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Keywords = numerical simulations

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18 pages, 1638 KB  
Article
Characteristics and Hazards Prevention of Bed Separation Water Inrush: A Case Study of the Cuimu Coal Mine, China
by Hewen Ma
Water 2026, 18(7), 813; https://doi.org/10.3390/w18070813 (registering DOI) - 28 Mar 2026
Abstract
This paper presents an active prevention and control technology for bed separation water inrush hazards, the effectiveness of which has been validated. Based on the hazard degree identification of such hazards and corresponding preventive measures, the Fuzzy Analytic Hierarchy Process (FAHP) and Expert [...] Read more.
This paper presents an active prevention and control technology for bed separation water inrush hazards, the effectiveness of which has been validated. Based on the hazard degree identification of such hazards and corresponding preventive measures, the Fuzzy Analytic Hierarchy Process (FAHP) and Expert Grading System (EGS) are adopted to analyze the prevention mechanisms and determine the indicator weights of different influencing factors. The results show that enhancing drainage capacity and accurately predicting bed separation water inflow are two effective measures to prevent water inrush or reduce the hazard risk coefficient. In addition, controlling the development of water-conducting fractured zones and optimizing drainage measures are also effective approaches to reducing the risk coefficient. The research results provide a theoretical basis and practical guidance for the prevention and control of bed separation water inrush hazards, and offer an effective and cost-efficient method for addressing such mining-induced hazards. Full article
(This article belongs to the Special Issue Mine Water Environment and Remediation)
21 pages, 680 KB  
Article
An Integrated Optimal Control Model for Simultaneous Tuberculosis Transmission and Stunting Prevention
by Rika Amelia, Nursanti Anggriani and Wan Muhamad Amir W. Ahmad
Mathematics 2026, 14(7), 1140; https://doi.org/10.3390/math14071140 (registering DOI) - 28 Mar 2026
Abstract
This study develops an integrated mathematical model to investigate the interaction between tuberculosis (TB) transmission and childhood stunting, which is aligned with the United Nations Sustainable Development Goals (SDG 3). The population is structured into two age groups (0–5 years and ≥5 years), [...] Read more.
This study develops an integrated mathematical model to investigate the interaction between tuberculosis (TB) transmission and childhood stunting, which is aligned with the United Nations Sustainable Development Goals (SDG 3). The population is structured into two age groups (0–5 years and ≥5 years), with stunting explicitly incorporated into the pediatric population to capture its potential influence on TB dynamics. The model is formulated as a system of ordinary differential equations and analyzed using equilibrium and stability analysis, with the basic reproduction number, R0. The disease-free equilibrium is locally asymptotically stable when R0 < 1, while an endemic equilibrium exists when R0 > 1. Sensitivity analysis indicates that the transmission rate (β), progression rate from latent to active infection (σ), and recovery rate (γ) are the most influential parameters affecting R0. These parameters are therefore selected as control variables in an optimal control framework to design effective intervention strategies. Numerical simulations show that the combined control strategy significantly reduces TB transmission, resulting in a reduction of more than 80% in active TB cases within a relatively short intervention period. The results suggest that integrated interventions targeting transmission, disease progression, and recovery are substantially more effective than single-measure strategies. This study provides a quantitative framework to support integrated public health policies addressing TB and childhood stunting simultaneously. Full article
(This article belongs to the Special Issue Mathematical Modelling of Epidemic Dynamics and Control)
12 pages, 2454 KB  
Article
Meter-Scale Discharge Capillaries for Plasma-Based Accelerators
by Lucio Crincoli, Romain Demitra, Valerio Lollo, Donato Pellegrini, Massimo Ferrario and Angelo Biagioni
Appl. Sci. 2026, 16(7), 3291; https://doi.org/10.3390/app16073291 (registering DOI) - 28 Mar 2026
Abstract
Gas-filled discharge capillaries are widely used in the field of plasma-based particle accelerators, due to their compactness, cost-effectiveness and versatility for different applications. Technological improvement of such plasma sources is necessary to enable high energy gain acceleration at the meter scale, as required [...] Read more.
