of nondifferential nature for the layer…
A generalized model of elastic foundation based on long-range interactions: Integral and fractional model
2009
The common models of elastic foundations are provided by supposing that they are composed by elastic columns with some interactions between them, such as contact forces that yield a differential equation involving gradients of the displacement field. In this paper, a new model of elastic foundation is proposed introducing into the constitutive equation of the foundation body forces depending on the relative vertical displacements and on a distance-decaying function ruling the amount of interactions. Different choices of the distance-decaying function correspond to different kind of interactions and foundation behavior. The use of an exponential distance-decaying function yields an integro-d…
On the complete interface development of Al/Cu magnetic pulse welding via experimental characterizations and multiphysics numerical simulations
2021
Abstract A complex Al/Cu magnetic pulse welding interface is systematically investigated using experimental characterizations and numerical simulations. A Coupled electromagnetic-mechanical simulation is proposed to compute the impact velocity and impact angle along the entire interface. This model allows to further understand the formation mechanism of various interface characteristics during MPW. The results revealed that the impact velocity gradually decreases in conjunction with the gradual increase of the impact angle. These simulations elucidate the experimentally observed successive interface morphologies, i.e., the unwelded zone, vortex zone, intermediate (IM) layers and wavy interf…
Nonlinear extended thermodynamics of a dilute nonviscous gas
2002
This paper deals with further developments of a nonlinear theory for a nonviscous gas in the presence of heat flux, which has been proposed in previous papers, using extended thermodynamics. The fundamental fields used are the density, the velocity, the internal energy density, and the heat flux. Using the Liu procedure, the constitutive theory is built up without approximations and the consistence of the model is showed: it is shown that the model is determined by the choice of three scalar functions which must satisfy a system of partial differential equations, which always has solutions. Different changes of field variables are carried out, using different Legendre transformations, passi…
On the stability and ergodicity of adaptive scaling Metropolis algorithms
2011
The stability and ergodicity properties of two adaptive random walk Metropolis algorithms are considered. The both algorithms adjust the scaling of the proposal distribution continuously based on the observed acceptance probability. Unlike the previously proposed forms of the algorithms, the adapted scaling parameter is not constrained within a predefined compact interval. The first algorithm is based on scale adaptation only, while the second one incorporates also covariance adaptation. A strong law of large numbers is shown to hold assuming that the target density is smooth enough and has either compact support or super-exponentially decaying tails.
On an approximation problem for stochastic integrals where random time nets do not help
2006
Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…
Fractional visco-elastic Euler–Bernoulli beam
2013
Abstract Aim of this paper is the response evaluation of fractional visco-elastic Euler–Bernoulli beam under quasi-static and dynamic loads. Starting from the local fractional visco-elastic relationship between axial stress and axial strain, it is shown that bending moment, curvature, shear, and the gradient of curvature involve fractional operators. Solution of particular example problems are studied in detail providing a correct position of mechanical boundary conditions. Moreover, it is shown that, for homogeneous beam both correspondence principles also hold in the case of Euler–Bernoulli beam with fractional constitutive law. Virtual work principle is also derived and applied to some c…
MATLAB-based simulator of a 5 kW fuel cell for power electronics design
2013
Abstract In the last few years, renewable energies have been encouraged by worldwide governments to meet energy saving policies. Among renewable energy sources, fuel cells have attracted much interest for a wide variety of research areas. Since combined heat-power generation is allowed, household appliances are still the most promising applications. Fuel cell-based residential-scaled power supply systems take advantage by simultaneous generation of power and heat, reducing the overall fossil fuel consumption and utilities cost. Modelling is one of the most important topic concerning fuel cell use. In this paper, a measurement-based steady-state and dynamic fuel cell model is presented. The …
A mathematical model of counterflow superfluid turbulence describing heat waves and vortex-density waves
2008
The interaction between vortex density waves and high-frequency second sound in counterflow superfluid turbulence is examined, incorporating diffusive and elastic contributions of the vortex tangle. The analysis is based on a set of evolution equations for the energy density, the heat flux, the vortex line density, and the vortex flux, the latter being considered here as an independent variable, in contrast to previous works. The latter feature is crucial in the transition from diffusive to propagative behavior of vortex density perturbations, which is necessary to interpret the details of high-frequency second sound.