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Tytuł:
Bounds for Value at Risk for Multiasset Portfolios
Autorzy:
Jaworski, P.
Powiązania:
https://bibliotekanauki.pl/articles/1812235.pdf
Data publikacji:
2008-09
Wydawca:
Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:
89.65.Gh
Opis:
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events is particularly important, hence there is a need for the detailed study of the tail behaviour of the multivariate copulas. In this paper we investigate the class of copulas being the weighted means of copulas having homogeneous lower tails. We show that having only such information on the structure of dependence of returns from assets is enough to get estimates on value at risk of the multiasset portfolio in terms of value at risk of one-asset portfolios.
Źródło:
Acta Physica Polonica A; 2008, 114, 3; 619-627
0587-4246
1898-794X
Pojawia się w:
Acta Physica Polonica A
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Asymptotics of two-dimensional copulas
Autorzy:
Jaworski, P.
Powiązania:
https://bibliotekanauki.pl/articles/747908.pdf
Data publikacji:
2003
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Two-dimensional copulas, homogeneous expansion, modelling risk
Opis:
Artykuł nie zawiera streszczenia
The paper deals with simple properties of two-dimensional copulas. The focus is on particular cases when a copula has a homogeneous expansion of the lower tail. Properties of the corresponding main part are studied. For particular cases of copulas the main parts are calculated and possible applications in modelling risk are discussed.
Źródło:
Mathematica Applicanda; 2003, 31, 45/04
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of breakup models in simulation of spray development in direct injection SI engine
Autorzy:
Ćwikowski, P.
Jaworski, P.
Teodorczyk, A.
Powiązania:
https://bibliotekanauki.pl/articles/247550.pdf
Data publikacji:
2010
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
direct injection
combustion
gasoline
breakup models
SGDI
Opis:
Nowadays the wide range of spark ignition (SI) engines with spray guided direct injection (SGDI) is in production. Spray development is playing a major role in advanced engine design with three-dimensional computational fluid dynamics (CFD). Nevertheless still there is a need for improvement in CFD injection simulations because of the high pressure injection. The high pressure injection influences the drop breakup, coalescence and evaporation which are critical for proper representation of simulated phenomenon. Computer codes, like FIRE, give a possibility to simulate the process of injection with various types of breakup models. In spite of the importance of atomization, mechanisms of breakup are still not well understood. To obtain better understanding of breakup models simulations have been performed for the engine combustion chamber with inlet andoutlet system and SGDI strategy. For that the model was at first constructed and then imported to the Fire code. After meshing process the model has 2 million cells. The engine is not boosted and as fuel the ethanol is used. The calculations were performedfor 3500 rpm. The influence of different breakup regimes on the spray shape is presented in this study. Comparison is made for Wave, TAB (Taylor Analogy Breakup) and Reitz-Diwkar breakup models.
Źródło:
Journal of KONES; 2010, 17, 4; 123-130
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerical investigation into the effect of direct fuel injection on thermal stratification in HCCI engine
Autorzy:
Gęca, M.
Hunicz, J.
Jaworski, P.
Powiązania:
https://bibliotekanauki.pl/articles/133917.pdf
Data publikacji:
2017
Wydawca:
Polskie Towarzystwo Naukowe Silników Spalinowych
Tematy:
homogeneous charge compression ignition
HCCI
direct injection
thermal stratification
computational fluid dynamics
CFD
silnik wysokoprężny o spalaniu homogenicznym
wtrysk bezpośredni
stratyfikacja termiczna
obliczeniowa mechanika płynów
Opis:
Despite the fact that HCCI engines are distinguished by mixture homogeneity, some degree of stratification always appears inside a combustion chamber. It is especially applied to residual effect engines utilizing negative valve overlap. Mixture stratification is a result of the imperfect mixing of fresh air with trapped residuals. Direct fuel injection introduces stratification as well, due to fuel vaporization. As a consequence, the temperature within the combustion chamber is uneven. Thermal stratification affects auto-ignition timing and combustion evolution in a high extent. The purpose of this study was to evaluate a degree of thermal stratification in HCCI engine utilizing negative valve overlap. Investigations were performed using three-dimensional CFD model of the combustion system, made by using AVL FIRE software. Simulations were realized for various timings of fuel injection into the cylinder. It was found that fuel injection timing had a significant effect on the thermal stratification and resulting auto-ignition timing.
Źródło:
Combustion Engines; 2017, 56, 2; 137-140
2300-9896
2658-1442
Pojawia się w:
Combustion Engines
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Principles of the toll roads pricing
Autorzy:
Jaworski, P.
