فصلنامه مدل سازی در مهندسی
پیاپی 38 (پاییز 1393)

Portfolios are a proper collection of investments choosing by an organization or a person. Hence portfolio optimization is a very prominent problem by optimizing which we can attain more profit with the less risk. In this paper، we consider a portfolio optimization problem with some constraints such as boundary and cardinality constraints. Although adding these constraints makes the model more adapted to real world problems، it leads to disability of exact methods to find the optimal solutions in a reasonable time. In order to find optimal solutions، we use an improved genetic algorithm inspiring by natural evolution. We indicate that our proposed algorithm is more efficient and effective than many genetic algorithms which have been previously presented. Parameter setting of the proposed algorithm is done by means of a statistical method based on Taguchi technique. Finally، we perform some computational experiments which confirm the efficiency of our algorithm for portfolio optimization.

Chlorine and its compounds are widely used in industries and they are needed to produce lots of materials. This element that is abundant in the Earth’s crust and oceans, the powerful, corrosive substance is considered essential to an array of products. Thus, these chemicals could be causing catastrophic events. It should be noted that in the United States, It is second only to carbon monoxide when it comes to the percentage of accidents that cause injuries. One of the important recent efforts that were carried out was Jack Rabbit field experiment. It was organized in order to generate essential data to improve estimations of consequences of dense gas releases like chlorine and ammonia. It took place in 2010 at Dugway Proving Ground, Utah, USA. In this paper, chlorine release from the tank in this trial has been modeled and also health and safety effects have been evaluated. Hazardous areas, the width of the cloud and probability of fatality in several areas are the results of modeling. Also a good conformity between experimental results and model outputs could be observed.

With continuously increasing complexity of optimization problems and poor performance of conventional analytical based methods، more powerful tools are required to cope these problems. Difficulties such as necessity of differentiable and continuous model as well as possibility of converging to local minimum، computational time of these methods increase exponentially as well. Metaheuristic algorithms have introduced to overcome such challenges. These methods don’t require differentiation information، can discover global optimal and run away from local optima using their operators with linear or polynomial increase in their computational time. However، because of diversity and different publication resource of these methods، researchers don’t know their characteristic and search mechanism well. This paper aims to introduce some of the most important of these algorithms (40 different algorithms)، to describe main characteristic of these algorithms such as solution space search method، main operators and their inspiration sources. Moreover، some of unique characteristic of these algorithms such as local and global search capability، memory consideration and parameters tuning methods are discussed.

X-ray tube is the main part of the radiology device to produce X-ray. One of the main problems with this equipment is the too much heat generated at the anode of the tube as a result of clashing the high-energy electron beam on its surface. Lack of proper transfer of heat generated at the anode، further destruction and reduces the life time of the X-ray tube. Considering the important role of oil around the X-ray tube as a transferor of generating heat، in this article، this oil is replaced by different weight percentages of nanofluids and heat transfer coefficients have been investigated in different conditions for the first time in the world. However experimental models of X-ray tube heating system was built with heating element and the same amount of heat generated at the anode was produced by applying the electrical power to the element. In addition، the nanofluid has been built with the combination of multi-walled carbon nanotubes and transformer oil in different weight concentration and thermal behavior of the tube has been compared using conventional oil and nanofluids. The obtained experimental results indicate that using improves the heat transfer significantly. Using this new technology in radiology systems and similar equipment، in addition to eliminating the complicated process of X-ray tubes، the efficiency of this type of equipment will increase considerably.

The bus is one of the oldest modes of public transportation. Two of the main priorities for any public transport system are therefore the safety of buses and that of the traffic around them. Contemporary safety literature pays too little attention to modeling the severity of bus crashes. This study therefore sets out to identify factors affecting the severity of accidents involving buses، either in urban or rural locations. The study refers to police reports of bus accidents، employing the Ordered Logit Model to analyze the influence of such parameters as the time of the accident، driver characteristics and road conditions. Our results find that improved driver experience results in lower crash severity on both urban and rural roads. Other factors، such as night driving، drivers over 60 years-old، collisions involving pedestrians or multiple vehicles، speeding and ‘running’ red lights were all associated with higher crash severity. For crashes occurring on rural roads، the additional factors included the spring and summer lifestyle، young bus drivers، traffic law violations، use of alcohol، drugs، drowsiness، buses rolling over through high speed cornering، drivers failing to anticipate dangers ahead، wet pavements and deceptively sharp corners – which all serve to increase the severity of accidents involving buses. It is hoped that these results can assist policy makers in their efforts to promote public transport safety in future.

