Search results for: matrix perturbation

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Pooria Pasbakhsh, Rangika T. De Silva, Vahdat Vahedi, Hanafi Ismail

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The influence of three different types of halloysite nanotubes (HNTs) with different dimensions, namely as camel lake (CLA), Jarrahdale (JA) and Matauri Bay (MB), on their reinforcing ability of ethylene propylene dine monomer (EPDM) were investigated by varying the HNTs loading (from 0-15 phr). Mechanical properties of the nanocomposites improved with addition of all three HNTs, but CLA based nanocomposites exhibited a significant enhancement compared to the other HNTs. For instance, tensile properties of EPDM nanocomposites increased by 120%, 256% and 340% for MB, JA, and CLA, respectively with addition of 15 phr of HNTs. This could be due to the higher aspect ratio and higher surface area of CLA compared to others. Scanning electron microscopy (SEM) of nanocomposites at 15 phr of HNT loadings showed low amounts of pulled-out nanotubes which confirmed the presence of more embedded nanotubes inside the EPDM matrix, as well as aggregates within the fracture surface of EPDM/HNT nanocomposites.

Keywords: aspect ratio, halloysite nanotubes (HNTs), mechanical properties, rubber/clay nanocomposites

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Authors: Samar Aoujia, Théo Guérineaub, Rayan Zaitera, Evelyne Fargina, Younès Messaddeqb, Thierry Cardinala

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Two barium gallo-germanate glass series were elaborated to investigate the effect of the yttrium introduction on the glass physicochemical properties and crystallization behavior. One to twenty mol% of YO3/2 were either added into the glass matrix or substituted for gallium oxide. The glass structure was studied by Raman spectroscopy, and the thermal, optical, thermo-mechanical and physical properties are examined. The introduction of yttrium ions in both glass series increases the glass transition temperature, crystallization temperature, softening temperature, coefficient of linear thermal expansion and density. Through differential scanning calorimetry and X-ray diffraction analyses, it was found that competition occurs between the gallo-germanate zeolite-type phase and the yttrium-containing phase. From 13 mol% of YO3/2, the yttrium introduction impedes the formation of surface crystallization in these glasses.

Keywords: photonic, heavy-metal oxide, glass, crystallization

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Authors: John A. Morales, Guillermo Guidi, B. M. Keune

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Electric Power supply is a crucial topic for economic and social development. Power outages statistics show that discharges atmospherics are imperative phenomena to produce those outages. In this context, it is necessary to correctly detect when overhead line insulators are faulted. In this paper, an algorithm to detect if a lightning stroke generates or not permanent fault on insulator strings is proposed. On top of that, lightning stroke simulations developed by using the Alternative Transients Program, are used. Based on these insights, a novel approach is designed that depends on mother functions analysis corresponding to the given variance-covariance matrix. Signals registered at the insulator string are projected on corresponding axes by the means of Principal Component Analysis. By exploiting these new axes, it is possible to determine a flashover characteristic zone useful to a good insulation design. The proposed methodology for flashover detection extends the existing approaches for the analysis and study of lightning performance on transmission lines.

Keywords: mother function, outages, lightning, sensitivity analysis

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Authors: Esther Lorrayne M. Pereira, Adriana S. M. Batista, Fabíola A. S. Ribeiro, Adelina P. Santos, Luiz O. Faria

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In this work we have prepared nanocomposites made by mixing Poli (vinilidene fluoride) (PVDF), zirconium oxide (ZrO₂) and multi–walled carbon nanotubes (MWCNTs) aiming to find dosimetric properties for applications in high dose dosimetry. The samples were irradiated with a Co-60 source at constant dose rate (16.7 kGy/h), with doses ranging from 100 to 2750 kGy. The UV-Vis and FTIR spectrophotometry have been used to monitor the appearing of C=C conjugated bonds and radio-oxidation of carbon (C=O). FTIR spectrometry has that the absorbance intensities at 1715 cm⁻¹ and 1730 cm⁻¹ can be used for high dosimetry purposes for gamma doses ranging from 500 to 2750 kGy. In this range, it is possible to observe a linear relationship between Abs & Dose. Fading of signal was evaluated for one month and reproducibility in 2000 kGy dose. Scanning Electron Microscopy (SEM) and Energy-dispersive X-ray spectroscopy (EDX) was used for evaluated the dispersion ZrO₂ and MWCNT in the matrix of the PVDF.