Liberadzki, K.
Liberadzki, M.
Powiązania:
https://bibliotekanauki.pl/articles/224057.pdf
Data publikacji:
2018
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
transportation
PPPs projects
Public-private partnerships
toll roads
Engel curves
Tőrnquist function
transport
projekt PPP
partnerstwa publiczno-prywatnego
drogi płatne
krzywe Engla
funkcja Tőrnquist
Opis:
In this paper the authors refer to the method of commercial provision of road infrastructure called BOT (build-operate-transfer) under Public-private partnerships (PPPs) scheme. First we present the investment criteria for transportation PPP projects as well as application of price theory. Then we recognize that the different participants in PPP projects have distinct goals and requirements that must be met in order for them to be able to participate in an effective partnership. The main challenge for the toll road pricing is to determine the economically viable toll rate that takes into consideration the diverse and sometimes conflicting interests of different stakeholders involved in the project. The main objective is to review the theory of economic principles for optimal toll roads pricing and to review the existing approaches to transportation projects appraisal. Then the authors show how to formally derive the condition for toll rate that meets 2 criteria: 1) is socially optimal and 2) covers operator’s costs. For this purpose we use II type Tőrnquist function, a member of an Engel family of functions. This function models the relationship between income and consumption of inferior and normal goods. Tőrnquist function is a mathematical representation of the well-known Engel curves. These curves record the relationship between the quantity of goods purchased and total income. They are not necessarily straight lines. The demand for some “luxury” goods may increase proportionally more rapidly than income, whereas the demand for “necessities” may grow proportionally less rapidly than income. The precise shape will depend on the individual’s preferences for goods as reflected in the indifference curve map. We deem the highway trip to be a “second necessity good”. There is number of economists who apply the Tőrnquist function for microeconomic analysis. The extremely simple form of the Tőrnquist function allows to get the solution in a closed form.
Źródło:
Archives of Transport; 2018, 45, 1; 53-62
0866-9546
2300-8830
Pojawia się w:
Archives of Transport
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Jet and droplet breakup modelling approaches
Autorzy:
Kapusta, Ł. J.
Jaworski, P.
Kowalski, J.
Powiązania:
https://bibliotekanauki.pl/articles/245813.pdf
Data publikacji:
2015
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
spray
modelling
simulation
breakup
injection
CFD
computational fluid dynamics (CFD)
Opis:
Three-dimensional computational fluid dynamics (CFD) plays important role in engines development. The mixture formation in a direct-injection piston engines poses a huge challenge in successful simulations of the engine processes. It is due to the fact that the spray as a two-phase flow complicates the computational process. Moreover, this multiphase flow is not uniform. Three main zones, depending on the distance from the nozzle exit are visible when a liquid is injected. Very dense so called “thick” in a direct vicinity of the injector hole, than “thin” as a result of pri-mary breakup downstream the injector and finally in the certain distance from the injector appears “very thin” region as a result of secondary breakup. It is important to take into account that the liquid phase in various regimes behaves differently and is under influence of different phenomena. The modelling approach needs to take in to consideration all those elements. This paper focuses on presentation of the theory and numerical models for primary and secondary breakup phenomena. The primary breakup is a process that results from a combination of three mechanisms: turbu-lence within liquid phase, implosion of cavitation’s bubbles and aerodynamic forces acting on a liquid jet. Secondary breakup regime occurs mainly due to the aerodynamic interactions between the liquid and the gaseous phase.
Źródło:
Journal of KONES; 2015, 22, 3; 83-90
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A LES numerical approach for investigating the cycle-to-cycle combustion pressure variability in a direct injection gasoline engine
Metoda LES jako narzędzie do analizy fluktuacji ciśnienia dla kolejnych cykli pracy w silnikach benzynowych o wtrysku bezpośrednim
Autorzy:
Teodorczyk, A.
Jaworski, P.
Priesching, P.
Tatschl, R.
