A user-defined three-dimensional (3D) discrete element model was presented to predict the dynamic modulus and phase angle of asphalt concrete (AC). The 3D discrete element method (DEM) model of AC was constructe...A user-defined three-dimensional (3D) discrete element model was presented to predict the dynamic modulus and phase angle of asphalt concrete (AC). The 3D discrete element method (DEM) model of AC was constructed employing a user-defined computer program developed using the "Fish" language in PFC3D. Important microstructural features of AC were modeled, including aggregate gradation, air voids and mastic. The irregular shape of aggregate particle was modeled using a clump of spheres. The developed model was validated through comparing with experimental measurements and then used to simulate the cyclic uniaxial compression test, based on which the dynamic modulus and phase angle were calculated from the output stress- strain relationship. The effects of air void content, aggregate stiffness and volumetric fraction on AC modulus were further investigated. The experimental results show that the 3D DEM model is able to accurately predict both dynamic modulus and phase angle of AC across a range of temperature and loading frequencies. The user- defined 3D model also demonstrated significant improvement over the general existing two-dimensional models.展开更多
The objective of this work is to model the microstructure of asphalt mixture and build virtual test for asphalt mixture by using Particle Flow Code in three dimensions(PFC^(3D))based on three-dimensional discrete elem...The objective of this work is to model the microstructure of asphalt mixture and build virtual test for asphalt mixture by using Particle Flow Code in three dimensions(PFC^(3D))based on three-dimensional discrete element method.A randomly generating algorithm was proposed to capture the three-dimensional irregular shape of coarse aggregate.And then,modeling algorithm and method for graded aggregates were built.Based on the combination of modeling of coarse aggregates,asphalt mastic and air voids,three-dimensional virtual sample of asphalt mixture was modeled by using PFC^(3D).Virtual tests for penetration test of aggregate and uniaxial creep test of asphalt mixture were built and conducted by using PFC^(3D).By comparison of the testing results between virtual tests and actual laboratory tests,the validity of the microstructure modeling and virtual test built in this study was verified.Additionally,compared with laboratory test,the virtual test is easier to conduct and has less variability.It is proved that microstructure modeling and virtual test based on three-dimensional discrete element method is a promising way to conduct research of asphalt mixture.展开更多
A user-defined micromechanical model was developed to investigate the fracture mechanism of asphalt concrete (AC) using the discrete element method (DEM). A three-dimensional (3D) AC beam was built using the "F...A user-defined micromechanical model was developed to investigate the fracture mechanism of asphalt concrete (AC) using the discrete element method (DEM). A three-dimensional (3D) AC beam was built using the "Fish" language provided by PFC3D and was employed to simulate the three-point bending beam test at two temperature levels: -10 ℃ and 15℃. The AC beam was modeled with the consideration of the microstructural features of asphalt mixtures. Uniaxial complex modulus test and indirect tensile strength test were conducted to obtain material input parameters for numerical modeling. The 3D predictions were validated using laboratory experimental measurements of AC beams prepared by the same mixture design. Effects of mastic stiffness, cohesive and adhesive strength on AC fracture behavior were investigated using the DEM model. The results show that the 3D DEM fracture model can accurately predict the fracture patterns of asphalt concrete. The ratio of stress at interfaces to the stress in mastics increases as the mastic stiffness decreases; however, the increase in the cohesive strength or adhesive strength shows no significant influence on the tensile strength.展开更多
We established a user-defined micromechanical model using discrete element method (DEM) to investigate the cracking behavior of asphalt concrete (AC). Using the "Fish" language provided in the particle flow code...We established a user-defined micromechanical model using discrete element method (DEM) to investigate the cracking behavior of asphalt concrete (AC). Using the "Fish" language provided in the particle flow code in 3-Demensions (PFC3D), the air voids and mastics in asphalt concrete were realistically built as two distinct phases. With the irregular shape of individual aggregate particles modeled using a clump of spheres of different sizes, the three-dimensional (3D) discrete element model was able to account for aggregate gradation and fraction. Laboratory uniaxial complex modulus test and indirect tensile strength test were performed to obtain input material parameters for the numerical simulation. A set of the indirect tensile test were simulated to study the cracking behavior of AC at two levels of temperature, i e, -10 ℃ and 15 ℃. The predicted results of the numerical simulation were compared with laboratory experimental measurements. Results show that the 3D DEM model is able to predict accurately the fracture pattern of different asphalt mixtures. Based on the DEM model, the effects of air void content and aggregate volumetric fraction on the cracking behavior of asphalt concrete were evaluated.展开更多
