Relevant bibliographies by topics / Continuous casting Mathematical models

Academic literature on the topic 'Continuous casting Mathematical models'

Author: Grafiati
Published: 10 December 2022
Last updated: 29 January 2023

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Journal articles on the topic "Continuous casting Mathematical models"

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Vynnycky, Michael. "Applied Mathematical Modelling of Continuous Casting Processes: A Review." Metals 8, no. 11 (November 9, 2018): 928. http://dx.doi.org/10.3390/met8110928.

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With readily available and ever-increasing computational resources, the modelling of continuous casting processes—mainly for steel, but also for copper and aluminium alloys—has predominantly focused on large-scale numerical simulation. Whilst there is certainly a need for this type of modelling, this paper highlights an alternative approach more grounded in applied mathematics, which lies between overly simplified analytical models and multi-dimensional simulations. In this approach, the governing equations are nondimensionalized and systematically simplified to obtain a formulation which is numerically much cheaper to compute, yet does not sacrifice any of the physics that was present in the original problem; in addition, the results should agree also quantitatively with those of the original model. This approach is well-suited to the modelling of continuous casting processes, which often involve the interaction of complex multiphysics. Recent examples involving mould taper, oscillation-mark formation, solidification shrinkage-induced macrosegregation and electromagnetic stirring are considered, as are the possibilities for the modelling of exudation, columnar-to-equiaxed transition, V-segregation, centreline porosity and mechanical soft reduction.
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Doroshenko, Volodymyr, Volodymyr Kravchenko, Olena Mul, and Olena Tokova. "Continuous-Discrete Boundary Problems in the Concepts of the Construction of Foundry Rotary-Conveyor Lines." Boundary Field Problems and Computer Simulation 57 (January 18, 2019): 29–34. http://dx.doi.org/10.7250/bfpcs.2018.004.

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The problem of mathematical construction for the process of the control of the metal casting crystallization and cooling in a foundry mold is considered. The casting is surrounded by a layer of sand mixture, which is a porous dispersed medium that conducts heat, in terms of the concepts of the construction of foundry rotary-conveyor lines (RCL). The problem of developing an interval model for determining the speed of the conveyor line from the production of metal castings is studied. Herewith, continuous processes of the transport and technological movement of the processed materials, equipment, tools, energy carriers, and final production output are combined with inevitable stops of this continuity, which lead to discreteness, and a combination with a number of accompanying continuous, discrete or reciprocating processes. The adequacy of the model for the given technological parameters is justified. The mathematical description and agreement of the values of technological parameters for regulation and finding the optimal speed of the conveyor line at the interaction of its component rotational systems, as well as the mathematical models for program control and remote monitoring of technological modes in order to obtain the casting of the given quality are considered. The possibility of selecting the corrective parameters for the change of the conveyor line speed is shown. Tiek skatīta matemātiskās konstrukcijas problēma metāla liešanas kristalizācijas un dzesēšanas kontroles procesam liešanas veidnē. Lējumu ieskauj smilšu maisījuma slānis, kas ir poraini izkliedēts materiāls, kas vada siltumu. Lietojot lietuves rotācijas konveijeru līniju (RCL) koncepciju, tiek pētīta intervāla modeļa izveides problēma konveijera līnijas ātruma noteikšanai metāla lējumu ražošanai. Tajā pašā laikā nepārtraukti apstrādājamo materiālu, iekārtu, rīku, enerģijas nesēju un gala produkcijas transportēšanas un tehnoloģiskās kustības procesi tiek apvienoti ar šīs nepārtrauktības neizbēgamajiem apstāšanās gadījumiem, kas noved pie kombinācijas ar vairākiem nepārtrauktiem, diskrētiem vai pārvietošanās procesiem. Ir pierādīta modeļa piemērotība attiecīgajiem tehnoloģiskajiem parametriem. Tiek parādīta iespēja izvēlēties koriģējošos parametrus konveijera līnijas ātruma maiņai.
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Mazur, Igor, and Tanya I. Cherkashina. "Mathematical and Physical Modeling of Soft Cobbing Process of Hot Rolling Steels." Materials Science Forum 704-705 (December 2011): 160–64. http://dx.doi.org/10.4028/www.scientific.net/msf.704-705.160.

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The soft cobbing, used in steel’s continuous casting, is widely applying in technologies of rolled metal manufacturing. It is important to know ingot’s stress-strain state and dynamics of ingot’s changes while cobbing, when there is a liquid metal in the centre of section. The complex questions of numerical modeling of soft cobbing process and experimental investigation on physics plasticine models are considered in presented work. The analysis of findings is presented in the article.
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Miłkowska‐Piszczek, Katarzyna, and Jan Falkus. "Control and Design of the Steel Continuous Casting Process Based on Advanced Numerical Models." Metals 8, no. 8 (July 30, 2018): 591. http://dx.doi.org/10.3390/met8080591.

