Search results for: fast generalized multi-directional Radon transform

Authors: Jason Sheng-Hong Tsai, Faezeh Ebrahimzadeh, Min-Ching Chung, Shu-Mei Guo, Leang-San Shieh, Tzong-Jiy Tsai, Li Wang

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In this paper, we first construct a new state and disturbance estimator using discrete-time proportional plus integral observer to estimate the system state and the unknown external disturbance for the discrete-time system with an input-to-output direct-feedthrough term. Then, the generalized optimal linear quadratic digital tracker design is applied to construct a proportional plus integral observer-based tracker for the system with an unknown external disturbance to have a desired tracking performance. Finally, a numerical simulation is given to demonstrate the effectiveness of the new application of our proposed approach.

Keywords: non-minimum phase system, optimal linear quadratic tracker, proportional plus integral observer, state and disturbance estimator

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Authors: Alfi Y. Zakiyyah, Hanni Garminia, M. Salman, A. N. Irawati

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In the terminology of the hypergraph, there is a relation with the terminology graph. In the theory of graph, the edges connected two vertices. In otherwise, in hypergraph, the edges can connect more than two vertices. There is representation matrix of a graph such as adjacency matrix, Laplacian matrix, and incidence matrix. The adjacency matrix is symmetry matrix so that all eigenvalues is real. This matrix is a nonnegative matrix. The all diagonal entry from adjacency matrix is zero so that the trace is zero. Another representation matrix of the graph is the Laplacian matrix. Laplacian matrix is symmetry matrix and semidefinite positive so that all eigenvalues are real and non-negative. According to the spectral study in the graph, some that result is generalized to hypergraph. A hypergraph can be represented by a matrix such as adjacency, incidence, and Laplacian matrix. Throughout for this term, we use Laplacian matrix to represent a complete tripartite hypergraph. The aim from this research is to determine second smallest eigenvalues from this matrix and find a relation this eigenvalue with the connectivity of that hypergraph.

Keywords: connectivity, graph, hypergraph, Laplacian matrix

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Authors: S. Kızıltas Demir, A. S. Kipcak, E. Moroydor Derun, N. Tugrul, S. Piskin

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Flue gas desulfurization gypsum (FGD) is a waste material arouse from coal power plants. Hydroxyapatite (HAP) is a biomaterial with porous structure. In this study, FGD gypsum which retrieved from coal power plant in Turkey was characterized and HAP particles which can be used as an adsorbent in wastewater treatment application were synthesized from the FGD gypsum. The raw materials are characterized by using X Ray Diffraction (XRD) and Fourier transform infrared spectroscopy (FT-IR) techniques and produced HAP are characterized by using XRD. As a result, HAP particles were synthesized at the molar ratio of 5:10, 5:15, 5:20, 5:24, at room temperature, in alkaline medium (pH=11) and in 1 hour-reaction time. Among these conditions, 5:20 had the best result.

Keywords: FGD wastes, HAP, phosphogypsum, waste water

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Authors: Ali Seddiki, Mohamed Djebbouri, Driss Guerchi

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Medical imaging produces human body pictures in digital form. Since these imaging techniques produce prohibitive amounts of data, compression is necessary for storage and communication purposes. In some areas in medicine, it may be sufficient to maintain high image quality only in region of interest (ROI). This paper discusses a contribution to quality purpose compression in the region of interest of scintigraphic images based on dual tree complex wavelet transform (DT-CWT) using Run-Length coding (RLE) and Huffman coding (HC).

Keywords: DT-CWT, region of interest, run length coding, Scintigraphic images

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Authors: N. Alhazmi

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Knowing the thermodynamics properties of hydrocarbons is vital when it comes to analyzing the related chemical reaction outcomes and understanding the reaction process, especially in terms of petrochemical industrial applications, combustions, and catalytic reactions. However, measuring the thermodynamics properties experimentally is time-consuming and costly. In this paper, Gaussian process regression (GPR) has been used to directly predict the main thermodynamic properties - standard enthalpy of formation, standard entropy, and heat capacity -for more than 360 cyclic and non-cyclic alkanes, alkenes, and alkynes. A simple workflow has been proposed that can be applied to directly predict the main properties of any hydrocarbon by knowing its descriptors and chemical structure and can be generalized to predict the main properties of any material. The model was evaluated by calculating the statistical error R², which was more than 0.9794 for all the predicted properties.

