Search results for: fractional Black-Scholes equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1995

Search results for: fractional Black-Scholes equations

585 Quadratic Convective Flow of a Micropolar Fluid in a Non-Darcy Porous Medium with Convective Boundary Condition

Authors: Ch. Ramreddy, P. Naveen, D. Srinivasacharya

Abstract:

The objective of the present study is to investigate the effect of nonlinear temperature and concentration on the mixed convective flow of micropolar fluid over an inclined flat plate in a non-Darcy porous medium in the presence of convective boundary condition. In order to analyze all the essential features, the transformed nonlinear conservation equations are worked out numerically by spectral method. By insisting the comparison between vertical, horizontal and inclined plates, the physical quantities of the flow and its characteristics are exhibited graphically and quantitatively with various parameters. An increase in the coupling number and inclination of angle tend to decrease the skin friction, mass transfer rate and the reverse change is there in wall couple stress and heat transfer rate. The nominal effect on the wall couple stress and skin friction is encountered whereas the significant effect on the local heat and mass transfer rates are found for high enough values of Biot number.

Keywords: convective boundary condition, micropolar fluid, non-darcy porous medium, non-linear convection, spectral method

Procedia PDF Downloads 255
584 A Parametric Study on Lateral Torsional Buckling of European IPN and IPE Cantilevers

Authors: H. Ozbasaran

Abstract:

IPN and IPE sections, which are commonly used European I shapes, are widely used in steel structures as cantilever beams to support overhangs. A considerable number of studies exist on calculating lateral torsional buckling load of I sections. However, most of them provide series solutions or complex closed-form equations. In this paper, a simple equation is presented to calculate lateral torsional buckling load of IPN and IPE section cantilever beams. First, differential equation of lateral torsional buckling is solved numerically for various loading cases. Then a parametric study is conducted on results to present an equation for lateral torsional buckling load of European IPN and IPE beams. Finally, results obtained by presented equation are compared to differential equation solutions and finite element model results. ABAQUS software is utilized to generate finite element models of beams. It is seen that the results obtained from presented equation coincide with differential equation solutions and ABAQUS software results. It can be suggested that presented formula can be safely used to calculate critical lateral torsional buckling load of European IPN and IPE section cantilevers.

Keywords: cantilever, IPN, IPE, lateral torsional buckling

Procedia PDF Downloads 523
583 Study of Bifurcation Curve with Aspect Ratio at Low Reynolds Number

Authors: Amit K. Singh, Subhankar Sen

Abstract:

The bifurcation curve of separation in steady two-dimensional viscous flow past an elliptic cylinder is studied by varying the angle of incidence (α) with different aspect ratio (ratio of minor to major axis). The solutions are based on numerical investigation, using finite element analysis, of the Navier-Stokes equations for incompressible flow. Results are presented for Reynolds number up to 50 and angle of incidence varies from 0° to 90°. Range of aspect ratio (Ar) is from 0.1 to 1 (in steps of 0.1) and flow is considered as unbounded flow. Bifurcation curve represents the locus of Reynolds numbers (Res) at which flow detaches or separates from the surface of the body at a given α and Ar. In earlier studies, effect of Ar on laminar separation curve or bifurcation curve is limited for Ar = 0.1, 0.2, 0.5 and 0.8. Some results are also available at α = 90° and 45°. The present study attempts to provide a systematic data and clear understanding on the effect of Ar at bifurcation curve and its point of maxima. In addition, issues regarding location of separation angle and maximum ratio of coefficient of lift to drag are studied. We found that nature of curve, separation angle and maximum ratio of lift to drag changes considerably with respect to change in Ar.

