• Title/Summary/Keyword: Dynamics Behavior

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Capturing the Short-run and Long-run Causal Behavior of Philippine Stock Market Volatility under Vector Error Correction Environment

  • CAMBA, Abraham C. Jr.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.8
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    • pp.41-49
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    • 2020
  • This study investigates the short-run and long-run causal behavior of the Philippine stock market index volatility under vector error correction environment. The variables were tested first for stationarity and then long-run equilibrium relationship. Moreover, an impulse response function was estimated to examine the extent of innovations in the independent variables in explaining the Philippine stock market index volatility. The results reveal that the volatility of the Philippine stock market index exhibit long-run equilibrium relationship with Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices. The short-run dynamics-based VECM estimates indicate that in the short-run, increases (i.e., depreciation) in Peso-Dollar exchange rate cause PSEI volatility to increase. As for the London Interbank Offered Rate, it causes increases in PSEI volatility in the short-run. The adjustment coefficients used with the long-run dynamics validates the presence of unidirectional causal long-run relationship from Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil prices to PSEI volatility, and bidirectional causal long-run relationship between PSEI volatility and London Interbank Offered Rate. The impulse response functions developed within the VECM framework demonstrate the positive and negative reactions of PSEI volatility to unanticipated Peso-Dollar exchange rate, London Interbank Offered Rate, and crude oil price shocks.

CFD simulations of the fluid flow behavior in a spacer-filled membrane module

  • Jun, Chen L.;Xiang, Jia Y.;Dong, Hu Y.
    • Membrane and Water Treatment
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    • v.6 no.6
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    • pp.513-524
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    • 2015
  • In this study, the effects of the angles of spacer filaments and the different feed Reynolds number on the fluid flow behavior have been investigated. Three-dimensional computational fluid dynamics (CFD) study is carried out for fluid flow through rectangular channels within different angles ($30^{\circ}$, $40^{\circ}$, $50^{\circ}$, $60^{\circ}$, $70^{\circ}$, $80^{\circ}$, $90^{\circ}$, $100^{\circ}$, $110^{\circ}$, $120^{\circ}$, respectively) between two filaments of spacer for membrane modules. The results show that the feed Reynolds number and the angles of spacer filaments have an important influence on pressure drop. While the feed Reynolds number is fixed, the optimal angle of spacer should be between $80^{\circ}$ to $90^{\circ}$, because the pressure drop is not only relatively small, but also high flow rate region expanded significantly with the increase of the angles between $80^{\circ}$ to $90^{\circ}$.The Contours of velocities and change of the average shear stress with the different angle of spacer filaments confirm the conclusion.

Simulation analysis on the separation characteristics and motion behavior of particles in a hydrocyclone

  • Xu, Yanxia;Tang, Bo;Song, Xingfu;Sun, Ze;Yu, Jianguo
    • Korean Journal of Chemical Engineering
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    • v.35 no.12
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    • pp.2355-2364
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    • 2018
  • We evaluated the effect of particle size and associated dynamics on a hydrocyclone separation process in order to understand the movement of the particle trajectories inside the hydrocyclone via numerical analysis, with particles of acid hydrolysis residues discharged in $TiO_2$ production via the sulfate method as a case study. The values obtained from the numerical simulation were successfully compared with those from experimental tests in the literature, allowing a description of the dynamics of the particles, their acting forces, and their relevant properties together with separation efficiency. The results showed that particle motion is jointly controlled by the drag force, the pressure gradient force and the centrifugal force. With increasing particle size, the influence of the drag force is weakened, whereas that of the centrifugal force and pressure gradient is strengthened. Factors including particle density, slurry viscosity, and inlet slurry flow rate also contribute to a clear and useful understanding of particle motion behavior in the hydrocyclone as a method for improving the separation efficiency.

Numerical Analysis on Dynamic Behavior Characteristics of an Amphibious Assault Vehicle during Water Entry (상륙돌격장갑차의 진수 중 동적 거동 수치 해석)

  • Youngmin Heo;Taehyung Kim
    • Journal of the Korea Institute of Military Science and Technology
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    • v.26 no.2
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    • pp.159-170
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    • 2023
  • In the present study, the dynamic behavior characteristics of an amphibious assault vehicle during water entry were analyzed using STAR-CCM+, a commercial computational fluid dynamics(CFD) code. All computations were performed using an overset mesh system and a RANS based flow-solver coupled with dynamic fluid-body interaction(DFBI) solver for simulating three degrees of freedom motion. For numerical validation of the solver, a water entry simulation of inclined circular cylinder was conducted and it was compared between an existing experiment data and CFD results. The pitch angle variation and the trajectory of the circular cylinder during water entry shows good agreement with previous experimental and numerical studies. For the water entry simulations of the amphibious assault vehicle, the analysis of dynamic behaviors of the amphibious assault vehicle with different slope angles, submerged depths and initial velocities were conducted. It is confirmed that the steep slope angle increases the submerged volume of the amphibious assault vehicle, so the buoyancy acting on the vehicle is increased and the moved distance for the re-flotation is decreased. It is also revealed that the submerged volume is increased, bow-up phenomenon occur earlier.