Gas-filled discharge capillaries are widely used in the field of plasma-based particle accelerators, due to their compactness, cost-effectiveness and versatility for different applications. Technological improvement of such plasma sources is necessary to enable high energy gain acceleration at the meter scale, as required for next-generation particle colliders and light sources. Beam quality preservation within such an acceleration length involves accurate tuning of the plasma properties. In particular, precise tailoring of the plasma density distribution is required to control the emittance growth of particle bunches during the acceleration process. In this context, this paper presents a scalable and versatile approach for the design of meter-scale discharge capillaries, aimed at achieving fine tuning of the plasma density distribution, with the possibility of locally controlling the density profile by acting on the source geometry. Forty-centimeter-long capillaries are designed using numerical fluid dynamics simulations and tested in a dedicated plasma module. Different arrangements of the gas inlets are tested, with their number and diameter varied, to assess the effect of the capillary geometry on the plasma properties. Plasma density measurements show that a higher number of inlets with variable diameter along the plasma formation channel provides an enhancement in the homogeneity of the electron plasma density distribution. Longitudinal density plateaus are observed along most of the plasma channel length, with a center-to-end density uniformity of up to 80%. The experimental results highlight the proposed approach’s capability to modulate the longitudinal plasma density distribution by acting on the capillary geometry, thus providing uniform density profiles over the meter scale, as required for plasma-based acceleration experiments. Full article
(This article belongs to the Special Issue New Challenges in Plasma Accelerators)
19 pages, 2448 KB  
Article
Advancing Guidelines for the Design of Tooth-Supported Surgical Guides with Free-End Configurations: A Simulation Study of the Influence of Surgeon’s Hand Force
by Nikola Šimunić, Vladimir Tudić, Josip Hoster and Zvonimir Kralj
Appl. Sci. 2026, 16(7), 3287; https://doi.org/10.3390/app16073287 (registering DOI) - 28 Mar 2026
Abstract
Numerous studies have demonstrated that tooth-supported dental guides improve the accuracy of implant placement. However, current manufacturing procedures and available materials are not yet optimal and may still lead to deviations from the planned implant position. The influence of the surgeon’s manual force [...] Read more.
Numerous studies have demonstrated that tooth-supported dental guides improve the accuracy of implant placement. However, current manufacturing procedures and available materials are not yet optimal and may still lead to deviations from the planned implant position. The influence of the surgeon’s manual force on the deformation of dental guides during implant placement has not yet been sufficiently investigated. Therefore, this study evaluates the mechanical behavior of dental guides using finite element analysis (FEA) in order to assess the influence of the surgeon’s hand force during clinical application. Finite element simulations of deformation and stress were performed for four types of tooth-supported dental guides, including cantilever dental guides with free ends and beam-type guides with a large span between the supporting teeth. The manual force applied by the surgeon was arbitrarily set to 30 N. Simulations were conducted for five commonly used biocompatible polymer materials: Stratasys MED610, VeroGlaze MED620, EOS PA2200, Formlabs FLSGAM01, and Stratasys ULTEM 1010. The numerical results quantified the deformation of dental guides caused by the applied manual force during surgical manipulation. For all analyzed guide designs, the deflection was primarily influenced by the arm length, i.e., the distance between the support and the point of force application. Based on the obtained results, design diagrams were developed to provide guidelines for the design of beam-type (A and A1) and cantilever-type (B and B1) tooth-supported dental guides. Full article
(This article belongs to the Special Issue Dental Biomaterials and Implants: Latest Advances and Prospects)
22 pages, 793 KB  
Review
Extended-Solvent Steam-Assisted Gravity Drainage (ES-SAGD): A Comprehensive Review of Current Status and Future Directions
by Sayyedvahid Bamzad, Fanhua Zeng, Ali Cheperli and Farshid Torabi
Processes 2026, 14(7), 1095; https://doi.org/10.3390/pr14071095 (registering DOI) - 28 Mar 2026
Abstract
Extended-solvent steam-assisted gravity drainage (ES-SAGD) has emerged as a promising advancement over conventional SAGD for improving the efficiency and sustainability of in situ heavy oil and bitumen recovery. By co-injecting light hydrocarbon or alternative solvents with steam, ES-SAGD integrates thermal and compositional mechanisms [...] Read more.