Keywords: thermodynamic, Gaussian process regression, hydrocarbons, regression, supervised learning, entropy, enthalpy, heat capacity

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Authors: V. Naciti, L. Pulejo, F. Cesaroni

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This study empirically analyzes whether the composition of the board of directors (BoD) enhances sustainability performance, in order to understand how the BoD contribute to the integration of Sustainable Development Goals (SDGs) in their businesses. Hypotheses are developed based on the agency theory and stakeholder theory. Using a system generalized method of the moment (SGMM) two-step estimator, with data from Sustainalytics and Compustat databases for 362 firms in six regions, we find that firms with more diversity on the board and a separation of chair and CEO roles have higher sustainability performance. Moreover, our findings provide that a higher number of independent directors is negatively associated with sustainability performance. This study contributes to the literature on corporate governance and the firm’s performance by demonstrating that the composition of the board of directors contributes to a better sustainability performance: by the implementation of a particular corporate governance mechanism, it is possible to integrate SDGs in the corporate strategy.

Keywords: sustainable development goals, corporate governance, board of directors, sustainability performance

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Authors: Hidouri Sami, Aguili Taoufik

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We consider fast and accurate solutions of scattering problems by large perfectly conducting objects (PEC) formulated by an optimization of the Method of Auxiliary Sources (MAS). We present various techniques used to reduce the total computational cost of the scattering problem. The first technique is based on replacing the object by an array of finite number of small (PEC) object with the same shape. The second solution reduces the problem on considering only the half of the object.These two solutions are compared to results from the reference bibliography.

Keywords: method of auxiliary sources, scattering, large object, RCS, computational resources

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Authors: Nodar Kekelidze, David Kekelidze, Elza Khutsishvili, Bela Kvirkvelia

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The semiconductor devices are irreplaceable elements for investigations in Space (artificial Earth satellite, interplanetary space craft, probes, rockets) and for investigation of elementary particles on accelerators, for atomic power stations, nuclear reactors, robots operating on heavily radiation contaminated territories (Chernobyl, Fukushima). Unfortunately, the most important parameters of semiconductors dramatically worsen under irradiation. So creation of radiation-resistant semiconductor materials for opto and microelectronic devices is actual problem, as well as investigation of complicated processes developed in irradiated solid states. Homogeneous single crystals of InP-InAs solid solutions were grown with zone melting method. There has been studied the dependence of the optical absorption coefficient vs photon energy near fundamental absorption edge. This dependence changes dramatically with irradiation. The experiments were performed on InP, InAs and InP-InAs solid solutions before and after irradiation with electrons and fast neutrons. The investigations of optical properties were carried out on infrared spectrophotometer in temperature range of 10K-300K and 1mkm-50mkm spectral area. Radiation fluencies of fast neutrons was equal to 2·1018neutron/cm2 and electrons with 3MeV, 50MeV up to fluxes of 6·1017electron/cm2. Under irradiation, there has been revealed the exponential type of the dependence of the optical absorption coefficient vs photon energy with energy deficiency. The indicated phenomenon takes place at high and low temperatures as well at impurity different concentration and practically in all cases of irradiation by various energy electrons and fast neutrons. We have developed the common mechanism of this phenomenon for unirradiated materials and implemented the quantitative calculations of distinctive parameter; this is in a satisfactory agreement with experimental data. For the irradiated crystals picture get complicated. In the work, the corresponding analysis is carried out. It has been shown, that in the case of InP, irradiated with electrons (Ф=1·1017el/cm2), the curve of optical absorption is shifted to lower energies. This is caused by appearance of the tails of density of states in forbidden band due to local fluctuations of ionized impurity (defect) concentration. Situation is more complicated in the case of InAs and for solid solutions with composition near to InAs when besides noticeable phenomenon there takes place Burstein effect caused by increase of electrons concentration as a result of irradiation. We have shown, that in certain conditions it is possible the prevalence of Burstein effect. This causes the opposite effect: the shift of the optical absorption edge to higher energies. So in given solid solutions there take place two different opposite directed processes. By selection of solid solutions composition and doping impurity we obtained such InP-InAs, solid solution in which under radiation mutual compensation of optical absorption curves displacement occurs. Obtained result let create on the base of InP-InAs, solid solution radiation-resistant optical materials. Conclusion: It was established the nature of optical absorption near fundamental edge in semiconductor materials and it was created radiation-resistant optical material.

