Academic literature on the topic 'Two-dimensional and three-dimensional parametric copulas'
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Journal articles on the topic "Two-dimensional and three-dimensional parametric copulas"
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Kamaruzaman, Izzat Fakhruddin, Wan Zawiah Wan Zin, and Noratiqah Mohd Ariff. "A generalized bivariate copula for flood analysis in Peninsular Malaysia." Malaysian Journal of Fundamental and Applied Sciences 15, no. 1 (2019): 38–49. http://dx.doi.org/10.11113/mjfas.v15n2019.1275.
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This study generalized the best copula to characterize the joint probability distribution between rainfall severity and duration in Peninsular Malaysia using two dimensional copulas. Specifically, to construct copulas, Inference Function for Margins (IFM) and Canonical Maximum Likelihood (CML) methods were specially exploited. For the purpose of achieving copula fitting, the derived rainfall variables by making use of the Standardized Precipitation Index (SPI) were fitted into several distributions. Five copulas, namely Gaussian, Clayton, Frank, Joe and Gumbel were put to the tests to establish the best data fitted copula. The tests produced acknowledged and satisfactory results of copula fitting for rainfall severity and duration. Surveying the Akaike Information Criterion (AIC) and the Bayesian Information Criterion (BIC), only three copulas produced a better fit for parametric and semi parametric approaches. Finally, two consistency tests were conducted and the results shown that Frank Copula produced consistent results.
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Latif, Shahid, and Firuza Mustafa. "Parametric Vine Copula Construction for Flood Analysis for Kelantan River Basin in Malaysia." Civil Engineering Journal 6, no. 8 (2020): 1470–91. http://dx.doi.org/10.28991/cej-2020-03091561.
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The multivariate approach of flood characteristics such as flood peak flow (P), volume (V), and duration (D) is much beneficial in recognizing the critical behaviour of flood episodes at a river basin scale. The incorporation of 2-dimensional copulas for establishing bivariate flood dependency frequently appears, but it could be more comprehensive if we focus all the three flood characteristic simultaneously. In such circumstances, incorporation of vine or Pair-Copula Construction (PCC) could produce a better approximation of joint probability density and much practical approach in the uncertainty analysis, in comparison with conventional trivariate copula distribution. This study demonstrated the efficacy of parametric vine copula in the modelling of trivariate flood characteristics for the Kelantan River basin in Malaysia. The D-vine tree structure is selected where the Gaussian and Frank copula is recognized for bivariate flood pairs (P-V) and (P-D) pairs in the first stage, using the maximum-pseudo-likelihood (MPL) estimation procedure. Similarly, the Gumbel copula is selected in the modelling of conditioned data obtained through the conditional distribution function of bivariate copulas selected in the previous stage based on the partial differentiation, also called h-function. Finally, the full density function of the 3-dimension structure is derived and compared with the observed flood characteristics. Furthermore, tail dependence properties and behaviour of D-vine copula are also investigated, which reveals for well capturing the general behaviour of Gaussian and Frank copula fitted to flood pair (P-V) and (V-D) and reproduces the overall flood correlation structure fairely well. Both the primary ‘OR’ and ‘AND’ joint return periods for trivariate flood events are estimated which pointing that ‘AND’ joint case produces higher return value than ‘OR’ case.
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Samanthi, Ranadeera G. M., Wei Wei, and Vytaras Brazauskas. "Comparing the riskiness of dependent portfolios via nested L-statistics." Annals of Actuarial Science 11, no. 2 (2016): 237–52. http://dx.doi.org/10.1017/s1748499516000233.
