Sharif Digital Repository

Due to its extensive applications in financial analysis, stock market volatility modeling is a considerably important issue for stock market practitioners and academics. Using GARCH models to formulate the conditional variance heteroskedasticity with respect to the advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserved variables effects, lead to a significant increase in the accuracy of estimations. In this thesis, in order to examine the similarities and differences between the conditional variance structure of stocks in the inter and intra industries, we have used a general to specific methodology of nested tests... 

Stock exchanges are one of the most important capital markets and let people and institutions to insvest their savings in stocks and therefore earn money. Investors are going to select a portfolio that has the maximum return and minimum risk; so, they try to forecast stock returns and volatilities. Predictability of stock return and volatility is also important for asset pricing and investigating market efficiency. Now, the question is “are stock returns and volatilities predictable using historical returns and volatilities?” In this research, return and volatility predictability of Tehran Stock Exchange indexes by using historical data are investigated. First, the outocorrelation of return... 

The use of stepped weirs dates back at least 3500 years. In this research, the hydrodynamics of gabion stepped weirs have been investigated as a three-dimensional simulation of two-phase flow air-water using Flow3D software and the method of computational fluid dynamics (CFD) analysis. In order to solve the Reynolds-Averaged Navier-Stokes (RANS) equations, the RNG turbulence model (k-ε) was used and the free surface elevation of fluid was determined by the volume of fluid (VOF) method. The experimental results of Wutrish and Chanson (2014) over gabion stepped weirs are used to validate the numerical model simulations. Gabion stepped weirs with steps of 3, 7.5, and 10 cm in height, as well as... 

Numerical simulations and large eddy simulations (LES) of turbulent flow downstream of diversion dam , pool-riffle bedform in different geometrical ratios (different lengths of riffle and pool) with flow Reynolds number of 3.0 E+04 to 3.3E+04, downstream of special case study "Mill and Moghan diversion dam" with Froude number of 0.5 are presented The calculations are performed using a computational fluid dynamics model, FLOW-3D, which solves the Navier-Stokes equations in three dimensions with finite volume method. Numerical simulations are validated by comparing the numerical results of time-averaged flow patterns downstream of pool-riffle sequence with that of the experimental... 

Numerical simulations and large eddy simulations (LES) of turbulent flow around single pile, circular tandem piles, circular and square side-by-side piles at different spacing ratios (centre to centre distance to the pile diameter) with flow Reynolds number of 105 on the fixed flat-bed are presented. The calculations are performed using a computational fluid dynamics model, FLOW-3D, which solves the Navier-Stokes equations in three dimensions with finite volume method. Numerical simulations are validated by comparing the numerical results of time-averaged flow patterns around single and side-by-side piles with that of the experimental measurements. At the downstream of single pile,... 

Study of fluid flow through the porous fractured media is used in many branches of science such as oil production, environment, water resources, geotechnics and mining, and the results of these researches are useful for industries.The porous fractured media consist of two main parts each having different roles. The first is the fracture networks that act as channels to conduct the fluid in the media, and the second is the porous media that act as a storage space for the fluid. The differences of dimensions and ability of fluid conduction between these two parts would cause the flow analysis to be performed in a heterogeneous and non-isotropic media. Moreover, the irregular networks of... 

The occurrence and development of scour hole around bridge pier are the main causes of bridge destruction. To predict manner, occurrence, development and final situation of scour hole around pier is the most important in the hydraulic design of bridges. A large number of studies have been performed to estimate the scour depth around piers at simplified laboratory conditions. The available equations from these studies do partly not present acceptable solutions. This issue is especially of great importance to the pile groups. For accurate determination of scour depth, it is required to get a better understanding of the flow and governing mechanism around pier. Although the flow pattern... 

Local scour around bridge piers is one of the main causes of bridge failures Application of existing equations to complex flow patterns is problematic and often leads to questionable results in the field applications. A lack of understanding of the complex flow field and erosion mechanisms seems to be at least partly responsible for this state. Despite the rapid expansion of the literature on the flow around cylindrical piers, there are still challenges for flow field comprehension and estimating design scour depths around complex bridge piers. Due to geotechnical and economical reasons, bridge designs often leads to a complex foundation. Laboratory studies of local scour around complex... 

One of the methods of measuring the flow rate in a pipe (channel) is by using the acoustic waves with long wavelenghs in Sonar flowmeters. This flowmeter consists of an array of sensors, mounted on the outer wall of the pipe. These sensors by listening and interpreting the sound waves passing through the fluid, would give a “non-intrusive” measurement of the volumetric flow rate. This means that the flowmeter is not in direct contact with the flow and therefore its repair, relocation or replacement will not disturb the flow. In this project, we will provide a clear understanding of the principles and physics involved in sonar-based acoustic flowmeters, by means of numerical simulation of the... 

With the growing development of the aviation industry, the emitted jet noise from civil and military aircraft has become a challenging issue in the development of this industry. Despite recent advances in simulation methods using for fluid phenomena, understanding the nature and physics of noise generated by jet flows has been a complex puzzle for the last decades. Although numerical methods are currently able to predict the jet noise, it is still not possible to fully understand the physics of this phenomenon and subsequently use it to control the emitted sound. In this research, with the purpose of studying the pressure fluctuation caused by large-scale coherent turbulence structures in... 