Keywords: aspect ratio, bifurcation curve, elliptic cylinder, GMRES, stabilized finite-element

Procedia PDF Downloads 316
582 Naturally Occurring Chemicals in Biopesticides' Resistance Control through Molecular Topology

Authors: Riccardo Zanni, Maria Galvez-Llompart, Ramon Garcia-Domenech, Jorge Galvez

Abstract:

Biopesticides, such as naturally occurring chemicals, pheromones, fungi, bacteria and insect predators are often a winning choice in crop protection because of their environmental friendly profile. They are considered to have lower toxicity than traditional pesticides. After almost a century of pesticides use, resistances to traditional insecticides are wide spread, while those to bioinsecticides have raised less attention, and resistance management is frequently neglected. This seems to be a crucial mistake since resistances have already occurred for many marketed biopesticides. With an eye to the future, we present here a selection of new natural occurring chemicals as potential bioinsecticides. The molecules were selected using a consolidated mathematical paradigm called molecular topology. Several QSAR equations were depicted and subsequently applied for the virtual screening of hundred thousands molecules of natural origin, which resulted in the selection of new potential bioinsecticides. The most innovative aspect of this work does not only reside in the importance of the identification of new molecules overcoming biopesticides’ resistances, but on the possibility to promote shared knowledge in the field of green chemistry through this unique in silico discipline named molecular topology.

Keywords: green chemistry, QSAR, molecular topology, biopesticide

Procedia PDF Downloads 293
581 Conjugate Mixed Convection Heat Transfer and Entropy Generation of Cu-Water Nanofluid in an Enclosure with Thick Wavy Bottom Wall

Authors: Sanjib Kr Pal, S. Bhattacharyya

Abstract:

Mixed convection of Cu-water nanofluid in an enclosure with thick wavy bottom wall has been investigated numerically. A co-ordinate transformation method is used to transform the computational domain into an orthogonal co-ordinate system. The governing equations in the computational domain are solved through a pressure correction based iterative algorithm. The fluid flow and heat transfer characteristics are analyzed for a wide range of Richardson number (0.1 ≤ Ri ≤ 5), nanoparticle volume concentration (0.0 ≤ ϕ ≤ 0.2), amplitude (0.0 ≤ α ≤ 0.1) of the wavy thick- bottom wall and the wave number (ω) at a fixed Reynolds number. Obtained results showed that heat transfer rate increases remarkably by adding the nanoparticles. Heat transfer rate is dependent on the wavy wall amplitude and wave number and decreases with increasing Richardson number for fixed amplitude and wave number. The Bejan number and the entropy generation are determined to analyze the thermodynamic optimization of the mixed convection.

Keywords: conjugate heat transfer, mixed convection, nano fluid, wall waviness

Procedia PDF Downloads 239
580 Conduction Accompanied With Transient Radiative Heat Transfer Using Finite Volume Method

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

Abstract:

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

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

Procedia PDF Downloads 368
579 Coupled Spacecraft Orbital and Attitude Modeling and Simulation in Multi-Complex Modes

Authors: Amr Abdel Azim Ali, G. A. Elsheikh, Moutaz Hegazy

Abstract:

This paper presents verification of a modeling and simulation for a Spacecraft (SC) attitude and orbit control system. Detailed formulation of coupled SC orbital and attitude equations of motion is performed in order to achieve accepted accuracy to meet the requirements of multitargets tracking and orbit correction complex modes. Correction of the target parameter based on the estimated state vector during shooting time to enhance pointing accuracy is considered. Time-optimal nonlinear feedback control technique was used in order to take full advantage of the maximum torques that the controller can deliver. This simulation provides options for visualizing SC trajectory and attitude in a 3D environment by including an interface with V-Realm Builder and VR Sink in Simulink/MATLAB. Verification data confirms the simulation results, ensuring that the model and the proposed control law can be used successfully for large and fast tracking and is robust enough to keep the pointing accuracy within the desired limits with considerable uncertainty in inertia and control torque.