Powiązania:
https://bibliotekanauki.pl/articles/132920.pdf
Data publikacji:
2013
Wydawca:
Polskie Towarzystwo Naukowe Silników Spalinowych
Tematy:
gasoline engine
direct injection
cycle-to-cycle variability
large eddy simulation
LES
combustion
SCRE
wtrysk bezpośredni
fluktuacje cykliczne
spalanie
silnik benzynowy
Opis:
The Large Eddy Simulation method (LES) has become a powerful computational tool for the application to turbulent flows. It links the classical Reynolds Averaged Navier–Stokes (RANS) approach and Direct Numerical Simulation (DNS). This means that the large eddies are computed explicitly in a time-dependent simulation using the filtered Navier-Stokes equations. The LES resolves the large flow scales that depend directly on the geometry where the small scales are modelled by the subgrid-scale models. LES is expected to improve the description of the aerodynamic and combustion processes in Internal Combustion Engines. This paper addresses the topic of developing the combustion model GCM (Gradient Combustion model) for the Large Eddy Simulation (LES) method. Another part of this paper presents numerical investigations of cycle-to-cycle combustion pressure variability with comparison to experimental data. The Gradient Combustion model (GCM) based on the Turbulent Flame Speed Closure Model (TFSCM) is validated against the experimental data for a multi-cycle gasoline direct injection research engine (SCRE). It is shown that the introduced combustion model is stable and capable of proper representation of the experimental results which is one of the assets of the LES method.
Metoda LES jest obecnie zaawansowanym narzędziem numerycznym do analizy przepływów turbulentnych. Metoda LES opiera się na połączeniu klasyczej metody uśredniania równań Naviera-Stokes (RANS) z bezpośrednią analizą numeryczną (DNS). Oznacza to, że duże struktury wirowe są rozwiązywane niejawnie poprzez filtrowanie równań Naviera-Stokesa. W metodzie LES oznacza to obliczanie przepływu dużej skali, który zależy od geometrii, podczas gdy przepływ w małej skali jest modelowany modelem podsiatkowym (ang. Sub-grid-scale models, SGS). Uważa się, że metoda LES pozwoli na poprawienie numerycznego opisu aerodynamiki i procesów spalania w silnikach tłokowych. Artykuł przedstawia wyniki prac rozwojowych nad modelem spalania w metodzie LES. Model GCM (model spalania oparty na metodzie gradientu) został zastosowany do obliczeń wielocyklicznych i ich weryfikacji z wynikami eksperymentalnymi. Wyniki eksperymentalne pozyskano z badań na jednocylindrowym silniku badawczym (SCRE) o wtrysku bezpośrednim. W pracy pokazano, że model spalania jest stabilny numerycznie oraz otrzymane wyniki są zgodne z wynikami eksperymentalnymi, co jest jedną z ważniejszych zalet metody LES.
Źródło:
Combustion Engines; 2013, 52, 3; 794-799
2300-9896
2658-1442
Pojawia się w:
Combustion Engines
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Laser based diagnostic system for spray measurements
Autorzy:
Kapusta, Ł. J.
Jaworski, P.
Teodorczyk, A.
Kowalski, J.
Powiązania:
https://bibliotekanauki.pl/articles/244911.pdf
Data publikacji:
2015
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
spray
shadowgraphy
Mie scattering
LIF
laser-induced fluorescence
Opis:
The paper discusses the capabilities of the laser diagnostic system for dispersed multiphase flows measurements, which was recently commissioned at the Institute of Heat Engineering (ITC) at Warsaw University of Technology. The system presented in the paper is multifunctional and is capable to use different measurements techniques such as shadowgraphy, Mie scattering (scattering on the gas-liquid interface) and LIF (laser induced fluorescence). It provides possibility of switching from one technique to another depending on the characteristics of the observed combustion/injection mixing process. The operational features are discussed in-detail. The study presents the required and possible system setups. Special attention was focused on the system components, which are needed for relevant measurement techniques. Moreover, the limitations of the measurement techniques are discussed and the example measurements are presented. The study shows that using different techniques extends the measurement capabilities of the system with minimum investment costs. This results from the fact that certain system components for different techniques are the same. Moreover, one can conclude that the system design allows certain measurement methods to be applied simultaneously, which results in synergy by making possible drawing more advanced conclusions on observed phenomena
Źródło:
Journal of KONES; 2015, 22, 3; 91-98
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The influence of the injection frequency on the urea selective catalytic reduction systems performance
Autorzy:
Rogóż, R.
Jaworski, P.
Kapusta, Ł. J.
Teodorczyk, A.
Powiązania:
https://bibliotekanauki.pl/articles/133789.pdf
Data publikacji:
2017
Wydawca:
Polskie Towarzystwo Naukowe Silników Spalinowych
Tematy:
AVL FIRE
selective catalytic reduction
uniformity index
urea water solution
UWS
wall-film
selektywna redukcja katalityczna
roztwór mocznika
Opis:
This study presents the influence of the UWS injection frequency on a close coupled SCR systems performance. The investigation was performed with the CFD tool AVL Fire. In the paper the analysis of four different UWS injection frequencies in the three different operating points of diesel engine was shown. The assessments of the system performance was referred to the ammonia distribution at catalyst intake and wall film formation inside the investigated geometry, as these are considered as crucial in such a configuration. The results showed that injection frequency affects both factors on different level depending from the flow conditions. In addition, the wall film crystallization risk was discussed basing on the obtained wall film characteristics.