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AbstractA non-parametric test based on nested L-statistics and designed to compare the riskiness of portfolios was introduced by Brazauskas et al. (2007). Its asymptotic and small-sample properties were primarily explored for independent portfolios, though independence is not a required condition for the test to work. In this paper, we investigate how performance of the test changes when insurance portfolios are dependent. To achieve that goal, we perform a simulation study where we consider three different risk measures: conditional tail expectation, proportional hazards transform, and mean. Further, three portfolios are generated from exponential, Pareto, and lognormal distributions, and their interdependence is modelled with the three-dimensional t and Gaussian copulas. It is found that the presence of strong positive dependence (comonotonicity) makes the test very liberal for all the risk measures under consideration. For types of dependence that are more common in an insurance environment, the effect of dependence is less dramatic but the results are mixed, i.e., they depend on the chosen risk measure, sample size, and even on the test’s significance level. Finally, we illustrate how to incorporate such findings into sensitivity analysis of the decisions. The risks we analyse represent tornado damages in different regions of the United States from 1890 to 1999.
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Ramnath, Vishal. "Analysis of approximations of GUM supplement 2 based non-Gaussian PDFs of measurement models with Rosenblatt Gaussian transformation mappings." International Journal of Metrology and Quality Engineering 11 (2020): 2. http://dx.doi.org/10.1051/ijmqe/2019018.
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In scientific metrology practise the application of Monte Carlo simulations with the aid of the GUM Supplement 2 (GS2) technique for performing multivariate uncertainty analyses is now more prevalent, however a key remaining challenge for metrologists in many laboratories is the implicit assumption of Gaussian characteristics for summarizing and analysing measurement model results. Whilst non-Gaussian probability density functions (PDFs) may result from Monte Carlo simulations when the GS2 is applied for more complex non-linear measurement models, in practice results are typically only reported in terms of multivariate expected and covariance values. Due to this limitation the measurement model PDF summary is implicitly restricted to a multivariate Gaussian PDF in the absence of additional higher order statistics (HOS) information. In this paper an earlier classical theoretical result by Rosenblatt that allows for an arbitrary multivariate joint distribution function to be transformed into an equivalent system of Gaussian distributions with mapped variables is revisited. Numerical simulations are performed in order to analyse and compare the accuracy of the equivalent Gaussian system of mapped random variables for approximating a measurement model’s PDF with that of an exact non-Gaussian PDF that is obtained with a GS2 Monte Carlo statistical simulation. Results obtained from the investigation indicate that a Rosenblatt transformation offers a convenient mechanism to utilize just the joint PDF obtained from the GS2 data in order to both sample points from a non-Gaussian distribution, and also in addition which allows for a simple two-dimensional approach to estimate coupled uncertainties of random variables residing in higher dimensions using conditional densities without the need for determining parametric based copulas.
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Nagler, Thomas, Christian Schellhase, and Claudia Czado. "Nonparametric estimation of simplified vine copula models: comparison of methods." Dependence Modeling 5, no. 1 (2017): 99–120. http://dx.doi.org/10.1515/demo-2017-0007.
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AbstractIn the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities and bivariate copula densities. Besides parametric models, several approaches to nonparametric estimation of vine copulas have been proposed. In this article, we extend these approaches and compare them in an extensive simulation study and a real data application. We identify several factors driving the relative performance of the estimators. The most important one is the strength of dependence. No method was found to be uniformly better than all others. Overall, the kernel estimators performed best, but do worse than penalized B-spline estimators when there is weak dependence and no tail dependence.
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Miyazawa, F. K., and Y. Wakabayashi. "Two- and three-dimensional parametric packing." Electronic Notes in Discrete Mathematics 19 (June 2005): 313–19. http://dx.doi.org/10.1016/j.endm.2005.05.042.
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Miyazawa, F. K., and Y. Wakabayashi. "Two- and three-dimensional parametric packing." Computers & Operations Research 34, no. 9 (2007): 2589–603. http://dx.doi.org/10.1016/j.cor.2005.10.001.
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Phu, Nguyen Dinh, Nguyen Nhut Hung, Ali Ahmadian, Soheil Salahshour, and Norazak Senu. "Geometric picture fuzzy numbers and three-dimensional copulas with the non-linear programming approach." Journal of Intelligent & Fuzzy Systems 40, no. 1 (2021): 1–12. http://dx.doi.org/10.3233/jifs-182519.