Keywords: attitude and orbit control, time-optimal nonlinear feedback control, modeling and simulation, pointing accuracy, maximum torques

Procedia PDF Downloads 304
578 Triggering Supersonic Boundary-Layer Instability by Small-Scale Vortex Shedding

Authors: Guohua Tu, Zhi Fu, Zhiwei Hu, Neil D Sandham, Jianqiang Chen

Abstract:

Tripping of boundary-layers from laminar to turbulent flow, which may be necessary in specific practical applications, requires high amplitude disturbances to be introduced into the boundary layers without large drag penalties. As a possible improvement on fixed trip devices, a technique based on vortex shedding for enhancing supersonic flow transition is demonstrated in the present paper for a Mach 1.5 boundary layer. The compressible Navier-Stokes equations are solved directly using a high-order (fifth-order in space and third-order in time) finite difference method for small-scale cylinders suspended transversely near the wall. For cylinders with proper diameter and mount location, asymmetry vortices shed within the boundary layer are capable of tripping laminar-turbulent transition. Full three-dimensional simulations showed that transition was enhanced. A parametric study of the size and mounting location of the cylinder is carried out to identify the most effective setup. It is also found that the vortex shedding can be suppressed by some factors such as wall effect.

Keywords: boundary layer instability, boundary layer transition, vortex shedding, supersonic flows, flow control

Procedia PDF Downloads 345
577 The Scattering in Flexible Reactive Silencer Containing Rigid Partitioning

Authors: Muhammad Afzal, Junaid Uzair Satti

Abstract:

The noise emanating from the ducting of heating, ventilation, and air-conditioning (HVAC) system is often attenuated by using the dissipative silencers. Such devices work well for the high-frequency noise but are less operative in the low-frequency noise range. The present study analyzes a reactive silencer comprising expansion chamber of the elastic membranes partitioned symmetrically by a rigid plate. The Mode-Matching scheme has been developed to solve the governing boundary value problem. The orthogonal and non-orthogonal duct modes of acoustic pressures and normal velocities are matched at interfaces. It enables to recast the differential system into the infinite system of linear algebraic of equations, which is, then truncated and inverted for the solution. The truncated solution is validated through the conservation of energy and reconstruction of matching conditions. The results for scattering energy flux and transmission loss are shown against frequency and the dimensions of the chamber. It is seen that the stop-band of the silencer can be shifted to the broadband by changing the dimensions of the chamber and the properties of the elastic membranes. The modeled reactive silencer is more efficient in low frequency regime where the passive devices are least effective.

Keywords: acoustic scattering, elastic membranes mode-matching, reactive silencer

Procedia PDF Downloads 129
576 One-Dimensional Performance Improvement of a Single-Stage Transonic Compressor

Authors: A. Shahsavari, M. Nili-Ahmadabadi

Abstract:

This paper presents an innovative one-dimensional optimization of a transonic compressor based on the radial equilibrium theory by means of increasing blade loading. Firstly, the rotor blade of the transonic compressor is redesigned based on the constant span-wise deHaller number and diffusion. The code is applied to extract compressor meridional plane and blade to blade geometry containing rotor and stator in order to design blade three-dimensional view. A structured grid is generated for the numerical domain of fluid. Finer grids are used for regions near walls to capture boundary layer effects and behavior. RANS equations are solved by finite volume method for rotating zones (rotor) and stationary zones (stator). The experimental data, available for the performance map of NASA Rotor67, is used to validate the results of simulations. Then, the capability of the design method is validated by CFD that is capable of predicting the performance map. The numerical results of new geometry show about 19% increase in pressure ratio and 11% improvement in overall efficiency of the transonic stage; however, the design point mass flow rate of the new compressor is 5.7% less than that of the original compressor.

