Search results for: Reynold’s equation

Authors: Ahasanul Haque, Abdullah Sarwar, Khaliq Ahmed

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Networking is important among students to achieve better understanding. Social networking plays an important role in the education. Realizing its huge potential, various organizations, including institutions of higher learning have moved to the area of social networks to interact with their students especially through Facebook. Therefore, measuring the effectiveness of Facebook as a learning tool has become an area of interest to academicians and researchers. Therefore, this study tried to integrate and propose new theoretical and empirical evidences by linking the western idea of adopting Facebook as an alternative learning platform from a Malaysian perspective. This study, thus, aimed to fill a gap by being among the pioneering research that tries to study the effectiveness of adopting Facebook as a learning platform across other cultural settings, namely Malaysia. Structural equation modelling was employed for data analysis and hypothesis testing. This study findings have provided some insights that would likely affect students’ awareness towards using Facebook as an alternative learning platform in the Malaysian higher learning institutions. At the end, future direction is proposed.

Keywords: Learning Management Tool, social networking, education, Malaysia

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Authors: Sawsan J. Al-Husseini, Talib A. Dosa

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Transformational leadership has been identified as the most important factor affecting innovation and knowledge sharing; it leads to increased goal-directed behavior exhibited by followers and thus to enhanced performance and innovation for the organization. However, there is a lack of models linking transformational leadership, knowledge sharing, and process innovation within higher education (HE) institutions in general within developing countries, particularly in Iraq. This research aims to examine the mediating role of knowledge sharing in the transformational leadership and process innovation relationship. A quantitative approach was taken and 254 usable questionnaires were collected from public HE institutions in Iraq. Structural equation modelling with AMOS 22 was used to analyze the causal relationships among factors. The research found that knowledge sharing plays a pivotal role in the relationship between transformational leadership and process innovation, and that transformational leadership would be ideal in an educational context, promoting knowledge sharing activities and influencing process innovation in the public HE in Iraq. The research has developed some guidelines for researchers as well as leaders and provided evidence to support the use of TL to increase process innovation within HE environment in developing countries, particularly in Iraq.

Keywords: transformational leadership, knowledge sharing, process innovation, structural equation modelling, developing countries

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Authors: Chetan Gupta, Ramesh Gupta

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Unmanned aerial vehicles, of all sizes, are prime targets of the wing morphing concept as their lightweight structures demand high aerodynamic stability while traversing unsteady atmospheric conditions. In this research study, a hybrid morphing technology is developed to aid the trailing edge of the aircraft wing to alter its camber as a monolithic element rather than functioning as conventional appendages like flaps. Kinematic tailoring, actuation techniques involving shape memory alloys (SMA), piezoelectrics – individually fall short of providing a simplistic solution to the conundrum of morphing aircraft wings. On the other hand, the feature of negligible hysteresis while actuating using compliant mechanisms has shown higher levels of applicability and deliverability in morphing wings of even large aircrafts. This research paper delves into designing a wing section model with a periodic, multi-stable compliant structure requiring lower orders of topological optimization. The design is sub-divided into three smaller domains with external hyperelastic connections to achieve deflections ranging from -15° to +15° at the trailing edge of the wing. To facilitate this functioning, a hybrid actuation system by combining the larger bandwidth feature of piezoelectric macro-fibre composites and relatively higher work densities of shape memory alloy wires are used. Finite element analysis is applied to optimize piezoelectric actuation of the internal compliant structure. A coupled fluid-surface interaction analysis is conducted on the wing section during morphing to study the development of the velocity boundary layer at low Reynold’s numbers of airflow.

Keywords: compliant mechanism, hybrid morphing, piezoelectrics, shape memory alloys

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Authors: Muhammad Afief Maruf

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Kacapuri foundation is the traditional shallow foundation of building which has been used since long by traditional communities in Borneo, Indonesia. Kacapuri foundation is a foundation that uses a combination of ironwood (eusideroxylon zwageri) as a column and truss and softwood (Melaleuca leucadendra syn. M. leucadendron) as a raft. In today's modern era, ironwood happened to be a rare item, and it is protected by the Indonesian government. This condition then triggers the idea to maintain the shape of the traditional foundation by modifying the material. The suggestion is replacing the ironwood column with reinforced concrete column. In addition, the number of stem softwood is added to sustain the burden of replacing the column material. Although this modified form of Kacapuri foundation is currently still not been tested in applications in society, some research on the modified Kacapuri foundation has been conducted by some researchers and government unit. This paper will try to give an overview of the theoretical foundation bearing capacity Kacapuri modifications applied to the soft alluvial soil located in Borneo, Indonesia, where the original form of Kacapuri is implemented this whole time. The foundation is modeled buried depth in 2m below the ground surface and also below the ground water level. The calculation of the theoretical bearing capacity and then is calculated based on the bearing capacity equation suggested Skempton, Terzaghi and Ohsuki using the data of soft alluvial soil in Borneo. The result will then compared with the bearing capacity of the Kacapuri foundation original design from some previous research. The results show that the ultimate bearing capacity of the Modified Kacapuri foundation using Skempton equation amounted to 329,26 kN, Terzaghi for 456,804kN, and according Ohsaki amounted to 491,972 kN. The ultimate bearing capacity of the original Kacapuri foundation model based on Skempton equation is 18,23 kN. This result shows that the modification added the ultimate bearing capacity of the foundation, although the replacement of ironwood to reinforced concrete will also add some dead load to the total load itself.