A three-dimensional discrete element model of the connective type is presented. Moreover,a three-dimensional numerical analysis code,which can carry out the transitional pro- cess from connective model(for continuum)t...A three-dimensional discrete element model of the connective type is presented. Moreover,a three-dimensional numerical analysis code,which can carry out the transitional pro- cess from connective model(for continuum)to contact model(for non-continuum),is developed for simulating the mechanical process from continuum to non-continuum.The wave propagation process in a concrete block(as continuum)made of cement grout under impact loading is numer- ically simulated with this code.By comparing its numerical results with those by LS-DYNA,the calculation accuracy of the model and algorithm is proved.Furthermore,the failure process of the concrete block under quasi-static loading is demonstrated,showing the basic dynamic tran- sitional process from continuum to non-continuum.The results of calculation can be displayed by animation.The damage modes are similar to the experimental results.The two numerical examples above prove that our model and its code are powerful and efficient in simulating the dynamic failure problems accompanying the transition from continuum to non-continuum.It also shows that the discrete element method(DEM)will have broad prospects for development and application.展开更多
In this letter, we study discretized mKdV lattice equation by using a new generalized ansatz. As a result,many explicit rational exact solutions, including some new solitary wave solutions, are obtained by symbolic co...In this letter, we study discretized mKdV lattice equation by using a new generalized ansatz. As a result,many explicit rational exact solutions, including some new solitary wave solutions, are obtained by symbolic computation code Maple.展开更多
Based on the homogenous balance method and the trial function method, several trial function methods composed of exponential functions are proposed and applied to nonlinear discrete systems. With the.help of symbolic ...Based on the homogenous balance method and the trial function method, several trial function methods composed of exponential functions are proposed and applied to nonlinear discrete systems. With the.help of symbolic computation system, the new exact solitary wave solutions to discrete nonlinear mKdV lattice equation, discrete nonlinear (2 + 1) dimensional Toda lattice equation, Ablowitz-Ladik-lattice system are constructed.The method is of significance to seek exact solitary wave solutions to other nonlinear discrete systems.展开更多
This study presents the first step of a research project that aims at using a three-dimensional (3D) hybridfinite-discrete element method (FDEM) to investigate the development of an excavation damaged zone(EDZ) ...This study presents the first step of a research project that aims at using a three-dimensional (3D) hybridfinite-discrete element method (FDEM) to investigate the development of an excavation damaged zone(EDZ) around tunnels in a clay shale formation known as Opalinus Clay. The 3D FDEM was first calibratedagainst standard laboratory experiments, including Brazilian disc test and uniaxial compression test. Theeffect of increasing confining pressure on the mechanical response and fracture propagation of the rockwas quantified under triaxial compression tests. Polyaxial (or true triaxial) simulations highlighted theeffect of the intermediate principal stress (s2) on fracture directions in the model: as the intermediateprincipal stress increased, fractures tended to align in the direction parallel to the plane defined by themajor and intermediate principal stresses. The peak strength was also shown to vary with changing s2. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.展开更多
This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one cons...This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one considers multiple dividends paid during the option lifetime. This is the case of long-term options and options on indexes. The first purpose of this paper is to assess efficient and accurate numerical procedures which yield consistent prices for both European and American options when the underlying asset pays discrete dividends. The authors then analyze some methodologies to extract information on implied volatilities and dividends from quoted option prices. Implied dividends can also be computed using a modified version of the well-known put-call parity relationship. This technique is straightforward, nevertheless, its use is limited to European options, and when dealing with equities, most traded options are of American type. As an alternative, the numerical inversion of pricing methods, such as efficient interpolated binomial method, can be used. This paper applies different procedures to obtain implied volatilities and dividends of listed stocks of the Italian derivatives market (IDEM).展开更多
We simulated three-dimensional heat transfer inside a horizontal rotating drum using the discrete element method and a thermal conduction model.The aim was to determine the effect of end-wall heating on thermal behavi...We simulated three-dimensional heat transfer inside a horizontal rotating drum using the discrete element method and a thermal conduction model.The aim was to determine the effect of end-wall heating on thermal behavior of a granular bed.The simulation showed that the end-wall heating significantly affects the axial temperature profile of the bed,particularly when the length-to-diameter ratio is low.Particles near the wall heated faster and became more thermally uniform than those in the center of the drum.The region affected by the end heating gradually increased over time.Increasing the rotation speed enhanced the heat conduction rate,and increasing the fill level reduced the mean temperature and thermal uniformity of the granular bed.Heat transfer was also simulated for drums with different length-to-diameter ratios.展开更多
