3D-modeling of swing check valve with connection to dynamic behavior used in system studies

This Master’s Thesis is the result of the collaboration between The Technical Faculty of Lund University and TÜV NORD Sweden AB. Focus has been directed towards the nuclear industry where this thesis is one of several other Master’s Theses regarding the dynamic modeling of a swing check valve. It is necessary for the nuclear industry to be able to model flow transients which involve the dynamic behaviour of the swing check valve. The modeling is commonly executed by one-dimensional codes such as RELAP5, DRAKO and DYVRO. This work has applied the swing check valve theory by (Li and Liou, 2003) in order to retrieve results from three-dimensional modeling using computational fluid dynamics (CFD) to derive useful correlations for one-dimensional code implementation. The accuracy of the CFD-model has been investigated by comparing results of interest after changing the modeling set-up in the CFD-software ANSYS FLUENT. The impact of cell density, solver dependence and choice of turbulence model are a couple of interesting preferences which have been investigated in a sensitivity analysis. The simulations are constructed to yield results for useful parameters for the swing check valve theory. Results from CFD-simulations give resembling results compared to the experiments by (Li and Liou, 2003). One particular correlation was found regarding the coupling of the coefficients in the theory of (Li and Liou, 2003) and was implemented in RELAP5. Through this work conclusions has been made that the implementation of a general one-dimensional model based on the theory of (Li and Liou, 2003) will be complex due to coefficient dependence.The importance of swing check valve modeling The nuclear industry is putting a great deal of effort to master the modeling of pipe systems. The swing check valve is a common system component and the closing procedure of the valve can cause dangerous magnitudes in pressure rise. The Swing Check Valve It is of great importance in the nuclear industry to be able to model flow transients to determine hydraulic loads within various pipe systems. The hydraulic loads will result in stresses which can cause severe damages on pipe systems or on single components. To ensure the highest possible safety, flow transients within pipe systems are modeled to ensure that the system can withstand and cope with these loads. The hydraulic loads initially starts to propagate due to change in pressure within the system. Pressure changes can occur due to pump stops or valve operation. The figure below presents a closing scenario where water hammer is induced due to closing of a regular valve. Back flow can be prevented or greatly reduced by a check valve. Check valves are often used in nuclear power plant applications, mainly due to design features, size variation, and economy. Check valves are one of few valves models that can operate without external control. A swing check valve commonly consists of a disc connected to a hinge pin inside the valve housing. The most basic function of a check valve is to allow throughflow in one direction and prevent in the opposite. This property is valuable when reversed flow is undesirable and must be minimized. The modeling is commonly executed by one-dimensional codes such as RELAP5 and DRAKO. This work has used the swing check valve theory by G.Li and J.C.P. Liou in order to retrieve results from three-dimensional modeling using computational fluid dynamics (CFD) to derive useful correlations for one-dimensional code implementation It is not suitable to simulate large pipe systems with CFD since it would most likely be too time consuming and inconvenient. That is why single components can be CFD-modeled and implemented as one-dimensional components in a larger system which can be modeled many times faster and still give accurate results, useful for constructing large systems. CFD-simulations The simulations in ANSYS FLUENT included both stationary cases with a fixed valve disc and transient cases where the valve disc was implemented as a dynamic zone which was allowed to move with the flow. The need of both stationary and transient simulations is due to the swing check valve theory of Li and Liou which states that the hydraulic can be divided into two components, one stationary and one rotational. T_H = T_HS + T_HR CFD-simulations in ANSYS FLUENT was necessary since it was not possible to set up and construct physical experiments like the authors behind the theory did. The results from CFD was compiled in order to visualize how the valve acts according to changes of flow which was set up to simulate real system pump stops, which is a common cause for back flow ion the industry. Useable results? Simulations in CFD gave all important parameters used in the theory of Li and Liou. Hence, it can be stated that CFD is a useful and powerful simulation tool for valve simulation. However, the implementation of a general and useful one-dimensional valve model was a difficult task, especially due to important coefficient correlations in the theory. The comparison between the closing time of the valve from CFD and one-dimensional implementation in RELAP5 showed differences for all investigated pump stops. It is troublesome to give an exact explanation for this inconsequent behavior. The CFD-model can be used for further simulations where more correlations can be investigated, especially for transient cases which probably holds the keys for a successful crossing between the three-dimensional- and one dimensional world. References Li. G and J.C.P Liou. Swing Check Valve Characteristics and Modeling During Transients. Journal of Fluids Engineering,125(10):1043-1050, 200

Combining long memory and level shifts in modeling and forecasting the volatility of asset returns

We propose a parametric state space model of asset return volatility with an accompanying estimation and forecasting framework that allows for ARFIMA dynamics, random level shifts and measurement errors. The Kalman filter is used to construct the state-augmented likelihood function and subsequently to generate forecasts, which are mean- and path-corrected. We apply our model to eight daily volatility series constructed from both high-frequency and daily returns. Full sample parameter estimates reveal that random level shifts are present in all series. Genuine long memory is present in high-frequency measures of volatility whereas there is little remaining dynamics in the volatility measures constructed using daily returns. From extensive forecast evaluations, we find that our ARFIMA model with random level shifts consistently belongs to the 10% Model Confidence Set across a variety of forecast horizons, asset classes, and volatility measures. The gains in forecast accuracy can be very pronounced, especially at longer horizons

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Contracts and Behavioral Patterns for SoS: The EU IP DANSE approach

This paper presents some of the results of the first year of DANSE, one of the first EU IP projects dedicated to SoS. Concretely, we offer a tool chain that allows to specify SoS and SoS requirements at high level, and analyse them using powerful toolsets coming from the formal verification area. At the high level, we use UPDM, the system model provided by the british army as well as a new type of contract based on behavioral patterns. At low level, we rely on a powerful simulation toolset combined with recent advances from the area of statistical model checking. The approach has been applied to a case study developed at EADS Innovation Works.Comment: In Proceedings AiSoS 2013, arXiv:1311.319

Modeling of Induced Hydraulically Fractured Wells in Shale Reservoirs Using Branched Fractals

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Stability, Causality, and Passivity in Electrical Interconnect Models

Modern packaging design requires extensive signal integrity simulations in order to assess the electrical performance of the system. The feasibility of such simulations is granted only when accurate and efficient models are available for all system parts and components having a significant influence on the signals. Unfortunately, model derivation is still a challenging task, despite the extensive research that has been devoted to this topic. In fact, it is a common experience that modeling or simulation tasks sometimes fail, often without a clear understanding of the main reason. This paper presents the fundamental properties of causality, stability, and passivity that electrical interconnect models must satisfy in order to be physically consistent. All basic definitions are reviewed in time domain, Laplace domain, and frequency domain, and all significant interrelations between these properties are outlined. This background material is used to interpret several common situations where either model derivation or model use in a computer-aided design environment fails dramatically.We show that the root cause for these difficulties can always be traced back to the lack of stability, causality, or passivity in the data providing the structure characterization and/or in the model itsel