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An Integrated Multi-criteria Decision Making Approach for a Sustainable Supply Chain Network Design
, M.Sc. Thesis Sharif University of Technology ; Shavandi, Hassan (Supervisor)
Abstract
Growing concerns towards social and environmental issues besides economic in supply chain causes that the sustainable supply chain become one of the most important concepts in a supply chain. Likewise, a supply chain network design which is profound influence on long-run economic, environmental, and social decisions is one of the key and strategic topics in a supply chain. In this study, we represent an integrated approach for a three-layer sustainable supply chain network design with routing and different transportation modes, the objectives of which are minimizing total costs, a minimizing 〖CO〗_2 emissions of transportation, and maximizing total values of social purchasing. In this...
Characterization of Plasma Etching Process Using Plasmonic Structures
, M.Sc. Thesis Sharif University of Technology ; Rashidian, Bizhan (Supervisor)
Abstract
plasma characterization has become an essential tool for characterization of etching process in fabrication of nano-electronic devices. The existing methods, such as Langmuir probe and interferometry, have shown drawbacks including disturbing the plasma and sensitivity to mechanical and thermal stability of the measuring systems. In recent years, due to the scale down of microelectronic devices and increase of their sensitivity to disturbance in the plasma etching process, a demand for measuring methods offering less disturbance has arisen. Plasmonic structures, owing to their unprecedented field enhancement and confinement, have been extensively studied. Their sub-wavelength dimensions,...
Reliability-Based Seismic Loss Assessment of Eccentrically Braced Frame Buildings
, M.Sc. Thesis Sharif University of Technology ; Dolatshahi, Kiarash (Supervisor)
Abstract
In this research, seismic loss of eccentrically braced frame buildings is assessed by using reliability methods. For this end, first, Bayesian linear regression is utilized to characterize the epistemic uncertainty of the problem in the form of damage models. The input of these models are mechanical and physical properties of the components, and the outputs are damage ratios. In the second step, by using the developed models and the comprehensive library of probabilistic models of Rt, reliability analysis is conducted on 4, 8, and 16 stories building located in San Jose. The limit state function is seismic loss, including repair loss, collapse loss, and demolition loss, and analysis method...
Pathwise grid valuation of fixed-income portfolios with applications to risk management
, Article Heliyon ; Volume 8, Issue 7 , 2022 ; 24058440 (ISSN) ; Chaghazardi, A ; Arian, H ; Sharif University of Technology
Elsevier Ltd
2022
Abstract
Numerical calculation of Value-at-Risk (VaR) for large-scale portfolios poses great challenges to financial institutions. The problem is even more daunting for large fixed-income portfolios as their underlying instruments have exposure to higher dimensions of risk factors. This article provides an efficient algorithm for calculating VaR using a historical grid-based approach with volatility updating and shows its efficiency in computational cost and accuracy. Our VaR computation algorithm is flexible and simple, while one can easily extend it to cover other nonlinear portfolios such as derivative portfolios on equities and FX securities. © 2022
Degradation Effects on Seismic Behavior of Soil-structure System
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
Up till now, various contributions of research to soil-structure-interaction context have been primarily focused on structural systems exhibiting elastic-perfectly plastic material behavior. In this paper, combined effects of material degradation, p-delta, and soil-structure-interaction considering foundation uplift have been deemed to determine seismic response of a single degree of freedom system. The system is composed of a column with a lumped mass on top that is placed on a rigid foundation. The foundation is mounted on Winkler springs and dashpots to account for soil-foundation compliance and material/radiational damping. The springs are tensionless to guarantee that uplift phenomenon...
Predictive Equations for Shear Link Modeling Toward Collapse
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
In this paper the predictive equations for collapse assessment of shear links used in eccentric braced frames are developed. An extensive database including results of over 70 cyclic tests on steel wide flange shear links is collected and the structural parameters governing the hysteresis behavior are calibrated using a simplified numerical model. The methodology of calibration is to minimize the discrepancy between the experimental hysteresis loops and the corresponding numerical results using Particle Swarm Optimization (PSO) algorithm. The objective function of PSO algorithm is minimized by iterating parameters that govern the hysteresis behavior of the numerical model. Stepwise...
Numerical Study of Two Novel Metallic Dampers with Torsional Mechanism
, M.Sc. Thesis Sharif University of Technology ; Mohtashm Dolatshahi, Kiarash (Supervisor)
Abstract
The aim of this study is introducing and assessing two torsion-based metallic dampers which are named Torsional Disc and Torsional Cylinder dampers based on their geometry and energy absorption mechanisms. As expected, a steel disc and a steel cylinder are exposed to torsion in the Torsional Disc and Torsional Cylinder dampers respectively, and energy absorption occurs through torsional yielding of those two elements. In the introduction section, a mechanism is introduced to put the dampers under pure torsion so as to yield a desirable performance. The dampers are designed to be placed between Chevron braces and the floor beam, and the pure torsion is exerted, through the mentioned...