The Boltzmann equation(BE)for gas flows is a time-dependent nonlinear differential-integral equation in 6 dimensions.The current simplified practice is to linearize the collision integral in BE by the BGK model using ...The Boltzmann equation(BE)for gas flows is a time-dependent nonlinear differential-integral equation in 6 dimensions.The current simplified practice is to linearize the collision integral in BE by the BGK model using Maxwellian equilibrium distribution and to approximate the moment integrals by the discrete ordinatemethod(DOM)using a finite set of velocity quadrature points.Such simplification reduces the dimensions from 6 to 3,and leads to a set of linearized discrete BEs.The main difficulty of the currently used(conventional)numerical procedures occurs when the mean velocity and the variation of temperature are large that requires an extremely large number of quadrature points.In this paper,a novel dynamic scheme that requires only a small number of quadrature points is proposed.This is achieved by a velocity-coordinate transformation consisting of Galilean translation and thermal normalization so that the transformed velocity space is independent of mean velocity and temperature.This enables the efficient implementation of Gaussian-Hermite quadrature.The velocity quadrature points in the new velocity space are fixed while the correspondent quadrature points in the physical space change from time to time and from position to position.By this dynamic nature in the physical space,this new quadrature scheme is termed as the dynamic quadrature scheme(DQS).The DQS was implemented to the DOM and the lattice Boltzmann method(LBM).These new methods with DQS are therefore termed as the dynamic discrete ordinate method(DDOM)and the dynamic lattice Boltzmann method(DLBM),respectively.The new DDOM and DLBMhave been tested and validated with several testing problems.Of the same accuracy in numerical results,the proposed schemes are much faster than the conventional schemes.Furthermore,the new DLBM have effectively removed the incompressible and isothermal restrictions encountered by the conventional LBM.展开更多
We calculate the multicomponent responses of surface-hole transient electromagnetic method. The methods and models are unsuitable as geoelectric models of conductive surrounding rocks because they are based on regular...We calculate the multicomponent responses of surface-hole transient electromagnetic method. The methods and models are unsuitable as geoelectric models of conductive surrounding rocks because they are based on regular local targets. We also propose a calculation and analysis scheme based on numerical simulations of the subsurface transient electromagnetic fields. In the modeling of the electromagnetic fields, the forward modeling simulations are performed by using the finite-difference time-domain method and the discrete image method, which combines the Gaver–Stehfest inverse Laplace transform with the Prony method to solve the initial electromagnetic fields. The precision in the iterative computations is ensured by using the transmission boundary conditions. For the response analysis, we customize geoelectric models consisting of near-borehole targets and conductive wall rocks and implement forward modeling simulations. The observed electric fields are converted into induced electromotive force responses using multicomponent observation devices. By comparing the transient electric fields and multicomponent responses under different conditions, we suggest that the multicomponent-induced electromotive force responses are related to the horizontal and vertical gradient variations of the transient electric field at different times. The characteristics of the response are determined by the varying the subsurface transient electromagnetic fields, i.e., diffusion, attenuation and distortion, under different conditions as well as the electromagnetic fields at the observation positions. The calculation and analysis scheme of the response consider the surrounding rocks and the anomalous field of the local targets. It therefore can account for the geological data better than conventional transient field response analysis of local targets.展开更多
The high-resolution DEM-IMB-LBM model can accurately describe pore-scale fluid-solid interactions,but its potential for use in geotechnical engineering analysis has not been fully unleashed due to its prohibitive comp...The high-resolution DEM-IMB-LBM model can accurately describe pore-scale fluid-solid interactions,but its potential for use in geotechnical engineering analysis has not been fully unleashed due to its prohibitive computational costs.To overcome this limitation,a message passing interface(MPI)parallel DEM-IMB-LBM framework is proposed aimed at enhancing computation efficiency.This framework utilises a static domain decomposition scheme,with the entire computation domain being decomposed into multiple subdomains according to predefined processors.A detailed parallel strategy is employed for both contact detection and hydrodynamic force calculation.In particular,a particle ID re-numbering scheme is proposed to handle particle transitions across sub-domain interfaces.Two benchmarks are conducted to validate the accuracy and overall performance of the proposed framework.Subsequently,the framework is applied to simulate scenarios involving multi-particle sedimentation and submarine landslides.The numerical examples effectively demonstrate the robustness and applicability of the MPI parallel DEM-IMB-LBM framework.展开更多