Keywords: polymer, composite, high dose dosimetry, PVDF/ZrO₂/MWCNT

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Authors: Preeti Makkar, R. C. Agarwala, Vijaya Agarwala

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The present study focuses on the preparation of Al2O3 nanoparticles by top down approach i.e. mechanical milling using high energy planetary ball mill at 250 rpm for 40h. The milled Al2O3 nanoparticles are then used as the second phase to develop electroless (EL) Ni-P- Al2O3 nanocomposite coatings on mild steel substrate. An alkaline bath was used with a suspension of Al2O3 particles (4 g/L) for the synthesis of Ni-P-Al2O3 nanocomposite coating. The surface morphology, size range and phase analysis of as-prepared Al2O3 particles and the coatings were characterized using X-ray diffraction (XRD) and field emission scanning electron microscopy (FESEM). The coatings were heat treated at 400°C for 1h in argon atmosphere and the hardness of the nanocomposite coatings was investigated with respect to Ni-P before and after heat treatment. The results showed that as milled Al2O3 nanoparticles exhibit irregular shaped and size ranges around 40-45 nm. The Al2O3 particles are uniformly distributed in Ni-P matrix. The microhardness of the coatings is found to be significantly improved after heat treatment (1126 VHN).

Keywords: Electroless (EL), Ni-P-Al2O3, nanocomposite, mechanical milling, microhardness

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Authors: Hamioud Saida, Khalfallah Salah

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In this study, a spectral element method is employed to predict the free vibration of a Euler-Bernoulli beam resting on a Winkler foundation with elastically restrained ends. The formulation of the dynamic stiffness matrix has been established by solving the differential equation of motion, which was transformed to frequency domain. Non-dimensional natural frequencies and shape modes are obtained by solving the partial differential equations, numerically. Numerical comparisons and examples are performed to show the effectiveness of the SEM and to investigate the effects of various parameters, such as the springs at the boundaries and the elastic foundation parameter on the vibration frequencies. The obtained results demonstrate that the present method can also be applied to solve the more general problem of the dynamic analysis of structures with higher order precision.

Keywords: elastically supported Euler-Bernoulli beam, free-vibration, spectral element method, Winkler foundation

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Authors: Nilgun Becenen

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In this study, the structural properties of composite materials with the plastic matrix, which are used in body parts of urban furniture were investigated. Surfaces of the specimens were observed by scanning electron microscopy (SEM: JSM-5200, JEOL) and Climatic environmental test analyses in laboratory conditions were used to analyze the performance of the composite samples. Climate conditions were determined as follow; 3 hour working under the conditions of -10 ºC heat and 20 % moisture, Heating until 45 ºC for 4 hours, 3 hour work at 45 ºC, 3 hour work under the conditions of 45 ºC heat and 80 % moisture, Cooling at -10 ºC for 4 hours. In this cycle, the atmospheric conditions that urban furniture would be exposed to in the open air were taken into consideration. Particularly, sudden heat changes and humidity effect were investigated. The climate conditions show that performance in Low Temperatures: The endurance isn’t affected, hardness does not change, tensile, bending and impact resistance does not change, the view isn’t affected. It has a high environmental performance.

Keywords: fibre-reinforced material, glass fiber, textile science, polymer composites

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Authors: Juraj Belan, Lenka Hurtalová, Eva Tillová, Alan Vaško, Milan Uhríčik

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High-pressure turbine (HPT) blades of DV–2 jet engines are made from Ni–base superalloy, a former Soviet Union production, specified as ŽS6K. For improving its high-temperature resistance are blades covered with Al–Si diffusion layer. A regular operation temperature of HPT blades vary from 705°C to 750°C depending on jet engine regime. An over-crossing working temperature range causes degradation of protective alitize layer as well as base material–gamma matrix and gamma prime particles what decreases turbine blade lifetime. High-temperature degradation has mainly diffusion mechanism and causes coarsening of strengthening phase gamma prime and protective alitize layer thickness growing. All changes have a significant influence on high-temperature properties of base material.

