Search results for: computational%20mathematics

Authors: Yingqian Chen, Sergei Manzhos

Abstract:

Organic electrodes are a way to achieve high rate (high power) and environment-friendly batteries. We present a computational density functional theory study of Li and Na storage in tetracyanoethylene based molecular and crystalline materials. Up to five Li and Na atoms can be stored on TCNE chemisorbed on doped graphene (corresponding to ~1000 mAh/gTCNE), with binding energies stronger than cohesive energies of the Li and Na metals by 1-2 eV. TCNE has been experimentally shown to form a crystalline material with Li with stoichiometry Li-TCNE. We confirm this computationally and also predict that a similar crystal based of Na-TCNE is also stable. These crystalline materials have well defined channels for facile Li or Na ion insertion and diffusion. Specifically, Li and Na binding energies in Li-TCNE and Na-TCNE crystals are about 1.5 eV and stronger than the cohesive energy of Li and Na, respectively. TCNE immobilized on conducting graphene-based substrates and Li/Na-TCNE crystals could therefore become efficient anode materials for organic Li and Na ion batteries, with which it should also be possible to avoid reduction of common battery electrolytes.

Keywords: organic ion batteries, tetracyanoethylene, cohesive energies, electrolytes

Procedia PDF Downloads 627

Authors: Amel Boulemtafes-Boukadoum, Ahmed Benzaoui

Abstract:

Solar air heaters (SAH) are widely used in heating and drying applications using solar energy. Their efficiency needs to be improved to be competitive towards solar water heater. In this work, our goal is to study heat transfer enhancement in SAHs by the use of artificial roughness on the absorber. For this purpose, computational fluid dynamics (CFD) simulations were carried out to analyze the flow and heat transfer in the air duct of a solar air heater provided with transverse ribs. The air flows in forced convection and the absorber is heated with uniform flux. The effect of major parameters (Reynolds number, solar radiation, air inlet temperature, geometry of roughness) is examined and discussed. To highlight the effect of artificial roughness, we plotted the distribution of the important parameters: Nusselt number, friction factor, global thermohydraulic performance parameter etc. The results obtained are concordant to those found in the literature and shows clearly the heat transfer enhancement due to artifical roughness.

Keywords: solar air heater, artificial roughness, heat transfer enhancement, CFD

Procedia PDF Downloads 563

Authors: M. Alam, P. Seshaiyer

Abstract:

The rupture predictability of intracranial aneurysm is one of the most important parameters for physicians in surgical treatment. As most of the intracranial aneurysms are asymptomatic, still the rupture potential of both symptomatic and asymptomatic lesions is relatively unknown. Moreover, an intracranial aneurysm constrained by a nerve tissue might be a common scenario for a physician to deal with during the treatment process. Here, we perform a computational modeling of nerve tissue constrained intracranial saccular aneurysm to show a protective role of constrained tissue on the aneurysm. A comparative parametric study of the model also performs taking long constraint, medium constraint, short constraint, point contact, narrow neck aneurysm, wide neck aneurysm as parameters for the analysis. Results show that contact constraint aneurysm generates less stress near the fundus compared to no constraint aneurysm, hence works as a protective wall for the aneurysm not to be ruptured.

Keywords: rupture potential, intracranial saccular aneurysm, anisotropic hyper-elastic material, finite element analysis

Procedia PDF Downloads 204

Authors: Liang-Hsuan Chen, Chia-Jung Chang

Abstract:

Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzy-valued, interval-valued or numeric-valued descriptive parameters using various metrics. Instead of the concept of area metric that is usually adopted in the relevant studies, the numeric expected value is proposed by the concept of distance metric in this study based on two characters (fuzziness and randomness) of FRVs. Comparing with the existing measures, although the results show that the proposed numeric expected value is same with those using the different metric, if only triangular membership functions are used. However, the proposed approach has the advantages of intuitiveness and computational efficiency, when the membership functions are not triangular types. An example with three datasets is provided for verifying the proposed approach.