Keywords: deHaller number, one dimensional design, radial equilibrium, transonic compressor

Procedia PDF Downloads 315
575 Analysis of Heat Transfer in a Closed Cavity Ventilated Inside

Authors: Benseghir Omar, Bahmed Mohamed

Abstract:

In this work, we presented a numerical study of the phenomenon of heat transfer through the laminar, incompressible and steady mixed convection in a closed square cavity with the left vertical wall of the cavity is subjected to a warm temperature, while the right wall is considered to be cold. The horizontal walls are assumed adiabatic. The governing equations were discretized by finite volume method on a staggered mesh and the SIMPLER algorithm was used for the treatment of velocity-pressure coupling. The numerical simulations were performed for a wide range of Reynolds numbers 1, 10, 100, and 1000 numbers are equal to 0.01,0.1 Richardson, 0.5,1 and 10.The analysis of the results shows a flow bicellular (two cells), one is created by the speed of the fan placed in the inner cavity, one on the left is due to the difference between the temperatures right wall and the left wall. Knowledge of the intensity of each of these cells allowed us to get an original result. And the values obtained from each of Nuselt convection which allow to know the rate of heat transfer in the cavity.Finally we find that there is a significant influence on the position of the fan on the heat transfer (Nusselt evolution) for values of Reynolds studied and for low values of Richardson handed this influence is negligible for high values of the latter.

Keywords: thermal transfer, mixed convection, square cavity, finite volume method

Procedia PDF Downloads 412
574 Response of Pavement under Temperature and Vehicle Coupled Loading

Authors: Yang Zhong, Mei-Jie Xu

Abstract:

To study the dynamic mechanics response of asphalt pavement under the temperature load and vehicle loading, asphalt pavement was regarded as multilayered elastic half-space system, and theory analysis was conducted by regarding dynamic modulus of asphalt mixture as the parameter. Firstly, based on the dynamic modulus test of asphalt mixture, function relationship between the dynamic modulus of representative asphalt mixture and temperature was obtained. In addition, the analytical solution for thermal stress in the single layer was derived by using Laplace integral transformation and Hankel integral transformation respectively by using thermal equations of equilibrium. The analytical solution of calculation model of thermal stress in asphalt pavement was derived by transfer matrix of thermal stress in multilayer elastic system. Finally, the variation of thermal stress in pavement structure was analyzed. The result shows that there is an obvious difference between the thermal stress based on dynamic modulus and the solution based on static modulus. Therefore, the dynamic change of parameter in asphalt mixture should be taken into consideration when the theoretical analysis is taken out.

Keywords: asphalt pavement, dynamic modulus, integral transformation, transfer matrix, thermal stress

Procedia PDF Downloads 475
573 Theoretical Approach to Kinetic of Heat Transfer under Irradiation

Authors: Pavlo Selyshchev

Abstract:

A theoretical approach to describe kinetic of heat transfer between an irradiated sample and environment is developed via formalism of the Complex systems and kinetic equations. The irradiated material is a metastable system with non-linear feedbacks, which can give rise to different regimes of buildup and annealing of radiation-induced defects, heating and heat transfer with environment. Irradiation with energetic particles heats the sample and produces defects of the crystal lattice of the sample. The crystal with defects accumulates extra (non-thermal) energy, which is transformed into heat during the defect annealing. Any increase of temperature leads to acceleration of defect annealing, to additional transformation of non-thermal energy into heat and to further growth of the temperature. Thus a non-linear feedback is formed. It is shown that at certain conditions of irradiation this non-linear feedback leads to self-oscillations of the defect density, the temperature of the irradiated sample and the heat transfer between the sample and environment. Simulation and analysis of these phenomena is performed. The frequency of the self-oscillations is obtained. It is determined that the period of the self-oscillations is varied from minutes to several hours depending on conditions of irradiation and properties of the sample. Obtaining results are compared with experimental ones.

Keywords: irradiation, heat transfer, non-linear feed-back, self-oscillations

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572 Numerical Analysis of the Coanda Effect on the Classical Interior Ejectors

Authors: Alexandru Dumitrache, Florin Frunzulica, Octavian Preotu

Abstract:

The flow mitigation detachment problem near solid surfaces, resulting in improved globally aerodynamic performance by exploiting the Coanda effect on surfaces, has been addressed extensively in the literature, since 1940. The research is carried on and further developed, using modern means of calculation and new experimental methods. In this paper, it is shown interest in the detailed behavior of a classical interior ejector assisted by the Coanda effect, used in propulsion systems. For numerical investigations, an implicit formulation of RANS equations for axisymmetric flow with a shear stress transport k- ω (SST model) turbulence model is used. The obtained numerical results emphasize the efficiency of the ejector, depending on the physical parameters of the flow and the geometric configuration. Furthermore, numerical investigations are carried out regarding the evolution of the Reynolds number when the jet is attached to the wall, considering three geometric configurations: sudden expansion, open cavity and sudden expansion with divergent at the inlet. Therefore, further insight into complexities involving issues such as the variety of flow structure and the related bifurcation and flow instabilities are provided. Thus, the conditions and the limits within which one can benefit from the advantages of Coanda-type flows are determined.

Keywords: Coanda effect, Coanda ejector, CFD, stationary bifurcation, sudden expansion

Procedia PDF Downloads 192
571 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

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

Abstract:

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

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

Procedia PDF Downloads 113
570 Optimization of Gold Adsorption from Aqua-Regia Gold Leachate Using Baggase Nanoparticles

Authors: Oluwasanmi Teniola, Abraham Adeleke, Ademola Ibitoye, Moshood Shitu

Abstract:

To establish an economical and efficient process for the recovery of gold metal from refractory gold ore obtained from Esperando axis of Osun state Nigeria, the adsorption of gold (III) from aqua reqia leached solution of the ore using bagasse nanoparticles has been studied under various experimental variables using batch technique. The extraction percentage of gold (III) on the prepared bagasse nanoparticles was determined from its distribution coefficients as a function of solution pH, contact time, adsorbent, adsorbate concentrations, and temperature. The rate of adsorption of gold (III) on the prepared bagasse nanoparticles is dependent on pH, metal concentration, amount of adsorbate, stirring rate, and temperature. The adsorption data obtained fit into the Langmuir and Freundlich equations. Three different temperatures were used to determine the thermodynamic parameters of the adsorption of gold (III) on bagasse nanoparticles. The heat of adsorption was measured to be a positive value ΔHo = +51.23kJ/mol, which serves as an indication that the adsorption of gold (III) on bagasse nanoparticles is endothermic. Also, the negative value of ΔGo = -0.6205 kJ/mol at 318K shows the spontaneity of the process. As the temperature was increased, the value of ΔGo becomes more negative, indicating that an increase in temperature favors the adsorption process. With the application of optimal adsorption variables, the adsorption capacity of gold was 0.78 mg/g of the adsorbent, out of which 0.70 mg of gold was desorbed with 0.1 % thiourea solution.

Keywords: adsorption, bagasse, extraction, nanoparticles, recovery

Procedia PDF Downloads 127
569 The Rayleigh Quotient for Structural Element Vibration Analysis with Finite Element Method

Authors: Falek Kamel

Abstract:

Various approaches are usually used in the dynamic analysis of beams vibrating transversally. For this, numerical methods allowing the solving of the general eigenvalue problem are utilized. The equilibrium equations describe the movement resulting from the solution of a fourth-order differential equation. Our investigation is based on the finite element method. The findings of these investigations are the vibration frequencies obtained by the Jacobi method. Two types of the elementary mass matrix are considered, representing a uniform distribution of the mass along with the element and concentrated ones located at fixed points whose number is increased progressively separated by equal distances at each evaluation stage. The studied beams have different boundary constraints representing several classical situations. Comparisons are made for beams where the distributed mass is replaced by n concentrated masses. As expected, the first calculus stage is to obtain the lowest number of beam parts that gives a frequency comparable to that issued from the Rayleigh formula. The obtained values are then compared to theoretical results based on the assumptions of the Bernoulli-Euler theory. These steps are used for the second type of mass representation in the same manner.