Keywords: bearing capacity, Kacapuri, modified foundation, shallow foundation

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Authors: Dong Wook Lee, Seung Hyun Kim

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Trial blasting is conducted to identify the characteristics of the blasting of the applicable ground before production blasting and to investigate various problems posed by blasting. The methods and pattern of production blasting are determined based on an analysis of the results of trial blasting. The bedrock in Jeju Island, South Korea is formed through the volcanic activities unlike the inland areas, composed of porous basalt. Trial blasting showed that the blast vibration frequency of sedimentary and metamorphic rocks in the inland areas is in a high frequency band of about 80 Hz while the blast vibration frequency of Jeju Island is in a low frequency band of 10~25 Hz. The frequency band is analyzed to be low due to the large cycle of blasting pattern as blast vibration passes through the layered structured ground layer where the rock formation and clickers irregularly repeat. In addition, the blast vibration equation derived from trial blasting was R: 0.885, S.E: 0.216 when applying the square root scaled distance (SRSD) relatively suitable for long distance, estimated at the confidence level of 95%.

Keywords: attenuation index, basaltic ground, blast vibration constant, blast vibration equation, clinker layer

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Authors: Chien Y. Lin, Jung Y. Huang, Leu-Wei Lo

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A growing body of data reveals that the membrane cholesterol molecules can alter the signaling pathways of living cells. However, the understanding about how membrane cholesterol modulates receptor proteins is still lacking. Single-molecule tracking can effectively probe into the microscopic environments and thermal fluctuations of receptor proteins in a living cell. In this study we applies single-molecule optical tracking on ligand-induced dimerization process of EGFRs in the plasma membranes of two cancer cell lines (HeLa and A431) and one normal endothelial cell line (MCF12A). We tracked individual EGFR and dual receptors, diffusing in a correlated manner in the plasma membranes of live cells. We developed an energetic model by integrating the generalized Langevin equation with the Cahn-Hilliard equation to help extracting important information from single-molecule trajectories. From the study, we discovered that ligand-bound EGFRs move from non-raft areas into lipid raft domains. This ligand-induced motion is a common behavior in both cancer and normal cells. By manipulating the total amount of membrane cholesterol with methyl-β-cyclodextrin and the local concentration of membrane cholesterol with nystatin, we further found that the amount of cholesterol can affect the stability of EGFR dimers. The EGFR dimers in the plasma membrane of normal cells are more sensitive to the local concentration changes of cholesterol than EGFR dimers in the cancer cells. Our method successfully captures dynamic interactions of receptors at the single-molecule level and provides insight into the functional architecture of both the diffusing EGFR molecules and their local cellular environment.

Keywords: membrane proteins, single-molecule tracking, Cahn-Hilliard equation, EGFR dimers

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Authors: Polvasut Mahaiamsiri, Piraphong Foosiri

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The purpose of this research is to explore the model of factors affecting decision making to select successor in family business of Thailand. A Structural Equation Model (SEM) was created from relevant theories and researches. Consequently, examine and analyse, the causal relation factors of Succession Plan, Recruitment Process and Strategic Planning, whether they have direct or indirect effects on Decision Making to Select Successor in family business. Units of analysis are selected from the family business, totalling 300 sampling. Population sampling is current owners or CEO from the percentage of six district areas in Thailand with multi-stage sampling. A set of questionnaires is used to collect data. An analysis of structural equation modelling (SEM) technique using AMOS 21 program is conducted to test the hypotheses and confirmatory factor analysis is performed and shows that these variables can be tested. The finding of this study revealed that these factors are separate constructs that combine to determine decision making to select successors.