Keywords: fuzzy random variables, distance measure, expected value, descriptive parameters

Procedia PDF Downloads 338

Authors: Tayeb Bensattalah, Mohamed Zidour, Mohamed Ait Amar Meziane, Tahar Hassaine Daouadji, Abdelouahed Tounsi

Abstract:

In this paper, the Differential Transform Method (DTM) is employed to predict and to analysis the non-local critical buckling loads of carbon nanotubes with various end conditions and the non-local Timoshenko beam described by single differential equation. The equation differential of buckling of the nanobeams is derived via a non-local theory and the solution for non-local critical buckling loads is finding by the DTM. The DTM is introduced briefly. It can easily be applied to linear or nonlinear problems and it reduces the size of computational work. Influence of boundary conditions, the chirality of carbon nanotube and aspect ratio on non-local critical buckling loads are studied and discussed. Effects of nonlocal parameter, ratios L/d, the chirality of single-walled carbon nanotube, as well as the boundary conditions on buckling of CNT are investigated.

Keywords: boundary conditions, buckling, non-local, differential transform method

Procedia PDF Downloads 289

Authors: B. Falah, N. E. Abakouy

Abstract:

Due to its high computational cost, mutation testing has been neglected by researchers. Recently, many cost and mutants’ reduction techniques have been developed, improved, and experimented, but few of them has relied the possibility of reducing the cost of mutation testing on the program type of the application under test. This paper is a comparative study between four operators’ selection techniques (mutants sampling, class level operators, method level operators, and all operators’ selection) based on the program code type of each application under test. It aims at finding an alternative approach to reveal the effect of code type on mutation testing score. The result of our experiment shows that the program code type can affect the mutation score and that the programs using polymorphism are best suited to be tested with mutation testing.

Keywords: equivalent mutant, killed mutant, mutation score, mutation testing, program code type, software testing

Procedia PDF Downloads 545

Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood

Abstract:

Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.

Keywords: stepped cascade weir, aeration, multiphase flow model, ansys

Procedia PDF Downloads 326

Authors: Zhou BingHai, Fradet Victor

Abstract:

Lean philosophy follows the simple principle of “creating more value with fewer resources”. In accordance with this policy, material handling can be managed by the mean of Kanban which by triggering every feeding tour only when needed regulates the flow of material in one of the most efficient way. This paper focuses on Kanban Supermarket’s parameters and their optimization on a purely cost-based point of view. Number and size of forklifts, as well as size of the containers they carry, will be variables of the cost function which includes handling costs, inventory costs but also shortage costs. With an innovative computational approach encoded into industrial engineering software Tecnomatix and reproducing real-life conditions, a fictive assembly line is established and produces a random list of orders. Multi-scenarios are then run to study the impact of each change of parameter and the variation of costs it implies. Lastly, best-case scenarios financially speaking are selected.

Keywords: Kanban, supermarket, parts-feeding policies, multi-scenario simulation, assembly line

Procedia PDF Downloads 190

Authors: Kun Xue, Lvlan Miu, Jiarui Li

Abstract:

Jetting structures are widely found in particle rings or shells dispersed by the central explosion. In contrast, some explosive dispersal of particles only results in a dispersed cloud without distinctive structures. Employing the coupling method of the compressible computational fluid mechanics and discrete element method (CCFD-DEM), we reveal the underlying physics governing the formation of the jetting structure, which is related to the competition between the shock compaction and gas infiltration, two major processes during the shock interaction with the granular media. If the shock compaction exceeds the gas infiltration, the discernable jetting structures are expected, precipitated by the agglomerates of fast-moving particles induced by the heterogenous network of force chains. Otherwise, particles are uniformly accelerated by the interstitial flows, and no distinguishable jetting structures are formed. We proceed to devise the phase map of the jetting formation in the space defined by two dimensionless parameters which characterize the timescales of the shock compaction and the gas infiltration, respectively.

Keywords: compressible multiphase flows, DEM, granular jetting, pattern formation

Procedia PDF Downloads 67

Authors: Abigail Wiafe, Charles Nutrokpor, Adelaide Oduro-Asante

Abstract:

The advancement of technology is rapidly making people more receptive to music as computer-generated music requires minimal human interventions. Though algorithms are applied to generate music, the human experience of emotions is still explored. Thus, this study investigates the emotions humans experience listening to computer-generated music that possesses aesthetic qualities. Forty-two subjects participated in the survey. The selection process was purely arbitrary since it was based on convenience. Subjects listened and evaluated the emotions experienced from the computer-generated music through an online questionnaire. The Likert scale was used to rate the emotional levels after the music listening experience. The findings suggest that computer-generated music possesses aesthetic qualities that do not affect subjects' emotions as long as they are pleased with the music. Furthermore, computer-generated music has unique creativity, and expressioneven though the music produced is meaningless, the computational models developed are unable to present emotional contents in music as humans do.