A large number of desalination plants have been established to overcome the drinkable water scarcity in the world. These plants produce saline water as effluent, which is often discharged into local sea water. One of the applicable methods to dispose these kinds of effluents is to install an inclined nozzle below the water’s surface. Hence, an inclined negatively buoyant jet (INBJ) forms which is often fully turbulent due to the high discharge velocity. Local environmental characteristics affect the dynamics and mixing behavior of INBJs. One of these characteristics is the sea bed slope, on which the present study has been focused. Large eddy simulations (LES) are performed in the present... 

Flow turbulators have crucial importance in heat transfer and energy harvesting applications. Therefore, in this study, the thermo-hydraulic and vibrational behavior of the floe inside a circular tube with vibrational ball turbulators (VBTs) on an axial elastic wire is experimentally studied for the first time. In this novel design, the elastic wire facilitates turbulence by allowing VBTs to move transversally and rotationally and agitate the flow substantially. The effects of diameter and longitudinal distance (pitch) ratios of VBTs, the Reynolds number, and the axial tension of the wire, on the flow friction factor (f), the Nusselt number (Nu), the thermal performance factor (η), in... 

The scarcity of potable water is one of the world's challenges. In the Middle East, this crisis is even worse and as a consequence, the most aggregation of desalination plants has been constructed in this area. However, brine effluent discharged from these plants entails serious environmental issues. Despite the extensive studies about the investigation of dilution and the area which faces the brine discharges as submerge jets, there are a few experimental investigations with a focus on the injecting brine discharge into the shallow environment. Whereas the Persian Gulf's coastal environment is shallow. Moreover, there is a huge construction of desalination held in this area. Accordingly,... 

Due to an increasing need for refrigeration systems and consequently increasing in electricity usage and greenhouse gases production, using ejector refrigeration systems would be a suitable substitution for conventional cooling systems. Main drawback of ejector refrigeration systems is their low coefficient of performance. The key component to improve the cycle performance is the ejector. Prerequisite of improving ejector performance is an accurate CFD simulation for predicting entrainment ratio. In this study, a two dimensional, axisymmetric, steady state, compressible flow CFD simulation of a supersonic ejector is presented. CFD results are validated with experimental data. Furthermore,... 

Sedimentation basins are one of the most important and costly processes of water treatment, in which the process of particle settling takes place using gravity. There are two types of sedimentation basins namely, primary and secondary basins. In the primary basins, due to the low concentration of particles, in simulation, it is possible to ignore the effect of particles on the equation of motion. But in the secondary type because of buoyancy forces (which is dependent on particle concentration), the particles affect the flow field. So far, various studies have been done on the simulation of sedimentation basins with numerical methods, but a comprehensive research on the simulation of... 

in this study, turbulent natural convection inside an air filled square cavity with several hot and cold internal bodies in the range of Rayleigh numbers between 1010 and 1012 has been investigated numerically. Vertical walls of the enclosure have been considered isothermal and horizontal walls are insulated in all cases. An appropriate arrangement of internal bodies in which the minimum heat transfer occurs is desired. For this purpose, two dimensional Reynolds-averaged Navier-Stokes equations have been solved with the finite volume discretization method in a staggered grid. In addition, two equation high-Reynolds-number model with standard wall functions is used to simulate the... 

Acoustic noise from turbulent jet flow discharged to the einvironment is called turbulent jet noise which is a problem for turbojets, turbofans, missiles, rockets and everywhere the discharge of a jet at high speed exists. In order to achieve the jet noise reduction methods, understanding this phenomenon with modeling on a detailed theory for the future developments in this field is required. In this study the noise generation from coherent large scale structures for a subsonic jet with acoustic Mach number of 0.5 is studied using linear stability analysis. To get the base flow used in instability analysis, the jet flow is modeled using different two equation k-ε models and after... 

High-Speed Crafts’ motion has lots of hydrodynamic complexities, so analytical study of their motion is not feasible. Meanwhile, experimental analysis of their reactions in water is not time-consuming & cost-effective. In spite of code generating & developing problems and complexities in the primary stage of numerical modeling of such problems, this method is the most popular & efficient one. On the other hand, flow around high-speed craft bodies has a turbulent nature and needs special cares to predict reasonable results. In the present study, after representing an introduction about the turbulence modeling, we discissed about governing equation such as momentum, volume fraction and rigid... 

Sedimentation tanks are one of the important and costly stages of water treatment process in which remained particles from previous stages settle down due to gravity force. In this research, the hydrodynamics of secondary settling tanks without and in the presence of particles is numerically investigated using VOF method in order to simulate the interphase using RNG k-ε for turbulence modelling. The simulations are performed by means of open-source code OpenFoam, and the code is developed to model particles in the flow. The calculated velocity profiles using VOF method show a reasonable agreement with the experimental data. Comparing the concentration profiles with experiments shows the... 

In this study, the numerical simulation of turbulent flow using Open Source software OpenFOAM, The impact of air flow around the high-rise buildings and classification based on the height and arrangement of the buildings has been against the flow. Numerical method used, the finite volume method uses a piso algorithm, Navier-Stokes equations are solved and the speed and pressure can be obtained. Large Eddy Simulation model is a simulation model used in this software. In general tall buildings against wind loads has three types of move, move along the wind, prependicular along the wind and the twisting motion that occurs at the same time, they are, but, due to the variable nature and...