Keywords: structural elements, beams vibrating, dynamic analysis, finite element method, Jacobi method

Procedia PDF Downloads 142
568 Correlation and Prediction of Biodiesel Density

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

Abstract:

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

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

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567 Challenge of Baseline Hydrology Estimation at Large-Scale Watersheds

Authors: Can Liu, Graham Markowitz, John Balay, Ben Pratt

Abstract:

Baseline or natural hydrology is commonly employed for hydrologic modeling and quantification of hydrologic alteration due to manmade activities. It can inform planning and policy related efforts for various state and federal water resource agencies to restore natural streamflow flow regimes. A common challenge faced by hydrologists is how to replicate unaltered streamflow conditions, particularly in large watershed settings prone to development and regulation. Three different methods were employed to estimate baseline streamflow conditions for 6 major subbasins the Susquehanna River Basin; those being: 1) incorporation of consumptive water use and reservoir operations back into regulated gaged records; 2) using a map correlation method and flow duration (exceedance probability) regression equations; 3) extending the pre-regulation streamflow records based on the relationship between concurrent streamflows at unregulated and regulated gage locations. Parallel analyses were perform among the three methods and limitations associated with each are presented. Results from these analyses indicate that generating baseline streamflow records at large-scale watersheds remain challenging, even with long-term continuous stream gage records available.

Keywords: baseline hydrology, streamflow gage, subbasin, regression

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566 Analytical Solution of Non–Autonomous Discrete Non-Linear Schrodinger Equation With Saturable Non-Linearity

Authors: Mishu Gupta, Rama Gupta

Abstract:

It has been elucidated here that non- autonomous discrete non-linear Schrödinger equation is associated with saturable non-linearity through photo-refractive media. We have investigated the localized solution of non-autonomous saturable discrete non-linear Schrödinger equations. The similarity transformation has been involved in converting non-autonomous saturable discrete non-linear Schrödinger equation to constant-coefficient saturable discrete non-linear Schrödinger equation (SDNLSE), whose exact solution is already known. By back substitution, the solution of the non-autonomous version has been obtained. We have analysed our solution for the hyperbolic and periodic form of gain/loss term, and interesting results have been obtained. The most important characteristic role is that it helps us to analyse the propagation of electromagnetic waves in glass fibres and other optical wave mediums. Also, the usage of SDNLSE has been seen in tight binding for Bose-Einstein condensates in optical mediums. Even the solutions are interrelated, and its properties are prominently used in various physical aspects like optical waveguides, Bose-Einstein (B-E) condensates in optical mediums, Non-linear optics in photonic crystals, and non-linear kerr–type non-linearity effect and photo refracting medium.

Keywords: B-E-Bose-Einstein, DNLSE-Discrete non linear schrodinger equation, NLSE-non linear schrodinger equation, SDNLSE - saturable discrete non linear Schrodinger equation

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565 An Efficient Discrete Chaos in Generalized Logistic Maps with Applications in Image Encryption

Authors: Ashish Ashish

Abstract:

In the last few decades, the discrete chaos of difference equations has gained a massive attention of academicians and scholars due to its tremendous applications in each and every branch of science, such as cryptography, traffic control models, secure communications, weather forecasting, and engineering. In this article, a generalized logistic discrete map is established and discrete chaos is reported through period doubling bifurcation, period three orbit and Lyapunov exponent. It is interesting to see that the generalized logistic map exhibits superior chaos due to the presence of an extra degree of freedom of an ordered parameter. The period doubling bifurcation and Lyapunov exponent are demonstrated for some particular values of parameter and the discrete chaos is determined in the sense of Devaney's definition of chaos theoretically as well as numerically. Moreover, the study discusses an extended chaos based image encryption and decryption scheme in cryptography using this novel system. Surprisingly, a larger key space for coding and more sensitive dependence on initial conditions are examined for encryption and decryption of text messages, images and videos which secure the system strongly from external cyber attacks, coding attacks, statistic attacks and differential attacks.

Keywords: chaos, period-doubling, logistic map, Lyapunov exponent, image encryption

Procedia PDF Downloads 124
564 System for Electromyography Signal Emulation Through the Use of Embedded Systems

Authors: Valentina Narvaez Gaitan, Laura Valentina Rodriguez Leguizamon, Ruben Dario Hernandez B.