Extended-solvent steam-assisted gravity drainage (ES-SAGD) has emerged as a promising advancement over conventional SAGD for improving the efficiency and sustainability of in situ heavy oil and bitumen recovery. By co-injecting light hydrocarbon or alternative solvents with steam, ES-SAGD integrates thermal and compositional mechanisms to reduce viscosity, accelerate chamber development, and reduce steam–oil ratios. This review synthesizes the current state of knowledge on ES-SAGD, encompassing fundamental transport mechanisms, solvent selection and phase behavior, mass transfer dynamics, laboratory and physical modeling studies, numerical simulation approaches, and field-scale operational experiences. Experimental evidence consistently demonstrates substantial mobility enhancement through solvent-induced dilution, while compositional thermal simulations highlight an improved sweep efficiency and reduced energy intensity relative to steam-only processes. Field pilots further validate accelerated early-time production and significant steam savings, though challenges related to solvent retention, asphaltene stability, and reservoir heterogeneity persist. Key research gaps are identified in solvent transport prediction, formation damage risk, long-term solvent recovery, and integrated economic–environmental optimization. Overall, ES-SAGD offers a viable pathway toward lower-emission, higher-efficiency bitumen production, provided that solvent chemistry, reservoir complexity, and operational controls are carefully managed through continued research and targeted field deployment. Full article
(This article belongs to the Special Issue Advanced Technology in Unconventional Resource Development)
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29 pages, 10772 KB  
Article
Effects of Operating Parameters on Mixing Performance and Multi-Objective Optimization of Twin-Blade Planetary Mixer in Viscous Systems
by Zishuo Chen, Zhe Li, Yunqiang Xie, Chengfan Cai, Jiyong Kuang and Baoqing Liu
Processes 2026, 14(7), 1092; https://doi.org/10.3390/pr14071092 (registering DOI) - 28 Mar 2026
Abstract
The twin-blade planetary mixer is critical for processing highly viscous materials in the chemical and polymer industries, yet optimizing its mixing characteristics alongside energy efficiency remains challenging. This study investigates the twin-blade planetary mixer, using computational fluid dynamics simulation methods to analyze the [...] Read more.
The twin-blade planetary mixer is critical for processing highly viscous materials in the chemical and polymer industries, yet optimizing its mixing characteristics alongside energy efficiency remains challenging. This study investigates the twin-blade planetary mixer, using computational fluid dynamics simulation methods to analyze the operating parameters and multi-objective optimization of performance in viscous systems. First, the multi-axis stirring process was simulated numerically based on the Planetary Motion Method, revealing the working process at the cross-section and of the blades, thereby unveiling a mixing mechanism driven by cyclic transitions between local shear-intensive kneading and global convective circulation. Then, through orthogonal experiments and ANOVA, the dominant role of the hollow blade’s self-rotation speed on performance was clarified. Furthermore, based on Kriging and NSGA-II, with LINMAP employed for decision making, an optimal parameter combination, specifically a hollow blade self-rotation speed of 94.86 rpm, a speed ratio of 0.063, and a blade-to-bottom height of 2.79 mm, successfully achieved an 8.15% reduction in power consumption, a 20.03% increase in global axial flow, and a 5.01% enhancement in maximum kneading pressure. Full article
(This article belongs to the Section Process Control and Monitoring)
16 pages, 1695 KB  
Article
Wave Absorption in a Two-Dimensional Medium Using Peridynamic Differential Operator and Perfectly Matched Layers
by Reza Alebrahim and Riccardo Panciroli
Mathematics 2026, 14(7), 1134; https://doi.org/10.3390/math14071134 (registering DOI) - 28 Mar 2026
Abstract
In this study, the nonlocal theory of peridynamics (PD) is adopted to simulate elastic wave propagation in an infinite plate. To realistically represent an unbounded domain and suppress artificial wave reflections at computational boundaries, the perfectly matched layer (PML) technique is incorporated into [...] Read more.
In this study, the nonlocal theory of peridynamics (PD) is adopted to simulate elastic wave propagation in an infinite plate. To realistically represent an unbounded domain and suppress artificial wave reflections at computational boundaries, the perfectly matched layer (PML) technique is incorporated into the peridynamic framework. A refined non-ordinary state-based peridynamic (RNOSB-PD) formulation is developed in which the peridynamic differential operator is employed to accurately capture wave kinematics and stress responses. The proposed model is validated through numerical simulations of wave propagation, where displacement field is examined within both the physical domain and the absorbing layers. The results demonstrate that the peridynamic PML effectively attenuates outgoing waves without generating spurious reflections, leading to responses that closely replicate those of an infinite plate. This study confirms the robustness and accuracy of the RNOSB-PD–PML approach and highlights its potential for simulating wave phenomena in unbounded or large-scale solid mechanics problems involving nonlocal effects. Full article
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32 pages, 10761 KB  
Article
Analyzing the Physical Mechanisms of Aerodynamic Damping in Wind Turbine Blade Vibrations via Numerical Simulation
by North Yates, Fernando Ponta, Joshua Reese and Alayna Farrell
Appl. Mech. 2026, 7(2), 28; https://doi.org/10.3390/applmech7020028 (registering DOI) - 28 Mar 2026
Abstract
Since the inception of utility-scale wind turbines, there has been a continual increase in the size of the devices used. One drawback of turbine size increase is that the weight of the rotor blades has grown dramatically. Technological advancements have allowed for the [...] Read more.
