Sharif Digital Repository

This thesis deals with developing and applying reduced order modeling techniques for fluid and structure interaction problems. First, the basis and formulations of reduced order modeling technique in the function space are reviewed. Then the governing equations of structural dynamics as well as incompressible flow are reviewed and some simplifications are applied. Based on the modal analysis technique along with the finite element model of the structure and the boundary element model for flow field, some reduced order models are represented. The represented models are developed for liquid sloshing in moving and elastic tanks, fluid structure interaction in flexible shells conveying flow,... 

In order to study the interaction of sloshing and structural vibrations of baffled tanks a reduced order model based on modal analysis of structure model and boundary element method for fluids motion is developed. For this purpose the governing equations of elastic structure and incompressible flow used to derive simple models to simulate both fields. Using the modal analysis technique the structural motions are applied to the fluid model and on the other hand by using boundary element method the fluid loads are applied to the structural model. Based on this formulation a code is developed which is applicable to an arbitrary elastic tank with arbitrary arrangement of baffles. Results... 

The problem of launching a satellite to low earth orbit has been considered. Preliminary concepts such as satellite orbits, launcher missiles and their equations of motion, and traditional methods for guidance of launchers are reviewed first. Then a new method for optimizing the launch trajectory under non-ideal conditions is introduced in which the solution of a known ideal trajectory optimization problem is used as an initial guess for the actual optimization problem. Several methods for guiding a launcher to place a satellite in Earth orbit are presented next; they have been titled as (1) launch path re-computation outside the atmosphere, (2) prediction error minimization, and (3) output... 

Dense underflows are continuous currents that move down-slope due to their density being heavier than that of the ambient water. This difference between the dense fluid and environment fluid can be due to temperature difference, chemical materials, solved materials or suspend solid particles. In these currents, the effect of buoyancy force is produced by this difference density. In this research, many experiments performed in different flow rates, slopes and concentrations to understand the current structure and turbulence specification of the salt solution density currents and particle-laden density currents. Acoustic Doppler Velocimeter is used to measure the velocity fluctuations. The... 

The actual flow stream through compressor is 3D and fluctuated because of complicated geometry, fluid viscosity and high velocity. Therefore, more accurate analysis of this kind of flow, it is better to use 3D model. Nowadays the flow modeling software are able to model and analysis flow regime using numerical methods in three dimensions. Using these software allow us to find the ways which can reduce the energy losses to improve compressor efficiency.In current work, based on 3D numerical analysis, the flow regime in a centrifugal compressor is investigated and also the sensitivity of this analysis with mesh sizing is explored. The k-e type RNG model is used for modeling turbulent behavior... 

Long memory in assets return is important on the theoretical as well as the practical aspects and since it is a special form of nonlinear dynamics, in this study an ARFIMA model was used with the aim of considering the long memory in the return conditional average of automobile industry index. Then, due to the observation of ARCH effects, the simultaneous conditional average modeling and turbulences in the automotive industry index return using an ARFIMA-FIGARCH model was considered in the residuals of the best fitted model and results were that for modeling the returns and turbulences of automobile industry stocks which has a special long memory, FIGARCH will provide better and more... 

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... 

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... 

In this thesis, lock-exchange density currents are investigated using the dynamic large eddy simulation (LES) method. These are flows that occur under the influence of gravity and density gradient. In the lock-exchange type currents, a bulk of heavy fluid is released under an ambient lighter fluid. One charachteristic of such flows is the presence of turbulence at different scales across flow and Kelvin-Helmholtz and lobe and cleft instabilities at the interface, which additionally act to complicate the matter. Although lots of efforts have been devoted to simulate density currents, much of the previous simulations have used Reynolds Average Navier-Stockes (RANS) methods. Practically, these... 

Time series of asset returns display specific regularities such as bell-shaped distribution, leptokurticity and volatility clustering. Economists have made continuous efforts to develop models that explain these patterns and can be used to predict the return and the risk of holding an asset. These efforts can be classified into 3 eras: Bachelier Era (1900-1960) in which the random walk model was developed for speculative prices. Mandelbrot Era (1960-1980) in which the normality assumption was replaced with the Pareto-Levy family of distributions which are flexible enough to justify leptokurticity and infinite variance. And finally, the Dynamic Volatility era in which the focus was on... 

An offset jet refers to a flow issuing above a wall offset by a distance h and parallel to the axis of the jet. Asymmetric entrainment on both sides of the jet causes the jet to deflect toward the plate. The flow field of an offset jet is complex and is encountered in many engineering applications. For instance, burners, boilers, combustion chambers and fuel injection system are strongly governed by the behavior of offset jets. The understanding of the flow field properties of offset jet is required to ensure the proper design of systems.
In this study the mean flow and turbulent properties of 3D offset jet with circular nozzle, developing in a stagnant environment, are studied by means... 