Abstract:

This work describes a physiological signal emulation system that uses electromyography (EMG) signals obtained from muscle sensors in the first instance. These signals are used to extract their characteristics to model and emulate specific arm movements. The main objective of this effort is to develop a new biomedical software system capable of generating physiological signals through the use of embedded systems by establishing the characteristics of the acquired signals. The acquisition system used was Biosignals, which contains two EMG electrodes used to acquire signals from the forearm muscles placed on the extensor and flexor muscles. Processing algorithms were implemented to classify the signals generated by the arm muscles when performing specific movements such as wrist flexion extension, palmar grip, and wrist pronation-supination. Matlab software was used to condition and preprocess the signals for subsequent classification. Subsequently, the mathematical modeling of each signal is performed to be generated by the embedded system, with a validation of the accuracy of the obtained signal using the percentage of cross-correlation, obtaining a precision of 96%. The equations are then discretized to be emulated in the embedded system, obtaining a system capable of generating physiological signals according to the characteristics of medical analysis.

Keywords: classification, electromyography, embedded system, emulation, physiological signals

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563 Effects of Geometrical Parameters on Static Strength of Tubular KT-Joints at Fire Condition

Authors: Hamid Ahmadi, Neda Azari Dodaran

Abstract:

This paper aims to study the structural behavior of tubular KT-joints subjected to axial loading at fire induced elevated temperatures. At first, a finite element (FE) model was developed and validated against the data available from experimental tests. Then, a set of 810 FE analyses were performed to study the influence of temperature and dimensionless geometrical parameters (β, γ, θ, and τ) on the ultimate strength and initial stiffness. The joints were analyzed under two types of axial loading and five different temperatures (20 ºC, 200 ºC, 400 ºC, 550 ºC, and 700 ºC). Results show that the ultimate strength and initial stiffness of KT-joints decrease considerably by increasing the temperature. In the joints having bigger values of the β, the temperature elevation leads to less reduction in ultimate strength; while in the joints with bigger values of the γ, the temperature elevation results in more reduction in ultimate strength. The influence of the θ on the ultimate strength is independent from the temperature. To our knowledge, there is no design formula available for determining the ultimate strength of KT-joints at elevated temperatures. Hence, after parametric study, two equations were developed through nonlinear regression, for calculating the ultimate strength of KT-joints at elevated temperatures.

Keywords: axial loads, fire condition, parametric formula, static strength, tubular KT-joint

Procedia PDF Downloads 129
562 Numerical Study of Heat Transfer and Laminar Flow over a Backward Facing Step with and without Obstacle

Authors: Hussein Togun, Tuqa Abdulrazzaq, S. N. Kazi, A. Badarudin, M. K. A. Ariffin, M. N. M. Zubir

Abstract:

Heat transfer and laminar fluid flow over backward facing step with and without obstacle numerically studied in this paper. The finite volume method adopted to solve continuity, momentum and energy equations in two dimensions. Backward facing step without obstacle and with different dimension of obstacle were presented. The step height and expansion ratio of channel were 4.8mm and 2 respectively, the range of Reynolds number varied from 75 to 225, constant heat flux subjected on downstream of wall was 2000W/m2, and length of obstacle was 1.5, 3, and 4.5mm with width 1.5mm. The separation length noticed increase with increase Reynolds number and height of obstacle. The result shows increase of heat transfer coefficient for backward facing step with obstacle in compared to those without obstacle. The maximum enhancement of heat transfer observed at 4.5mm of height obstacle due to increase recirculation flow after the obstacle in addition that at backward. Streamline of velocity showing the increase of recirculation region with used obstacle in compared without obstacle and highest recirculation region observed at obstacle height 4.5mm. The amount of enhancement heat transfer was varied between 3-5% compared to backward without obstacle.