In this paper، due to the importance of High Impedance Surfaces (HIS) as artificial magnetic conductor (AMC)، new structures as unit cells has been introduced from nature and spider webs. For performance comparison، first two known structures of HIS، sievenpiper mushroom without via and with via designed with the same dimensions and the results are compared with the proposed structures. At first a number of string structures with the shift frequency of zero phase ability are designed. Design purposes are to reduce the frequency of zero phases with acceptable bandwidth and also zero phase frequency shift by changing the thickness of the webs. Design in 2 to 3 GHz frequency band and has been done by HFSS software.

In this paper، the flow field، heat transfer and nanoparticles transport in Al2O3-water nanofluid mixed convection in a square enclosure with inlet and outlet port has been studied numerically. The dimensionless transport equations are solved numerically with a finite volume approach using the SIMPLER algorithm. Nanoparticles transport mechanisms such as Brownian diffusion، thermophoresis and Dufour effect that cause non-uniform concentration distribution are intended in nanoparticles transport model. The study has been carried out for the nanoparticles volume fraction in the range 0 ≤ φb ≤ 0. 04، Richardson numbers 0. 01 ≤ Rif،0 ≤ 1with two Grashof number Grf،0=104، 105. The results show that in mixed convection by increasing volume fraction of nanoparticles and the Grashof number for each Richardson number، the average Nusselt number increases and the transport model by affecting on nanoparticles concentration influence the amount of flow velocity and heat transfer so that in low temperature difference homogenous model and at high temperature difference the transport model predicts higher average Nusselt number.

Friction stir welding is a solid state process which is developed by Twi institute in 1991. In this paper، lap welding of 5456 aluminum alloy sheets were carried out while hard working H321 sheet with a thickness of 5 mm was on top of a 2. 5 mm thickness annealed sheet and the simultaneous effect of rotation speed of tool، feed rate and tool angle parameters on failure force and the height of hook in friction stir welding were investigated using response surface method. After evaluation and analysis of welding samples، response surface method was used using experimental results and several verification models were performed for error estimation. The results of mechanical properties of model show 3. 88 percent average error with experimental results. In proceeding، the analysis of variance was used for investigation of the welding parameters effect on welding mode variations and it was seen that feed rate has the greatest effect on failure force and rotation speed has the greatest effect on the hook height and tool angle has the lowest effect in comparison with this two parameters.

In this paper، buckling analysis of thick cylindrical shells using the third order shear deformation theory is carried out. The governing differential stability equations are obtained based on the second Piola-Kirchhoff tensor and are integrated across the thickness of the shell. These equations are developed in terms of components of the displacement field using third order shear deformation theory and solved analytically. It is assumed that material properties of the shell vary smoothly through the thickness according to a power law distribution of the volume fraction of constituent materials، while the Poisson’s ratio is assumed to be constant. Also governing equations are discretized and reduced to a linear system of homogenous equations using differential quadrature method. The results obtained by the present work are compared with finite element solutions and results reported in the literature and the accuracy of this method is shown. Effects of various parameters including the boundary conditions، volume fraction، different loading conditions and geometric ratios on the buckling behavior of functionally graded thick cylindrical shells are investigated.

In this paper، a two-node element has been suggested for analyzing stability and free vibration of Timoshenko beam. A cubic displacement polynomial and a quadratic rotational field are selected for this element. Moreover، it is assumed that shear strain of element has the constant value. Interpolation functions for displacement field and beam rotation are exactly calculated by writing total beam energy and its stationing to shear strain. By exploiting these interpolation functions، beam stiffness matrix is also examined. Then، geometric stiffness matrix and mass matrix of the proposed element are also calculated by writing governing equation on stability and beam free vibration. At last، accuracy and efficiency of proposed element is evaluated through numerical tests. These tests show high accuracy of the element in analyzing beam stability and finding its critical load and free vibration analysis.