Keywords: alitize layer, gamma prime phase, high-temperature degradation, Ni–base superalloy ŽS6K, turbine blade

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Authors: José A. Menezes, Giordano Cabral, Bruno T. Gomes

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Choosing good features is an essential part of machine learning. Recent techniques aim to automate this process. For instance, feature learning intends to learn the transformation of raw data into a useful representation to machine learning tasks. In automatic audio classification tasks, this is interesting since the audio, usually complex information, needs to be transformed into a computationally convenient input to process. Another technique tries to generate features by searching a feature space. Genetic algorithms, for instance, have being used to generate audio features by combining or modifying them. We find this approach particularly interesting and, despite the undeniable advances of feature learning approaches, we wanted to take a step forward in the use of genetic algorithms to find audio features, combining them with more conventional methods, like PCA, and inserting search control mechanisms, such as constraints over a confusion matrix. This work presents the results obtained on particular audio classification problems.

Keywords: feature generation, feature learning, genetic algorithm, music information retrieval

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Authors: Vincent Liu

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Machine learning algorithms (ML) can achieve high accuracy in predicting outcomes compared to classical models. Metaheuristic, nature-inspired algorithms can enhance traditional ML algorithms by optimizing them such as by performing feature selection. We compare ten ML algorithms to predict 30-day hospital readmission rates for diabetes patients in the US using a dataset from UCI Machine Learning Repository with feature selection performed by Greywolf nature-inspired algorithm. The baseline accuracy for the initial random forest model was 65%. After performing feature engineering, SMOTE for class balancing, and Greywolf optimization, the machine learning algorithms showed better metrics, including F1 scores, accuracy, and confusion matrix with improvements ranging in 10%-30%, and a best model of XGBoost with an accuracy of 95%. Applying machine learning this way can improve patient outcomes as unnecessary rehospitalizations can be prevented by focusing on patients that are at a higher risk of readmission.

Keywords: diabetes, machine learning, 30-day readmission, metaheuristic

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Authors: Smail Tigani, Mohamed Ouzzif

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This work presents a discrete quantitative state prediction algorithm with intelligent behavior making it able to self-improve some performance aspects. The specificity of this algorithm is the capacity of self-rectification of the prediction strategy before the final decision. The auto-rectification mechanism is based on two parallel mathematical models. In one hand, the algorithm predicts the next state based on event transition matrix updated after each observation. In the other hand, the algorithm extracts its residues trend with a linear regression representing historical residues data-points in order to rectify the first decision if needs. For a normal distribution, the interactivity between the two models allows the algorithm to self-optimize its performance and then make better prediction. Designed key performance indicator, computed during a Monte Carlo simulation, shows the advantages of the proposed approach compared with traditional one.

Keywords: discrete state, Markov Chains, linear regression, auto-adaptive systems, decision making, Monte Carlo Simulation

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Authors: Haniye Dehestani, Yadollah Ordokhani

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In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: collocation method, fractional partial differential equations, legendre-laguerre functions, pseudo-operational matrix of integration

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Authors: Hua Jin, Il Kim

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The biocompatible tadpole-shaped polypeptides with one cyclic polypeptides ring and two alkyl chain tails were synthesized by N-heterocyclic carbine (NHC)-mediated ring-opening polymerization (ROP) of α-amino acid N-carboxyanhydrides (NCAs). First, the NHC precursor, denoted as [NHC(H)][HCO₃], with two alkyl chains at the nitrogen was prepared by a simple anion metathesis of imidazole(in)ium chlorides with KHCO₃. Then NHC releasing from the [NHC(H)][HCO₃] directly initiated the ROP of NCA to produce the cyclic polypeptides. Finally, the tadpole-shaped polypeptides with two regulable tails were obtained. The target polypeptides were characterized by nuclear magnetic resonance spectrum (1H NMR), Fourier transform infrared spectroscopy (FT-IR), gel permeation chromatography (GPC) and matrix-assisted laser desorption ionization-time of flight mass spectra (MALDI-TOF MS). This pioneering approach simplifies the synthesis procedures of tadpole-shaped polypeptides compared to other methods, which usually requires specific intramolecular ring-closure reaction.