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The process of continuous casting of steel is a complex technological task, including issues related to heat transfer, the steel solidification process, liquid metal flow and phase transitions in the solid state. This involves considerable difficulty in creating the optimal process control system, which would include the influence of all the physico‐chemical phenomena which may occur. In parallel, there is an intensive development of new mathematical models and an increase in computer performance, therefore complex numerical simulations requiring substantial computing time can be conducted. This paper presents a review of currently applied numerical methods allowing the phenomena accompanying the process of continuous casting of steel to be accurately represented. Special attention was paid to the selection of appropriate methods to solve the technological problem selected. The possibilities of applying selected numerical models were analysed in order to modify and improve the existing process or to design a new one linked to the implementation of new steel grades in the current production. The description of the method of defining the boundary conditions, initial conditions and material parameters as vital components ensuring that numerical calculations based upon them in the finite element method, which is that most frequently applied, are correct is an important element of the paper. The possibility of reliably defining the values of boundary parameters on the basis of information on the intensity of cooling in individual zones of the continuous casting machine was analysed.
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Vapalahti, Sami, Seppo Louhenkilpi, and Tuomo Räisänen. "The Effect of Fluid Flow on Heat Transfer and Shell Growth in Continuous Casting of Copper." Materials Science Forum 508 (March 2006): 503–8. http://dx.doi.org/10.4028/www.scientific.net/msf.508.503.

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Molten metal is cooled in a continuous casting mould forming initially a thin shell that grows thicker. The main phenomena in the mould are: fluid flow, heat transfer and solidification. A lot of mathematical models have been developed to simulate these phenomenons in continuous casting machines but most of the models developed are not calculating the fluid flow at all. In these models, it is assumed that the strand (solid and liquid) is withdrawn through the machine with a constant velocity field (= casting speed) and the convective heat transfer generated by the fluid flow is taken into account by using an effective thermal conductivity method. Also at the Helsinki University of Technology, these kinds of heat transfer models have been developed (TEMPSIMU for steels and CTEMP3D for coppers). The flow in the mould is three-dimensional and turbulent. Coupled models calculate the fluid flow, heat transfer and solidification simultaneously. The fluid flow is affected by many things: inlet flow rate, design of the inlet nozzle (SEN), immersion depth of the SEN, movement of the solid shell, natural convection, solidification shrinkage, etc. and the fully coupled, turbulent fluid flow and heat transfer models are generally subjected to convergence difficulties and they need a lot of computing time. Due to these reasons, these kinds of models are not so much used in industry so far. In the present study, a commercial FLOW-3D package is used to make coupled simulations of heat transfer, turbulent fluid flow and solidification in a copper continuous casting machine. The effect of thermophysical material data are also studied and presented. The material data are calculated by a model developed at the Helsinki University of Technology, called CASBOA.
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Moro, L., J. Srnec Novak, D. Benasciutti, and F. de Bona. "Copper Mold for Continuous Casting of Steel: Modelling Strategies to Assess Thermal Distortion and Durability." Key Engineering Materials 754 (September 2017): 287–90. http://dx.doi.org/10.4028/www.scientific.net/kem.754.287.

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In this work the durability assessment and the permanent deformation of a copper mold for continuous casting of steel have been investigated using mathematical models based on the Finite Element method. The cyclic plasticity behavior of the material is represented by a combined kinematic-isotropic model experimentally validated. Results from thermo-mechanical analysis are in good agreement with measurements. In particular, creep effects included into the model permit the evolution of bulging near the meniscus area to be correctly predicted. A life estimation is performed considering strain-life and stress-rupture time curves according to a cumulative damage law.
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Jędrzejczyk, D., M. Hojny, and M. Głowacki. "Development of Software for the Simulation of Rolling Steel Under the Coexistence of Liquid and Solid State / Rozwój Oprogramowania Do Symulacji Walcowania Stali W Warunkach Współistnienia Fazy Ciekłej I Stałej." Archives of Metallurgy and Materials 60, no. 4 (December 1, 2015): 2783–90. http://dx.doi.org/10.1515/amm-2015-0447.

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The paper presents the results of the application simulating the rolling process of steel in terms of coexistence of liquid and solid phases. The created mathematical models can be the basis for creation of systems that simulate the final phase of the continuous casting process relying on using a roller burnishing machine for continuous casting of steel. For a complete description of the performance of the material during deformation in these conditions, the constructed mathematical model is a fully three-dimensional model and consists of three parts: thermal, mechanical, and density variation submodels. The thermal model allows the prediction of temperature changes during plastic deformation of solidifying material. The mechanical model determines the kinetics of plastic continuum flow in the solid and semi-solid states, and the resulting deformation field. The temperature of the process forces supplementing the description of the performance of the material with a density variation model that allows the prediction of changes in the density of the material during the final phase of solidification with simultaneous plastic deformation. For the purpose built model, experimental studies were performed using a physical simulator Gleeble 3800®. They allowed the determination of the necessary physical properties of the metal within the temperature of change state. In addition to presenting the developed models the work also includes the description of the author’s application that uses the above mathematical models. The application was written in the fully object-oriented language C++ and is based on the finite element method. The developed application beside the module data input, also consist of a module of three-dimensional visualization of the calculations results. Thanks to it, the analysis of the distribution of the particular rolling parameters in any cross-section of the rolled strip will be possible. The paper presents the results of the authors’ research in the area of the advanced computer simulation.
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Ramírez-López, Adán, Omar Dávila-Maldonado, Alfonso Nájera-Bastida, Rodolfo Dávila Morales, Carlos Rodrigo Muñiz-Valdés, and Jafeth Rodríguez-Ávila. "Computer Modeling of Grain Structure Formation during Quenching including Algorithms with Pre- and Post-Solidification." Metals 12, no. 4 (April 4, 2022): 623. http://dx.doi.org/10.3390/met12040623.