The significance of flow optimization utilizing the lattice Boltzmann(LB)method becomes obvious regarding its advantages as a novel flow field solution method compared to the other conventional computational fluid dyn...The significance of flow optimization utilizing the lattice Boltzmann(LB)method becomes obvious regarding its advantages as a novel flow field solution method compared to the other conventional computational fluid dynamics techniques.These unique characteristics of the LB method form the main idea of its application to optimization problems.In this research,for the first time,both continuous and discrete adjoint equations were extracted based on the LB method using a general procedure with low implementation cost.The proposed approach could be performed similarly for any optimization problem with the corresponding cost function and design variables vector.Moreover,this approach was not limited to flow fields and could be employed for steady as well as unsteady flows.Initially,the continuous and discrete adjoint LB equations and the cost function gradient vector were derived mathematically in detail using the continuous and discrete LB equations in space and time,respectively.Meanwhile,new adjoint concepts in lattice space were introduced.Finally,the analytical evaluation of the adjoint distribution functions and the cost function gradients was carried out.展开更多
Multifield coupling is frequently encountered and also an active area of research in geotechnical engineering.In this work,a particle-resolved direct numerical simulation(PR-DNS)technique is extended to simulate parti...Multifield coupling is frequently encountered and also an active area of research in geotechnical engineering.In this work,a particle-resolved direct numerical simulation(PR-DNS)technique is extended to simulate particle-fluid interaction problems involving heat transfer at the grain level.In this extended technique,an immersed moving boundary(IMB)scheme is used to couple the discrete element method(DEM)and lattice Boltzmann method(LBM),while a recently proposed Dirichlet-type thermal boundary condition is also adapted to account for heat transfer between fluid phase and solid particles.The resulting DEM-IBM-LBM model is robust to simulate moving curved boundaries with constant temperature in thermal flows.To facilitate the understanding and implementation of this coupled model for non-isothermal problems,a complete list is given for the conversion of relevant physical variables to lattice units.Then,benchmark tests,including a single-particle sedimentation and a two-particle drafting-kissing-tumbling(DKT)simulation with heat transfer,are carried out to validate the accuracy of our coupled technique.To further investigate the role of heat transfer in particle-laden flows,two multiple-particle problems with heat transfer are performed.Numerical examples demonstrate that the proposed coupling model is a promising high-resolution approach for simulating the heat-particle-fluid coupling at the grain level.展开更多
We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on t...We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on the Laplace trans- form with the homotopy analysis method (HAM). This method is a powerful tool for solving a large amount of problems. This technique provides a series of functions which may converge to the exact solution of the problem. A good agreement between the obtained solution and some well-known results is obtained.展开更多
Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in...Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in the opencast mine, according to the actual state of landslide in Panluo iron mine where landslide happened in 1990 and was fathered in 1999. The calculation results show that fissure water pressure on the sliding surface is the main reason causing landslide and the local soft interlayer weakens the stability of slope. If the discrete element method adopts the same assumption as the limit equilibrium method, the results of two methods are in good agreement; while if the assumption is not adopted in the discrete element method, the critical φ numerically calculated is less than the one calculated by use of the limit equilibrium method for the sameC. Thus, from an engineering point of view, the result from the discrete element model simulation is safer and has more widely application since the discrete element model takes into account the effect of rock mass structures.展开更多
基金Funded by the National "863" Plan Foundation of China(No.2006AA11Z110)
文摘A user-defined three-dimensional (3D) discrete element model was presented to predict the dynamic modulus and phase angle of asphalt concrete (AC). The 3D discrete element method (DEM) model of AC was constructed employing a user-defined computer program developed using the "Fish" language in PFC3D. Important microstructural features of AC were modeled, including aggregate gradation, air voids and mastic. The irregular shape of aggregate particle was modeled using a clump of spheres. The developed model was validated through comparing with experimental measurements and then used to simulate the cyclic uniaxial compression test, based on which the dynamic modulus and phase angle were calculated from the output stress- strain relationship. The effects of air void content, aggregate stiffness and volumetric fraction on AC modulus were further investigated. The experimental results show that the 3D DEM model is able to accurately predict both dynamic modulus and phase angle of AC across a range of temperature and loading frequencies. The user- defined 3D model also demonstrated significant improvement over the general existing two-dimensional models.