Keywords: InAs-InP, electrons concentration, irradiation, solid solutions

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Authors: Nai-Chia Chao, Meng-Chi Shih

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Under today’s fast technology and massive data era, the working method start to change. In this study, based under literature meaning of “Co-working” we had implemented the new “Co-working innovation model”. Research concluded that co-working innovation model shall not be limited in co-working space but use under different field when applying multiple art integration stragies. Research show co-working should not be limited in special field or group, should be use or adapt whenever different though or ideas where found, it should be use under different field and plans.

Keywords: arts integration, co-working, children's musical

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Authors: Christina Peristeri, Tobias Berg, Domenico Caridi, Paul Hutcheson, Robert Winstanley

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In recent years the demand for rapid innovations in the automotive industry has led to the need for accelerated simulation procedures while retaining a detailed representation of the simulated phenomena. The project’s aim is to create a fast transient workflow for external aerodynamic CFD simulations of road vehicles. The geometry used was the SAE Notchback Closed Cooling DrivAer model, and the simulation results were compared with data from wind tunnel tests. The meshes generated for this study were of two types. One was a mix of polyhedral cells near the surface and hexahedral cells away from the surface. The other was an octree hex mesh with a rapid method of fitting to the surface. Three different grid refinement levels were used for each mesh type, with the biggest total cell count for the octree mesh being close to 1 billion. A series of steady-state solutions were obtained on three different grid levels using a pseudo-transient coupled solver and a k-omega-based RANS turbulence model. A mesh-independent solution was found in all cases with a medium level of refinement with 200 million cells. Stress-Blended Eddy Simulation (SBES) was chosen for the transient simulations, which uses a shielding function to explicitly switch between RANS and LES mode. A converged pseudo-transient steady-state solution was used to initialize the transient SBES run that was set up with the SIMPLEC pressure-velocity coupling scheme to reach the fastest solution (on both CPU & GPU solvers). An important part of this project was the use of FLUENT’s Multi-GPU solver. Tesla A100 GPU has been shown to be 8x faster than an Intel 48-core Sky Lake CPU system, leading to significant simulation speed-up compared to the traditional CPU solver. The current study used 4 Tesla A100 GPUs and 192 CPU cores. The combination of rapid octree meshing and GPU computing shows significant promise in reducing time and hardware costs for industrial strength aerodynamic simulations.

Keywords: CFD, DrivAer, LES, Multi-GPU solver, octree mesh, RANS

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Authors: Amir Shafiee Kisomi, Mehrdad Mofidi

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Nowadays, fuel cells as a promising alternative for power source have been widely studied owing to their security, high energy density, low operation temperatures, renewable capability and low environmental pollutant emission. The nanoparticles of core-shell type could be widely described in a combination of a shell (outer layer material) and a core (inner material), and their characteristics are greatly conditional on dimensions and composition of the core and shell. In addition, the change in the constituting materials or the ratio of core to the shell can create their special noble characteristics. In this study, a fast technique for the fabrication of a Pd-Co/G/GCE modified electrode is offered. Thermal decomposition reaction of cobalt (II) formate salt over the surface of graphene/glassy carbon electrode (G/GCE) is utilized for the synthesis of Co nanoparticles. The nanoparticles of Pd-Co decorated on the graphene are created based on the following method: (1) Thermal decomposition reaction of cobalt (II) formate salt and (2) the galvanic replacement process Co by Pd2+. The physical and electrochemical performances of the as-prepared Pd-Co/G electrocatalyst are studied by Field Emission Scanning Electron Microscopy (FESEM), Energy Dispersive X-ray Spectroscopy (EDS), Cyclic Voltammetry (CV), and Chronoamperometry (CHA). Galvanic replacement method is utilized as a facile and spontaneous approach for growth of Pd nanostructures. The Pd-Co/G is used as an anode catalyst for ethanol oxidation in alkaline media. The Pd-Co/G not only delivered much higher current density (262.3 mAcm-2) compared to the Pd/C (32.1 mAcm-2) catalyst, but also demonstrated a negative shift of the onset oxidation potential (-0.480 vs -0.460 mV) in the forward sweep. Moreover, the novel Pd-Co/G electrocatalyst represents large electrochemically active surface area (ECSA), lower apparent activation energy (Ea), higher levels of durability and poisoning tolerance compared to the Pd/C catalyst. The paper demonstrates that the catalytic activity and stability of Pd-Co/G electrocatalyst are higher than those of the Pd/C electrocatalyst toward ethanol oxidation in alkaline media.