Keywords: aesthetic, algorithms, emotions, computer-generated music

Procedia PDF Downloads 127

Authors: Alberto Alcalá-Alvarez, Pablo Padilla-Longoria

Abstract:

The present paper describes a framework for constructing mathematical networks encoding relevant musical information from a music score for structural analysis. These graphs englobe statistical information about music elements such as notes, chords, rhythms, intervals, etc., and the relations among them, and so become helpful in visualizing and understanding important stylistic features of a music fragment. In order to build such networks, musical data is parsed out of a digital symbolic music file. This data undergoes different analytical procedures from Graph Theory, such as measuring the centrality of nodes, community detection, and entropy calculation. The resulting networks reflect important structural characteristics of the fragment in question: predominant elements, connectivity between them, and complexity of the information contained in it. Music pieces in different styles are analyzed, and the results are contrasted with the traditional analysis outcome in order to show the consistency and potential utility of this method for music analysis.

Keywords: computational musicology, mathematical music modelling, music analysis, style classification

Procedia PDF Downloads 93

Authors: Luong A. Nguyen, Elihu Deneke, Thomas L. Harman

Abstract:

This paper describes a multibody dynamics algorithm formulated for parallel implementation on multiprocessor computing platforms using the divide-and-conquer approach. The system of interest is a general topology of rigid and elastic articulated bodies with or without loops. The algorithm is an extension of Featherstone’s divide and conquer approach to include the flexible-body dynamics formulation. The equations of motion, configured for the International Space Station (ISS) with its robotic manipulator arm as a system of articulated flexible bodies, are implemented in separate computer processors. The performance of this divide-and-conquer algorithm implementation in multiple processors is compared with an existing method implemented on a single processor.

Keywords: multibody dynamics, multiple processors, multithreading, divide-and-conquer algorithm, computational efficiency, flexible body dynamics

Procedia PDF Downloads 323

Authors: Mohammad Sadeghian, Mohsen Sadeghian

Abstract:

In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. For hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected as carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed, as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.

Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics

Procedia PDF Downloads 273

Authors: Fatimah Zawani Abdullah, Shereena Mohd Arif, Nurul Malim

Abstract:

The study of molecular similarity search in chemical database is increasingly widespread, especially in the area of drug discovery. Similarity search is an application in the field of Chemoinformatics to measure the similarity between the molecular structure which is known as the query and the structure of chemical compounds in the database. Similarity search is also one of the approaches in virtual screening which involves computational techniques and scoring the probabilities of activity. The main objective of this work is to determine the best fingerprint when compared to the other five fingerprints selected in this study using PubChem chemical dataset. This paper will discuss the similarity searching process conducted using 6 types of descriptors, which are ECFP4, ECFC4, FCFP4, FCFC4, SRECFC4 and SRFCFC4 on 15 activity classes of PubChem dataset using Tanimoto coefficient to calculate the similarity between the query structures and each of the database structure. The results suggest that ECFP4 performs the best to be used with Tanimoto coefficient in the PubChem dataset.

Keywords: 2D fingerprints, Tanimoto, PubChem, similarity searching, chemoinformatics

Procedia PDF Downloads 282

Authors: Wojciech Gilewski, Anna Al Sabouni-Zawadzka, Jan Pelczynski

Abstract:

This paper focuses on the analysis of tensile stresses perpendicular to the grain in simply supported beams with different geometry made of glued laminated timber. Two types of beams are considered: standard double-tapered beams described in Eurocode 5 and non-standard glulam beams with a flattened apex. The beams are analyzed using two methodology approaches: a code design verification method and a finite element method (FEM) in terms of the linear theory of elasticity with plane stress assumption. The performed analyses proved that both methodologies lead to consistent results in case of standard glulam beams and therefore, the FEM can be used in case of non-standard structures, which are not included in Eurocode 5. Moreover, the FE analysis of the glulam beam with a flattened apex showed that it can be treated as a structure with two apex zones.

Keywords: double-tapered beams, finite element analysis, glued laminated timber, perpendicular to grain stress

Procedia PDF Downloads 226

Authors: Cristian P. Topa, Esteban A. Valencia, Victor H. Hidalgo, Marco A. Martinez

Abstract:

Wind tunnel experiments for aerodynamic profiles display numerous advantages, such as: clean steady laminar flow, controlled environmental conditions, streamlines visualization, and real data acquisition. However, the experiment instrumentation usually is expensive, and hence, each test implies a incremented in design cost. The aim of this work is to select and implement a low-cost static pressure data acquisition system for a NACA 2412 airfoil in an open cycle wind tunnel. This work compares wind tunnel experiment with Computational Fluid Dynamics (CFD) simulation and parametric analysis. The experiment was evaluated at Reynolds of 1.65 e⁵, with increasing angles from -5° to 15°. The comparison between the approaches show good enough accuracy, between the experiment and CFD, additional parametric analysis results differ widely from the other methods, which complies with the lack of accuracy of the lateral approach due its simplicity.