Since the inception of utility-scale wind turbines, there has been a continual increase in the size of the devices used. One drawback of turbine size increase is that the weight of the rotor blades has grown dramatically. Technological advancements have allowed for the creation of light blades to overcome this issue. These lighter rotors are also less stiff than their predecessors and prone to experiencing aeroelastic vibrations that can lead to fatigue damage. Aerodynamic damping occurring during blade vibration has the potential to mitigate those oscillations; thus, understanding its underlying physics provides an extremely useful tool for future blade design. In a series of previous publications, the authors presented a novel reduced-order characterization technique for the oscillatory response of wind turbines, which allows for the analysis of rotor vibrations when excited by wind gust pulses. In this paper, the authors will apply the same gust pulse technique to analyze the physics of blade’s aerodynamic damping, identifying two physical mechanisms. The first acts either as a damper, or as an energy feeder, depending on operational conditions. The second operates in a purely dissipative manner. Results of numerical experiments on several operational scenarios illustrating these behavioral responses will be presented and discussed. Full article
24 pages, 2553 KB  
Article
A New Perspective on the Energy Decay of the Timoshenko–Ehrenfest System: The Non-Local Truncated Approach
by Hamza Zougheib, Toufic El Arwadi and Toni Sayah
Mathematics 2026, 14(7), 1132; https://doi.org/10.3390/math14071132 (registering DOI) - 28 Mar 2026
Abstract
This paper presents a new perspective on the energy decay of a nonlocal truncated Timoshenko–Ehrenfest system. By using the non local elasticity theory, this model is a generalization of the standard truncated Timoshenko system. The well-posedness of the proposed model is established via [...] Read more.
This paper presents a new perspective on the energy decay of a nonlocal truncated Timoshenko–Ehrenfest system. By using the non local elasticity theory, this model is a generalization of the standard truncated Timoshenko system. The well-posedness of the proposed model is established via the Faedo-Galerkin method. Energy stability and decay properties are then derived using suitable multiplier techniques. Finally, a numerical scheme is constructed, and the exponential decay of the discrete energy is given special attention. Numerical simulations are provided to illustrate and validate the theoretical results. Full article
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24 pages, 11322 KB  
Article
Hydrodynamic Influence of Circular Piles with a Surface Patterned with Hexagonal Dimples
by Angelica Lizbeth Álvarez-Mejia, Humberto Salinas-Tapia, Carlos Díaz-Delgado, Juan Manuel Becerril-Lara, Jesús Ramiro Félix-Félix, Boris Miguel López-Rebollar and Juan Antonio García-Aragón
Water 2026, 18(7), 807; https://doi.org/10.3390/w18070807 (registering DOI) - 28 Mar 2026
Abstract
The interaction between circular piers and turbulent open-channel flow generates complex three-dimensional structures, including horseshoe vortices at the pier base and wake vortices downstream. These structures increase vertical velocities, pressure fluctuations, and shear stresses, contributing to erosion and structural instability. Although these phenomena [...] Read more.