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Simulation of the grain growth process, as a function of steel heat transfer conditions, is helpful for predicting grain structures of continuous cast steel products. Many authors have developed models based on numerical methods to simulate grain growth during metal solidification. Nevertheless, the anisotropic nature of grain structures makes necessary the employment of new mathematical methods such as chaos theory, fractals, and probabilistic and stochastic theories of simulation. The problem is significant for steelmakers to avoid defects in products and to control the steel microstructure during the continuous casting process. This work discusses the influence of nodal solidification times and computer algorithms on the dynamic formation of the chill, columnar, and equiaxed zones including physical phenomena such as nucleation and grain growth. Moreover, the model incorporates pre-nucleation and pre-growth routines in the original algorithm. There is a description of the influence of the mathematical parameter criteria and probabilities over the grain morphology obtained after solidification. Finally, an analysis of these algorithms elucidates the differences between these structures and those obtained from models considering only the solidification.
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Vaghefi, Reza, MR Hematiyan, and Ali Nayebi. "Three-dimensional thermo-mechanical analysis of continuous casting and comparison with two-dimensional models." Journal of Strain Analysis for Engineering Design 53, no. 6 (June 4, 2018): 421–34. http://dx.doi.org/10.1177/0309324718780131.

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In this study, a three-dimensional thermo-elasto-plastic model is developed for simulating a continuous casting process. The obtained results are compared with those from different two-dimensional analyses, which are based on plane stress, plane strain, and generalized plane strain assumptions. All analyses are carried out using the meshless local Petrov–Galerkin method. The effective heat capacity method is employed to simulate the phase change process. The von Mises yield criterion and elastic–perfectly-plastic model are used to simulate the stress state during the casting process; while, material parameters are assumed to be temperature-dependent. Based on the three-dimensional and two-dimensional models, numerical results are provided to determine the stress, displacement, and temperature fields induced in the cast material. It is observed that the present meshless local Petrov–Galerkin method is accurate in three-dimensional thermo-mechanical analysis of highly nonlinear phase change problems. Reasonable agreements are observed between the results obtained from the three-dimensional analysis with those retrieved by the generalized plane strain assumption. However, it is observed that the results obtained under plane stress/strain conditions have some significant differences with the results obtained from three-dimensional modeling of continuous casting.
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Krasnikov, Kyrylo Serhiiovych. "MATHEMATICAL MODELING OF THE DISTRIBUTION OF ARGON IN A TUNDISH WITH A MOLTEN METAL DURING FILLING." Modern Problems of Metalurgy, no. 23 (March 27, 2020): 130–35. http://dx.doi.org/10.34185/1991-7848.2020.01.13.

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The article is devoted to the mathematical description of the process of filling an intermediate ladle (tundish) with argon, which is blown into the melt stream falling from the steel casting ladle, which is common at metallurgical plants. Metallurgical plants use an intermediate ladle to reliably supply a continuous casting machine for the melt. Also important for the tundish is the removal of non-metallic inclusions using argon. The good distribution of argon bubbles in the tundish significantly influences the removal of unwanted melt components such as hydrogen and nitrogen. Given the need for gas to escape, the melt speed in the intermediate ladle should be sufficiently low, especially near outflow holes, where melt needs to be homogeneous and slow for a high–quality casting. Conducting experiments during the operation of a metallurgical plant is undesirable, costly and is accompanied by difficulties associated with high temperature and opacity of the melt. Therefore, the experiments are often carried out in laboratories on the so-called cold models, where the melt is replaced by water, argon – by air, and the tundish – by the transparent container of the rectangular shape under the conditions of similarity. Despite the obvious advantages of such cold modeling, today most experiments are still conducted on mathematical models, which are a much cheaper and low-erroneous way of predicting the development of a given process under different conditions. Mathematical modeling of melt motion helps to select the optimal geometry of the tundish, as well as the required amount of argon and usefulness of barriers on a way of melt streams. The article proposes to use the convection-diffusion equation for the argon field and the Navier-Stokes equations – for the velocity field. The numerical solution using finite volume method is well tested and provides sufficient accuracy. In addition, this method is easily parallelized to speed up computing on modern multi-core processors. A graphical user interface software application allows you to display the status of the system on the screen for further review and adoption decisions.
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Dissertations / Theses on the topic "Continuous casting Mathematical models"

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Bradbury, Philip. "A mathematical model for the twin roll casting process." Thesis, University of Oxford, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296919.

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Bouhouche, Salah. "Contribution to quality and process optimisation in continuous casting using mathematical modelling." Doctoral thesis, Technische Universitaet Bergakademie Freiberg Universitaetsbibliothek "Georgius Agricola&quot, 2009. http://nbn-resolving.de/urn:nbn:de:swb:105-6900128.

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Mathematical modelling using advanced approach based on the neural networks has been applied to the control and the quality optimisation in the main processes of steelwork such as the ladle metallurgical treatment and continuous casting. Particular importance has been given to the improvement of breakout prediction system and the reduction in the rate of false alarm generated by the conventional breakout detection system. Prediction of the chemical composition and temperature of liquid steel in the ladle has been achieved by neural networks and linear model. This prediction can be considered as a soft sensor. Slab surface temperature stabilisation on the basis of the casting events has been controlled by a neural networks algorithm, that gives an improvement in the surface temperature fluctuation in comparison to the conventional control system which is based on the PID controller. Quality monitoring and classification is also achieved by a neural network which is related to the breakout detection system. This technique achieves a classification of different defects based on the different alarm signal given by the breakout prediction system. Fault detection and process monitoring is developed using neural networks modelling. All models are developed on basis of practical operating database obtained from the iron and steel industry.
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Bouhouche, Salah. "Contribution to quality and process optimisation in continuous casting using mathematical modelling." Doctoral thesis, [S.l. : s.n.], 2002. http://deposit.ddb.de/cgi-bin/dokserv?idn=966041208.