Keywords: wind tunnel, low cost instrumentation, experimental testing, CFD simulation

Procedia PDF Downloads 172

Authors: Deepak Kumar, Debasish Deb, Reena Mamgain

Abstract:

Radar signal processing requires high number crunching capability. Most often this is achieved using multiprocessor platform. Though multiprocessor platform provides the capability of meeting the real time computational challenges, the architecture of the same along with mapping of the algorithm on the architecture plays a vital role in efficiently using the platform. Towards this, along with standard performance metrics, few additional metrics are defined which helps in evaluating the multiprocessor platform along with the algorithm mapping. A generic multiprocessor architecture can not suit all the processing requirements. Depending on the system requirement and type of algorithms used, the most suitable architecture for the given problem is decided. In the paper, we study different architectures and quantify the different performance metrics which enables comparison of different architectures for their merit. We also carried out case study of different architectures and their efficiency depending on parallelism exploited on algorithm or data or both.

Keywords: radar signal processing, multiprocessor architecture, efficiency, load imbalance, buffer requirement, pipeline, parallel, hybrid, cluster of processors (COPs)

Procedia PDF Downloads 403

Authors: Hakim T. Kadhim, Faris A. Jabbar, Aldo Rona, Audrius Bagdanaviciu

Abstract:

Computer-based optimization techniques can be employed to improve the efficiency of energy conversions processes, including reducing the aerodynamic loss in a thermal power plant turbomachine. In this paper, towards mitigating secondary flow losses, a design optimization workflow is implemented for the casing geometry of a 1.5 stage axial flow turbine that improves the turbine isentropic efficiency. The improved turbine is used in an open thermodynamic gas cycle with regeneration and cogeneration. Performance estimates are obtained by the commercial software Cycle – Tempo. Design and off design conditions are considered as well as variations in inlet air temperature. Reductions in both the natural gas specific fuel consumption and in CO₂ emissions are predicted by using the gas turbine cycle fitted with the new casing design. These gains are attractive towards enhancing the competitiveness and reducing the environmental impact of thermal power plant.

Keywords: axial flow turbine, computational fluid dynamics, gas turbine power plant, optimization

Procedia PDF Downloads 152

Authors: Samba Raju, Chiluveru, Manoj Tripathy

Abstract:

Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methods

Keywords: discrete wavelet transform, speech intelligibility, STOI, standard deviation

Procedia PDF Downloads 136

Authors: Shuo Liu, Dan Liu

Abstract:

In the field of named entity recognition, most of the research has been conducted around simple entities. However, for nested named entities, which still contain entities within entities, it has been difficult to identify them accurately due to their boundary ambiguity. In this paper, a hierarchical recognition model is constructed based on the grammatical structure and semantic features of Chinese text for boundary calculation based on lexical features. The analysis is carried out at different levels in terms of granularity, semantics, and lexicality, respectively, avoiding repetitive work to reduce computational effort and using the semantic features of words to calculate the boundaries of entities to improve the accuracy of the recognition work. The results of the experiments carried out on web-based microblogging data show that the model achieves an accuracy of 86.33% and an F1 value of 89.27% in recognizing nested named entities, making up for the shortcomings of some previous recognition models and improving the efficiency of recognition of nested named entities.

Keywords: coarse-grained, nested named entity, Chinese natural language processing, word embedding, T-SNE dimensionality reduction algorithm

Procedia PDF Downloads 120

Authors: Li Zhang, Yuehong Su

Abstract:

Lightpipe as a mature solar light tube technique has been employed worldwide. Accurately assessing the performance of lightpipe and evaluate daylighting available has been a challenging topic. Previous research had used regression model and computational simulation methods to estimate the performance of lightpipe. However, due to the nonlinear nature of solar light transferring in lightpipe, the methods mentioned above express inaccurate and time-costing issues. In the present study, a neural network model as an alternative method is investigated to predict the transmittance of lightpipe. Four types of commercial lightpipe with bended angle 0°, 30°, 45° and 60° are discussed under clear, intermediate and overcast sky conditions respectively. The neural network is generated in MATLAB by using the outcomes of an optical software Photopia simulations as targets for networks training and testing. The coefficient of determination (R²) for each model is higher than 0.98, and the mean square error (MSE) is less than 0.0019, which indicate the neural network strong predictive ability and the use of the neural network method could be an efficient technique for determining the performance of lightpipe.