Damage Assessment of Reinforced Concrete Shear walls Using Crack Pattern
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
The purpose of this paper is to quantify the extent of damage of rectangular reinforced concrete shear walls after an earthquake using surface crack patterns. One of the most important tasks after an earthquake is to assess the safety and classify the performance level of buildings. This assessment is usually performed by visual inspection that is prone to significant errors. In this research, an extensive database on the images of damaged rectangular reinforced concrete shear walls is collected from the literature. This database includes more than 200 images from experimental quasi-static cyclic tests. Using the concept of Fractal geometry, several probabilistic models are developed by...
Nonmodel Seismic Assessment of Eccentrically Braced Steel Frames with Masonry Infills Using Machine Learning Techniques
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
This study investigates the seismic behavior of eccentrically braced frames (EBFs) taking into account the influence of masonry infill walls. The primary objectives of the study are to predict the seismic global response and develop associated fragility curves using a nonmodel scenario-based machine learning framework. To model the infill walls, equivalent diagonal struts are employed, and a nonlinear pushover analysis is conducted to assess the overall impact of infills on 4- and 8-story EBF structures. An extensive database of 4 bare and 48 infilled EBFs with various infill properties is assembled to predict story-based engineering demand parameters (EDPs) containing peak and residual...
Multivariable Fragility Curves for Unreinforced Masonry Walls
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
This study investigates the effect of the variation of the properties of unreinforced brick masonry walls, such as aspect ratio, prism strength, and axial load ratio, on determining the post-earthquake damage states of the walls using fragility curves. A database comprising 245 damaged unreinforced masonry walls is collected that have been tested under the quasi-static cyclic loads up to more than three percent drift ratios. The collected walls are categorized into four damage states according to the resisting lateral force during the cyclic loading obtained from the backbone of the hysteresis curves. Then, multivariable fragility surfaces based on the drift ratio and design properties of...
Backbone Curve Prediction for Reinforced Concrete Shear Walls Using Data-Driven Methods
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
The aim of this research is to predict the backbone curve of reinforced concrete shear walls by identifying different failure modes. Failure mode identification is performed by measuring the contribution percentage of flexure, shear, and combined flexure-shear failure modes in the force-displacement response of the wall under cyclic loading. The approach used in this research is a probabilistic and data-driven method, which leads to the calculation of model uncertainty in detecting the wall's failure mode and, consequently, the prediction uncertainty of the backbone curve. The database used in this research consists of 253 reinforced concrete shear walls, obtained from a review of existing...
Portfolio Value-at-Risk and expected-shortfall using an efficient simulation approach based on Gaussian Mixture Model
, Article Mathematics and Computers in Simulation ; Volume 190 , 2021 , Pages 1056-1079 ; 03784754 (ISSN) ; Sharifi, A ; Arian, H ; Sharif University of Technology
Elsevier B.V
2021
Abstract
Monte Carlo Approaches for calculating Value-at-Risk (VaR) are powerful tools widely used by financial risk managers across the globe. However, they are time consuming and sometimes inaccurate. In this paper, a fast and accurate Monte Carlo algorithm for calculating VaR and ES based on Gaussian Mixture Models is introduced. Gaussian Mixture Models are able to cluster input data with respect to market's conditions and therefore no correlation matrices are needed for risk computation. Sampling from each cluster with respect to their weights and then calculating the volatility-adjusted stock returns leads to possible scenarios for prices of assets. Our results on a sample of US stocks show that...
Customer Churn Prediction in Therapy Policy in Iran
, M.Sc. Thesis Sharif University of Technology ; Aslani, Shirin (Supervisor) ; Arian, Hamidreza (Supervisor)
Abstract
Using customer relationship management systems has led to the formation of databases containing businesses customer information. Increased competition in the markets, limited resources and high costs of attracting new customers compared to retaining existing customers have made customer retention an inevitable subject for business owners. Meanwhile, insurance companies, which due to their long history have suitable databases of product information and their customers, have resorted to using their databases to manage the relationship with their customers. In this research, while predicting customers churn in health insurance, as one of the most widely used products of domestic insurance...