Keywords: separation flow, backward facing step, heat transfer, laminar flow

Procedia PDF Downloads 447
561 Prime Mover Sizing for Base-Loaded Combined Heating and Power Systems

Authors: Djalal Boualili

Abstract:

This article considers the problem of sizing prime movers for combined heating and power (CHP) systems operating at full load to satisfy a fraction of a facility's electric load, i.e. a base load. Prime mover sizing is examined using three criteria: operational cost, carbon dioxide emissions (CDE), and primary energy consumption (PEC). The sizing process leads to consider ratios of conversion factors applied to imported electricity to conversion factors applied to fuel consumed. These ratios are labelled RCost, R CDE, R PEC depending on whether the conversion factors are associated with operational cost, CDE, or PEC, respectively. Analytical results show that in order to achieve savings in operational cost, CDE, or PEC, the ratios must be larger than a unique constant R Min that only depends on the CHP components efficiencies. Savings in operational cost, CDE, or PEC due to CHP operation are explicitly formulated using simple equations. This facilitates the process of comparing the tradeoffs of optimizing the savings of one criterion over the other two – a task that has traditionally been accomplished through computer simulations. A hospital building, located in Chlef, Algeria, was used as an example to apply the methodology presented in this article.

Keywords: sizing, heating and power, ratios, energy consumption, carbon dioxide emissions

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560 Application of the Piloting Law Based on Adaptive Differentiators via Second Order Sliding Mode for a Fixed Wing Aircraft

Authors: Zaouche Mohammed, Amini Mohammed, Foughali Khaled, Hamissi Aicha, Aktouf Mohand Arezki, Boureghda Ilyes

Abstract:

In this paper, we present a piloting law based on the adaptive differentiators via high order sliding mode controller, by using an aircraft in virtual simulated environment. To deal with the design of an autopilot controller, we propose a framework based on Software in the Loop (SIL) methodology and we use MicrosoftTM Flight Simulator (FS-2004) as the environment for plane simulation. The aircraft dynamic model is nonlinear, Multi-Input Multi-Output (MIMO) and tightly coupled. The nonlinearity resides in the dynamic equations and also in the aerodynamic coefficients' variability. In our case, two (02) aircrafts are used in the flight tests, the Zlin-142 and MQ-1 Predator. For both aircrafts and in a very low altitude flight, we send the piloting control inputs to the aircraft which has stalled due to a command disconnection. Then, we present the aircraft’s dynamic behavior analysis while reestablishing the command transmission. Finally, a comparative study between the two aircraft’s dynamic behaviors is presented.

Keywords: adaptive differentiators, second order sliding modes, dynamic adaptation of the gains, microsoft flight simulator, Zlin-142, MQ-1 predator

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559 Distributed Acoustic Sensing Signal Model under Static Fiber Conditions

Authors: G. Punithavathy

Abstract:

The research proposes a statistical model for the distributed acoustic sensor interrogation units that broadcast a laser pulse into the fiber optics, where interactions within the fiber determine the localized acoustic energy that causes light reflections known as backscatter. The backscattered signal's amplitude and phase can be calculated using explicit equations. The created model makes amplitude signal spectrum and autocorrelation predictions that are confirmed by experimental findings. Phase signal characteristics that are useful for researching optical time domain reflectometry (OTDR) system sensing applications are provided and examined, showing good agreement with the experiment. The experiment was successfully done with the use of Python coding. In this research, we can analyze the entire distributed acoustic sensing (DAS) component parts separately. This model assumes that the fiber is in a static condition, meaning that there is no external force or vibration applied to the cable, that means no external acoustic disturbances present. The backscattered signal consists of a random noise component, which is caused by the intrinsic imperfections of the fiber, and a coherent component, which is due to the laser pulse interacting with the fiber.

Keywords: distributed acoustic sensing, optical fiber devices, optical time domain reflectometry, Rayleigh scattering

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558 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

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

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

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557 Horizontal and Vertical Illuminance Correlations in a Case Study for Shaded South Facing Surfaces

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

Abstract:

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

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

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556 Probabilistic Model for Evaluating Seismic Soil Liquefaction Based on Energy Approach

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

Abstract:

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

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

Procedia PDF Downloads 348