Keywords: cyclic polypeptides, α-amino acid N-carboxyanhydrides, N-heterocyclic carbene, ring-opening polymerization, tadpole-shaped

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Authors: Valentina Futoryanova, Hugh Hunt

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One of the common failure modes of the diesel engine turbochargers is high cycle fatigue of the turbine wheel blades. Mistuning of the blades due to the casting process is believed to contribute to the failure mode. Laser vibrometer is used to characterize mistuning for a population of turbine wheels through the analysis of the blade response to piezo speaker induced noise. The turbine wheel design under investigation is radial and is typically used in 6-12 L diesel engine applications. Amplitudes and resonance frequencies are reviewed and summarized. The study also includes test results for a paddle wheel that represents a perfectly tuned system and acts as a reference. Mass spring model is developed for the paddle wheel and the model suitability is tested against the actual data. Randomization is applied to the stiffness matrix to model the mistuning effect in the turbine wheels. Experimental data is shown to have good agreement with the model.

Keywords: vibration, radial turbines, mistuning, turbine blades, modal analysis, periodic structures, finite element

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Authors: Khader S. Al-Aidmat, Venus W. Samawi

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Blurred vision in the misty atmosphere is essential problem which needs to be resolved. To solve this problem, we developed a technique to restore foggy degraded image from its original version using Back-propagation neural network (BP-NN). The suggested technique is based on mapping between foggy scene and its corresponding original scene. Seven different approaches are suggested based on type of features used in image restoration. Features are extracted from spatial and spatial-frequency domain (using DCT). Each of these approaches comes with its own BP-NN architecture depending on type and number of used features. The weight matrix resulted from training each BP-NN represents a fog filter. The performance of these filters are evaluated empirically (using PSNR), and perceptually. By comparing the performance of these filters, the effective features that suits BP-NN technique for restoring foggy images is recognized. This system proved its effectiveness and success in restoring moderate foggy images.

Keywords: artificial neural network, discrete cosine transform, feed forward neural network, foggy image restoration

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

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Authors: R. Kamarudzaman, A. Kalam, N. A. Mohd Fadzil

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Oil Palm Fruit Bunch Fiber (OPEFB) was used as secondary filler in HDPE/clay nanocomposites. The composites were prepared by melt compounding which contains High Density Polyethylene (HDPE), OPEFB fibers, Maleic Anhydride Graft Polyethylene (MAPE) and four different clay loading (3, 5, 7 and 10 PE nanoclay pellets per hundred of HDPE pellets). Four OPEFB sizes (180 µm, 250 µm, 300 µm and 355 µm) were added in the composites to investigate their effects on fracture toughness. Fracture toughness of the composites were determined according to ASTM D5045 and Single Edge Notch Bending (SENB) been employed during the test. The effects of alkali treatment were also investigated in this study. The results indicate that the fracture toughness slightly increased as clay loading increased. The highest value of fracture toughness was 0.47 and 1.06 MPa.m1/2 at 5 phr for both types of clay loading. The presence of filler as reinforcement with the matrix indicates the enhancement of composites compared to those without the filler.

Keywords: oil palm empty fruit bunch, fiber, polyethylene, polymer nanocomposite, impact strength

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Authors: Tyler Gill, Sophia Daniels

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The paper examines how accessing the spatial-temporal constrains of data will help inform policymakers and law enforcement officials. The authors utilize Chicago crime data from 2006-2016 to demonstrate how the Emerging Hot Spot Tool is an ideal hot spot clustering approach to analyze crime data. Traditional approaches include density maps or creating a spatial weights matrix to include the spatial-temporal constrains. This new approach utilizes a space-time implementation of the Getis-Ord Gi* statistic to visualize the data more quickly to make better decisions. The research will help complement socio-cultural research to find key patterns to help frame future policies and evaluate the implementation of prior strategies. Through this analysis, homicide trends and patterns are found more effectively and recommendations for use by non-traditional users of GIS are offered for real life implementation.