Keywords: neural network, bended lightpipe, transmittance, Photopia

Procedia PDF Downloads 143

Authors: Mohammad Ali Badri, Pouya Molana, Amin Rezvanpour

Abstract:

In this paper, planning catamaran and mono-hull vessels resistance and trim in calm waters were considered. Hydrodynamic analysis of fast mono-hull planning vessel was also investigated. In order to hull form geometry optimization, numerical methods of different parameters were used for this type of vessels. Hull material was selected in carbon fiber composite. Exact architectural aspects were specified and stability calculations were performed as well. Hydrodynamic calculations to extract the resistance force using semi-analytical methods and numerical modeling were carried out. Free surface numerical analysis of vessel in designed draft using finite volume method and double phase were evaluated and verified by experimental tests.

Keywords: fast vessel, hydrostatic and hydrodynamic optimization, free surface flow, computational fluid dynamics

Procedia PDF Downloads 509

Authors: Uzu-Kuei Hsu, Keh-Chin Chang, Joo-Guan Hang, Chang-Hsien Tai

Abstract:

Carbon Deposits are often occurred inside the industrial coke oven during the coking process. Accumulation of carbon deposits may cause a big issue, which seriously influences the coking operation. The carbon is burning off by injecting fresh air through pipes into coke oven which is an efficient way practically operated in industries. The burning off carbon deposition in coke oven performed by Computational Fluid Dynamics (CFD) method has provided an evaluation of the feasibility study. A three-dimensional, transient, turbulent reacting flow simulation has performed with three different injecting air flow rate and another kind of injecting configuration. The result shows that injection higher air flow rate would effectively reduce the carbon deposits. In the meantime, the opened charging holes would suck extra oxygen from the atmosphere to participate in reactions. In term of coke oven operating limits, the wall temperatures are monitored to prevent over-heating of the adiabatic walls during the burn-off process.

Keywords: coke oven, burning off, carbon deposits, carbon combustion, CFD

Procedia PDF Downloads 683

Authors: R. Mohan, V. Jadhav, A. Ahmed, J. Rivas, A. Kelkar

Abstract:

Cementitious materials are an excellent example of a composite material with complex hierarchical features and random features that range from nanometer (nm) to millimeter (mm) scale. Multi-scale modeling of complex material systems requires starting from fundamental building blocks to capture the scale relevant features through associated computational models. In this paper, molecular dynamics (MD) modeling is employed to predict the effect of plasticizer additive on the mechanical properties of key hydrated cement constituent calcium-silicate-hydrate (CSH) at the molecular, nanometer scale level. Due to complexity, still unknown molecular configuration of CSH, a representative configuration widely accepted in the field of mineral Jennite is employed. The effectiveness of the Molecular Dynamics modeling to understand the predictive influence of material chemistry changes based on molecular/nanoscale models is demonstrated.

Keywords: cement composite, mechanical properties, molecular dynamics, plasticizer additives

Procedia PDF Downloads 445

Authors: Mohammad Shams Esfand Abadi, Mehrdad Zalaghi, Reza ebrahimpour

Abstract:

In this paper, we propose a sign adaptive filter algorithm with the ability of dynamic selection of subband filters which leads to low computational complexity compared with conventional sign subband adaptive filter (SSAF) algorithm. Dynamic selection criterion is based on largest reduction of the mean square deviation at each adaption. We demonstrate that this simple proposed algorithm has the same performance of the conventional SSAF and somewhat faster than it. In the presence of impulsive interferences robustness of the simple proposed algorithm as well as the conventional SSAF and outperform the conventional normalized subband adaptive filter (NSAF) algorithm. Therefore, it is preferred for environments under impulsive interferences. Simulation results are presented to verify these above considerations very well have been achieved.