Keywords: thermal decomposition, nanostructures, galvanic replacement, electrocatalyst, ethanol oxidation, alkaline media

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Authors: A. Maghari, V. M. Maleki

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In this paper, we present a quantum statistical mechanical formulation from our recently analytical expressions for partial-wave transition matrix of a three-particle system. We report the quantum reactive cross sections for three-body scattering processes 1 + (2,3)-> 1 + (2,3) as well as recombination 1 + (2,3) -> 2 + (3,1) between one atom and a weakly-bound dimer. The analytical expressions of three-particle transition matrices and their corresponding cross-sections were obtained from the three-dimensional Faddeev equations subjected to the rank-two non-local separable potentials of the generalized Yamaguchi form. The equilibrium quantum statistical mechanical properties such partition function and equation of state as well as non-equilibrium quantum statistical properties such as transport cross-sections and their corresponding transport collision integrals were formulated analytically. This leads to obtain the transport properties, such as viscosity and diffusion coefficient of a moderate dense gas.

Keywords: statistical mechanics, nonlocal separable potential, three-body interaction, faddeev equations

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Authors: Alex Vakaloudis, Juan Manuel Escano-Gonzalez

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Setting up a system to broadcast live lectures on the web is a procedure which on the surface does not require any serious technical skills mainly due to the facilities provided by popular learning management systems and their plugins. Nevertheless, producing a system of outstanding quality is a multidisciplinary and by no means a straightforward task. This complicatedness may be responsible for the delivery of an overall poor experience to the learners, and it calls for a formal rating framework that takes into account the diverse aspects of an architecture for synchronous video e-learning systems. We discuss the specifications of such a framework which at its final stage employs fuzzy logic technique to transform from qualitative to quantitative results.

Keywords: synchronous video, fuzzy logic, rating framework, e-learning

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Authors: Homayon Ahmad Panahi, Samira Tajik, Mohamad Hadi Dehghani, Mostafa Khezri, Elham Moniri

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In this research, poly urea-formaldehyde was prepared. The poly urea-formaldehyde was characterized by fourier transform infra-red spectroscopy. Then the effects of various parameters on Cd (II) sorption such as pH, contact time were studied. The optimum pH value for sorption of Cd(II) was 5.5. The sorption capacity of poly urea-formaldehyde for Cd (II) were 76.3 mg g−1. A Cd (II) removal of 55% was obtained. The profile of Cd (II) uptake on this sorbent reflects good accessibility of the chelating sites in the poly urea-formaldehyde. The developed method was utilized for determination of Cd (II) in environmental water samples by flame atomic absorption spectrometry with satisfactory results.

Keywords: poly urea-formaldehyde, cadmium ion, environmental sample, determination

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Authors: Haruka Kaji, Jae-Ho Kim, Yonezawa Susumu

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The surface of polycarbonate (PC) was modified with fluorine gas at 25℃ and 10-380 Torr for one h. The surface roughness of the fluorinated PC samples was approximately five times larger than that (1.2 nm) of the untreated thing. The results of Fourier transform infrared spectroscopy, and X-ray photoelectron spectroscopy showed that the bonds (e.g., -C=O and C-Hx) derived from raw PC decreased and were converted into fluorinated bonds (e.g., -CFx) after surface fluorination. These fluorinated bonds showed higher electronegativity according to the zeta potential results. Fluorinated PC could be strained with the methylene blue basic dye because of the increased surface roughness and the negatively charged surface.