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This study presents a possible relationship between two main objects, which are three-dimensional copulas (3D-Cs) and geometric picture fuzzy numbers (GPFNs). This opens up a potential field for future studies for these two objects that three-dimensional copulas can become useful tools for handling uncertainty information in the form of a picture fuzzy set (PFS). Specifically, we define a GPFN as a base element of the PFS and a defined domain of three-dimensional copulas that contains a set of GPFNs, then we show some examples of three-dimensional copulas identified on this domain. In this framework, we present the theorems related to these two objects. At the same time, we provide some examples for three-dimensional semi-copulas, three-dimensional quasi-copulas, and three-dimensional empirical copulas defined on D, which is a defined domain of a three-dimensional copula and contains a set of GPFNs D g * . In addition, we also introduce a new approach to non-linear programming problems.
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Gladky, E. G. "Use of two-dimensional normal copula in parametric reliability estimation models." Technical mechanics 2018, no. 4 (2018): 105–18. http://dx.doi.org/10.15407/itm2018.04.105.
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Ballerini, Rocco. "Archimedean copulas, exchangeability, and max-stability." Journal of Applied Probability 31, no. 2 (1994): 383–90. http://dx.doi.org/10.2307/3215031.
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An exchangeable sequence of random variables is constructed with all finite-dimensional distribution functions having an Archimedean copula (as defined by Schweizer and Sklar (1983)). Through a monotone transformation of this exchangeable sequence, we obtain and characterize the class of exchangeable sequences possessing the max-stable property as defined by De Haan and Rachev (1989). Several parametric examples are given.
Dissertations / Theses on the topic "Two-dimensional and three-dimensional parametric copulas"
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Duarte, Gislaine Vieira. "Precificação do seguro agrícola: novas abordagens utilizando distribuições de probabilidades alternativas e o uso de cópulas bidimensionais e tridimensionais." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/11/11134/tde-17012019-152335/.
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A atividade agrícola é uma das atividades mais importantes para o ser humano, pois é fonte de matéria prima, alimentação e energia. No entanto, os principais grandes riscos desta atividade são os de produção e de mercado. A maneira mais popular de gerenciamento destes riscos são os seguros agrícolas. O seguro de produtividade agrícola gerencia o risco de quebra de produção relacionado às adversidades climáticas. Por sua vez, o seguro de faturamento agrícola é uma maneira de gerenciar os riscos de produção e de mercado (preços) conjuntamente. Portanto, este trabalho tem por objetivo apresentar métodos alternativos para precificação dos riscos de produtividade e faturamento agrícola. Na modelagem da distribuição de produtividade utilizou-se distribuições paramétricas que capturam a simetria, a assimetria e a bimodalidade dos dados, características estas geralmente encontradas em produtividades brasileiras. Além disso, a metodologia de cópulas foi utilizada na análise multivariada entre produtividade e preço. Esta metodologia apresenta um ganho significante para estudos de problemas multivariados comparados à distribuição normal multivariada, pois pode-se levar em consideração estruturas de dependências linear, não linear e dependência somente nas caudas da distribuição multivariada. Além disso especifica qualquer tipo de distribuição para as distribuições marginais. Ademais, analisou-se a estrutura de dependência entre produtividade, preços futuros de contrato de soja negociados na Chicago Mercantil Exchange (CME) e a cotação do dólar. Esta análise tridimensional do problema do seguro de faturamento é inédita e foi utilizada pelo fato da soja produzida no Brasil ser exportada e os produtores utilizarem como referência internacional de preços a bolsa americana. Além disso, esta análise tridimensional via cópulas considera a variabilidade e a influência do dólar e o preço futuro da commoditie na modelagem do seguro. Todas as análises foram discutidas e comparadas com as taxas dos seguros aplicadas pelas seguradoras brasileiras. No caso do seguro de produtividade e faturamento (tridimensional), os resultados sugerem que as taxas cobradas pelas seguradoras estão superfaturadas quando comparadas com a metodologia apresentada. A superestimação da taxa dificulta a expressiva venda de seguros no Brasil, além de atrair agricultores com maiores riscos, fortalecendo o problema de seleção adversa. No caso do seguro de faturamento (bidimensional), em que não se leva em consideração a influência do câmbio (dólar) na modelagem, os resultados sugerem que as seguradoras subestimam as taxas do seguro de faturamento, o que pode levar a uma perda grande para a seguradora, pois esta pode estar considerando um risco muito menor do que deveria ser levado em consideração. Na realização das análises foi utilizado o software R.