Źródło:
Combustion Engines; 2017, 56, 3; 73-77
2300-9896
2658-1442
Pojawia się w:
Combustion Engines
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
SCR systems for NOx reduction in heavy and light duty vehicles
Autorzy:
Jaworski, P.
Jarosiński, S.
Cortes Capetillo, A.
Kapusta, Ł. J.
Ziółkowski, A.
Grzywnowicz, R.
Powiązania:
https://bibliotekanauki.pl/articles/133323.pdf
Data publikacji:
2016
Wydawca:
Polskie Towarzystwo Naukowe Silników Spalinowych
Tematy:
NOx
SCR
urea
ammonia
exhaust
emissions
aftertreatment
heavy duty vehicle
mocznik
amoniak
wylot
emisja
obróbka następcza
Opis:
Air pollution has become an important worldwide problem. The European Commission credits road and water transport as the major source of NOx pollution, and of being responsible for around 50% of the total air pollution in urban areas. During the last decade, the use of SCR technologies have gained popularity as a method for NOx reduction, the technology is widely considered as one of the solutions for road transport emissions. This paper presents a review of the different SCR system designs derived from the various factors and regulations in the automotive industry which have influenced the technology, along with a parametric study of a proprietary SCR system for heavy duty application.
Źródło:
Combustion Engines; 2016, 55, 1; 32-36
2300-9896
2658-1442
Pojawia się w:
Combustion Engines
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
SCR systems for NOx reduction in heavy duty vehicles
Autorzy:
Jaworski, P.
Kapusta, Ł. J.
Jarosiński, S.
Ziółkowski, A.
Cortes Capetillo, A.
Grzywnowicz, R.
Powiązania:
https://bibliotekanauki.pl/articles/245426.pdf
Data publikacji:
2015
Wydawca:
Instytut Techniczny Wojsk Lotniczych
Tematy:
NOx
SCR
urea
ammonia
exhaust
emissions
aftertreatment
heavy-duty vehicle
Opis:
Air pollution has become an important worldwide problem. The European Commission credits road and water transport as the major source of NOx pollution, and of being responsible for around 50% of the total air pollution in urban areas. In Poland, around 45% of the country NOx emissions are attributed to transportation. During the last decade, the use of SCR technologies have gained popularity as a method for NOx reduction, the technology is widely considered as one of the solutions for road transport emissions. SCR technology had previously been employed in stationary plants, maritime transportation and other installations using combustion processes in which exhaust conditions are easier to control. The advance on the technology led to the introduction of the first heavy-duty vehicle with an SCR system into the market in 2004. New technologies and applications are constantly appearing, for example, SCR exhaust gas cleaning systems for reciprocating engines are still under development and compression ignition engines can be found in a number of different applications. The technology still needs to be studied and improved as constant problems and knowledge is required in issues such as urea injection, crystallization and NOx reduction efficiency. Moreover, the designs intended for heavy duty vehicles need to meet vehicle limitations and EURO emissions restrictions. This paper presents a review of the different SCR system designs derived from the various factors and regulations in the automotive industry, which have influenced the technology, along with a parametric study of a proprietary SCR system for heavy-duty application.
Źródło:
Journal of KONES; 2015, 22, 4; 139-146
1231-4005
2354-0133
Pojawia się w:
Journal of KONES
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Porównanie różnych rozwiązań konstrukcyjnych stalowych kopuł
Comparison of different designs of steel domes
Autorzy:
Salapa, P.
Jaworski, J.
Powiązania:
https://bibliotekanauki.pl/articles/40809.pdf
Data publikacji:
2014
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
konstrukcje stalowe
kopuly stalowe
kopuly paraboliczne
kopula zebrowa
kopula Schwedlera
kopula typu lamella
rozwiazania konstrukcyjne
steel construction
dome
constructional solution
Opis:
W pracy porównano różne rozwiązania konstrukcyjne stalowych kopuł parabolicznych (żebrowych, Schwedlera i typu lamella) o średnicy D = 46 m i wysokości H = 8 m. Stosowano sztywne i przegubowe połączenia prętów. Uwzględniono obciążenia stałe, wiatrem i śniegiem. Na podstawie obliczeń wykonanych w programie Robot dobrano przekroje prętów potrzebne ze względu na spełnienie warunków SGN i SGU. Stwierdzono, że w większości przypadków o masie konstrukcji decydują ugięcia (przyjęto dopuszczalne wartości przemieszczeń: pionowych D/300, poziomych H/150). Stwierdzono, że najkorzystniej ze względu na niewielką masę wypadły kopuły Schwedlera. Dla kopuły lamella zasadne okazało się dodanie równoleżników. Zwiększenie liczby podpór w przypadku kopuły żebrowej z połączeniami sztywnymi nieznacznie zmniejszyło masę konstrukcji.