Aims: Stars twinkle because their light propagates through the atmosphere. The same phenomenon is expected at a longer time scale when the light of remote stars crosses an interstellar molecular cloud, but it has never been observed at optical wavelength. In a favorable case, the light of a background star can be subject to stochastic fluctuations on the order of a few percent at a characteristic time scale of a few minutes. Our ultimate aim is to discover or exclude these scintillation effects to estimate the contribution of molecular hydrogen to the Galactic baryonic hidden mass. This feasibility study is a pathfinder toward an observational strategy to search for scintillation, probing... 

In this thesis, isothermal and reactive low swirl flow are investigated using the large eddy simulation (LES) method. In contrast to high swirl burner, in low swirl burner stability mechanism is not related to central recirculation zone and a detached flame stabilizes in a place where the flow velocity and flame speed are matched. Although lots of efforts have been devoted to simulate swirl flow, much of the previous simulations investigated high swirl flow in different configurations. The current research is conducted for co-annular swirl flow, isothermal low swirl flow and reactive low swirl flow. Simulation of co-annular swirl flow is performed to investigate the performance of... 

One of the risk factors of financial assets is liquidity. Identifying factors affecting liquidity helps us to predict stock liquidity and to control the risk of investing. The purpose of this research is to identify these factors in Tehran Stock Exchange. We use the data of 48 companies between1388 and 1392. Our results show that the liquidity follows a weekly and a monthly cycle. Stock return, market return, stock return volatility, market return volatility and trading volume are among the factors which affect stock liquidity. In addition, the reaction of liquidity changes to positive or negative stock return is asymmetric, and the effect of negative stock return is more influential. Our... 

In the present work, dynamic behavior of submerged slender bodies under external hydrodynamic forces with internal sloshing tanks is studied. The main application of this thesis is in submarines. For this purpose slender body theory is used for hydrodyanamics of body and unsteady hydrodynamics is used for the vehicle control fins. In submarines there are some water tanks that control the buoyancy, so that sloshing can be importatnt. An equivalent mechanical model is developed for simulating the dynamics of sloshing tanks. Assuming that a submarine is a slender body, elastic deformation of submarine body can affect dynamics of the whole system. Elastic behavior of the main body is simulated... 

In this study the interaction of sloshing and structural vibrations equations in tanks are investigated and developed. For this purpose the governing equations of structural dynamics and potential flow are used and a reduce order model for fluid is derived. Three methods are used for external forces calculation of structural dynamics model which are the sloshing fluid, quiescent fluid and lumped mass. Then free vibrations of coupled system for launch vehicle with two tanks is investigated. The results of this study are compared and validated with existent results in the literature and finally the effects of fluid height in tank, tank thickness and parameters of launch vehicle like... 

Biotechnology is one of the fields that has had great advances in the past decades, and therefore controlling biological processes (bioreactors) is considered as an important issue. The purpose of current thesis is designing an adaptive controller for a bioreactor by considering input constrain and proving the stability of closed loop. A standard bioreactor has been chosen for this purpose. First a non-adaptive controller has been designed. Then an adaptive controller is designed and implemented on a bioreactor in the presence of input constraint, because in practice the system parameters are unknown. Finally by applying disturbance to the system, it has been shown that the proposed control... 

Density currents as a particular form of stratified fluid motion in nature have attracted the interest of many researchers in the past decades. These flows are formed whenever a fluid with specific density begins to move through another fluid with different density called ambient fluid. Prediction of propagation of turbulent density currents, especially because of their remarkable influence on the environment, is one of the researcher’s interests in geophysics and engineering. Density currents have a lot of applications in industry and nature. Sand storm in deserts, turbidity currents in oceans and avalanches are natural examples and leakage of dense gas into the atmosphere due to reservoir... 

The demand for safety operating systems is growing with the new developments in technology. One of the important and critical issues in system monitoring is the capability of the system to detect probable faults and hazards. In model-based fault detection one specific diagnostic signal called residual should be generated for each fault that is only sensitive to a particular fault and independent of other faults and disturbances. In this thesis we try to investigate the nonlinear geometric approach in fault detection of a class of mechanical systems. After a brief introduction to geometric tool for nonlinear inputaffine systems and conditions in which output is decoupled from input, we... 

In This thesis, the behavior of flow inside the pressure-swirl atomizers is studied. The pressure-swirl atomizers are widely used in many industrial applications such as fuel injection in gas turbine, internal combustion engine and liquid-fuel rocket, spray drying, spray in firing and agricultural nozzles.The flow simulation inside the pressure-swirl injector deals with many complicated considerations due to air core formation in the axial zone of the injector as well as high tangential and axial velocities in the swirl camber. The ANSYS Fluent commercial program is used for simulations. The two phase flow inside the injector is modeled by volume of fluid method (VOF) using large eddy...