基金Project(51378006) supported by National Natural Science Foundation of ChinaProject(141076) supported by Huoyingdong Foundation of the Ministry of Education of China+1 种基金Project(2242015R30027) supported by Excellent Young Teacher Program of Southeast University,ChinaProject(BK20140109) supported by the Natural Science Foundation of Jiangsu Province,China
文摘The objective of this work is to model the microstructure of asphalt mixture and build virtual test for asphalt mixture by using Particle Flow Code in three dimensions(PFC^(3D))based on three-dimensional discrete element method.A randomly generating algorithm was proposed to capture the three-dimensional irregular shape of coarse aggregate.And then,modeling algorithm and method for graded aggregates were built.Based on the combination of modeling of coarse aggregates,asphalt mastic and air voids,three-dimensional virtual sample of asphalt mixture was modeled by using PFC^(3D).Virtual tests for penetration test of aggregate and uniaxial creep test of asphalt mixture were built and conducted by using PFC^(3D).By comparison of the testing results between virtual tests and actual laboratory tests,the validity of the microstructure modeling and virtual test built in this study was verified.Additionally,compared with laboratory test,the virtual test is easier to conduct and has less variability.It is proved that microstructure modeling and virtual test based on three-dimensional discrete element method is a promising way to conduct research of asphalt mixture.
基金Project(51208178)supported by the National Natural Science Foundation of ChinaProject(2012M520991)supported by China Postdoctoral Science Foundation
文摘A user-defined micromechanical model was developed to investigate the fracture mechanism of asphalt concrete (AC) using the discrete element method (DEM). A three-dimensional (3D) AC beam was built using the "Fish" language provided by PFC3D and was employed to simulate the three-point bending beam test at two temperature levels: -10 ℃ and 15℃. The AC beam was modeled with the consideration of the microstructural features of asphalt mixtures. Uniaxial complex modulus test and indirect tensile strength test were conducted to obtain material input parameters for numerical modeling. The 3D predictions were validated using laboratory experimental measurements of AC beams prepared by the same mixture design. Effects of mastic stiffness, cohesive and adhesive strength on AC fracture behavior were investigated using the DEM model. The results show that the 3D DEM fracture model can accurately predict the fracture patterns of asphalt concrete. The ratio of stress at interfaces to the stress in mastics increases as the mastic stiffness decreases; however, the increase in the cohesive strength or adhesive strength shows no significant influence on the tensile strength.
基金Funded by the National High-tech Research and Development of China (‘863' Program) (No. 2006AA11Z110)
文摘We established a user-defined micromechanical model using discrete element method (DEM) to investigate the cracking behavior of asphalt concrete (AC). Using the "Fish" language provided in the particle flow code in 3-Demensions (PFC3D), the air voids and mastics in asphalt concrete were realistically built as two distinct phases. With the irregular shape of individual aggregate particles modeled using a clump of spheres of different sizes, the three-dimensional (3D) discrete element model was able to account for aggregate gradation and fraction. Laboratory uniaxial complex modulus test and indirect tensile strength test were performed to obtain input material parameters for the numerical simulation. A set of the indirect tensile test were simulated to study the cracking behavior of AC at two levels of temperature, i e, -10 ℃ and 15 ℃. The predicted results of the numerical simulation were compared with laboratory experimental measurements. Results show that the 3D DEM model is able to predict accurately the fracture pattern of different asphalt mixtures. Based on the DEM model, the effects of air void content and aggregate volumetric fraction on the cracking behavior of asphalt concrete were evaluated.
