Sharif Digital Repository

Because of severe weather events (such as floods and storms), transportation infrastructures are directly and indirectly damaged, which may cause many undesirable economic and social losses for people and cities. Among various severe events, flood is known as an important factor in the breakdown (closure of roads and bridges) of the components of the transportation network. Evaluating the performance of the city's road transport network against flood events leads to a better understanding of the network's condition and allows decision-makers to identify the weaknesses in the system and reduce potential damages as much as possible. In this research, with the aim of investigating the... 

In recent years, communication systems with multiple antennas at the transmitter side and multiple antennas at the receiver side, shortly known as MIMO systems, have attracted a lot of attentions. Capability of these systems to increase the bandwidth efficiency and capacity of communication links has made them the core technology of next generation wireless systems.
As a first step to design and evaluate the performance of a MIMO system, a suitable channel model which is able to reflect the physical characteristics of the real environment appropriately is essential. Recently, a lot of models have been suggested to investigate MIMO channels, especially correlative models which use... 

In practice, structures made of concrete are full of cracks. The strength of concrete is mainly determined by the tensile strength, which is about 10% of the compressive strength. As long as cracking in concrete is unavoidable, we have to try to minimize their detrimental effects. This objective can be achieved by resisting (or limiting) propagation of existing cracks. Because of this, reinforcement (mostly steel) is used to increase the carrying capacity of the material and to control the development of cracks. Concrete structures that fail, already shows a large number of large and small cracks before their maximum carrying capacity is reached. The failure of concrete can be characterized... 

This research introduces a novel thermo-mechanical multiscale technique, utilizing machine learning, for simulating the compaction process of aluminum nanopowders with surface oxidation at various temperatures. The methodology employed involves the utilization of nonlinear thermo-mechanical Finite Element Method (FEM) for macro scale analysis, while employing the Molecular Dynamics (MD) method to calculate the mechanical and thermal characteristics of aluminum nanopowders at the nano-scale. The first part of the research presents a comprehensive study on the thermal conductivity of alumina-coated aluminum nanopowders, which is a crucial property for their application in powder metallurgy,... 

Fracture is one of the most important engineering problems, and the lack of knowledge about this phenomenon will result in loss of life and property. Before the computer age, fracture mechanics has been studied by many analytical mechanics researchers; and after that, lots of attempts have been done to accurately model this phenomenon.
Finite element method, one of the best methods in Computational Mechanics, is common in computational fracture mechanics. Polygonal finite element is a new concept which has been recently applied in finite element analysis. This research utilized this concept in com-putational fracture mechanics. In another word, the crack discontinuity and crack tip... 

In this thesis, a fully coupled numerical model is developed for the modeling of dynamic cohesive crack propagation and hydraulic fracture in saturated porous media using extended finite element method. Many engineering structures like concrete or soil dams and buildings foundation are built with porous materials like concrete, rock and soil. Behavior of these materials in which void among the solid particles are filled with one or more fluids are so complicated rather than single solid phase. Dynamic analysis of porous mediums containing a discontinuity has many applications in various civil engineering fields including structure, earthquake, hydraulic structures, etc. For instance... 

The band gap offset is an effect of coordination numbers (CNs) of atoms reduction at the edge of transversal cross-section Si nanowires (SiNWs) which would be of increasingly important for greater shell-core ratio sections. In this paper, a hierarchical multi-scale modeling has been developed to simulate edge effect on the band gap shift of SiNWs due to geometry effect induced strain in the self-equilibrium state. Classical Molecular Dynamics (MD) approach and Finite Element Method (FEM) are used in the micro (atomic) and macro scale levels, respectively. Using the Cauchy-Born (CB) hypothesis as a correlator of continuum and atomic properties, the atomic positions are related to the... 

In present research forming process of nanopowders, which is a part of powder metallurgy was investigated by molecular dynamics method. Powder metallurgy is a relatively new method for production of industrial parts by pouring powder into die and compaction to desired density. One can reach parts with higher quality and strength by decreasing size of powder’s particles and entering the nano scale. Particle with smaller size have higher specific surface and due more intensity to react. Classic methods for investigation of this process don’t cover the atomic scale effects, so using newer procedures such as molecular dynamics is highly recommended. In present research, at first compaction of... 

In this thesis, a coarse-grained multi-scale method for 2D crystallyn solids based-on finite element consepts has presented. In this method, both scales are atomic scale and similar to what we see in non-local QC method, the entire atomic structure will be intact. Accordingly, calculations of potential functions and forces in the domain will have the atomic accuracy. In the presented method to reduce the domain’s degrees of freedom, the classical finite-element meshing concept to mesh the elastic linear areas in the domain is used and the MD calculations will done on the mesh nodes. Therefore, degrees of freedom in the system will reduce and consequently, the computational cost will reduce.... 