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Spinelli, Jose Eduardo. "Simulação do lingotamento continuo de tiras finas de aços." [s.n.], 2000. http://repositorio.unicamp.br/jspui/handle/REPOSIP/264701.

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Orientador: Amauri Garcia
Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica
Made available in DSpace on 2018-07-27T19:18:36Z (GMT). No. of bitstreams: 1 Spinelli_JoseEduardo_M.pdf: 6965190 bytes, checksum: 39afbc7a3acd510a9c00a458e1f8ba9a (MD5) Previous issue date: 2000
Resumo: Entende-se por modelagem de processo, o desenvolvimento de uma representação quantitativa ou qualitativa dos fenômenos físicos associados ao processo. Neste trabalho são realizadas simulações do processo twin roll de lingotamento contínuo de tiras de aços, utilizando como referência tecnológica o equipamento piloto instalado nas dependências do Instituto de Pesquisas Tecnológicas do Estado de São Paulo. São construídos dois simuladores para o processo: um simulador da solidificação unidirecional, com molde refrigerado de aço e paredes laterais de material refratário, utilizando-se o aço inoxidável 304 como material de simulação; e variando-se as temperaturas de vazamento; e outro simulador a frio, com componentes feitos de acrílico, água como fluido de simulação e permanganato de potássio como corante. Um modelo matemático previamente desenvolvido é utilizado para confrontar perfis térmicos teóricos com perfis experimentais, para a determinação do coeficiente de transferência de calor metal/molde. O levantamento de valores de espaçamento dendrítico secundário é realizado nas amostras, além da observação simultânea das estruturas de solidificação, o que comprovou a eficiência do simulador em caracterizar o processo de solidificação do equipamento piloto. O uso do modelo frio permitiu a caracterização do posicionamento de barreira a 15 cm ou a 20 cm da lateral esquerda do distribuidor como a melhor configuração
Abstract: It can be understood by process modeling the development of a quantitative or qualitative representation of the physical phenomena associated to the process. In this work, simulations concerning the twin roll continuous caster of steels process at IPT (Instituto de Pesquisas Tecnológicas do Estado de São Paulo) are performed. Two simulators were developed: (i) a simulator of unidirectional solidification with cooled steel mold and refractory lateral walls, by using a stainless steel as the reference metal (AISI 304), and varying superheat temperatures; (ii) a physical model, with components made of acrylic, water as the simulation fluid and potassium permanganate as a pigment. A previously developed mathematical model has been used to determine the metal/mold heat transfer coefficient by a method that compares experimenta1ltheoretical temperature curves. Measurement of secondary dendrite arm spacings is performed by microestructural examination of the samples, confirming the simulator efficiency in characterizing the solidification process in the pilot equipment. The use of the physical model has permitted to attain the best configuration for the tundish, by positioning the dam 15 cm or 20 cm from the left side of tundish
Mestrado
Materiais e Processos de Fabricação
Mestre em Engenharia Mecânica
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De, Wet Gideon Jacobus. "CFD modelling and mathematical optimisation of a continuous caster submerge entry nozzle." Pretoria : [s.n.], 2005. http://upetd.up.ac.za/thesis/available/etd-01312006-141026.

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Dasci, Abdullah. "Discrete and continuous models for production-distribution systems." Thesis, McGill University, 2001. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=37625.

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This thesis presents a series of integrated models for simultaneous optimization of location, capacity, product range, and production technology decisions in production-distribution systems. The interactions between these decisions can be significant. This thesis draws its motivation from these interactions. In order to benefit from the capital and/or employment subsidies, preferential tax rates, and free trade zones provided by governments, firms need to take the interdependencies between their location, capacity and technology decisions into account. These decisions could be further complicated due to varying scale and scope economies inherent in different production technologies.
The models proposed in this thesis are based on two fundamentally different but equally central approaches. The first approach builds on traditionally popular integer programming formulation in facility location theory, in which two such models presented in this thesis. The first one assumes that there are a number of dedicated production technologies for each product whereas, the second one assumes that a set of flexible technologies is also present. Analytical properties of the models are described, which lead to the development of exact and heuristic solution procedures. Results of several sets of computational experiments are also reported. The second approach is based on continuous approximation (also known as continuum mechanics), which has not been used to its potential in the literature. The third model in this thesis is proposed for a system with single product. It is based on the use of continuous functions in representing spatial distribution of cost parameters and decision variables. In this model, the focus is to compute the service regions leaving the precise plant locations to a subsequent analysis. This model lends itself to closed form solutions and allows derivation of a number of insights on the impact of several cost factors on facility design decisions. Then, it is utilized in an analytical framework to analyze several plant focus decisions of firms in a multi-product environment. The closed form solution is used to analyze several product and market focus strategies, which have provided several insights into more sophisticated plant focus decisions and into the impact of different production technologies on these decisions.
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Uribe, Guillermo. "On the relationship between continuous and discrete models for size-structured population dynamics." Diss., The University of Arizona, 1993. http://hdl.handle.net/10150/186197.