基金Project supported by the National Natural Science Foundation of China(Nos.59978005 and 10232024)the National Distinguished Youth Fund of China(No.10025212).
文摘A three-dimensional discrete element model of the connective type is presented. Moreover,a three-dimensional numerical analysis code,which can carry out the transitional pro- cess from connective model(for continuum)to contact model(for non-continuum),is developed for simulating the mechanical process from continuum to non-continuum.The wave propagation process in a concrete block(as continuum)made of cement grout under impact loading is numer- ically simulated with this code.By comparing its numerical results with those by LS-DYNA,the calculation accuracy of the model and algorithm is proved.Furthermore,the failure process of the concrete block under quasi-static loading is demonstrated,showing the basic dynamic tran- sitional process from continuum to non-continuum.The results of calculation can be displayed by animation.The damage modes are similar to the experimental results.The two numerical examples above prove that our model and its code are powerful and efficient in simulating the dynamic failure problems accompanying the transition from continuum to non-continuum.It also shows that the discrete element method(DEM)will have broad prospects for development and application.
基金the National Key Basic Research Project of China under
文摘In this letter, we study discretized mKdV lattice equation by using a new generalized ansatz. As a result,many explicit rational exact solutions, including some new solitary wave solutions, are obtained by symbolic computation code Maple.
基金the National Natural Science Foundation of China (10461006)the Science Research Foundation of Institution of Higher Education of Inner Mongolia Autonomous Region (NJZZ07031)+1 种基金the Natural Science Foundation of Inner Mongolia Autonomous Region (200408020103)the Natural Science Research Program of Inner Mongolia Normal University (QN005023)
文摘Based on the homogenous balance method and the trial function method, several trial function methods composed of exponential functions are proposed and applied to nonlinear discrete systems. With the.help of symbolic computation system, the new exact solitary wave solutions to discrete nonlinear mKdV lattice equation, discrete nonlinear (2 + 1) dimensional Toda lattice equation, Ablowitz-Ladik-lattice system are constructed.The method is of significance to seek exact solitary wave solutions to other nonlinear discrete systems.
文摘This study presents the first step of a research project that aims at using a three-dimensional (3D) hybridfinite-discrete element method (FDEM) to investigate the development of an excavation damaged zone(EDZ) around tunnels in a clay shale formation known as Opalinus Clay. The 3D FDEM was first calibratedagainst standard laboratory experiments, including Brazilian disc test and uniaxial compression test. Theeffect of increasing confining pressure on the mechanical response and fracture propagation of the rockwas quantified under triaxial compression tests. Polyaxial (or true triaxial) simulations highlighted theeffect of the intermediate principal stress (s2) on fracture directions in the model: as the intermediateprincipal stress increased, fractures tended to align in the direction parallel to the plane defined by themajor and intermediate principal stresses. The peak strength was also shown to vary with changing s2. 2014 Institute of Rock and Soil Mechanics, Chinese Academy of Sciences. Production and hosting byElsevier B.V. All rights reserved.
文摘This paper deals with options on assets, such as stocks or indexes, which pay cash dividends. Pricing methods which consider discrete dividends are usually computationally expensive and become infeasible when one considers multiple dividends paid during the option lifetime. This is the case of long-term options and options on indexes. The first purpose of this paper is to assess efficient and accurate numerical procedures which yield consistent prices for both European and American options when the underlying asset pays discrete dividends. The authors then analyze some methodologies to extract information on implied volatilities and dividends from quoted option prices. Implied dividends can also be computed using a modified version of the well-known put-call parity relationship. This technique is straightforward, nevertheless, its use is limited to European options, and when dealing with equities, most traded options are of American type. As an alternative, the numerical inversion of pricing methods, such as efficient interpolated binomial method, can be used. This paper applies different procedures to obtain implied volatilities and dividends of listed stocks of the Italian derivatives market (IDEM).