Contact between different parts of a system and their interactions on each other is one of the most important phenomena that we face in modeling a variety of mechanical issues which should be carefully considered. Sometimes, this phenomenon occurs between different components in a phase and some other times between several phases, which, causes changes in the performance and response of the system. Therefore, in order to investigate its effect in particular on dynamic problems that are subject to severe changes over a short period of time, and to provide more effective methods for dealing with it, the subject of this research has been devoted to dynamic contact modeling with large... 

Gantry milling machines are one of the types of machine tools that have vast application in various industries. Considering requirements such as quality and roughness of work pieces which are becoming restricted day after day, it is necessary that various parts of this machine have sufficient functionality and precision so that it can fulfill the quality requirements; and production of these expensive machines be cost-effective. One of the most important parts of a gantry milling machines is its crossbeam that undergoes deflections when exposed to applied forces during work conditions and can have undesirable effect on work piece precision. Therefore, the goal of this research is to design... 

In this thesis, we study a continuous time financial market of some risky assets and a risk-free asset for investment in a finite time period. We use mean-variance approach for investment in this market. In the model considered here, the mean returns of individual assets are explicitly affected by underlying Gaussian economic factors. Using past and present information of the asset prices, a partial-information stochastic optimal control problem with random coefficients is formulated. Here, the partial information is due to the fact that the economic factors can not be directly observed. In first step, by filtering and in secound step by solving the stochastic control problem, we show that... 

The integrative supply chain management is one of the main business processes between final consumer and supplier and it is formed by responsibilities such as production, services and information those have added value for customers and beneficiaries. Therefore and as the goal of a chain is maximization of gained value for the factors involved in chain, so, this goal can be more accessible by decreasing transportation (transportation method, tracking, …) and stock costs (conservation, ordering, …). As its purpose, this thesis intends to introduce and increase the options of goods transportation possibilities between retailers’ warehouses and evaluation of its effect on transportation and... 

I investigate methods of integrating prior hierarchical structure into hierarchical portfolio optimization methods. My contributions to the literature are forming a prior hierarchical structure based on investors' priorities and generating a unique representative distance matrix, which can be used as an input to other portfolio optimization methods too. In addition, I use SIC and GICs industry classifications as priory information for S&P500 companies and use them as a complementary input to the Hierarchical Risk Parity model and Hierarchical Equal Risk Contribution and compare the resultant portfolios' performance with (López de Prado, 2019)’s method of integrating prior information and... 

In this study, we combined supervised and unsupervised machine learning algorithms, included the benefits of true identification of good borrowers and costs of false identification of bad borrowers, and then proposed a model for predicting the default of loan applicants with a profit-based approach. The results show that our proposed model has the best performance in profit measure in comparison with individual supervised models. In fact, we first divided the data into two train sets and one test set. We have constructed our model by training unsupervised models on the first train set and supervised models on the second train set. The results of implementing the model on the Australian and... 

In many methods of calculating Value-at-Risk (VaR), we need to calculate the value of the portfolio several times for different scenarios. Because an explicit formula is not available to calculate the value of some fixed income assets, calculating VaR for portfolios containing these assets imposes a heavy computational burden. In this study, we introduce a new method for calculating VaR for such portfolios. In this method, some of the existing scenarios are selected as basic scenarios and the value of the portfolio is calculated only for each of them. Next, using the calculated values, the portfolio values for other scenarios are estimated by interpolation (or extrapolation). Finally, by... 

differential equations. These methods have extensive applications in the financial domain, including in risk hedging and derivative pricing. One of the main advantages of using deep learning methods in this area is their high capability to solve high-dimensional problems. Despite the introduction of these new methods, some of them have not performed well in certain problems. In this research, efforts have been made to improve the efficiency of these methods by enhancing the neural network architecture and modifying the learning process  

Toxic flow occurs when a trader with confidential information trades with a market maker without that information. The trade price is such that the market maker is obliged to provide the desired liquidity by taking the risk of loss for the order. The PIN (Probability of Informed Trading) is widely used to calculate the amount of toxic flow in a market and evaluate the market condition in terms of informed trading. However, Easley et al. (2012a) propose a new alternative method based on high-frequency data and daily orders called VPIN (Volume-Synchronized Probability of Informed Trading), and we apply it in the Iran stock market. This method can give the market makers the ability to predict... 

In the limit case of incompressibility, the displacement-based finite element methods are not capable of finding the solutions with adequate accuracy. Moreover, discontinuities in displacement field or strain field which exist in the interior of the elements should be dealt with appropriately. The u/p mixed formulation provides a suitable context for modeling the incompressible problems. It is capable of solving general problems in which there exist geometrical or material nonlinearities. In the case of employing the eXtended Finite Element Method (XFEM), uniform meshes can be used for problems with discontinuities and in fact the discontinuities can be decoupled from the mesh. In this...