Keywords: succession plan, family business, recruitment process, strategic planning, decision making to select successor

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Authors: Yousef Bakhbakhi

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Crystallization with supercritical fluids (SCFs), as a developed technology to produce particles of micron and sub-micron size with narrow size distribution, has found appreciable importance as an environmentally friendly technology. Particle synthesis using SCFs can be achieved employing a number of special processes involving solvent and antisolvent mechanisms. In this study, the compressed antisolvent (PCA) process is utilized as a model to analyze the theoretical complexity of crystallization with supercritical fluids. The population balance approach has proven to be an effectual technique to simulate and predict the particle size and size distribution. The nucleation and growth mechanisms of the particles formation in the PCA process is investigated using the population balance equation, which describes the evolution of the particle through coalescence and breakup levels with time. The employed mathematical population balance model contains a set of the partial differential equation with algebraic constraints, which demands a rigorous numerical approach. The combined Collocation and Galerkin finite element method are proposed as a high-resolution technique to solve the dynamics of the PCA process.

Keywords: particle formation, particle size and size distribution, PCA, supercritical carbon dioxide

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Authors: Baohua Yu

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Despite widely reported 'Mainland-Hong Kong conflicts', recent years have witnessed progressive growth in the numbers of Mainland Chinese students in Hong Kong’s universities. This research investigated Mainland Chinese students’ intercultural communication in relation to cross-cultural adaptation in a major university in Hong Kong. The features of intercultural communication examined in this study were competence in the second language (L2) communication and L2 Willingness to Communicate (WTC), while the features of cross-cultural adaptation examined were socio-cultural, psychological and academic adaptation. Based on a questionnaire, structural equation modelling was conducted among a sample of 196 Mainland Chinese students. Results showed that the competence in L2 communication played a significant role in L2 WTC, which had an influential effect on academic adaptation, which was itself identified as a mediator between the psychological adaptation and socio-cultural adaptation. Implications for curriculum design for courses and instructional practice on international students are discussed.

Keywords: L2 willingness to communicate, competence in L2 communication, psychological adaptation, socio-cultural adaptation, academic adaptation, structural equation modelling

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Authors: Aimad Oulebsir, Toufik Chaabane, Sivasankar Venkatramann, Andre Darchen, Rachida Maachi

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The objective of this study is to propose a model for the prediction of the mechanism transfer of the trivalent ions through a nanofiltration membrane (NF) by introduction of the polarization concentration phenomenon and to study its influence on the retention of salts. This model is the combination of the Nernst-Planck equation and the equations of the film theory. This model is characterized by two transfer parameters: Reflection coefficient s and solute permeability Ps which are estimated numerically. The thickness of the boundary layer, δ, solute concentration at the membrane surface, Cm, and concentration profile in the polarization layer have also been estimated. The mathematical formulation suggested was established. The retentions of trivalent salts are estimated and compared with the experimental results. A comparison between the results with and without phenomena of polarization of concentration is made and the thickness of boundary layer alimentation side was given. Experimental and calculated results are shown to be in good agreement. The model is then success fully extended to experimental data reported in the literature.

Keywords: nanofiltration, concentration polarisation, chromium salts, mass transfer

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Authors: Y. Fekir, K. Mederbal, M. A. Hamadouche, D. Anteur

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The soil erosion by water has become one of the biggest problems of the environment in the world, threatening the majority of countries. There are several models to evaluate erosion. These models are still a simplified representation of reality. They permit the analysis of complex systems, measurements are complementary to allow an extrapolation in time and space and may combine different factors. The empirical model of soil loss proposed by Wischmeier and Smith (Universal Soil Loss Equation), is widely used in many countries. He considers that erosion is a multiplicative function of five factors: rainfall erosivity (the R factor) the soil erodibility factor (K), topography (LS), the erosion control practices (P) and vegetation cover and agricultural practices (C). In this work, we tried to develop a tool based on Web GIS functionality to evaluate soil losses caused by erosion taking into account five factors. This tool allows the user to integrate all the data needed for the evaluation (DEM, Land use, rainfall ...) in the form of digital layers to calculate the five factors taken into account in the USLE equation (R, K, C, P, LS). Accordingly, and after treatment of the integrated data set, a map of the soil losses will be achieved as a result. We tested the proposed tool on a watershed basin located in the weste of Algeria where a dataset was collected and prepared.