文摘We simulated three-dimensional heat transfer inside a horizontal rotating drum using the discrete element method and a thermal conduction model.The aim was to determine the effect of end-wall heating on thermal behavior of a granular bed.The simulation showed that the end-wall heating significantly affects the axial temperature profile of the bed,particularly when the length-to-diameter ratio is low.Particles near the wall heated faster and became more thermally uniform than those in the center of the drum.The region affected by the end heating gradually increased over time.Increasing the rotation speed enhanced the heat conduction rate,and increasing the fill level reduced the mean temperature and thermal uniformity of the granular bed.Heat transfer was also simulated for drums with different length-to-diameter ratios.
基金This work is supported by the ITC of Hong Kong Government through ITF under Contract No.GHP/028/08SZ.
文摘The Boltzmann equation(BE)for gas flows is a time-dependent nonlinear differential-integral equation in 6 dimensions.The current simplified practice is to linearize the collision integral in BE by the BGK model using Maxwellian equilibrium distribution and to approximate the moment integrals by the discrete ordinatemethod(DOM)using a finite set of velocity quadrature points.Such simplification reduces the dimensions from 6 to 3,and leads to a set of linearized discrete BEs.The main difficulty of the currently used(conventional)numerical procedures occurs when the mean velocity and the variation of temperature are large that requires an extremely large number of quadrature points.In this paper,a novel dynamic scheme that requires only a small number of quadrature points is proposed.This is achieved by a velocity-coordinate transformation consisting of Galilean translation and thermal normalization so that the transformed velocity space is independent of mean velocity and temperature.This enables the efficient implementation of Gaussian-Hermite quadrature.The velocity quadrature points in the new velocity space are fixed while the correspondent quadrature points in the physical space change from time to time and from position to position.By this dynamic nature in the physical space,this new quadrature scheme is termed as the dynamic quadrature scheme(DQS).The DQS was implemented to the DOM and the lattice Boltzmann method(LBM).These new methods with DQS are therefore termed as the dynamic discrete ordinate method(DDOM)and the dynamic lattice Boltzmann method(DLBM),respectively.The new DDOM and DLBMhave been tested and validated with several testing problems.Of the same accuracy in numerical results,the proposed schemes are much faster than the conventional schemes.Furthermore,the new DLBM have effectively removed the incompressible and isothermal restrictions encountered by the conventional LBM.
基金supported by the Young Scientists Fund of the National Natural Science Foundation of China(No.41304082)the China Postdoctoral Science Foundation(No.2016M590731)+2 种基金the Young Scientists Fund of the Natural Science Foundation of Hebei Province(No.D2014403011)the Program for Young Excellent Talents of Higher Education Institutions of Hebei Province(No.BJ2016046)the Geological survey project of China Geological Survey(No.1212011121197)
文摘We calculate the multicomponent responses of surface-hole transient electromagnetic method. The methods and models are unsuitable as geoelectric models of conductive surrounding rocks because they are based on regular local targets. We also propose a calculation and analysis scheme based on numerical simulations of the subsurface transient electromagnetic fields. In the modeling of the electromagnetic fields, the forward modeling simulations are performed by using the finite-difference time-domain method and the discrete image method, which combines the Gaver–Stehfest inverse Laplace transform with the Prony method to solve the initial electromagnetic fields. The precision in the iterative computations is ensured by using the transmission boundary conditions. For the response analysis, we customize geoelectric models consisting of near-borehole targets and conductive wall rocks and implement forward modeling simulations. The observed electric fields are converted into induced electromotive force responses using multicomponent observation devices. By comparing the transient electric fields and multicomponent responses under different conditions, we suggest that the multicomponent-induced electromotive force responses are related to the horizontal and vertical gradient variations of the transient electric field at different times. The characteristics of the response are determined by the varying the subsurface transient electromagnetic fields, i.e., diffusion, attenuation and distortion, under different conditions as well as the electromagnetic fields at the observation positions. The calculation and analysis scheme of the response consider the surrounding rocks and the anomalous field of the local targets. It therefore can account for the geological data better than conventional transient field response analysis of local targets.
基金financially supported by the National Natural Science Foundation of China(Grant Nos.12072217 and 42077254)the Natural Science Foundation of Hunan Province,China(Grant No.2022JJ30567).