A Numerical Study on the Opening Characteristics of High Pressure Hydrogen Valves (고압수소 밸브의 시동 특성에 관한 수치적 연구)

  • SANGMIN KIM;JINSUNG KIM;YOUNGJUN CHO;SIWON YANG;MOONSUNG SHIN
    • Journal of Hydrogen and New Energy
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    • v.34 no.6
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    • pp.689-697
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    • 2023
  • The high-pressure hydrogen valve is intended to supply hydrogen charged at high pressure in the hydrogen tank to the fuel cell stack, which decompresses high-pressure hydrogen gas to low pressure and primarily limits the excessive flow. It consists of a pilot valve, a main valve, and a excessive flow valve to operate in a wide pressure range from 2 to 70 MPa of charging pressure. The opening characteristics of the valve were confirmed by computation fluid dynamics applying the moving grid technique. The behavior of the valve was predicted by predicting the force acting on the valve over time. In addition, the difference in behavior according to supply pressure was compared.

Collision Analysis of the Next Generation High-speed EMU Using 3D/1D Hybrid FE Model (3D/1D 하이브리드 유한요소 모델을 이용한 동력 분산형 차세대 고속열차 전체차량의 충돌 해석)

  • Kim, Geo-Young;Koo, Jeong-Seo
    • Transactions of the Korean Society of Automotive Engineers
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    • v.20 no.3
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    • pp.67-76
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    • 2012
  • In this paper, collision analysis of the full rake for the Next Generation High-speed EMU is conducted using a 3D/1D hybrid model, which combines 3-dimensional (3D) front-end structure of finite element model and 1-dimensional (1D) multi-body dynamics model in order to analyze train collision with a standard 3D deformable obstacle. The crush forces, passengers' accelerations and energy absorptions of a full rake train can be easily obtained through a simulation of a 1D dynamics model composed of nonlinear springs, dampers and masses. Also the obtained simulation results are very similar to those of a 3D model if an overriding behavior does not occur during collision. The standard obstacle in TSI regulation has been changed from a rigid body to a deformable body, and therefore 3D collision simulations should be conducted because their simulation results depends on the front-end structure of a train. According to the obstacle collision analysis of this study, the obstacle collides with the driver's upper structure after overriding over the front-end module. The 3D/1D hybrid model is effective to evaluate a main energy-absorbing module that is frequently changed during design process and reduce the need time of the modeling and analysis when compared to a 3D full car body.

Dynamics of high-speed train in crosswinds based on an air-train-track interaction model

  • Zhai, Wanming;Yang, Jizhong;Li, Zhen;Han, Haiyan
    • Wind and Structures
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    • v.20 no.2
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    • pp.143-168
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    • 2015
  • A numerical model for analyzing air-train-track interaction is proposed to investigate the dynamic behavior of a high-speed train running on a track in crosswinds. The model is composed of a train-track interaction model and a train-air interaction model. The train-track interaction model is built on the basis of the vehicle-track coupled dynamics theory. The train-air interaction model is developed based on the train aerodynamics, in which the Arbitrary Lagrangian-Eulerian (ALE) method is employed to deal with the dynamic boundary between the train and the air. Based on the air-train-track model, characteristics of flow structure around a high-speed train are described and the dynamic behavior of the high-speed train running on track in crosswinds is investigated. Results show that the dynamic indices of the head car are larger than those of other cars in crosswinds. From the viewpoint of dynamic safety evaluation, the running safety of the train in crosswinds is basically controlled by the head car. Compared with the generally used assessment indices of running safety such as the derailment coefficient and the wheel-load reduction ratio, the overturning coefficient will overestimate the running safety of a train on a track under crosswind condition. It is suggested to use the wheel-load reduction ratio and the lateral wheel-rail force as the dominant safety assessment indices when high-speed trains run in crosswinds.