Different designs of parabolic steel domes (ribbed dome, Schwedler dome, lamella dome) with the diameter D = 46 m and the height H = 8 m are compared in this paper. Rigidly - joined and pin - connected systems were used. Dead loads, wind loads and snow loads were included. Rods sections were chosen using results of the computation in the program Robot and considering ULS and SLS conditions. It was found that in most cases the mass of a construction was determined by permissible deformation (critical value of the vertical deformation was set as D/300 and of the horizontal deformation as H/150). The Schwedler dome shoved the smallest mass. The trimmed lamella dome demanded less mass than the lamella dome without rings. The increase of the number of supports in the rigidly - joined ribbed dome decreased slightly the construction mass.
Źródło:
Acta Scientiarum Polonorum. Architectura; 2014, 13, 3
1644-0633
Pojawia się w:
Acta Scientiarum Polonorum. Architectura
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modelowanie numeryczne LES burzliwego przepływu dwufazowego ciecz - ciecz w mieszalniku statycznym SMX
Numerical modelling of two-phase liquid - liquid flow in a SMX static mixer
Autorzy:
Pianko-Oprych, P.
Jaworski, Z.
Powiązania:
https://bibliotekanauki.pl/articles/2071041.pdf
Data publikacji:
2010
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
symulacja wielkowirowa
LES
mieszalnik statyczny SMX
przepływ dwufazowy ciecz-ciecz
large eddy simulation
SMX static mixer
CFD
two-phase flow
liquid-liquid mixture
Opis:
Przedstawiono modelowanie przepływu dwufazowego ciecz-ciecz w mieszalniku statycznym SMX za pomocą numerycznej dynamiki płynów metodami LES i RANS. Uzyskano dobrą zgodność pomiędzy przewidywanymi i doświadczalnymi wartościami spadku ciśnienia i współczynnikami rozkładu stężeń w przestrzeni mieszalnika. Dla liczby Reynoldsa Re = 18 000 segregacja mieszanych cieczy o różnej relacji gęstości wskutek oddziaływania siły odśrodkowej charakteryzuje się podobnymi wartościami dla wyników LES i RANS.
The CFD modelling of two-phase flow of liquid - liquid mixture in a SMX static mixer is presented. Two types of numerical approach were used in simulations: Large Eddy Simulations and the Reynolds averaged Navier-Stokes. A good agreement between the experimental and predicted values of pressure drop and concentration coefficient at the cross-sections of static mixer were obtained. The homogenization level reached in LES for cases 1 and 3 was similar with that obtained in RANS technique.
Źródło:
Inżynieria i Aparatura Chemiczna; 2010, 1; 85-86
0368-0827
Pojawia się w:
Inżynieria i Aparatura Chemiczna
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerical investigation of a novel burner to combust anode exhaust gases of SOFC stacks
Autorzy:
Pianko-Oprych, P.
Jaworski, Z.
Powiązania:
https://bibliotekanauki.pl/articles/779945.pdf
Data publikacji:
2017
Wydawca:
Zachodniopomorski Uniwersytet Technologiczny w Szczecinie. Wydawnictwo Uczelniane ZUT w Szczecinie
Tematy:
burner
non-premixed combustion
CFD
geometry optimisation
Opis:
The aim of the present study was a numerical investigation of the efficiency of the combustion process of a novel concept burner under different operating conditions. The design of the burner was a part of the development process of a complete SOFC based system and a challenging combination of technical requirements to be fulfilled. A Computational Fluid Dynamics model of a non-premixed burner was used to simulate combustion of exhaust gases from the anode region of Solid Oxide Fuel Cell stacks. The species concentrations of the exhaust gases were compared with experimental data and a satisfactory agreement of the conversion of hydrocarbons was obtained. This validates the numerical methodology and also proves applicability of the developed approach that quantitatively characterized the interaction between the exhaust gases and burner geometry for proper combustion modelling. Thus, the proposed CFD approach can be safely used for further numerical optimisation of the burner design.
Źródło:
Polish Journal of Chemical Technology; 2017, 19, 3; 20-26
1509-8117
1899-4741
Pojawia się w:
Polish Journal of Chemical Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
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