Keywords: crime mapping, emerging hot spot analysis, Getis-Ord Gi*, spatial-temporal analysis

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Authors: Mohamed H. Gabr, Kiyoshi Uzawa

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The current study aims to investigate the effect of fillers with different geometries and sizes on the interfacial shear properties of PA6 composites with de-sized carbon fiber. The fillers which have been investigated are namely; nano-layer silicates (nanoclay), sub-micro aluminum titanium (ALTi) particles, and multiwall carbon nanotube (MWCNT). By means of X-ray photoelectron spectroscopy (XPS), epoxide group which defined as a sizing agent, has been removed. Sizing removal can reduce the acid parameter of carbon fibers surface promoting bonding strength at the fiber/matrix interface which is a desirable property for the carbon fiber composites. Microdroplet test showed that the interfacial shear strength (IFSS) has been enhanced with the addition of 10wt% ALTi by about 23% comparing with neat PA6. However, with including other types of fillers into PA6, the results did not show enhancement of IFSS.

Keywords: sub-micro particles, nano-composites, interfacial shear strength, polyamide 6

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Authors: Francky Fouedjio

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Multivariate geostatistical data have become omnipresent in the geosciences and pose substantial analysis challenges. One of them is the grouping of data locations into spatially contiguous clusters so that data locations within the same cluster are more similar while clusters are different from each other, in some sense. Spatially contiguous clusters can significantly improve the interpretation that turns the resulting clusters into meaningful geographical subregions. In this paper, we develop an agglomerative hierarchical clustering approach that takes into account the spatial dependency between observations. It relies on a dissimilarity matrix built from a non-parametric kernel estimator of the spatial dependence structure of data. It integrates existing methods to find the optimal cluster number and to evaluate the contribution of variables to the clustering. The capability of the proposed approach to provide spatially compact, connected and meaningful clusters is assessed using bivariate synthetic dataset and multivariate geochemical dataset. The proposed clustering method gives satisfactory results compared to other similar geostatistical clustering methods.

Keywords: clustering, geostatistics, multivariate data, non-parametric

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Authors: Azza A. Al-Ghamdi, Abir S. Abdel-Naby

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Cellulose acetate (CA) is a natural biodegradable polymer. It forms transparent films by the casting technique. CA suffers from high degree of water permeability as well as the low thermal stability at high temperatures. To adjust the CA polymeric films to the manufacture of food packaging, its thermal and mechanical properties should be improved. The modification of CA by grafting it with N-Amino phenyl maleimide (N-APhM) led to the construction of hydrophobic branches throughout the polymeric matrix which reduced its wettability as compared to the parent CA. The branches built onto the polymeric chains had been characterized by UV/Vis, ¹³C-NMR and ESEM. The improvement of the thermal properties was investigated and compared to the parent CA using thermal gravimetric analysis (TGA), differential scanning calorimetry (DSC), differential thermal analysis (DTA), contact angle and mechanical testing measurements. The results revealed that the water-uptake was reduced by increasing the graft percentage. The thermal and mechanical properties were also improved.

Keywords: cellulose acetate, food packaging, graft copolymerization, thermal properties

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Authors: Ammar Alali, Mahmoud Abughaban

