Flow Modeling and Simulation
Flow Modeling and Simulation
Feng L.,National University of Singapore |
Feng L.,Boston University |
Li B.,National University of Singapore |
Podobnik B.,Boston University |
And 6 more authors.
Proceedings of the National Academy of Sciences of the United States of America | Year: 2012
It is well-known that financial asset returns exhibit fat-tailed distributions and long-term memory. These empirical features are the main objectives of modeling efforts using (i) stochastic processes to quantitatively reproduce these features and (ii) agent-based simulations to understand the underlying microscopic interactions. After reviewing selected empirical and theoretical evidence documenting the behavior of traders, we construct an agent-based model to quantitatively demonstrate that "fat" tails in return distributions arise when traders share similar technical trading strategies and decisions. Extending our behavioral model to a stochastic model, we derive and explain a set of quantitative scaling relations of long-term memory from the empirical behavior of individual market participants. Our analysis provides a behavioral interpretation of the long-term memory of absolute and squared price returns: They are directly linked to the way investors evaluate their investments by applying technical strategies at different investment horizons, and this quantitative relationship is in agreement with empirical findings. Our approach provides a possible behavioral explanation for stochastic models for financial systems in general and provides a method to parameterize such models from market data rather than from statistical fitting.
Ebrahimi H.B.,Flow Modeling and Simulation |
Malo-Molina F.J.,Air Force Research Lab |
Gaitonde D.V.,Ohio State University
Journal of Propulsion and Power | Year: 2012
High-fidelity simulations with a validated methodology are employed to explore the physical processes associated with different injection strategies on supersonic combustion. The configurations consider a commonly employed open single-cavityflameholder. The effects ofdifferent injector locations and injection angles are examined under the constraint that the total fuel mass flow rate is the same. The numerical approach solves the full three-dimensional Navier-Stokes equations, supplemented with a two-equation k-ω turbulence closure. The specific injection locations include 10 different arrangements that examine fuel injection upstream of the cavity, on the backward step, on the cavity bottom wall, and on the downstream ramp. The angles of the fuel port injection slots include combinations of parallel and 27 and 90 deg to the airflow inside the cavity. One case with a closed cavity is also examined for comparison. The simulations are employedto characterize the performance with qualitative and quantitative mixing metrics. Detailed analysis of the results reveals both expected and unexpected findings. As anticipated, the closed cavity performs poorly relative to its open counterpart. However, an injection strategy that enhances the natural circulation pattern of the cavity is found to besuperior to one that opposes it. Another counterintuitive finding is that although direct injection of the fuel upstream of the cavity into the main stream results in deeper penetration, the fuel from different injectors remains distinct, with relatively small spanwise mixing. On the other hand, injection on the floor of the cavity results in more diffused fuel distribution. Copyright © 2012 by the American Institute of Aeronautics and Astronautics, Inc.
Nassiri S.,Flow Modeling and Simulation
Chinese Physics Letters | Year: 2014
Using instanton effects, we consider a U(3)C × U(3)L × U(3)R gauge symmetry obtained from intersecting D6-branes. This is equivalent to the trinification model extended by the three U(1) factors that survive as global symmetries in the low energy effective model. In the corresponding three-stack, the fermion masses are induced by the possible stringy corrections to the corresponding superpotential by using E2-instantons. Using the known data with neutrino masses mvτ ∼ 1 eV, we show the magnitudes of the relevant scales. © 2014 Chinese Physical Society and IOP Publishing Ltd.
Ennadifi S.E.,Flow Modeling and Simulation
Physics of Particles and Nuclei Letters | Year: 2015
We investigate the Yukawa couplings sector in the minimal gauge theory U(3) × U(2) × U(1) with the Standard Model chiral and Higgs spectrum based on three stacks of intersecting D-branes. In this model, stringy corrections are required to induce the missing Yukawa couplings and generate hierarchical pattern. Under the known data, we assign the realistic Yukawa texture and then bound their strengths. © 2015, Pleiades Publishing, Ltd.