The interaction between circular piers and turbulent open-channel flow generates complex three-dimensional structures, including horseshoe vortices at the pier base and wake vortices downstream. These structures increase vertical velocities, pressure fluctuations, and shear stresses, contributing to erosion and structural instability. Although these phenomena have been widely studied, limited attention has been given to surface geometric modifications as a flow-control strategy. This study employs Large Eddy Simulation (LES) to evaluate the influence of a hexagonal dimple pattern on circular piles in a free-surface channel. The dimples were defined by varying diameter, depth, and spacing to reduce vertical velocity and alter vortex formation. The computational domain represents a 0.40 m wide, 12 m long, and 1.2 m high rectangular channel, with an inlet mass flow of 9.4 kg/s and 0.10 m water depth. Model validation against particle image velocimetry (PIV) data showed 99% correlation, confirming numerical accuracy. Results demonstrate that textured surfaces modify flow dynamics by enhancing kinetic energy dissipation and generating micro-vortices that weaken dominant structures. The optimal configuration (6 mm diameter, 2 mm depth, 1 mm spacing) reduced downward vertical velocity by 42% and wake vortex shedding frequency by 24%, indicating improved hydraulic stability and erosion mitigation potential. Full article
(This article belongs to the Topic Advances in Environmental Hydraulics, 2nd Edition)
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24 pages, 1839 KB  
Article
Variational Bayesian-Based Reliability Evaluation of Nonlinear Structures by Active Learning Gaussian Process Modeling
by Wei-Chao Hou, Yu Xin, Ding-Tang Wang, Zuo-Cai Wang and Zong-Zu Liu
Infrastructures 2026, 11(4), 118; https://doi.org/10.3390/infrastructures11040118 - 27 Mar 2026
Abstract
In this study, variational Bayesian inference (VBI) with Gaussian mixture models is applied to update models of nonlinear structures, and then, the calibrated model is employed to estimate the failure probability of structures using a subset simulation (SS) algorithm. To improve the computation [...] Read more.
In this study, variational Bayesian inference (VBI) with Gaussian mixture models is applied to update models of nonlinear structures, and then, the calibrated model is employed to estimate the failure probability of structures using a subset simulation (SS) algorithm. To improve the computation efficiency of probabilistic nonlinear model updating, a Gaussian Process (GP) model is used to construct a surrogate likelihood function in Bayesian inference using an active learning algorithm, and then, Gaussian mixture models (GMMs) are employed to approximate the unknown posterior probabilistic density functions (PDFs) of model parameters. The optimized hyperparameters of GMMs can be obtained by maximizing the evidence lower bound (ELBO), and the stochastic gradient search method is used to solve this optimization problem. Based on the optimized hyperparameters, the posterior distributions of model parameters can be approximated using a combination of multiple Gaussian components. Subsequently, the SS algorithm is used to calculate the earthquake-induced failure probability of structures based on the calibrated nonlinear model. To verify the feasibility and effectiveness of the proposed method, a numerical simulation of a two-span bridge structure subjected to seismic excitations was developed. Moreover, the proposed strategy is further applied to estimate the failure probability of a scaled monolithic column structure subjected to bi-directional earthquake excitations. Both numerical and experimental results indicate that the proposed method is feasible and effective for probabilistic nonlinear model updates, and the updated model can significantly enhance the accuracy of structural failure probability predictions. Full article
(This article belongs to the Section Infrastructures and Structural Engineering)
25 pages, 9491 KB  
Article
Numerical Investigation on Hydrodynamic Characteristics of Variable Flexible Tube Underwater Object Suction Robot
by Yida Zhu, Fenglei Han, Qing Chang, Wangyuan Zhao, Shuxuan Liang and Jiaqi Yu
J. Mar. Sci. Eng. 2026, 14(7), 624; https://doi.org/10.3390/jmse14070624 - 27 Mar 2026
Abstract
Remotely operated underwater vehicles (ROVs) play a significant role in the domain of underwater robotics, as observed in the field of deep-sea aquaculture. However, conventional stationary suction-tube underwater collection robots often struggle to efficiently collect target organisms located within complex reef environments. To [...] Read more.
Remotely operated underwater vehicles (ROVs) play a significant role in the domain of underwater robotics, as observed in the field of deep-sea aquaculture. However, conventional stationary suction-tube underwater collection robots often struggle to efficiently collect target organisms located within complex reef environments. To address this limitation, this paper proposes an underwater object suction robot with a variable flexible tube. For vision-based object recognition tasks, stable vehicle motion is essential, as hydrodynamic disturbances can significantly degrade visual accuracy. Therefore, a systematic numerical investigation is conducted into the hydrodynamic characteristics of the ROV under different suction-tube shapes. Computational fluid dynamics (CFD) simulations are used to evaluate the resistance acting on the vehicle. The results provide guidance for motion control strategies aimed at reducing disturbance effects and improving the robustness of underwater robotic vision. Full article
(This article belongs to the Special Issue Infrastructure for Offshore Aquaculture Farms)
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20 pages, 1775 KB  
Article
Mathematical Modeling and Topographic Error Compensation for Plunge-Shaving Cutters Generated by a Grinding Worm
by Shih-Sheng Chen, Ruei-Hung Hsu and Jau-Liang Chen
Machines 2026, 14(4), 373; https://doi.org/10.3390/machines14040373 - 27 Mar 2026
Abstract
Plunge shaving is a widely used finishing process for high-precision gears due to its high productivity and cost-effectiveness. However, manufacturing the plunge-shaving cutter itself remains challenging, particularly for modified tooth profiles. Because the theoretical cutter flank exhibits a hyperboloid-like geometry in the lead [...] Read more.