Keywords: USLE, erosion, web gis, Algeria

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Authors: M. A. Sedghamiz, S. Raeissi

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This study presents three different approaches to estimate bubble point pressures for the binary system of CO2 and ethyl palmitate fatty acid ethyl ester. The first method involves the Peng-Robinson (PR) Equation of State (EoS) with the conventional mixing rule of Van der Waals. The second approach involves the PR EOS together with the Wong Sandler (WS) mixing rule, coupled with the Uniquac Ge model. In order to model the bubble point pressures with this approach, the volume and area parameter for ethyl palmitate were estimated by the Hansen group contribution method. The last method involved the Peng-Robinson, combined with the Wong-Sandler Method, but using NRTL as the GE model. Results using the Van der Waals mixing rule clearly indicated that this method has the largest errors among all three methods, with errors in the range of 3.96–6.22 %. The Pr-Ws-Uniquac method exhibited small errors, with average absolute deviations between 0.95 to 1.97 percent. The Pr-Ws-Nrtl method led to the least errors where average absolute deviations ranged between 0.65-1.7%.

Keywords: bubble pressure, Gibbs excess energy model, mixing rule, CO2 solubility, ethyl palmitate

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Authors: Jyoti Wadhwa, Arvinder Singh

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This work presents the theoretical investigation of an enhanced second-harmonic generation of higher-order Gaussian laser beam in plasma having a density ramp. The mechanism responsible for the self-focusing of a laser beam in plasma is considered to be the relativistic mass variation of plasma electrons under the effect of a highly intense laser beam. Using the moment theory approach and considering the Wentzel-Kramers-Brillouin approximation for the non-linear Schrodinger wave equation, the differential equation is derived, which governs the spot size of the higher-order Gaussian laser beam in plasma. The nonlinearity induced by the laser beam creates the density gradient in the background plasma electrons, which is responsible for the excitation of the electron plasma wave. The large amplitude electron plasma wave interacts with the fundamental beam, which further produces the coherent radiations with double the frequency of the incident beam. The analysis shows the important role of the different modes of higher-order Gaussian laser beam and density ramp on the efficiency of generated harmonics.

Keywords: density rippled plasma, higher order Gaussian laser beam, moment theory approach, second harmonic generation.

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Authors: Kirti Singh, Kesheo Prasad

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A 3D Acoustic Doppler velocimeter was used in the current investigation to quantify the mean and turbulence characteristics in non-uniform open-channel flows. Results are obtained from studies done in the laboratory, analysing the behavior of sand particles under turbulent open channel flow conditions flowing through rough, porous beds. Data obtained from ADV is used to calculate turbulent flow characteristics, Reynolds stresses and turbulent kinetic energy. Theoretical formulations for the distribution of Reynolds stress and the vertical velocity have been constructed using the Reynolds equation and the continuity equation of 2D open-channel flow. The measured Reynolds stress profile and the vertical velocity are comparable with the derived expressions. This study uses the Navier-Stokes equations for analysing the behavior of the vertical velocity profile in the dominant region of full-fledged turbulent flows in open channels, and it gives a new origination of the profile. For both wide and narrow open channels, this origination can estimate the time-averaged primary velocity in the turbulent boundary layer's outer region.

Keywords: turbulence, bed roughness, logarithmic law, shear stress correlations, ADV, Reynolds shear stress

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Authors: Sung Hee Ahn, Ju Rang Han

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Background: With increasing importance in healthcare organization on patient satisfaction and nurses’ job satisfaction, many studies have been conducted. But no research has been administered how nurses’ satisfaction with healthcare organization influence patient satisfaction and loyalty. Purpose: This study aims to conceptualize nurses‘ satisfaction, patient satisfaction with and patient loyalty to hospitals using a hypothetical linear structural equation model, and to identify the significance of path coefficients and goodness of fit index of the structural equation model as well. Method: A total of 2,079 nurses and 6,776 patients recruited from 5 university hospitals in South Korea participated in this study. The data on nurses, including ward nurses and outpatient nurses, were collected from June 24th to July 12th, at the 204 departments of the 5 hospitals through an on-line survey. The data on the patients, including both inpatients and outpatients, were collected from September 30th to October 24th, 2013 at the 5 hospitals using a structured questionnaire. The variable of nurses’ satisfaction was measured using a scale evaluating internal client satisfaction, which is used in SSM Health Care System in the US. Patient satisfaction with the hospital and nurses and patient loyalty were measured by assessing the patient’s intention to revisit and to recommending the hospital to others using a visual analogue scale. The data were analyzed using SPSS version 21.0 and AMOS version 21.0. Result: The hypothetical model was fairly good in terms of goodness of fit (χ2= 64.897 (df=24, p <. 001), GFI=. 906, AGFI=.823, CFI=.921, NFI=.951, NNFI=.952. RMSEA=.114). The significance of path coefficients includes followings 1)The nurses’ satisfaction has significant influence on the patient satisfaction with nurses. 2)The patient satisfaction with nurses has significant influence on the patient satisfaction with the hospital. 3)The patient satisfaction with the hospital has significant influence on the patients’ revisit intention. 4)The patient satisfaction with the hospital has significant influence on the patients’ intention to the recommendations of the hospital. Conclusion: These results provide several practical implications to hospital administrators, who should incorporate ways of improving nurses' and patients' satisfaction with the hospital into their health care marketing strategies.