<br>The agricultural activity is one of the most important activities for humans, as it is a source of raw materials, food and energy. However, this activity presents two major risks: production and market. Agricultural insurance is the most efficient way of managing these risks. Insuring agricultural productivity allows to manage the risk of crop failure due to weather adversities. However, revenue insurance is a way to manage both the production and the market (prices) risks simultaneously. This study aims to present alternative pricing methods risks of agricultural productivity and billing. In modeling the distribution of yield, parametric distributions that capture symmetry, asymmetry and bimodality of the data were used, features usually found in yield in Brazil. In addition, the coupling methodology was used in multivariate analysis between yield and prices. This methodology offers an exceptional gain of multivariate problems compared to the Multivariate Normal distribution, as it takes into account structures of linear and non-linear dependencies and dependency only on the tails of multivariate distribution, in addition to specifying any distribution type for marginal distributions. In addition, we analyzed the dependence structure between yield soybean, future prices traded at the Chicago Mercantil Exchange(CME) and, exchange rate (USD/R$). The three-dimensional analysis of insurance billing via copulas considers variability and influence of dollar and price of commodities exported and traded at CME. All analyses were discussed and compared with insurance rates applied by insurance companies. All analysis are conducted using the R software.
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Solanki, Kiran N. "TWO AND THREE-DIMENSIONAL FINITE ELEMENT ANALYSIS OF PLASTICITY-INDUCED FATIGUE CRACK CLOSURE ? A COMPREHENSIVE PARAMETRIC STUDY." MSSTATE, 2002. http://sun.library.msstate.edu/ETD-db/theses/available/etd-11102002-143748/.
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Finite element analyses are frequently used to model growing fatigue cracks and the associated plasticity-induced crack closure. Two-dimensional, elastic-perfectly plastic finite element analyses of middle-crack tension (M(T)), bend (SEB), and compact tension (C(T)) geometries were conducted to study fatigue crack closure and to calculate the crack opening values under plane-strain and plane-stress conditions. The loading was selected to give the same maximum stress intensity factor in both geometries, and thus similar initial forward plastic zone sizes. Mesh refinement studies were performed on all geometries with various element types. For the C(T) geometry, negligible crack opening loads under plane-strain conditions were observed. In contrast, for the M(T) specimen, the plane-strain crack opening stresses were found to be significantly larger. This difference was shown to be a consequence of in-plane constraint. Under plane-stress conditions, it was found that the in-plane constraint has negligible effect, such that the opening values are approximately the same for the C(T), SEB, and M(T) specimens. Next, the crack opening values of the C(T), SEB and M(T) specimens were compared under various stress levels and load ratios. The effect of a highly refined mesh on crack opening values was noted and significantly lower crack opening values than those reported in literature were found. A new methodology is presented to calculate crack opening values in planar geometries using the crack surface nodal force distribution under minimum loading as determined from finite element analyses. The calculated crack opening values are compared with values obtained using finite element analysis and more conventional crack opening assessment methodologies. It is shown that the new method is independent of loading increment, integration method (normal and reduced integration), and crack opening assessment location. The compared opening values were in good agreement with strip-yield models.
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Scheck, Leonhard [Verfasser], Hans-Thomas Akademischer Betreuer] Janka, and Andrzej [Akademischer Betreuer] [Buras. "Parametric Studies of Hydrodynamic Instabilities in the Supernova Core by Two- and Three-Dimensional Simulations / Leonhard Scheck. Gutachter: Andrzej Jerzy Buras. Betreuer: Hans-Thomas Janka." München : Universitätsbibliothek der TU München, 2006. http://d-nb.info/105886596X/34.