Keywords: dyeable layer, polycarbonate, surface fluorination, zeta potential

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Authors: Ying Li, Yan Li

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A new algorithm for single hidden layer feedforward neural networks (SLFN), Orthogonal Basis Extreme Learning (OBEL) algorithm, is proposed and the algorithm derivation is given in the paper. The algorithm can decide both the NNs parameters and the neuron number of hidden layer(s) during training while providing extreme fast learning speed. It will provide a practical way to develop NNs. The simulation results of function approximation showed that the algorithm is effective and feasible with good accuracy and adaptability.

Keywords: neural network, orthogonal basis extreme learning, function approximation

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Authors: Zheng Miao, Dennis Fernandez

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CRISPR research has the potential to completely transform life science, agriculture, live-stock and the health care industry. The Intellectual Property derived from its research has raised significant attention in the academic as well as the biopharmaceutical industry culminating an urgent need for strategic IP protection. We review the rudimentary concepts and key competitors of CRISPR technologies as well as the paramount strategies for intellectual property protection. Further, we elaborate on prosecution issues related to CRISPR patents as well as possible solutions to various patent laws, interferences and litigation. Finally, we address how the bioinformatics of the CRISPR technology begs an inquiry into issues of privacy and a host of ethical concerns.

Keywords: bioinformatics, CRISPR, biotechnology, intellectual property

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Authors: Elham Moniri, Homayon Ahmad Panahi, Mitra Hoseini

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In this research, clinoptilolite zeolite was prepared. The zeolite was characterized by fourier transform infra-red spectroscopy. Then the effects of various parameters on Cr(III) sorption such as pH, contact time were studied. The optimum pH value for sorption of Cr(III) was 6 respectively. The sorption capacity of zeolite for Cr(III) were 7.9 mg g−1. A recovery of 89% was obtained for the metal ions with 0.5 M nitric acid as the eluting agent. The effects of interfering ions on Cr(III) sorption was also investigated. The profile of Cr(III) uptake on this sorbent reflects a good accessibility of the chelating sites in the clinoptilolite zeolite. The developed method was utilized for the determination of Cr(III) in environmental water samples by flame atomic absorption spectrometry with satisfactory results.

Keywords: clinoptilolite zeolite, chromium, environmental sample, determination

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Authors: K. Akherfi, H. Harroud

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Cloud Computing (CC) and Mobile Cloud Computing (MCC) have advanced rapidly the last few years. Today, MCC undergoes fast improvement and progress in terms of hardware (memory, embedded sensors, power consumption, touch screen, etc.) software (more and more sophisticated mobile applications) and transmission (higher data transmission rates achieved with different technologies such as 3Gs). This paper presents a review on the concept of CC and MCC. Then, it discusses what has been done regarding middleware in CC and MCC. Later, it shows the architecture of our proposed middleware along with its functionalities which will be provided to mobile clients in order to overcome the well-known problems (such as low battery power, slow CPU speed and, little memory etc.).

Keywords: context-aware, cloud computing, middleware, mobile cloud computing

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Authors: Sergey A. Lurie, Yury O. Solyaev, Dmitry B. Volkov-Bogorodsky, Alexander V. Volkov

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The media with voids is considered and the method of the analytical estimation of the effective mechanical properties in the theory of elastic materials with voids is proposed. The variational model of the porous media is discussed, which is based on the model of the media with fields of conserved dislocations. It is shown that this model is fully consistent with the known model of the linear elastic materials with voids. In the present work, the generalized model of the porous media is proposed in which the specific surface properties are associated with the field of defects-pores in the volume of the deformed body. Unlike typical surface elasticity model, the strain energy density of the considered model includes the special part of the surface energy with the quadratic form of the free distortion tensor. In the result, the non-classical boundary conditions take modified form of the balance equations of volume and surface stresses. The analytical approach is proposed in the present work which allows to receive the simple enough engineering estimations for effective characteristics of the media with free dilatation. In particular, the effective flexural modulus and Poisson's ratio are determined for the problem of a beam pure bending. Here, the known voids elasticity solution was expanded on the generalized model with the surface effects. Received results allow us to compare the deformed state of the porous beam with the equivalent classic beam to introduce effective bending rigidity. Obtained analytical expressions for the effective properties depend on the thickness of the beam as a parameter. It is shown that the flexural modulus of the porous beam is decreased with an increasing of its thickness and the effective Poisson's ratio of the porous beams can take negative values for the certain values of the model parameters. On the other hand, the effective shear modulus is constant under variation of all values of the non-classical model parameters. Solutions received for a beam pure bending and the hydrostatic loading of the porous media are compared. It is shown that an analytical estimation for the bulk modulus of the porous material under hydrostatic compression gives an asymptotic value for the effective bulk modulus of the porous beam in the case of beam thickness increasing. Additionally, it is shown that the scale effects appear due to the surface properties of the porous media. Obtained results allow us to offer the procedure of an experimental identification of the non-classical parameters in the theory of the linear elastic materials with voids based on the bending tests for samples with different thickness. Finally, the problem of implementation of the Saint-Venant hypothesis for the transverse stresses in the porous beam are discussed. These stresses are different from zero in the solution of the voids elasticity theory, but satisfy the integral equilibrium equations. In this work, the exact value of the introduced surface parameter was found, which provides the vanishing of the transverse stresses on the free surfaces of a beam.