Takizawa K.,Flow Modeling and Simulation |
Christopher J.,Flow Modeling and Simulation |
Tezduyar T.E.,Flow Modeling and Simulation |
Sathe S.,Flow Modeling and Simulation
International Journal for Numerical Methods in Biomedical Engineering | Year: 2010
The stabilized space-time fluid-structure interaction (SSTFSI) technique developed by the team for advanced flow simulation and modeling is applied to the computation of arterial fluid-structure interaction (FSI) with patient-specific data. The SSTFSI technique is based on the deforming-spatial-domain/stabilized space-time formulation and is supplemented with a number of special techniques developed for arterial FSI. These include a recipe for pre-FSI computations that improve the convergence of the FSI computations, using an estimated zero-pressure arterial geometry, layers of refined fluid mechanics mesh near the arterial walls, and a special mapping technique for specifying the velocity profile at an inflow boundary with non-circular shape. In the test computations reported here, we focus on a patient-specific middle cerebral artery segment with aneurysm, where the arterial geometry is based on computed tomography images. Copyright © 2009 John Wiley & Sons, Ltd.
Revankar N.,Flow Modeling and Simulation
Postgraduate medicine | Year: 2013
Occurrence of a venous thromboembolism (VTE) in patients undergoing major orthopedic surgery who are not given thromboprophylactic therapy presents considerable danger to patient medical outcomes and a significant economic burden to the health care system at large. Apixaban is a direct factor Xa inhibitor that has been shown in clinical trial use to safely reduce the composite of VTE and mortality rates in patients undergoing total hip arthroplasty (THA) and total knee arthroplasty (TKA); however, the cost-effectiveness of apixaban treatment in Canadian settings has not been studied. Our study evaluated the cost-effectiveness of apixaban compared with enoxaparin as VTE preventive therapy in patients undergoing elective THA or TKA in Canada. An economic model, including both a decision-tree component and a Markov model, was created. The decision tree considered VTE, bleeding, and mortality incidence that occurred in patients within 90 days post-surgery using data from the Apixaban Versus Enoxaparin for Thromboprophylaxis After Knee or Hip Replacement (ADVANCE) trials, which compared apixaban therapy with 30-mg twice daily and 40-mg daily enoxaparin treatment. The Markov model provided the option to simulate events that may occur over the long term, such as recurrent VTE and post-thrombotic syndrome. Outcomes during the short-term phase directly impact the risk of events occurring during the long-term phase (5 years post-surgery). The results of our analysis indicated that apixaban is dominant (ie, more effective and less expensive) than enoxaparin in treating patients undergoing THA and TKA. There were fewer occurrences of VTEs, bleeding events, recurrent VTEs, and post-thrombotic syndrome events in the TKA population with apixaban therapy. Similar results were seen in patients undergoing THA, with the exception of bleeding events, which were more common with apixaban treatment. Savings of $180 to $270 per patient are expected with apixaban treatment compared with enoxaparin treatment, and health outcomes in general are better with apixaban use. Sensitivity analyses yielded consistent results across the THA and TKA populations. : This is the first economic evaluation of apixaban use for VTE thromboprophylaxis in the Canadian setting, and our study results show apixaban to be a cost-effective treatment alternative to preventive treatment with enoxaparin.
Takizawa K.,Flow Modeling and Simulation |
Wright S.,Flow Modeling and Simulation |
Moorman C.,Flow Modeling and Simulation |
Tezduyar T.E.,Flow Modeling and Simulation
International Journal for Numerical Methods in Fluids | Year: 2011
We address some of the computational challenges involved in fluid-structure interaction (FSI) modeling of clusters of ringsail parachutes. The geometric complexity created by the construction of the parachute from 'rings' and 'sails' with hundreds of gaps and slits makes this class of FSI modeling inherently challenging. There is still much room for advancing the computational technology for FSI modeling of a single raingsail parachute, such as improving the Homogenized Modeling of Geometric Porosity (HMGP) and developing special techniques for computing the reefed stages of the parachute and its disreefing. While we continue working on that, we are also developing special techniques targeting cluster modeling, so that the computational technology goes beyond the single parachute and the challenges specific to parachute clusters are addressed. The rotational-periodicity technique we describe here is one of such special techniques, and we use that for computing good starting conditions for FSI modeling of parachute clusters. In addition to reporting our preliminary FSI computations for parachute clusters, we present results from those starting-condition computations. In the category of more fundamental computational technologies, we discuss how we are improving the HMGP by increasing the resolution of the fluid mechanics mesh used in the HMGP computation and also by increasing the number of gores used. Also in that category, we describe how we use the multiscale sequentially coupled FSI techniques to improve the accuracy in computing the structural stresses in parts of the structure where we want to report more accurate values. All these special techniques are used in conjunction with the Stabilized Space-Time Fluid-Structure Interaction (SSTFSI) technique. Therefore, we also present in this paper a brief stability and accuracy analysis for the Deforming-Spatial-Domain/Stabilized Space-Time (DSD/SST) formulation, which is the core numerical technology of the SSTFSI technique. © 2010 John Wiley & Sons, Ltd.