Molecular Dynamics and Micromechanics Study on Mechanical Behavior and Interfacial Properties of BNNT/Polymer Nanocomposites (분자동역학 전산모사와 미시역학 모델을 이용한 질화붕소 나노튜브/고분자 복합재의 역학적 물성 및 계면특성 예측)

  • Choi, Seoyeon;Yang, Seunghwa
    • Composites Research
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    • v.30 no.4
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    • pp.247-253
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    • 2017
  • In this study, the mechanical behavior and interface properties of boron nitride nanotube-poly(methyl methacrylate) nanocomposites are predicted using the molecular dynamics simulations and the double inclusion model. After modeling nanocomposite unit cell embedding single-walled nanotube and polymer, the stiffness matrix is determined from uniaxial tension and shear tests. Through the orientation average of the transversely isotropic stiffness matrix, the effective isotropic elastic constants of randomly dispersed microstructure of nanocomposites. Compared with the double inclusion model solution with a perfect interfacial condition, it is found that the interface between boron nitride nanotube and polymer matrix is weak in nature. To characterize the interphase surrounding the nanotube, the two step domain decomposition method incorporating a linear spring model at the interface is adopted. As a result, various combinations of the interfacial compliance and the interphase elastic constants are successfully determined from an inverse analysis.

Non-linear System Dynamics Simulation Modeling of Adolescent Obesity: Using Korea Youth Risk Behavior Web-based Survey (시스템다이내믹스를 활용한 청소년 비만의 비선형 시뮬레이션: 청소년 건강행태 온라인 조사 자료 활용)

  • Lee, Hanna;Park, Eun Suk;Yu, Jae Kook;Yun, Eun Kyoung
    • Journal of Korean Academy of Nursing
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    • v.45 no.5
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    • pp.723-732
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    • 2015
  • Purpose: The purpose of this study was to develop a system dynamics model for adolescent obesity in Korea that could be used for obesity policy analysis. Methods: On the basis of the casual loop diagram, a model was developed by converting to stock and flow diagram. The Vensim DSS 5.0 program was used in the model development. We simulated method of moments to the calibration of this model with data from The Korea Youth Risk Behavior Web-based Survey 2005 to 2013. We ran the scenario simulation. Results: This model can be used to understand the current adolescent obesity rate, predict the future obesity rate, and be utilized as a tool for controlling the risk factors. The results of the model simulation match well with the data. It was identified that a proper model, able to predict obesity probability, was established. Conclusion: These results of stock and flow diagram modeling in adolescent obesity can be helpful in development of obesity by policy planners and other stakeholders to better anticipate the multiple effects of interventions in both the short and the long term. In the future we suggest the development of an expanded model based on this adolescent obesity model.

Diffusion Behavior of n-Alkanes by Molecular Dynamics Simulations

  • Goo, Geun-Hoi;Sung, Gi-Hong;Lee, Song-Hi;Chang, Tai-Hyun
    • Bulletin of the Korean Chemical Society
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    • v.23 no.11
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    • pp.1595-1603
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    • 2002
  • In this paper we have presented the results of diffusion behavior of model systems for eight liquid n-alkanes ($C_{12}$-$C_{44}$) in a canonical (NVT) ensemble at several temperatures using molecular dynamics simulations. For these n-alkanes of small chain length n, the chains are clearly <$R_{ee}^2$>/6<$R_g^2$>>1 and non-Gaussian. This result implies that the liquid n-alkanes over the whole temperatures considered are far away from the Rouse regime, though the ratio becomes close to the unity as n increases. Calculated self-diffusion constants $D_{self}$ are comparable with experimental results and the Arrhenius plot of self-diffusion constants versus inverse temperature shows a different temperature dependence of diffusion on the chain length. The global rotational motion of n-alkanes is examined by characterizing the orientation relaxation of the end-to-end vector and it is found that the ratio ${\tau}1/{\tau}2$ is less than 3, the value expected for a isotropically diffusive rotational process. The friction constants ${\xi}$of the whole molecules of n-alkanes are calculated directly from the force auto-correlation (FAC) functions and compared with the monomeric friction constants ${\xi}_D$ extracted from $D_{self}$. Both the friction constants give a correct qualitative trends: decrease with increasing temperature and increase with increasing chain length. The friction constant calculated from the FAC's decreases very slowly with increasing temperature, while the monomeric friction constant varies rapidly with temperature. By considering the orientation relaxation of local vectors and diffusion of each site, it is found that rotational and translational diffusions of the ends are faster than those of the center.