Keywords: acoustic echo cancellation (AEC), normalized subband adaptive filter (NSAF), dynamic selection subband adaptive filter (DS-NSAF), sign subband adaptive filter (SSAF), impulsive noise, robust filtering

Procedia PDF Downloads 587

Authors: Maedeh Shojaeizadeh, Amirreza Yeganegi

Abstract:

Nowadays many people lose their lives due to cardiovascular diseases. Inappropriate food habits and lack of exercise expedite deposit process of fatty substances on inner surface of blood arteries. This abnormal lump disturbs uniform blood flow and reduces oxygen delivery to active organs. This work presents a numerical simulation of Non-Newtonian blood flow in a stenosis vessel. The vessel is considered as two dimensional channel and plaque area is modelled as a homogenous porous medium. To simulate blood flow reaction around stenosis region, we use C++ code and solve coupled Cauchy, Darcy, governing continuity and energy equations. The analyses results show that viscosity power (n) plays an important role in flow separation and the size of the eddy at the downstream edge of the plaque. It is also observed that with increasing (n) value, temperature discontinuity and likelihood of vessel rupture declined.

Keywords: blood flow, computational fluid dynamic, porosity, power law fluid

Procedia PDF Downloads 449

Authors: Norm Josephy, Lucy Kimball, Victoria Steblovskaya

Abstract:

Hedging of a portfolio of European options under proportional transaction costs is considered. Our discrete time financial market model extends the binomial market model with transaction costs to the case where the underlying stock price ratios are distributed over a bounded interval rather than over a two-point set. An optimal hedging strategy is chosen from a set of admissible non-self-financing hedging strategies. Our approach to optimal hedging of a portfolio of options is based on theoretical foundation that includes determination of a no-arbitrage option price interval as well as on properties of the non-self-financing strategies and their residuals. A computational algorithm for optimizing an investor relevant criterion over the set of admissible non-self-financing hedging strategies is developed. Applicability of our approach is demonstrated using both simulated data and real market data.

Keywords: extended binomial model, non-self-financing hedging, optimization, proportional transaction costs

Procedia PDF Downloads 248

Authors: Jagdish Prasad Maurya, Sanjay Kumar Pandey

Abstract:

Inadequate understanding of the complex nature of flow features in tornado vortex is a major problem in modelling tornadoes. Tornadoes are violent atmospheric phenomenon that appear all over the world. Modelling tornadoes aim to reduce the loss of the human lives and material damage caused by the tornadoes. Dynamics of tornado is investigated by a numerical technique, the improved version of the projection method. In this paper, authors solve the problem for axisymmetric tornado vortex by the said method that uses a finite difference approach for getting an accurate and stable solution. The conclusions drawn are that large radial inflow velocity occurs near the ground that leads to increase the tangential velocity. The increased velocity phenomenon occurs close to the boundary and absolute maximum wind is obtained near the vortex core. The results validate previous numerical and theoretical models.

Keywords: computational fluid dynamics, mathematical model, Navier-Stokes equations, tornado

Procedia PDF Downloads 344

Authors: B. Chandra

Abstract:

In Association Rule Mining, much attention has been paid for developing algorithms for large (frequent/closed/maximal) itemsets but very little attention has been paid to improve the performance of rule generation algorithms. Rule generation is an important part of Association Rule Mining. In this paper, a novel approach named NARG (Association Rule using Antecedent Support) has been proposed for rule generation that uses memory resident data structure named FCET (Frequent Closed Enumeration Tree) to find frequent/closed itemsets. In addition, the computational speed of NARG is enhanced by giving importance to the rules that have lower antecedent support. Comparative performance evaluation of NARG with fast association rule mining algorithm for rule generation has been done on synthetic datasets and real life datasets (taken from UCI Machine Learning Repository). Performance analysis shows that NARG is computationally faster in comparison to the existing algorithms for rule generation.

Keywords: knowledge discovery, association rule mining, antecedent support, rule generation

Procedia PDF Downloads 314

Authors: T. Chinyoka

Abstract:

We present the Johnson-Segalman constitutive model to capture certain fluid flow phenomena that has been experimentally observed in the flow of complex polymeric fluids. In particular, experimentally observed phenomena such as shear banding, spurt and slip are explored and/or explained in terms of the non-monotonic shear-stress versus shear-rate relationships. We also explore the effects of the inclusion of physical flow aspects such as wall porosity on shear banding. We similarly also explore the effects of the inclusion of mathematical modelling aspects such as stress diffusion into the stress constitutive models in order to predict shear-stress (or shear-rate) paths. We employ semi-implicit finite difference methods for all the computational solution procedures.

Keywords: Johnson-Segalman model, diffusive Johnson-Segalman model, shear banding, finite difference methods, complex fluid flow

Procedia PDF Downloads 359