Structural Health Monitoring Considering Mass and Stiffness Modification
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
Damage detection of civil structures and infrastructures using partial modal information has been an interesting field of research. So far, three main algorithms are introduced for health monitoring of structures. The first method relies on identifying stiffness and mass properties, as physical parameters, of structures using inverse eigenvalue problem considering mass modifications in 2D and 3D shear-frame models of structures. Comparing the identified matrices with the primary values, one can detect the damage occurrence, its level and severity in the structure. Applicability of this method in health monitoring of offshore jacket platforms as one of noteworthy civil infrastructures has...
Comparative evaluation of advanced gas turbine cycles with modified blade cooling models [electronic resource]
, Article Proceedings of the ASME Turbo Expo ; Volume 4, Pages 537-546 , 2006 ; Sharif University of Technology
2006
Abstract
Advanced gas turbine cycles use advanced blade cooling technologies to reach high turbine inlet temperature. Accurate modeling and optimization of these cycles depend on blade cooling model. In this study, different models have been used to simulate gas turbine performance. The first model is the continuous model and the second is stage-by-stage model with alternative methods for calculating coolant, stagnation pressure loss and SPR. Variation of specific heat and enthalpy with temperature are included in both models. The composition of gas stream in turbine is changed step by step due to air cooling. These models are validated by two case study gas turbine results, which show good agreement...
Estimation of a Portfolio's Value-at-Risk Using Variational Auto-Encoders
, M.Sc. Thesis Sharif University of Technology ; Arian, Hamidreza (Supervisor) ; Talebian, Masoud (Supervisor)
Abstract
One of the most crucial aspects of financial risk management is risk measurement. Advanced AI-based solutions can provide the proper tools for assessing global markets, given the complexity of the global economy and the violation of typical modeling assumptions. A new strategy for quantifying stock portfolio risk based on one of the machine learning models known as Variational Autoencoders is provided in this dissertation. The suggested method is a generative model that can learn the stocks' dependency structure without relying on assumptions about stock return covariance and produce various market scenarios using cross-sectional stock return data with a higher signal-to-noise ratio. We...
Soil-pile Inelasticity Effect on Displacement Response of Piled Structures
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
The common approach toward soil-pile-structure interaction phenomenon is that it will cause an increase in both effective natural period and damping ratio. Therefore, considering such a phenomenon in design and analysis of piled structures, will lead to smaller displacements. This attitude has gone far in a way that in different suggestions in various practices, this subject is neglected in a conservative manner. In this study, by investigating the response of a single degree of freedom structure founded on a pile group as the first vibrational mode of a structure, by the means of calculating several displacement ratios, has been proved that soil-pile-structure interaction can cause an...
Shake Table Test on Masonry Structures Retrofitted by Shotcrete
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
In order to investigate the behavior of unreinforced masonry buildings and the effects of shotcrete retrofit, a half-scale one-story masonry building was constructed and tested on the shake-table of Earthquake Research Center at Sharif University of Technology (SUT), Iran. The project was jointly founded by SUT and Ecole Polytechnique Fédérale de Lausanne (EPFL), with the support of The Organization for Development, Renovation, and Equipping of Schools of I.R Iran (DRES). The 3.7×3.7×2 [m] specimen was modeled after a typically built classroom, with eccentric window openings on one wall and a door opening on the opposite wall. The walls were constructed using half-scale 10.5×5.0×2.9 [cm]...
Evaluation of the Effects of the Flanges on the Strength and the Failure Modes of Masonry Walls
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
Most of the previous studies as well as codes regarding unreinforced masonry walls overlook the effects of perpendicular walls – called flanges – on their behavior; in reality, these transversal walls significantly affect ultimate strength, stiffness, drift capacity, and most importantly the failure modes. In this thesis, numerical finite element modeling was employed in order to investigate the impact of flanges on unreinforced masonry walls subjected to gravity loads and lateral pushover excitation. Moreover, a sensitivity analysis was conducted concerning the effect of different boundary conditions and axial load ratios on failure mode and crack pattern of the flanged walls. First, the...
Strength and Stiffness Estimation of Damaged Reinforced Concrete Shear Walls Using Crack Patterns
, M.Sc. Thesis Sharif University of Technology ; Mohtasham Dolatshahi, Kiarash (Supervisor)
Abstract
The purpose of this paper is to estimate the stiffness and strength of damaged rectangular reinforced concrete shear walls after an earthquake using surface crack patterns. Assessing the damage severity of buildings after an earthquake is an important part of the emergency inspection operation of buildings. Expert inspectors tag buildings into two categories of safe or unsafe that are usually affected by subjective decisions, which may result in catastrophic events reported in previous earthquakes. In this research, an extensive database on the images of damaged rectangular reinforced concrete shear walls (RCSWs) is collected and used to develop predictive equations for updated stiffness and...