Keywords: effective properties, scale effects, surface defects, voids elasticity

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Authors: Mojtaba Valinataj

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Nowadays reversible logic has received many attentions as one of the new fields for reducing the power consumption. On the other hand, the processing systems have weaknesses against different external effects. In this paper, some error detecting reversible logic serial multipliers are proposed by incorporating the parity-preserving gates. This way, the new designs are presented for signed parity-preserving serial multipliers based on the Booth's algorithm by exploiting the new arrangements of existing gates. The experimental results show that the proposed 4×4 multipliers in this paper reach up to 20%, 35%, and 41% enhancements in the number of constant inputs, quantum cost, and gate count, respectively, as the reversible logic criteria, compared to previous designs. Furthermore, all the proposed designs have been generalized for n×n multipliers with general formulations to estimate the main reversible logic criteria as the functions of the multiplier size.

Keywords: Booth’s algorithm, error detection, multiplication, parity-preserving gates, quantum computers, reversible logic

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Authors: Ceshi Sun, Yueyu Zhao, Yaobing Zhao, Zhiqiang Wang, Jian Peng, Pengxin Guo

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With the rapid development of transportation, there are more than 100 cable-stayed bridges with main span larger than 300 m in China. In order to ascertain the statistical relationships among the design parameters of stay cables and their distribution characteristics, 1500 cables were selected from 25 practical long-span cable-stayed bridges. A new relationship between the first order frequency and the length of cable was found by conducting the curve fitting. Then, based on this relationship other interesting relationships were deduced. Several probability density functions (PDFs) were used to investigate the distributions of the parameters of first order frequency, stress level and the Irvine parameter. It was found that these parameters obey the Lognormal distribution, the Weibull distribution and the generalized Pareto distribution, respectively. Scatter diagrams of the three parameters were plotted and their 95% confidence intervals were also investigated.

Keywords: cable, cable-stayed bridge, long-span, statistical analysis

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Authors: Gholamreza Ghodrati Amiri, Mojtaba Jafarian Abyaneh, Ali Zare Hosseinzadeh

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This paper presents an effective model updating strategy for damage localization and quantification in frames by defining damage detection problem as an optimization issue. A generalized version of the Modal Residual Force (MRF) is employed for presenting a new damage-sensitive cost function. Then, Grey Wolf Optimization (GWO) algorithm is utilized for solving suggested inverse problem and the global extremums are reported as damage detection results. The applicability of the presented method is investigated by studying different damage patterns on the benchmark problem of the IASC-ASCE, as well as a planar shear frame structure. The obtained results emphasize good performance of the method not only in free-noise cases, but also when the input data are contaminated with different levels of noises.

Keywords: frame, grey wolf optimization algorithm, modal residual force, structural damage detection

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Authors: Tayeb Chihi, Messaoud Fatmi

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We present calculations of the structural, elastic and electronic properties of nonferrous Ti, Zr, and Hf pure metals in both parent and martensite phases in bcc and hcp structures respectively. They are based on the generalized gradient approximation (GGA) within the density functional theory (DFT). The shear modulus, Young's modulus and Poisson's ratio for Ti, Zr, and Hf metals have were calculated and compared with the corresponding experimental values. Using elastic constants obtained from calculations GGA, the bulk modulus along the crystallographic axes of single crystals was calculated. This is in good agreement with experiment for Ti and Zr, whereas the hcp structure for Hf is a prediction. At zero temperature and zero pressure, the bcc crystal structure is found to be mechanically unstable for Ti, Zr, and Hf. In our calculations the hcp structures is correctly found to be stable at the equilibrium volume. In the electronic density of states (DOS), the smaller n(EF) is, the more stable the compound is. Therefore, in agreement with the results obtained from the total energy minimum.