Keywords: linear structural equation model, loyalty, nurse, patient satisfaction

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Authors: Les Paul Valdez, Rowena Manzarate, Joseph Carl Lunizo, Mary Thereze Mabaquiao, Mary Deo Luigi Mabunay

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Background: Across the literature, varying definitions of successful aging can be found. As a result, several determinants have been associated with successful aging. However, there is a paucity of literature exploring the relationship between successful aging and factors such as spiritual experience, gerotranscendence, and social engagement. Objective: Thus, this study purports to ascertain the relationship between and among spiritual experience, gerotranscendence, social engagement and successful aging. Methods: The Daily Spiritual Experience Scale (DSES), Social Engagement Scale (SES), Gerotranscendence Scale Revised (GS-R) and Expectations Regarding Aging (ERA) were fielded to 349 incarcerated elderly to measure spiritual experience, social engagement, gerotranscendence and successful aging respectively. Data was analyzed using Structural Equation Modelling through AMOS 21. The hypothesized model was evaluated using the goodness of fit and parsimony indices. Results: Social engagement (β= .179, p=.128) and spiritual experience (β= .375, p=.262) contribute to successful aging through the mediating effect of gerotranscendence (β= .973, p=.718). Conclusion: Today more than ever, healthcare providers in penal institutions are challenged to ensure that incarcerated elderly are socially and spiritually engaged; and have high levels of gerotranscendence.

Keywords: elderly, Filipino, gerotranscendence, social engagement, spiritual experience, successful aging

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Authors: A. Ashok, K.Satapathy, B. Prerana Nashine

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The objective of this research work is to investigate for one dimensional transient radiative transfer equations with conduction using finite volume method. Within the infrastructure of finite-volume, we obtain the conservative discretization of the terms in order to preserve the overall conservative property of finitevolume schemes. Coupling of conductive and radiative equation resulting in fluxes is governed by the magnitude of emissivity, extinction coefficient, and temperature of the medium as well as geometry of the problem. The problem under consideration has been solved, for a slab dominating radiation coupled with transient conduction based on finite volume method. The boundary conditions are also chosen so as to give a good model of the discretized form of radiation transfer equation. The important feature of the present method is flexibility in specifying the control angles in the FVM, while keeping the simplicity in the solution procedure. Effects of various model parameters are examined on the distributions of temperature, radiative and conductive heat fluxes and incident radiation energy etc. The finite volume method is considered to effectively evaluate the propagation of radiation intensity through a participating medium.

Keywords: participating media, finite volume method, radiation coupled with conduction, transient radiative heat transfer

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Authors: Azlina Binti Abu Bakar, Fahmi Zaidi Bin Abdul Razak, Wan Salihin Wong Abdullah

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Psychographic is a psychological study of values, attitudes, interests and it is used mostly in prediction, opinion research and social research. This study predicts the influence of performance expectancy, effort expectancy, social influence and facilitating condition on e-government acceptance among Malaysian citizens. The survey responses of 543 e-government users have been validated and analyzed by means of covariance-based Structural Equation Modeling. The findings indicate that e-government acceptance among Malaysian citizens are mainly influenced by performance expectancy (β = 0.66, t = 11.53, p < 0.01) and social influence (β = 0.20, t = 4.23, p < 0.01). Surprisingly, there is no significant effect of facilitating condition and effort expectancy on e-government continuance intention (β = 0.01, t = 0.27, p > 0.05; β = -0.01, t = -0.40, p > 0.05). This study offers government and vendors a frame of reference to analyze citizen’s situation before initiating new innovations. In case of Malaysian e-government technology, adoption strategies should be built around fostering level of citizens’ technological expectation and social influence on e-government usage.