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Cost reduction and drilling optimization is the goal of many drilling operators. Historically, stuck pipe incidents were a major segment of non-productive time (NPT) associated costs. Traditionally, stuck pipe problems are part of the operations and solved post-sticking. However, the real key to savings and success is in predicting the stuck pipe incidents and avoiding the conditions leading to its occurrences. Previous attempts in stuck-pipe predictions have neglected the local geology of the problem. The proposed predictive tool utilizes geophysical data processing techniques and Machine Learning (ML) algorithms to predict drilling activities events in real-time using surface drilling data with minimum computational power. The method combines two types of analysis: (1) real-time prediction, and (2) cause analysis. Real-time prediction aggregates the input data, including historical drilling surface data, geological formation tops, and petrophysical data, from wells within the same field. The input data are then flattened per the geological formation and stacked per stuck-pipe incidents. The algorithm uses two physical methods (stacking and flattening) to filter any noise in the signature and create a robust pre-determined pilot that adheres to the local geology. Once the drilling operation starts, the Wellsite Information Transfer Standard Markup Language (WITSML) live surface data are fed into a matrix and aggregated in a similar frequency as the pre-determined signature. Then, the matrix is correlated with the pre-determined stuck-pipe signature for this field, in real-time. The correlation used is a machine learning Correlation-based Feature Selection (CFS) algorithm, which selects relevant features from the class and identifying redundant features. The correlation output is interpreted as a probability curve of stuck pipe incidents prediction in real-time. Once this probability passes a fixed-threshold defined by the user, the other component, cause analysis, alerts the user of the expected incident based on set pre-determined signatures. A set of recommendations will be provided to reduce the associated risk. The validation process involved feeding of historical drilling data as live-stream, mimicking actual drilling conditions, of an onshore oil field. Pre-determined signatures were created for three problematic geological formations in this field prior. Three wells were processed as case studies, and the stuck-pipe incidents were predicted successfully, with an accuracy of 76%. This accuracy of detection could have resulted in around 50% reduction in NPT, equivalent to 9% cost saving in comparison with offset wells. The prediction of stuck pipe problem requires a method to capture geological, geophysical and drilling data, and recognize the indicators of this issue at a field and geological formation level. This paper illustrates the efficiency and the robustness of the proposed cross-disciplinary approach in its ability to produce such signatures and predicting this NPT event.

Keywords: drilling optimization, hazard prediction, machine learning, stuck pipe

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Authors: Jaswinder Kumar, Kulbir Singh Sandhu

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Friction stir processing (FSP) is a solid-state surface processing technique. A single-pass FSP was performed on Aluminum alloy at combinations of different tool rotational speeds with cylindrical threaded pin profiled tool. The effect of these parameters on tribological properties was studied. The wear resistance is found to be increased from base metal to a single pass FSP sample. The results revealed that with an increase in tool rotational speed, the wear rate increases. The high heat generation causes matrix softening, which results in an increased wear rate; on the other hand, high heat generation leads to coarse grains, which also affected tribological properties. Furthermore, Microstructure results showed that FSPed alloy has a more refined grain structure as compare to the base material, which may be resulted in enhancement of hardness and resistance to wear in FSP.

Keywords: friction stir processing, aluminium alloy, microhardness, microstructure

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Authors: S. Madhu, V. V. Subba Rao

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In the implementation of carbon nanotube reinforced polymer matrix composites in structural applications, deflection and stress analysis are important considerations. In the present study, a multi scale analysis of deflection and stress analysis of carbon nanotube (CNT) reinforced polymer composite plates is presented. A micromechanics model based on the Mori-Tanaka method is developed by introducing straight CNTs aligned in one direction. The effect of volume fraction and diameter of CNTs on plate deflection and the stresses are investigated using Classical Laminate Plate Theory (CLPT). The study is primarily conducted with the intention of observing the suitability of CNT reinforced polymer composite plates under static loading for structural applications.

Keywords: carbon nanotube, micromechanics, composite plate, multi-scale analysis, classical laminate plate theory

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Authors: J. Desbrieres, M. Popa, C. Peptu, S. Bacaita