Full textBook chapters on the topic "Two-dimensional and three-dimensional parametric copulas"
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Riese, Martin. "Building Lifecycle Information Management Case Studies." In Handbook of Research on Building Information Modeling and Construction Informatics. IGI Global, 2010. http://dx.doi.org/10.4018/978-1-60566-928-1.ch028.
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A number of industries in other sectors have experienced substantial improvements in productivity due to the implementation of new technologies and associated working practices. In the industry of the built environment these new technologies and working practices are helping to bring about global “construction industry transformation.” Very large and complex three dimensional design and construction information databases can now be aggregated and managed collaboratively over the internet by large project teams working remotely from each other. Whilst person to person meetings are still essential for project teams, a certain amount of remote working can be accommodated. In the past, construction projects experienced many problems resulting from incompletely coordinated and two dimensional construction information that often contained inaccuracies and inconsistencies. The improved quality of design and construction information that is being produced now is making it possible to deliver better quality buildings. By reducing abortive works on site, buildings can be delivered on time and with reduced post construction claims and penalties. Accelerated and enhanced innovation is being enabled by connecting state of the art modelling and simulation technologies directly to the three dimensional design and construction databases. This is making it possible to deliver previously impossible designs. Affordable mass customization and the potential for industry supply chain integration is being enabled by the application of automation to design and construction information management. Additional improvements in efficiency and innovative design, delivery and facilities management are being made possible by this integration of all aspects of the supply chain (i.e. industry supply chain integration). In addition, substantial improvements to the everyday quality of life throughout the world will be brought about by the growing application of parametric generative computer-aided design, virtual prototyping, and lifecycle analysis and simulation.
Conference papers on the topic "Two-dimensional and three-dimensional parametric copulas"
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Deza, Mirka, Francine Battaglia, and Theodore J. Heindel. "Approximating a Three-Dimensional Fluidized Bed With Two-Dimensional Simulations." In ASME 2008 International Mechanical Engineering Congress and Exposition. ASMEDC, 2008. http://dx.doi.org/10.1115/imece2008-66378.
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Fluidized beds can be used to gasify biomass in the production of producer gas, a flammable gas that can replace natural gas in process heating. Modeling these reactors with computational fluid dynamics (CFD) simulations is advantageous when performing parametric studies for design and scale-up. From a computational resource point of view, two-dimensional simulations are easier to perform than three-dimensional simulations, but they may not capture the proper physics. This paper will compare two- and three-dimensional simulations in a 10.2 cm diameter fluidized bed with side air injection to determine when two-dimensional simulations are adequate to capture the bed hydrodynamics. Simulations will be completed in a glass bead fluidized bed operating at 1.5Umf and 3Umf, where Umf is the minimum fluidization velocity. Side air injection is also simulated to model biomass injection for gasification applications. The simulations are compared to experimentally obtained time-averaged local gas holdup values using X-ray computed tomography. Results indicate that for the conditions of this study, two-dimensional simulations qualitatively predict the correct hydrodynamics and gas holdup trends that are observed experimentally for a limited range of fluidization conditions.
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Mokhtar, Jawad D., and James H. Oliver. "Parametric Volume Models for Interactive Three-Dimensional Grid Generation." In ASME 1994 Design Technical Conferences collocated with the ASME 1994 International Computers in Engineering Conference and Exhibition and the ASME 1994 8th Annual Database Symposium. American Society of Mechanical Engineers, 1994. http://dx.doi.org/10.1115/detc1994-0086.
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Abstract A method based on non-uniform rational B-spline (NURBS) curve, surface, and solid technology is presented for interactive grid generation of three-dimensional flow fields encountered in turbomachinery applications. The method allows construction of several types of multi-block grids including H-, O-, and C-grids for two-dimensional grids, and strict H-grids for three-dimensional grid generation. Automated two-dimensional block construction is facilitated via a traversal method that searches four-sided regions in the initial block structure. A NURBS surface is then constructed on each block by transfinite interpolation of the boundary curves themselves, and various point distribution options may be applied. Three-dimensional grid generation is an extension of the two-dimensional procedure. Tri-parametric hyperpatches (NURBS solids) are constructed from the two-dimensional block surfaces and grids may be generated via several point distribution functions. This method exploits existing geometric design data via Initial Graphics Exchange Specification (IGES) input of NURBS-based component geometry. It provides an efficient and robust method for complex grid generation to support a variety of analysis functions. Several example applications are presented to demonstrate the capabilities of the technique.