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We address the problem of the consistency between discrete and continuous models for density-dependent size-structured populations. Some earlier works have discussed the consistency of density independent age and size-structured models. Although the issue of consistency between these models has raised interest in recent years, it has not been discussed in depth, perhaps because of the non-linear nature of the equations involved. We construct a numerical scheme of the continuous model and show that the transition matrix of this scheme has the form of the standard discrete model. The construction is based on the theory of Upwind Numerical Schemes for non-Linear Hyperbolic Conservation Laws with one important difference, that we do have a non-linear source at the boundary; interestingly, this case has not been explored in depth from the purely mathematical point of view. We prove the consistency, non-linear stability and hence convergence of the numerical scheme which guarantee that both models yield results that are completely consistent with each other. Several examples are worked out: a simple linear age-structured problem, a density-independent size-structured problem and a non-linear size-structured problem. These examples confirm the convergence just proven theoretically. An ample revision of relevant biological and computational literature is also presented and used to establish realistic restrictions on the objects under consideration and to prepare significant examples to illustrate our points.
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Parra, Rojas César. "Intrinsic fluctuations in discrete and continuous time models." Thesis, University of Manchester, 2017. https://www.research.manchester.ac.uk/portal/en/theses/intrinsic-fluctuations-in-discrete-and-continuous-time-models(d7006a2b-1496-44f2-8423-1f2fa72be1a5).html.

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This thesis explores the stochastic features of models of ecological systems in discrete and in continuous time. Our interest lies in models formulated at the microscale, from which a mesoscopic description can be derived. The stochasticity present in the models, constructed in this way, is intrinsic to the systems under consideration and stems from their finite size. We start by exploring a susceptible-infectious-recovered model for epidemic spread on a network. We are interested in the case where the connectivity, or degree, of the individuals is characterised by a very broad, or heterogeneous, distribution, and in the effects of stochasticity on the dynamics, which may depart wildly from that of a homogeneous population. The model at the mesoscale corresponds to a system of stochastic differential equations with a very large number of degrees of freedom which can be reduced to a two-dimensional model in its deterministic limit. We show how this reduction can be carried over to the stochastic case by exploiting a time-scale separation in the deterministic system and carrying out a fast-variable elimination. We use simulations to show that the temporal behaviour of the epidemic obtained from the reduced stochastic model yields reasonably good agreement with the microscopic model under the condition that the maximum allowed degree that individuals can have is not too close to the population size. This is illustrated using time series, phase diagrams and the distribution of epidemic sizes. The general mesoscopic theory used in continuous-time models has only very recently been developed for discrete-time systems in one variable. Here, we explore this one-dimensional theory and find that, in contrast to the continuous-time case, large jumps can occur between successive iterates of the process, and this translates at the mesoscale into the need for specifying `boundary' conditions everywhere outside of the system. We discuss these and how to implement them in the stochastic difference equation in order to obtain results which are consistent with the microscopic model. We then extend the theoretical framework to make it applicable to systems containing an arbitrary number of degrees of freedom. In addition, we extend a number of analytical results from the one-dimensional stochastic difference equation to arbitrary dimension, for the distribution of fluctuations around fixed points, cycles and quasi-periodic attractors of the corresponding deterministic map. We also derive new expressions, describing the autocorrelation functions of the fluctuations, as well as their power spectrum. From the latter, we characterise the appearance of noise-induced oscillations in systems of dimension greater than one, which have been previously observed in continuous-time systems and are known as quasi-cycles. Finally, we explore the ability of intrinsic noise to induce chaotic behaviour in the system for parameter values for which the deterministic map presents a non-chaotic attractor; we find that this is possible for periodic, but not for quasi-periodic, states.
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Li, Chao. "Option pricing with generalized continuous time random walk models." Thesis, Queen Mary, University of London, 2016. http://qmro.qmul.ac.uk/xmlui/handle/123456789/23202.

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The pricing of options is one of the key problems in mathematical finance. In recent years, pricing models that are based on the continuous time random walk (CTRW), an anomalous diffusive random walk model widely used in physics, have been introduced. In this thesis, we investigate the pricing of European call options with CTRW and generalized CTRW models within the Black-Scholes framework. Here, the non-Markovian character of the underlying pricing model is manifest in Black-Scholes PDEs with fractional time derivatives containing memory terms. The inclusion of non-zero interest rates leads to a distinction between different types of \forward" and \backward" options, which are easily mapped onto each other in the standard Markovian framework, but exhibit significant dfferences in the non-Markovian case. The backward-type options require us in particular to include the multi-point statistics of the non-Markovian pricing model. Using a representation of the CTRW in terms of a subordination (time change) of a normal diffusive process with an inverse L evy-stable process, analytical results can be obtained. The extension of the formalism to arbitrary waiting time distributions and general payoff functions is discussed. The pricing of path-dependent Asian options leads to further distinctions between different variants of the subordination. We obtain analytical results that relate the option price to the solution of generalized Feynman-Kac equations containing non-local time derivatives such as the fractional substantial derivative. Results for L evy-stable and tempered L evy-stable subordinators, power options, arithmetic and geometric Asian options are presented.
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Bouraoui, Faycal. "Development of a continuous, physically-based distributed parameter, nonpoint source model." Diss., This resource online, 1994. http://scholar.lib.vt.edu/theses/available/etd-10192006-115604/.

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Books on the topic "Continuous casting Mathematical models"

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Michael, Hofmann. Gekoppeltes mathematisches Modell für das Stranggiessen von NE-Metall-Rechteckformaten. Aachen: Verlag Shaker, 1992.

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Wawrzynek, Andrzej. Modelowanie krzepnięcia i stygnięcia metali oraz problemów dyfuzji ciepła za pomocą metody R-Funkcji. Gliwice: Wydawn. Politechniki Śląskiej, 1994.