Keywords: continuance intention, Malaysian citizen, media psychology, structural equation modeling

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Authors: Rajat Dhawan, Hitendra K. Malik

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Electronegative plasmas comprising electrons, positive ions, and negative ions are advantageous for their expanding applications in industries. In plasma cleaning, plasma etching, and plasma deposition process, electronegative plasmas are preferred because of relatively less potential developed on the surface of the material under investigation. Also, the presence of negative ions avoid the irregularity in etching shapes and also enhance the material working during the fabrication process. The interaction of metallic conducting surface with plasma becomes mandatory to understand these applications. A metallic conducting probe immersed in a plasma results in the formation of a thin layer of charged species around the probe called as a sheath. The density of the ions embedded on the surface of the material and the sheath thickness are the important parameters for the surface-plasma interaction. Sheath thickness will give rise to the information of affected plasma region due to conducting surface/probe. The knowledge of the density of ions in the sheath region is advantageous in plasma nitriding, and their temperature is equally important as it strongly influences the thickness of the modified layer during surface plasma interaction. In the present work, we considered a negatively biased metallic probe immersed in a warm electronegative plasma. For this system, we adopted the continuity equation and momentum transfer equation for both the positive and negative ions, whereas electrons are described by Boltzmann distribution. Finally, we use the Poisson’s equation. Here, we assumed the spherical geometry for small probe radius. Poisson’s equation reveals the behaviour of potential surrounding a conducting metallic probe along with the use of the continuity and momentum transfer equations, with the help of proper boundary conditions. In turn, it gives rise to the information about the density profile of charged species and most importantly the thickness of the sheath. By keeping in mind, the well-known Bohm-Sheath criterion, all calculations are done. We found that positive ion density decreases with an increase in positive ion temperature, whereas it increases with the higher temperature of the negative ions. Positive ion density decreases as we move away from the center of the probe and is found to show a discontinuity at a particular distance from the center of the probe. The distance where discontinuity occurs is designated as sheath edge, i.e., the point where sheath ends. These results are beneficial for industrial applications, as the density of ions embedded on material surface is strongly affected by the temperature of plasma species. It has a drastic influence on the surface properties, i.e., the hardness, corrosion resistance, etc. of the materials.

Keywords: electronegative plasmas, plasma surface interaction positive ion density, sheath thickness

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Authors: M. Abir Hossain, M. Shahjada Tarafder

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This paper deals with the analysis of potential flow past two-dimensional body by discretizing the body into panels where the Laplace equation was applied to each panel. The Laplace equation was solved at each panel by applying the boundary conditions. The boundary condition was applied at each panel to mathematically formulate the problem and then convert the problem into a computer-solvable problem. Kutta condition was applied at both the leading and trailing edges to see whether the condition is satisfied or not. Another approach that is applied for the analysis is Vortex Lattice Method (VLM). A vortex ring is considered at each control point. Using the Biot-Savart Law the strength at each control point is calculated and hence the pressure differentials are measured. For the comparison of the analytic result with the experimental result, different NACA section hydrofoil is used. The analytic result of NACA 0012 and NACA 0015 are compared with the experimental result of Abbott and Doenhoff and found significant conformity with the achieved result.

Keywords: Kutta condition, Law of Biot-Savart, pressure differentials, potential flow, vortex lattice method

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Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: equivalent martingale measure, European put option, girsanov theorem, martingales, monte carlo method, option price valuation formula

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Authors: Samy Madbouly

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The relaxation behavior of biorenewable castor oil-based polyurethane-lignin thin films synthesized in homogenous waterborne dispersions was investigated as a function of concentration at different temperatures and frequencies using broadband dielectric relaxation spectroscopy (BDRS). The molecular dynamics of the glass relaxation process and the local relaxation process of the PU-LS thin films were studied over a wide range of temperatures (-70 to 30 ℃) and frequencies (5 × 10−2 to 0.5 × 107 Hz) for different lignin concentration. Four relaxation processes have been observed namely; ?-, β-, γ-relaxations and ionic conductivity for pure castor oil-based PU and castor oil-lignin-based PU thin films at different temperatures and frequencies ranges. The Vogel-Fulcher-Tammann equation was found to be well described the temperature dependence of the characteristic relaxation times of the ?-relaxation process. However, on the other hand, the molecular dynamics of both β- and γ-relaxation processes were given by the Arrhenius equation. The incorporation of lignin into the castor oil-based PU significantly increased the glass transition temperature and primitivity of the thin films. In addition, the broadness, intensity, and molecular dynamics of the only observed ?-relaxation process were found to be strongly dependent on lignin concentration.