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Madden, Christopher P., and Matthew R. Stein. "A Robotic Device for Three-Dimensional Manipulation Over the Internet." In ASME 2004 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2004. http://dx.doi.org/10.1115/detc2004-57215.
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The PumaPaint site has been allowing users to create paintings remotely over the Internet since 1998. Although this site allows for some artistic creativity, the task is inherently two-dimensional and lacks any real manipulation capability by the remote user. On a similar theme but with much higher complexity, we are creating a robotic device that will allow true, three-dimensional manipulation by the remote user with an added capacity for force control and kinesthetic feedback. The robotic device will be a roughly anthropomorphic pair of limited degree-of-freedom mechanical hands arranged in mutual opposition. We are designing these hands by building parametric models using AutoDesk Inventor® and then fabricating the components in our sparsely equipped machine shop. This paper will preset the design concept and details of the modeling process, plus how this process is informed by our fabrication capacity. The paper will also present the partially completed robotic device and discuss remaining obstacles to completion.
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Wu, Y. C., H. T. Chen, C. C. Lin, and Y. H. Hung. "Thermal Analysis for Three-Dimensional Heat Spreader Integrated With Heat Sink." In ASME 2003 International Electronic Packaging Technical Conference and Exhibition. ASMEDC, 2003. http://dx.doi.org/10.1115/ipack2003-35018.
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An effective thermal analyzer for exploring the thermal performance of 3-D heat spreader having discrete heat sources integrated with heat sink has been successfully developed in the study. The thermal performances such as local temperature distributions and isotherms on heat spreader surfaces; and overall resistance of heat spreader/sink assembly are investigated. Besides, a series of parametric studies have been performed. The parameters and conditions explored include the size and heat dissipation rate of heat sources, size and material of heat spreaders and heat sinks, type of convection in heat sink, and contact conditions between heat spreader and heat sink. The superiority of the developed thermal analyzer through two sample cases having multi-discrete heat sources has finally been demonstrated.
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Chen, Tiebing, and Yuwen Zhang. "Three-Dimensional Modeling of Laser Sintering of a Two-Component Metal Powder Layer on Top of Sintered Layers." In ASME 2005 Summer Heat Transfer Conference collocated with the ASME 2005 Pacific Rim Technical Conference and Exhibition on Integration and Packaging of MEMS, NEMS, and Electronic Systems. ASMEDC, 2005. http://dx.doi.org/10.1115/ht2005-72395.
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A three-dimensional numerical model of Selective Laser Sintering (SLS) of the metal powders for a single scan line induced by a moving laser beam interacted with a loose powder layer on top of the sintered metal layers is presented. The problem is modeled using a temperature-transforming model and the partial shrinkage induced by melting is accounted for. The heat losses at the top surface due to the natural convection and radiation are taken into account. The liquid flow of the molten low melting point metal powders, which is driven by capillary and gravity forces, is also considered and formulated by using Darcy’s law. The effects of the dominant processing parameters, such as the moving heat source intensity, scanning velocity and number of the existing sintered layers underneath are investigated. A parametric study is performed and the best combination of the processing parameters is recommended.
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Lin, Yu-Hsien, and Ming-Chung Fang. "The Ship-Routing Optimization Based on the Three-Dimensional Modified Isochrone Method." In ASME 2013 32nd International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/omae2013-10959.