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1946-, Yu Kuang-O., ed. Modeling for casting and solidification processing. New York: Marcel Dekker, 2002.

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Continuous stochastic calculus with applications to finance. Boca Raton, FL: Chapman & Hall/CRC, 2001.

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Cellier, François E. Continuous system modeling. New York: Springer-Verlag, 1991.

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Albers, Bettina. Continuous Media with Microstructure. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2010.

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Saville, D. A. Mathematical models of continuous flow electrophoresis: Final report. [Princeton, N.J.]: Princeton University, 1986.

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Continuous system simulation. New York, US: Springer, 2005.

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Melino, Angelo. Estimation of continuous-time models in finance. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

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Finance in continuous time: A primer. Miami: Kolb Pub. Co., 1992.

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Book chapters on the topic "Continuous casting Mathematical models"

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Palacios, Antonio. "Continuous Models." In Mathematical Engineering, 85–178. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-04729-9_4.

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Edwards, Dilwyn, and Michael Hamson. "Continuous Models." In Mathematical Modelling Skills, 65–77. London: Macmillan Education UK, 1996. http://dx.doi.org/10.1007/978-1-349-13250-8_6.

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Simonovits, András. "Continuous-Time Models." In Mathematical Methods in Dynamic Economics, 136–53. London: Palgrave Macmillan UK, 2000. http://dx.doi.org/10.1057/9780230513532_7.

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Murray, James D. "Continuous Models for Interacting Populations." In Mathematical Biology, 63–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-08539-4_3.

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Murray, James D. "Continuous Models for Interacting Populations." In Mathematical Biology, 63–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-662-08542-4_3.

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Murray, James D. "Continuous Population Models for Single Species." In Mathematical Biology, 1–35. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-08539-4_1.

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Murray, James D. "Continuous Population Models for Single Species." In Mathematical Biology, 1–35. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-662-08542-4_1.

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Banerjee, Sandip. "Continuous Models Using Ordinary Differential Equations." In Mathematical Modeling, 123–242. 2nd ed. Boca Raton: Chapman and Hall/CRC, 2021. http://dx.doi.org/10.1201/9781351022941-3.

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Beckmann, M. J. "Continuous Models of Spatial Dynamics." In Lecture Notes in Economics and Mathematical Systems, 337–48. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-662-02522-2_14.

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Bartmann, Dieter, and Martin J. Beckmann. "Stochastic Models with Continuous Review." In Lecture Notes in Economics and Mathematical Systems, 114–46. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-642-87146-7_4.

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Conference papers on the topic "Continuous casting Mathematical models"

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Babailov, Nikolai A., and Serguey P. Bourkine. "The Mathematical Model of Radial Forging of a Hollow Continuously-Cast Ingot." In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-1848.

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Abstract The problem of a detailed research of radial forging is associated with the technological process of direct combination of continuous casting and metal forming. The mathematical model of multi-die radial forging is developed. The strain state of radial forging is investigated. The dependences of main characteristics on technological parameters for radial forging with combined loading (torsion, tension or backing) are received by the variational method. The thermal analysis of hollow continuously cast ingot during deformation is executed. The verification of mathematical model adequacy is executed by experimental researches. The design of six-dies forging unit for direct combination with vertical continuous-casting machine is developed.
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Assunção, Charles Sóstenes, Roberto Parreiras Tavares, and Guilherme Dias Oliveira. "WATER DISTRIBUTION ASSESSMENT APPLIED TO MATHEMATICAL MODEL OF CONTINUOUS CASTING OF STEEL." In 46º Seminário de Aciaria - Internacional. São Paulo: Editora Blucher, 2017. http://dx.doi.org/10.5151/1982-9345-26252.

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Putta, Ramesh N., and Malur N. Srinivasan. "Mathematical Model of Solidification in Continuous Cast Low Carbon Steel Billets." In ASME 2009 International Mechanical Engineering Congress and Exposition. ASMEDC, 2009. http://dx.doi.org/10.1115/imece2009-12303.

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This paper describes the relation between the Secondary Dendrite Arm Spacing (SDAS), Area of Mushy Zone with the Continuous Casting variables in low carbon steels during the solidification process in the mold zone. A Finite Element analysis of the heat flow equation, coupled with the solute distribution model and the dendrite growth model, enables the determination of the Secondary Dendrite Arm Spacing (SDAS). The CONBCAST.FOR program is developed in this work to analyze effects of process variables on the Secondary Dendrite Arm Spacing (SDAS), Area of Mushy Zone and Volume of the Bleed. Effort is also made to find the optimum casting parameters. A new concept is introduced in this work to analyze the relation between the Area of Mushy Zone and Secondary Dendrite Arm Spacing (SDAS) with the Volume of the Bleed. Quantitative work is performed by collecting the square shaped billets at two different process conditions and determined the Secondary Dendrite Arm Spacing and Volume of Bleed to analyze the relationship between SDAS, Area of Mushy zone and Volume of Bleed.
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Lascutoni, Alina, Erika Diana Ardelean, Viorel Liviu Pascu, and Teodor Heput. "Mathematical model regarding at addition of microcoolers in tundish of continuous casting machines." In 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013. AIP, 2013. http://dx.doi.org/10.1063/1.4825758.

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Jin, Xing, Dengfu Chen, Yan Zhao, and Mujun Long. "Study on Mathematical Model of Temperature and Stress for Thin Slab in Continuous Casting." In 2009 International Conference on Computational Intelligence and Software Engineering. IEEE, 2009. http://dx.doi.org/10.1109/cise.2009.5366364.