Keywords: castor oil, lignin, polyurethane, dielectric, dispersions

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Authors: Nieves M. C. Talavera-Prieto, Abel G. M. Ferreira, António T. G. Portugal, Rui J. Moreira, Jaime B. Santos

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The knowledge of biodiesel density over large ranges of temperature and pressure is important for predicting the behavior of fuel injection and combustion systems in diesel engines, and for the optimization of such systems. In this study, cottonseed oil was transesterified into biodiesel and its density was measured at temperatures between 288 K and 358 K and pressures between 0.1 MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg.m^-3. Experimental pressure-volume-temperature (pVT) cottonseed data was used along with literature data relative to other 18 biodiesels, in order to build a database used to test the correlation of density with temperarure and pressure using the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS). To our knowledge, this is the first that density measurements are presented for cottonseed biodiesel under such high pressures, and the GMA EoS used to model biodiesel density. The new tested EoS allowed correlations within 0.2 kg•m-3 corresponding to average relative deviations within 0.02%. The built database was used to develop and test a new full predictive model derived from the observed linear relation between density and degree of unsaturation (DU), which depended from biodiesel FAMEs profile. The average density deviation of this method was only about 3 kg.m-3 within the temperature and pressure limits of application. These results represent appreciable improvements in the context of density prediction at high pressure when compared with other equations of state.

Keywords: biodiesel density, correlation, equation of state, prediction

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Authors: Nader Parsazadeh

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The variety of bed sediment load relationships, insufficient information and data, and the influence of river conditions make the selection of an optimum relationship for a given river extremely difficult. Hence, in order to select the best formulae, the bed load equations should be evaluated. The affecting factors need to be scrutinized, and equations should be verified. Also, re-evaluation may be needed. In this research, sediment bed load of Dez Dam at Tal-e Zang Station has been studied. After reviewing the available references, the most common formulae were selected that included Meir-Peter and Muller, using MS Excel to compute and evaluate data. Then, 52 series of already measured data at the station were re-measured, and the sediment bed load was determined. 1. The calculated bed load obtained by different equations showed a great difference with that of measured data. 2. r difference ratio from 0.5 to 2.00 was 0% for all equations except for Nilsson and Shields equations while it was 61.5 and 59.6% for Nilsson and Shields equations, respectively. 3. By reviewing results and discarding probably erroneous measured data measurements (by human or machine), one may use Nilsson Equation due to its r value higher than 1 as an effective equation for estimating bed load at Tal-e Zang Station in order to predict activities that depend upon bed sediment load estimate to be determined. Also, since only few studies have been conducted so far, these results may be of assistance to the operators and consulting companies.

Keywords: bed load, empirical relation ship, sediment, Tale Zang Station

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin

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Authors: S. Matour, M. Mahdavinejad, R. Fayaz

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Daylight utilization is a key factor in achieving visual and thermal comfort, and energy savings in integrated building design. However, lack of measured data related to this topic has become a major challenge with the increasing need for integrating lighting concepts and simulations in the early stages of design procedures. The current paper deals with the values of daylight illuminance on horizontal and south facing vertical surfaces; the data are estimated using IESNA model and measured values of the horizontal and vertical illuminance, and a regression model with an acceptable linear correlation is obtained. The resultant illuminance frequency curves are useful for estimating daylight availability on south facing surfaces in Tehran. In addition, the relationship between indirect vertical illuminance and the corresponding global horizontal illuminance is analyzed. A simple parametric equation is proposed in order to predict the vertical illumination on a shaded south facing surface. The equation correlates the ratio between the vertical and horizontal illuminance to the solar altitude and is used with another relationship for prediction of the vertical illuminance. Both equations show good agreement, which allows for calculation of indirect vertical illuminance on a south facing surface at any time throughout the year.

Keywords: Tehran daylight availability, horizontal illuminance, vertical illuminance, diffuse illuminance

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Authors: Suranath Chomcheon, Nathnarong Khajohnsaksumeth, Benchawan Wiwatanapataphee

Abstract:

Carbon monoxide is one of the harmful gases which have colorless, odorless, and tasteless. Too much carbon monoxide taken into the human body causes the reduction of oxygen transportation within human body cells leading to many symptoms including headache, nausea, vomiting, loss of consciousness, and death. Carbon monoxide is considered as one of the air pollution indicators. It is mainly released as soot from the exhaust pipe of the incomplete combustion of the vehicle engine. Nowadays, the increase in vehicle usage and the slowly moving of the vehicle struck by the traffic jam has created a large amount of carbon monoxide, which accumulated in the street canyon area. In this research, we study the effect of parameters such as wind speed and aspect ratio of the height building affecting the ventilation. We consider the model of the pollutant under the Bangkok Transit System (BTS) stations in a two-dimensional geometrical domain. The convention-diffusion equation and Reynolds-averaged Navier-stokes equation is used to describe the concentration and the turbulent flow of carbon monoxide. The finite element method is applied to obtain the numerical result. The result shows that our model can describe the dispersion patterns of carbon monoxide for different wind speeds.