Plunge shaving is a widely used finishing process for high-precision gears due to its high productivity and cost-effectiveness. However, manufacturing the plunge-shaving cutter itself remains challenging, particularly for modified tooth profiles. Because the theoretical cutter flank exhibits a hyperboloid-like geometry in the lead direction, conventional disk-wheel grinding tends to introduce systematic twist-like topographic bias. To overcome this limitation, a comprehensive mathematical framework is developed for the generative grinding of plunge-shaving cutters using an involute-helicoid grinding worm. Based on envelope theory and homogeneous coordinate transformations, the theoretical cutter surface is first derived, followed by the establishment of a complete kinematic grinding model. A linear least-squares optimization algorithm is then formulated to determine the optimal center-distance compensation parameter for minimizing the normal deviation between the generated and theoretical surfaces. Numerical simulations demonstrate that the proposed method significantly suppresses twist-related topographic errors. In a benchmark moderate-helix case, the maximum residual deviation is controlled to approximately 2 µm. For a more demanding large-helix configuration, a two-level optimization strategy—combining machine-setting compensation and grinding-worm helix-angle adjustment—reduces the peak deviation from about 5.5 µm to 4.7 µm, corresponding to an improvement of approximately 15%. This confirms that worm-geometry tuning provides an additional, effective degree of freedom for high-helix cutter applications. Full article
(This article belongs to the Section Advanced Manufacturing)
20 pages, 4325 KB  
Article
Experimental and Numerical Analysis of Springback Characteristics in DP450, DP600, DP800, and DP1000 Dual-Phase Steels for Automotive Industry
by Berna Tunalı and Mehmet Erdem
Appl. Sci. 2026, 16(7), 3259; https://doi.org/10.3390/app16073259 - 27 Mar 2026
Abstract
In the automotive industry, the most critical factor affecting dimensional stability during the forming of Advanced High-Strength Steels (AHSSs) is the springback phenomenon. This study systematically investigates the springback behavior of four distinct dual-phase steel grades (DP450, DP600, DP800, and DP1000) in U-shaped [...] Read more.
In the automotive industry, the most critical factor affecting dimensional stability during the forming of Advanced High-Strength Steels (AHSSs) is the springback phenomenon. This study systematically investigates the springback behavior of four distinct dual-phase steel grades (DP450, DP600, DP800, and DP1000) in U-shaped body-in-white (BIW) structures across 180 distinct scenarios. The experimental design varied sheet thicknesses (1.2, 1.6, 2 mm), die clearance angles (5°, 10°, 15°), and bending radii (R6, R8, R10, R12, R14). Numerical simulations using Autoform R8 were validated against Atos 3D optical scanning data, achieving values exceeding 0.90 for all grades. Quantitative validation metrics showed exceptional fidelity for lower-strength grades with error margins below 1.1%, while the maximum deviation was limited to 3.1% for the ultra-high-strength DP1000 grade. The findings demonstrate that while increasing material strength substantially intensifies springback, the strategic augmentation of sheet thickness and optimization of die radius effectively mitigate these deviations, thereby enhancing process stability. Full article
(This article belongs to the Section Mechanical Engineering)
20 pages, 320 KB  
Article
Parameter Estimation for the Linear Self-Attracting Diffusion Processes
by Xuejiao Li and Wei Wang
Mathematics 2026, 14(7), 1125; https://doi.org/10.3390/math14071125 - 27 Mar 2026
Abstract
In this paper, we investigate parameter estimation for a class of linear self-attracting diffusion processes. Specifically, we consider processes with a drift coefficient given by θ0t(XtXu)du. Employing both maximum [...] Read more.
In this paper, we investigate parameter estimation for a class of linear self-attracting diffusion processes. Specifically, we consider processes with a drift coefficient given by θ0t(XtXu)du. Employing both maximum likelihood estimation and least squares estimation, we show that the resulting estimators coincide. We establish the consistency and asymptotic normality of θ^N for high-frequency data, and assess its numerical performance through simulation studies. Full article
(This article belongs to the Section D: Statistics and Operational Research)
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