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Tsuta, Toshio, and Takeshi Iwamoto. "Cellular Automaton Approach on Micro Solidification Process of Two Phase Alloy in Horizontal Casting." In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-1199.

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Abstract A mathematical model of micro morphology generation in solidification process has been developed using cellular automaton approach, and heterogeneous nucleations from the wall and the grain growth kinetics are simulated by using the Monte-Carlo simulation. In the next place, the change in the micro morphology from the dendritic to the equiaxial, has been analyzed in the same way, under the condition that the liquid metal in the vessel is excited from magnetic stirrer. The results are compared with those obtained by the experiments on horizontal, continuous casting and the applicability of the method has been verified.
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da Silva, C., J. Santos Junior, P. Seshadri, V. Peixoto, C. Silva, and I. Galinari. "The Effect of Upper Nozzle Refractory in Bubble Behavior Inside the SEN and Slab Mold in Continuous Casting: Physical and Mathematical Model." In AISTech2019. AIST, 2019. http://dx.doi.org/10.33313/377/139.

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Hu, J., S. Ramlingam, G. Meyerson, E. R. G. Eckert, and R. J. Goldstein. "Experiment and Computer Modelling of the Filling Flows in Pressure Die Casting." In ASME 1992 International Computers in Engineering Conference and Exposition. American Society of Mechanical Engineers, 1992. http://dx.doi.org/10.1115/cie1992-0048.

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Abstract Until recently, computer simulation of filling flows in die casting have been focused on the determination of the free surfaces of injected liquid and has had difficulties to relate the flows with the formation of casting porosity. Flow visualization in scaled experiments indicates that the liquid has very complicated surfaces and that, in many cases, the surfaces break up and create a mixture zone with liquid droplets and air. This is especially true in pressure die casting where liquid metal is injected at a speed in order of 100 m/s and at a pressure up to 100 atm. The Reynolds number in the process could be above 105 and the Weber number above 102. Surface tension is far from sufficiently strong to sustain disturbance growth due to various instabilities. It is hard to keep the liquid as a separate continuous phase. Based on flow visualization experiments, a mathematical model is proposed as an alternative and effective simplification to the traditional tracing methods. Instead of determining the continuous free surfaces, the model tries to predict distributions of mass fraction of the injected liquid by solving a partial differential equation of mass transport together with the Navier-Stokes equations. Appropriate unsteady schemes of a finite difference analysis have been developed and are described in the paper. Results with an uniform straight injection into a die cavity are presented, which have re-created the filling patterns of the flows in experiments.
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Galkin, Alexander, Vladimer Pimenov, Pavel Saraev, and Dmitry Tyrin. "Integrated Simulation of Process of Steel Casting on the Continuous Steel Casting Unit." In 2020 2nd International Conference on Control Systems, Mathematical Modeling, Automation and Energy Efficiency (SUMMA). IEEE, 2020. http://dx.doi.org/10.1109/summa50634.2020.9280653.

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Lascutoni, Alina, Erika Ardelean, Ana Socalici, and Marius Ardelean. "Mathematical modeling of micro-coolers added in the continuous casting tundish." In 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013: ICNAAM 2013. AIP, 2013. http://dx.doi.org/10.1063/1.4825833.

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Reports on the topic "Continuous casting Mathematical models"

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Semerikov, Serhiy O., Illia O. Teplytskyi, Yuliia V. Yechkalo, and Arnold E. Kiv. Computer Simulation of Neural Networks Using Spreadsheets: The Dawn of the Age of Camelot. [б. в.], November 2018. http://dx.doi.org/10.31812/123456789/2648.

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The article substantiates the necessity to develop training methods of computer simulation of neural networks in the spreadsheet environment. The systematic review of their application to simulating artificial neural networks is performed. The authors distinguish basic approaches to solving the problem of network computer simulation training in the spreadsheet environment, joint application of spreadsheets and tools of neural network simulation, application of third-party add-ins to spreadsheets, development of macros using the embedded languages of spreadsheets; use of standard spreadsheet add-ins for non-linear optimization, creation of neural networks in the spreadsheet environment without add-ins and macros. After analyzing a collection of writings of 1890-1950, the research determines the role of the scientific journal “Bulletin of Mathematical Biophysics”, its founder Nicolas Rashevsky and the scientific community around the journal in creating and developing models and methods of computational neuroscience. There are identified psychophysical basics of creating neural networks, mathematical foundations of neural computing and methods of neuroengineering (image recognition, in particular). The role of Walter Pitts in combining the descriptive and quantitative theories of training is discussed. It is shown that to acquire neural simulation competences in the spreadsheet environment, one should master the models based on the historical and genetic approach. It is indicated that there are three groups of models, which are promising in terms of developing corresponding methods – the continuous two-factor model of Rashevsky, the discrete model of McCulloch and Pitts, and the discrete-continuous models of Householder and Landahl.
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Tanny, Josef, Gabriel Katul, Shabtai Cohen, and Meir Teitel. Micrometeorological methods for inferring whole canopy evapotranspiration in large agricultural structures: measurements and modeling. United States Department of Agriculture, October 2015. http://dx.doi.org/10.32747/2015.7594402.bard.