Keywords: Ti, Zr, Hf, pure metals, transformation, energy

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Authors: E. Kolvari, N. Koukabi, A. Sabet, A. Fakhraee, M. Ramezanpour

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A green and efficient method for oxidation of thiols to the corresponding disulfides is reported using free nano-iron oxide in the H2O2 and methanol as solvent at room tempereture. H2O2 is anoxidant for S-S coupling variety aromatic of thiols to corresponding disulfide in the presence of supported iron oxide as recoverable catalyst. This reaction is clean, fast, mild and easy work-up with no side reaction.

Keywords: thiol, disulfide, free nano-iron oxide, H2O2, oxidation, coupling

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Authors: Bartlomiej S. Witkowski, Lukasz Wachnicki, Sylwia Gieraltowska, Rafal Pietruszka, Marek Godlewski

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Zinc oxide is extensively studied II-VI semiconductor with a direct energy gap of about 3.37 eV at room temperature and high transparency in visible light spectral region. Due to these properties, ZnO is an attractive material for applications in photovoltaic, electronic and optoelectronic devices. ZnO nanorods, due to a well-developed surface, have potential of applications in sensor technology and photovoltaics. In this work we present a new inexpensive method of the ultra-fast growth of ZnO nanorods from the aqueous solution. This environment friendly and fully reproducible method allows growth of nanorods in few minutes time on various substrates, without any catalyst or complexing agent. Growth temperature does not exceed 50ºC and growth can be performed at atmospheric pressure. The method is characterized by simplicity and allows regulation of size of the ZnO nanorods in a large extent. Moreover the method is also very safe, it requires organic, non-toxic and low-price precursors. The growth can be performed on almost any type of substrate through the homo-nucleation as well as hetero-nucleation. Moreover, received nanorods are characterized by a very high quality - they are monocrystalline as confirmed by XRD and transmission electron microscopy. Importantly oxygen vacancies are not found in the photoluminescence measurements. First results for obtained by us ZnO nanorods in sensor applications are very promising. Resistance UV sensor, based on ZnO nanorods grown on a quartz substrates shows high sensitivity of 20 mW/m2 (2 μW/cm2) for point contacts, especially that the results are obtained for the nanorods array, not for a single nanorod. UV light (below 400 nm of wavelength) generates electron-hole pairs, which results in a removal from the surfaces of the water vapor and hydroxyl groups. This reduces the depletion layer in nanorods, and thus lowers the resistance of the structure. The so-obtained sensor works at room temperature and does not need the annealing to reset to initial state. Details of the technology and the first sensors results will be presented. The obtained ZnO nanorods are also applied in simple-architecture photovoltaic cells (efficiency over 12%) in conjunction with low-price Si substrates and high-sensitive photoresistors. Details informations about technology and applications will be presented.

Keywords: hydrothermal method, photoresistor, photovoltaic cells, ZnO nanorods

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Authors: Giriraj Achari, Malay Bhattacharyya

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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.

Keywords: Copula, Markov Switching, multifractal, value-at-risk

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

Procedia PDF Downloads 163

Authors: Gülşah Çelik Gül, Figen Kurtuluş

Abstract:

The first laboratory synthesis of hard materials such as diamond proceeded to attack of developing materials with high hardness to compete diamond. Boron rich solids are good candidates owing to their short interatomic bond lengths and strong covalent character. Boron containing hard material was synthesized by modified-microwave method under nitrogen atmosphere by using a fuel (glycine or urea), amorphous boron and/or boric acid in appropriate molar ratio. Characterizations were done by x-ray diffraction (XRD), fourier transform infrared (FTIR) spectroscopy, scanning electron microscopy/energy dispersive analyze (SEM/EDS), thermo gravimetric/differantial thermal analysis (TG/DTA).

Keywords: boron containing materials, hard materials, microwave synthesis, powder X-ray diffraction

Procedia PDF Downloads 593