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Because of their favorable properties (non-toxicity, biodegradability, mucoadhesivity etc.), polysaccharides were studied as biomaterials and as pharmaceutical excipients in drug formulations. These formulations may be produced in a wide variety of forms including hydrogels, hydrogel based particles (or capsules), films etc. In these formulations, the polysaccharide based materials are able to provide local delivery of loaded therapeutic agents but their delivery can be rapid and not easily time-controllable due to, particularly, the burst effect. This leads to a loss in drug efficiency and lifetime. To overcome the consequences of burst effect, systems involving liposomes incorporated into polysaccharide hydrogels may appear as a promising material in tissue engineering, regenerative medicine and drug loading systems. Liposomes are spherical self-closed structures, composed of curved lipid bilayers, which enclose part of the surrounding solvent into their structure. The simplicity of production, their biocompatibility, the size and similar composition of cells, the possibility of size adjustment for specific applications, the ability of hydrophilic or/and hydrophobic drug loading make them a revolutionary tool in nanomedicine and biomedical domain. Drug delivery systems were developed as hydrogels containing chitosan or carboxymethylcellulose (CMC) as polysaccharides and gelatin (GEL) as polypeptide, and phosphatidylcholine or phosphatidylcholine/cholesterol liposomes able to accurately control this delivery, without any burst effect. Hydrogels based on CMC were covalently crosslinked using glutaraldehyde, whereas chitosan based hydrogels were double crosslinked (ionically using sodium tripolyphosphate or sodium sulphate and covalently using glutaraldehyde). It has been proven that the liposome integrity is highly protected during the crosslinking procedure for the formation of the film network. Calcein was used as model active matter for delivery experiments. Multi-Lamellar vesicles (MLV) and Small Uni-Lamellar Vesicles (SUV) were prepared and compared. The liposomes are well distributed throughout the whole area of the film, and the vesicle distribution is equivalent (for both types of liposomes evaluated) on the film surface as well as deeper (100 microns) in the film matrix. An obvious decrease of the burst effect was observed in presence of liposomes as well as a uniform increase of calcein release that continues even at large time scales. Liposomes act as an extra barrier for calcein release. Systems containing MLVs release higher amounts of calcein compared to systems containing SUVs, although these liposomes are more stable in the matrix and diffuse with difficulty. This difference comes from the higher quantity of calcein present within the MLV in relation with their size. Modeling of release kinetics curves was performed and the release of hydrophilic drugs may be described by a multi-scale mechanism characterized by four distinct phases, each of them being characterized by a different kinetics model (Higuchi equation, Korsmeyer-Peppas model etc.). Knowledge of such models will be a very interesting tool for designing new formulations for tissue engineering, regenerative medicine and drug delivery systems.

Keywords: controlled and delayed release, hydrogels, liposomes, polysaccharides

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Authors: G. Vinitha, A. Ramalingam

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In view of a possible application in optical data storage devices, diffraction grating efficiency of an organic dye, Acid Fuchsin doped in PMMA matrix was studied under excitation with CW diode pumped Nd: YAG laser at 532 nm. The open aperture Z-scan of dye doped polymer displayed saturable absorption and the closed aperture Z-scan of the samples exhibited negative nonlinearity. The diffraction efficiency of the grating is the ratio of the intensity of the first order diffracted power to the incident read beam power. The dye doped polymer films were found to be good media for recording. It is observed that the formation of gratings strongly depend on the concentration of dye in the polymer film, the intensity ratios of the writing beams and the angle between the writing beams. It has been found that efficient writing can be made at an angle of 20° and when the intensity ratio of the writing beams is unity.

Keywords: diffraction efficiency, nonlinear optical material, saturable absorption, surface-relief-gratings

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Authors: José M. Carmona, Diana Puigserver, Jofre Herrero

Abstract:

Chlorinated solvents belong to the group of nonaqueous phase liquids (DNAPL) and have been involved in many contamination episodes. They are carcinogenic and recalcitrant pollutants that may be found in granular aquifers as: i) pools accumulated on low hydraulic conductivity layers; ii) immobile residual phase retained at the pore-scale by capillary forces; iii) dissolved phase in groundwater; iv) sorbed by particulate organic matter; and v) stored into the matrix of low hydraulic conductivity layers where they penetrated by molecular diffusion. The transition zone between granular aquifers and basal aquitards constitute the lowermost part of the aquifer and presents numerous fine-grained interbedded layers that give rise to significant textural contrasts. These layers condition the transport and fate of contaminants and lead to differences from the rest of the aquifer, given that: i) hydraulic conductivity of these layers is lower; ii) DNAPL tends to accumulate on them; iii) groundwater flow is slower in the transition zone and consequently pool dissolution is much slower; iv) sorbed concentrations are higher in the fine-grained layers because of their higher content in organic matter; v) a significant mass of pollutant penetrates into the matrix of these layers; and vi) this contaminant mass back-diffuses after remediation and the aquifer becomes contaminated again. Thus, contamination sources of chlorinated solvents are extremely more recalcitrant in transition zones, which has far-reaching implications for the environment. The aim of this study is to analyze the spatial and temporal differences in the evolution of biogeochemical processes in the transition zone and in the rest of the aquifer. For this, an unconfined aquifer with a transition zone in the lower part was selected at Vilafant (NE Spain). This aquifer was contaminated by perchloroethylene (PCE) in the 80’s. Distribution of PCE and other chloroethenes in groundwater and porewater was analyzed in: a) conventional piezometers along the plume and in two multilevel wells at the source of contamination; and b) porewater of fine grained materials from cores recovered when drilled the two multilevel wells. Currently, the highest concentrations continue to be recorded in the source area in the transition zone. By contrast, the lowest concentrations in this area correspond to the central part of the aquifer, where flow velocities are higher and a greater washing of the residual phase initially retained has occurred. The major findings of the study were: i) PCE metabolites were detected in the transition zone, where conditions were more reducing than in the rest of the aquifer; ii) however, reductive dechlorination was partial since only the formation of cis-dicholoroethylene (DCE) was reached; iii) In the central part of the aquifer, where conditions were predominantly oxidizing, the presence of nitrate significantly hindered the reductive declination of PCE. The remediation strategies to be implemented should be directed to enhance dissolution of the source, especially in the transition zone, where it is more recalcitrant. For example, by combining chemical and bioremediation methods, already tested at the laboratory scale with groundwater and sediments of this site.

Keywords: chlorinated solvents, chloroethenes, DNAPL, partial reductive dechlorination, PCE, transition zone to basal aquitard

Procedia PDF Downloads 147

Authors: Ahmed H. Amer, A. Amar, Sh. Hamada, I. I. Bondouk, F. A. El-Hussiny

Abstract:

Elastic scattering of α-particles from 9Be and 11B nuclei at different alpha energies have been analyzed. Optical model parameters (OMPs) of α-particles elastic scattering by these nuclei at different energies have been obtained. In the present calculations, the real part of the optical potential are derived by folding of nucleon-nucleon (NN) interaction into nuclear matter density distribution of the projectile and target nuclei using computer code FRESCO. A density-dependent version of the M3Y interaction (CDM3Y6), which is based on the G-matrix elements of the Paris NN potential, has been used. Volumetric integrals of the real and imaginary potential depth (JR, JW) have been calculated and found to be energy dependent. Good agreement between the experimental data and the theoretical predictions in the whole angular range. In double folding (DF) calculations, the obtained normalization coefficient Nr is in the range 0.70–1.32.

Keywords: elastic scattering, optical model, double folding model, density distribution

Procedia PDF Downloads 290

Authors: Kunpeng Wang, Hongchun, Wu, Liangzhi Cao, Chuanqi Zhao

Abstract:

The distributions of homogeneous neutron flux within a node were expanded into a set of analytic basis functions which satisfy the diffusion equation at any point in a triangular-z node for each energy group, and nodes were coupled with each other with both the zero- and first-order partial neutron current moments across all the interfaces of the triangular prism at the same time. Based this method, a code TABFEN has been developed and applied to solve the neutron diffusion equation in a complicated geometry. In addition, after a series of numerical derivation, one can get the neutron adjoint diffusion equations in matrix form which is the same with the neutron diffusion equation; therefore, it can be solved by TABFEN, and the low-high scan strategy is adopted to improve the efficiency. Four benchmark problems are tested by this method to verify its feasibility, the results show good agreement with the references which demonstrates the efficiency and feasibility of this method.

Keywords: analytic basis function expansion method, arbitrary triangular-z node, adjoint neutron flux, complicated geometry

Procedia PDF Downloads 445