Agency: Department of Defense | Branch: Air Force | Program: SBIR | Phase: Phase I | Award Amount: 149.96K | Year: 2011
ABSTRACT: Flow Modeling and Simulation proposes to develop a code designated Scramjet Simulation Tool (SCRAMSIM) to provide a powerful multi-level tool suitable for tight integration into the design, test and evolution cycle. The code will be based on the HEAT3D code. SCRAMSIM will be designed to reduce risks and costs, compress schedules (short term) and enhance physics insight (long term) by encompassing quick turnaround simple models as well as large scale simulations for detailed first-principles analysis. BENEFIT: A key goal of the SBIR effort is to establish and enhance the commercial position of our software, including SCRAMSIM and HEAT3D. Our business model is to provide the software and support to our customers, and then guide them in executing the software for whatever problem is of interest.
Agency: Department of Defense | Branch: Air Force | Program: SBIR | Phase: Phase II | Award Amount: 749.96K | Year: 2013
ABSTRACT: The SCRAMSIM computer code will be able to perform analysis for engineering design, stemming from a low order Reynolds Average Navier-Stokes (RANS) to high order (4th or higher) LES using accurate subgrid scale models (SGS). It will also solve thermal non-equilibrium mechanisms, conjugated heat transfer, general finite-rate chemistry using several databases for hydrocarbon/hydrogen-air mixtures, high temperatures, and multiphase effects BENEFIT: Our business model is to provide software and support to our customers, and assit them in executing the software for whatever problem is of interest. We expect that the needs of the customer will evolve constantly as new models appear in the basic research literature, which will need to be incorporated into the code with our assistance.To realize this objective, with government provided guidance and suitable restrictions, Flow Modeling and Simulation will undertake a code distribution effort targeted at the engineering departments of leading U.S. universities, who will be provided with academic licenses. This mutually beneficial paradigm will help train students and help identify further code enhancement activities. It is expected that the code will be employed as a tool for use in the classroom for undergraduate and graduate design projects. Key personnel in the firm also maintain excellent technical and business contacts at Pratt & Whitney and General Electric Aircraft Engine components, and expect to market the code and provide consulting services to combustion design groups within those organizations for a variety of applications.
Agency: Department of Defense | Branch: Air Force | Program: SBIR | Phase: Phase I | Award Amount: 149.97K | Year: 2013
ABSTRACT: Flow Modeling and Simulation, LLC (FMS), proposes to develop a computational software tool, herein designated AUG3D, that is intended to provide physics-based, multi-level, validated computational simulations of turbine engine component flow fields, particularly those associated with thrust augmentors, i.e., afterburners. This tool will be ideally suited for closely integrating physical testing and design of gas turbine engines, especially for applications involving designs that employ augmentors. The software tool will be will be designed to support testing through test matrix optimization and direct test support, e.g., selection and placement of instrumentation, thereby improving test efficiency and reducing test cost. AUG3D will be comprised of comprehensive modules capable of accurately capturing spatial and temporal changes in physical parameters critical to augmentor design. A particular focus of the proposed tool is on flow fields resulting from engine augmentors that produce combustion instabilities. BENEFIT: Most aerospace technology development programs utilize computational simulation tools, and in particular CFD codes, in conjunction with major experimental/testing efforts. There is a very strong need for high fidelity computational analyses to (1) assist in pre-test planning, (2) design and improve ground test facilities and test techniques, (3) interpret experimental data, (4) provide insight to flow regions where experimental diagnostics are not located, (5) extrapolate results from ground tests to flight conditions, (6) help identify the source of problems, including failures of experiments, and (7) optimize testing to reduce cost and shorten test time. The results of using AUG3D in making such evaluations in the AEDC test work-flow will be carefully documented to help quantify where improvements occur and efficiencies are gained, and to provide guidelines for future users to make the best choices in code settings relative to how the new tool is being used in the test environment.