文摘The high-resolution DEM-IMB-LBM model can accurately describe pore-scale fluid-solid interactions,but its potential for use in geotechnical engineering analysis has not been fully unleashed due to its prohibitive computational costs.To overcome this limitation,a message passing interface(MPI)parallel DEM-IMB-LBM framework is proposed aimed at enhancing computation efficiency.This framework utilises a static domain decomposition scheme,with the entire computation domain being decomposed into multiple subdomains according to predefined processors.A detailed parallel strategy is employed for both contact detection and hydrodynamic force calculation.In particular,a particle ID re-numbering scheme is proposed to handle particle transitions across sub-domain interfaces.Two benchmarks are conducted to validate the accuracy and overall performance of the proposed framework.Subsequently,the framework is applied to simulate scenarios involving multi-particle sedimentation and submarine landslides.The numerical examples effectively demonstrate the robustness and applicability of the MPI parallel DEM-IMB-LBM framework.
文摘The significance of flow optimization utilizing the lattice Boltzmann(LB)method becomes obvious regarding its advantages as a novel flow field solution method compared to the other conventional computational fluid dynamics techniques.These unique characteristics of the LB method form the main idea of its application to optimization problems.In this research,for the first time,both continuous and discrete adjoint equations were extracted based on the LB method using a general procedure with low implementation cost.The proposed approach could be performed similarly for any optimization problem with the corresponding cost function and design variables vector.Moreover,this approach was not limited to flow fields and could be employed for steady as well as unsteady flows.Initially,the continuous and discrete adjoint LB equations and the cost function gradient vector were derived mathematically in detail using the continuous and discrete LB equations in space and time,respectively.Meanwhile,new adjoint concepts in lattice space were introduced.Finally,the analytical evaluation of the adjoint distribution functions and the cost function gradients was carried out.
基金financially supported by the Natural Science Foundation of Hunan Province,China(Grant No.2022JJ30567)the support of EPSRC Grant(UK):PURIFY(EP/V000756/1)the Scientific Research Foundation of Education Department of Hunan Province,China(Grant No.20B557).
文摘Multifield coupling is frequently encountered and also an active area of research in geotechnical engineering.In this work,a particle-resolved direct numerical simulation(PR-DNS)technique is extended to simulate particle-fluid interaction problems involving heat transfer at the grain level.In this extended technique,an immersed moving boundary(IMB)scheme is used to couple the discrete element method(DEM)and lattice Boltzmann method(LBM),while a recently proposed Dirichlet-type thermal boundary condition is also adapted to account for heat transfer between fluid phase and solid particles.The resulting DEM-IBM-LBM model is robust to simulate moving curved boundaries with constant temperature in thermal flows.To facilitate the understanding and implementation of this coupled model for non-isothermal problems,a complete list is given for the conversion of relevant physical variables to lattice units.Then,benchmark tests,including a single-particle sedimentation and a two-particle drafting-kissing-tumbling(DKT)simulation with heat transfer,are carried out to validate the accuracy of our coupled technique.To further investigate the role of heat transfer in particle-laden flows,two multiple-particle problems with heat transfer are performed.Numerical examples demonstrate that the proposed coupling model is a promising high-resolution approach for simulating the heat-particle-fluid coupling at the grain level.
文摘We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on the Laplace trans- form with the homotopy analysis method (HAM). This method is a powerful tool for solving a large amount of problems. This technique provides a series of functions which may converge to the exact solution of the problem. A good agreement between the obtained solution and some well-known results is obtained.
文摘Three-dimensional discrete element face-to-face contact model with fissure water pressure is established in this paper and the model is used to simulate three-stage process of landslide under fissure water pressure in the opencast mine, according to the actual state of landslide in Panluo iron mine where landslide happened in 1990 and was fathered in 1999. The calculation results show that fissure water pressure on the sliding surface is the main reason causing landslide and the local soft interlayer weakens the stability of slope. If the discrete element method adopts the same assumption as the limit equilibrium method, the results of two methods are in good agreement; while if the assumption is not adopted in the discrete element method, the critical φ numerically calculated is less than the one calculated by use of the limit equilibrium method for the sameC. Thus, from an engineering point of view, the result from the discrete element model simulation is safer and has more widely application since the discrete element model takes into account the effect of rock mass structures.