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In this paper, the authors proposed a ship weather-routing algorithm based on the composite influence of dynamic forces, i.e. wind, wave and current forces, for determining the optimized transoceanic voyages. Our developed routing algorithm, three-dimensional modified isochrones (3DMI) method, utilizes the recursive forward technique and floating grid system for both the east- and west-bound ship routes in the North Pacific Ocean. In order to achieve the goals of minimized fuel-consumption or the maximized-safety routes for the transoceanic voyages, two sailing methods are applied as the prerequisite routes in the earth coordinate systems. The illustrative analysis of ship routes has been presented and discussed based on the realistic constraints, such as the presence of land boundaries, non-navigable sea, external forces, parametric roll responses as well as ship speed loss. As a result, the proposed calculation is verified to be effective for the optimized sailings by adjusting the weighting parameters in the objective functions.
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Boiko, Anatoli, Yuri Govorushchenko, and Maksym Burlaka. "New Method and Algorithm of Three-Dimensional Turbine Guide Blade Rim Optimization." In ASME 2010 3rd Joint US-European Fluids Engineering Summer Meeting collocated with 8th International Conference on Nanochannels, Microchannels, and Minichannels. ASMEDC, 2010. http://dx.doi.org/10.1115/fedsm-icnmm2010-30018.
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The new method and algorithm of three-dimensional turbine guide blade rim optimization were proposed using CFD-calculations, guide blade deformation and reasonable computation time consuming optimization approach. Verification of three-dimensional CFD-calculations results are presented by comparison with experimental data. The reasonableness of the isolated guide blade rim optimization of a turbine stage is justified. Two methods of the complex tangential lean implementation are compared. The parametric model is developed allowing conservation of the mass flow rate through the blade passage during optimization process. Both a bowing method and computational grids construction are realized in specialized program TOpGrid. The gained grids has been written in format CGNS (CFD General Notation System). The optimization approach is grounded on a combination of the DOE theory and Monte-Carlo method. The algorithm of optimization of guide blade rim is described. The examination of aerodynamic optimization efficiency with the developed algorithm of a guide blade rim at different a/l (a-throat of the channel, l-height of a blade) was carried out. The analysis of the results of the computation and physical explanation of reasons of a turbine blade passage efficiency rise is given.
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Cadrecha, David, Jose M. Chaquet, Roque Corral, and Guillermo Pastor. "Two-Dimensional Airfoil Shape Optimization Using Highly Differentiable Splines and Evolution Strategies." In ASME Turbo Expo 2016: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/gt2016-56040.
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An optimization method based on Covariance Matrix Adaptation Evolution Strategies (CMA-ES) is applied on a parametric design tool for the automated generation of two-dimensional turbomachinery airfoil sections. Highly differentiable curves are managed to ensure continuity in the slope of the curvature on the blade surface to avoid undesired anomalies in the Mach number distributions. An Euler solver coupled with an integral boundary layer method is employed to assess the aerodynamic behavior of the geometries. Special care has been made defining several cost functions to allow the algorithm handle unfeasible geometries that can appear during the evolutionary process. The fitness function of feasible individuals can be set up to fulfill several geometric and aerodynamic constraints. To show the potential of the method, several optimization problems have been solved, tracing existing geometries originally defined in a point wise fashion, and applying inverse design to match target Mach number distributions. This method can facilitate the two-dimensional airfoil design and can be used to import external data defined with a set of points. This optimization approach could be employed as well to generate an initial blading geometry which could feed a more sophisticated optimization method based on a three-dimensional CFD solver.
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Sharma, Kunwar Mrityunjai, and Tariq Anwar Ansari. "THREE-DIMENSIONAL SIMULATION OF FLUID FLOW THROUGH A DISCRETE FRACTURE AND MATRIX." In GEOLINKS Conference Proceedings. Saima Consult Ltd, 2021. http://dx.doi.org/10.32008/geolinks2021/b1/v3/33.