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Original objectives and revisions The original objectives as stated in the approved proposal were: (1) To establish guidelines for the use of micrometeorological techniques as accurate, reliable and low-cost tools for continuous monitoring of whole canopy ET of common crops grown in large agricultural structures. (2) To adapt existing methods for protected cultivation environments. (3) To combine previously derived theoretical models of air flow and scalar fluxes in large agricultural structures (an outcome of our previous BARD project) with ET data derived from application of turbulent transport techniques for different crops and structure types. All the objectives have been successfully addressed. The study was focused on both screenhouses and naturally ventilated greenhouses, and all proposed methods were examined. Background to the topic Our previous BARD project established that the eddy covariance (EC) technique is suitable for whole canopy evapotranspiration measurements in large agricultural screenhouses. Nevertheless, the eddy covariance technique remains difficult to apply in the farm due to costs, operational complexity, and post-processing of data – thereby inviting alternative techniques to be developed. The subject of this project was: 1) the evaluation of four turbulent transport (TT) techniques, namely, Surface Renewal (SR), Flux-Variance (FV), Half-order Time Derivative (HTD) and Bowen Ratio (BR), whose instrumentation needs and operational demands are not as elaborate as the EC, to estimate evapotranspiration within large agricultural structures; and 2) the development of mathematical models able to predict water savings and account for the external environmental conditions, physiological properties of the plant, and structure properties as well as to evaluate the necessary micrometeorological conditions for utilizing the above turbulent transfer methods in such protected environments. Major conclusions and achievements The major conclusions are: (i) the SR and FV techniques were suitable for reliable estimates of ET in shading and insect-proof screenhouses; (ii) The BR technique was reliable in shading screenhouses; (iii) HTD provided reasonable results in the shading and insect proof screenhouses; (iv) Quality control analysis of the EC method showed that conditions in the shading and insect proof screenhouses were reasonable for flux measurements. However, in the plastic covered greenhouse energy balance closure was poor. Therefore, the alternative methods could not be analyzed in the greenhouse; (v) A multi-layered flux footprint model was developed for a ‘generic’ crop canopy situated within a protected environment such as a large screenhouse. The new model accounts for the vertically distributed sources and sinks within the canopy volume as well as for modifications introduced by the screen on the flow field and microenvironment. The effect of the screen on fetch as a function of its relative height above the canopy is then studied for the first time and compared to the case where the screen is absent. The model calculations agreed with field experiments based on EC measurements from two screenhouse experiments. Implications, both scientific and agricultural The study established for the first time, both experimentally and theoretically, the use of four simple TT techniques for ET estimates within large agricultural screenhouses. Such measurements, along with reliable theoretical models, will enable the future development of lowcost ET monitoring system which will be attainable for day-to-day use by growers in improving irrigation management.
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Modlo, Yevhenii O., Serhiy O. Semerikov, Stanislav L. Bondarevskyi, Stanislav T. Tolmachev, Oksana M. Markova, and Pavlo P. Nechypurenko. Methods of using mobile Internet devices in the formation of the general scientific component of bachelor in electromechanics competency in modeling of technical objects. [б. в.], February 2020. http://dx.doi.org/10.31812/123456789/3677.

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An analysis of the experience of professional training bachelors of electromechanics in Ukraine and abroad made it possible to determine that one of the leading trends in its modernization is the synergistic integration of various engineering branches (mechanical, electrical, electronic engineering and automation) in mechatronics for the purpose of design, manufacture, operation and maintenance electromechanical equipment. Teaching mechatronics provides for the meaningful integration of various disciplines of professional and practical training bachelors of electromechanics based on the concept of modeling and technological integration of various organizational forms and teaching methods based on the concept of mobility. Within this approach, the leading learning tools of bachelors of electromechanics are mobile Internet devices (MID) – a multimedia mobile devices that provide wireless access to information and communication Internet services for collecting, organizing, storing, processing, transmitting, presenting all kinds of messages and data. The authors reveals the main possibilities of using MID in learning to ensure equal access to education, personalized learning, instant feedback and evaluating learning outcomes, mobile learning, productive use of time spent in classrooms, creating mobile learning communities, support situated learning, development of continuous seamless learning, ensuring the gap between formal and informal learning, minimize educational disruption in conflict and disaster areas, assist learners with disabilities, improve the quality of the communication and the management of institution, and maximize the cost-efficiency. Bachelor of electromechanics competency in modeling of technical objects is a personal and vocational ability, which includes a system of knowledge, skills, experience in learning and research activities on modeling mechatronic systems and a positive value attitude towards it; bachelor of electromechanics should be ready and able to use methods and software/hardware modeling tools for processes analyzes, systems synthesis, evaluating their reliability and effectiveness for solving practical problems in professional field. The competency structure of the bachelor of electromechanics in the modeling of technical objects is reflected in three groups of competencies: general scientific, general professional and specialized professional. The implementation of the technique of using MID in learning bachelors of electromechanics in modeling of technical objects is the appropriate methodic of using, the component of which is partial methods for using MID in the formation of the general scientific component of the bachelor of electromechanics competency in modeling of technical objects, are disclosed by example academic disciplines “Higher mathematics”, “Computers and programming”, “Engineering mechanics”, “Electrical machines”. The leading tools of formation of the general scientific component of bachelor in electromechanics competency in modeling of technical objects are augmented reality mobile tools (to visualize the objects’ structure and modeling results), mobile computer mathematical systems (universal tools used at all stages of modeling learning), cloud based spreadsheets (as modeling tools) and text editors (to make the program description of model), mobile computer-aided design systems (to create and view the physical properties of models of technical objects) and mobile communication tools (to organize a joint activity in modeling).
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