Keywords: air pollution, carbon monoxide, finite element, street canyon

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Authors: Hamid Rostami, Ali Fallah Yeznabad, Mohammad H. Baziar

Abstract:

The energy-based method for evaluating seismic soil liquefaction has two main sections. First is the demand energy, which is dissipated energy of earthquake at a site, and second is the capacity energy as a representation of soil resistance against liquefaction hazard. In this study, using a statistical analysis of recorded data by 14 down-hole array sites in California, an empirical equation was developed to estimate the demand energy at sites. Because determination of capacity energy at a site needs to calculate several site calibration factors, which are obtained by experimental tests, in this study the standard penetration test (SPT) N-value was assumed as an alternative to the capacity energy at a site. Based on this assumption, the empirical equation was employed to calculate the demand energy for 193 liquefied and no-liquefied sites and then these amounts were plotted versus the corresponding SPT numbers for all sites. Subsequently, a discrimination analysis was employed to determine the equations of several boundary curves for various liquefaction likelihoods. Finally, a comparison was made between the probabilistic model and the commonly used stress method. As a conclusion, the results clearly showed that energy-based method can be more reliable than conventional stress-based method in evaluation of liquefaction occurrence.

Keywords: energy demand, liquefaction, probabilistic analysis, SPT number

Procedia PDF Downloads 343

Authors: Monalisa Pradhan, Ajana Dutta, Irshad Kariyattuparamb Abbas, Boby Joseph, T. N. Guru Row, Diptikanta Swain, Gopal K. Pradhan

Abstract:

Compounds with the Vanthoffite crystal structure having general formula Na6M(SO₄)₄ (M= Mg, Mn, Ni , Co, Fe, Cu and Zn) display a variety of intriguing physical properties intimately related to their structural arrangements. The compound Na6Mn(SO4)4 shows antiferromagnetic ordering at low temperature where the in-plane Mn-O•••O-Mn interactions facilitates antiferromagnetic ordering via a super-exchange interaction between the Mn atoms through the oxygen atoms . The inter-atomic bond distances and angles can easily be tuned by applying external pressure and can be probed using high resolution X-ray diffraction. Moreover, because the magnetic interaction among the Mn atoms are super-exchange type via Mn-O•••O-Mn path, the variation of the Mn-O•••O-Mn dihedral angle and Mn-O bond distances under high pressure inevitably affects the magnetic properties. Therefore, it is evident that high pressure studies on the magnetically ordered materials would shed light on the interplay between their structural properties and magnetic ordering. This will indeed confirm the role of buckling of the Mn-O polyhedral in understanding the origin of anti-ferromagnetism. In this context, we carried out the pressure dependent X-ray diffraction measurement in a diamond anvil cell (DAC) up to a maximum pressure of 17 GPa to study the phase transition and determine equation of state from the volume compression data. Upon increasing the pressure, we didn’t observe any new diffraction peaks or sudden discontinuity in the pressure dependences of the d values up to the maximum achieved pressure of ~17 GPa. However, it is noticed that beyond 12 GPa the a and b lattice parameters become identical while there is a discontinuity in the β value around the same pressure. This indicates a subtle transition to a pseudo-monoclinic phase. Using the third order Birch-Murnaghan equation of state (EOS) to fit the volume compression data for the entire range, we found the bulk modulus (B0) to be 44 GPa. If we consider the subtle transition at 12 GPa, we tried to fit another equation state for the volume beyond 12 GPa using the second order Birch-Murnaghan EOS. This gives a bulk modulus of ~ 34 GPa for this phase.

Keywords: mineral, structural phase transition, high pressure XRD, spectroscopy

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Authors: Halima Akhtar, Abhijeet Chandra

Abstract:

The paper attempts to analyze the factors that influence the Consumer Behavior to purchase apparel through the internet. The intentions to buy apparels online were based on in terms of user style, orientation, size and reputation of the merchant, social influence, perceived information utility, perceived ease of use, perceived pleasure and attractiveness and perceived trust and risk. The basic framework used was Technology acceptance model to explain apparels acceptance. A survey was conducted to gather the data from 200 people. The measures and hypotheses were analyzed using Correlation testing and would be further validated by the Structural Equation Modelling. The implications of the findings for theory and practice could be used by marketers of online apparel websites. Based on the values obtained, we can conclude that the factors such as social influence, Perceived information utility, attractiveness and trust influence the decision for a user to buy apparels online. The major factors which are found to influence an online apparel buying decision are ease of use, attractiveness that a website can offer and the trust factor which a user shares with the website.

Keywords: E-tailers, consumer behaviour, technology acceptance model, structural modelling

Procedia PDF Downloads 157