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The study of fluid flow mechanics in fractured porous rocks is crucial in the area of oil and gas production industries, enhanced geothermal system (EGS), CO2 sequestration, disposal of nuclear waste in deep geological repositories (DGR), etc. There are usually two types of flows in fractured rockmass setting. The dominant flow occurs through the fractures whereas there is also a slow movement of fluid through the matrix block. The fluid movement between fracture and matrix is often continuous across the fracture. The present study focuses on the development of a numerical model which can simulate the flow behavior through fracture and matrix simultaneously, which is also known as dual permeability model. To simulate this problem, a 3D model is built in COMSOL Multiphysics 4.3a where a cylindrical geometry is made, and a fracture is defined parallel to the axis of the geometry. The asperity of the fracture is defined by a variable ‘a’ which varies along the x-axis, in such a way that increases the value of ‘a’ alters the geometry of fracture and increases the roughness of fracture. Darcy flow physics is used to simulate the situation with known parameters like porosity, permeability, storage coefficient, etc. Pressure is applied as a boundary condition at two ends of the geometry which acts as driving force for fluid to flow through the block. The influence of fracture asperity on the flow behavior is examined by doing the parametric study and the study shows the decrement in the velocity magnitude with an increase in asperity. The formation of dual flow velocity regime, one along the defined fracture and the other along with the matrix, indicates the efficiency of the developed dual-porosity and permeability model.
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Nakagawa, Tadahiro, Naoki Shikazono, and Nobuhide Kasagi. "Numerical Simulation of Electrochemical Reaction in Reconstructed Three-Dimensional LSM/YSZ Composite Cathode." In ASME 2008 6th International Conference on Fuel Cell Science, Engineering and Technology. ASMEDC, 2008. http://dx.doi.org/10.1115/fuelcell2008-65027.
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In the present study, a novel computational scheme for the assessment of the activation polarization of LSM/YSZ composite cathodes is proposed. The scheme consists of modeling techniques of three-dimensional microstructures and an evaluation method of electrochemical characteristics. Two modeling techniques of microstructures are employed, i.e. the stochastic reconstruction (SR) method and the random packing model (RPM). In the SR method, the 3-D structure is reconstructed statistically from the two-point correlation function of the cross-sectional image of SEM-EDX. In RPM, on the other hand, spherical LSM and YSZ particles are randomly packed in the computational domain. This model is mainly used for the parametric survey, because control parameters used in the model have good correspondence to the parameters used in the actual cell manufacturing process. The lattice Boltzmann method coupled with the Butler-Volmer equation is employed for the detailed assessment of the electrochemical characteristics inside the constructed 3-D cathode microstructures. The oxygen diffusion and the electronic and ionic conductions are calculated simultaneously, and coupled with the charge transfer at the three-phase boundary (TPB) using the Butler-Volmer equation. As a result, potential, polarization and current density distributions are fully investigated. The results from the SR method reveal that the cathode sintered at 1150 °C shows the smaller overpotential than the cathodes sintered at 1200 and 1250 °C. The RPM results show that particle diameter and its standard deviation as well as volume fraction of species have large effects on the cathode performance.
Reports on the topic "Two-dimensional and three-dimensional parametric copulas"
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Ravazdezh, Faezeh, Julio A. Ramirez, and Ghadir Haikal. Improved Live Load Distribution Factors for Use in Load Rating of Older Slab and T-Beam Reinforced Concrete Bridges. Purdue University, 2021. http://dx.doi.org/10.5703/1288284317303.
Full textAbstract:
This report describes a methodology for demand estimate through the improvement of load distribution factors in reinforced concrete flat-slab and T-beam bridges. The proposed distribution factors are supported on three-dimensional (3D) Finite Element (FE) analysis tools. The Conventional Load Rating (CLR) method currently in use by INDOT relies on a two-dimensional (2D) analysis based on beam theory. This approach may overestimate bridge demand as the result of neglecting the presence of parapets and sidewalks present in these bridges. The 3D behavior of a bridge and its response could be better modeled through a 3D computational model by including the participation of all elements. This research aims to investigate the potential effect of railings, parapets, sidewalks, and end-diaphragms on demand evaluation for purposes of rating reinforced concrete flat-slab and T-beam bridges using 3D finite element analysis. The project goal is to improve the current lateral load distribution factor by addressing the limitations resulting from the 2D analysis and ignoring the contribution of non-structural components. Through a parametric study of the slab and T-beam bridges in Indiana, the impact of selected parameters on demand estimates was estimated, and modifications to the current load distribution factors in AASHTO were proposed.