Search results for: fractional Black-Scholes equations

Authors: Yang Zhong, Mei-Jie Xu

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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

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Authors: Pavlo Selyshchev

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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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Authors: Alexandru Dumitrache, Florin Frunzulica, Octavian Preotu

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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

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

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

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

Procedia PDF Downloads 134

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

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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

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Authors: Falek Kamel

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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 163

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

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

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

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

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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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Authors: Mishu Gupta, Rama Gupta

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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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Authors: Ashish Ashish

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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

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

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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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Authors: Hamid Ahmadi, Neda Azari Dodaran

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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

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

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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

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Authors: Djalal Boualili

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

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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 Microsoft^TM 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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Authors: G. Punithavathy

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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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Authors: Hassen M. Ouakad

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

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

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Authors: J. Waita, S. Wamuhu, J. Makoyo, M. Rachel, T. Ngangari, W. Christine, M. Zipporah

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Contraceptive use is one of the key global strategies to alleviate maternal mortality. Global efforts through advocating for contraceptive uptake and service provision has led improved contraceptive prevalence. In Kenya maternal mortality rate has remained a challenged despites efforts by government and non-governmental organizations. Objective: To describe the uptake of contraceptives among women in Tunza Clinics, Kenya. Design and Methods: Ps Kenya through health care marketing fund is implementing a family planning program among its 350 Tunza fractional franchise facilities. Through private partnership, private owned facilities in low socio-economic areas are recruited and trained on contraceptive technology update. The providers are supported through facilitative supervision through a mobile based application Health Network Quality Improvement System (HNQIS) and interpersonal communication through 150 community based volunteers. The data analyzed in this paper was collected between January to July 2017 to show the uptake of modern Contraceptives among women in the Tunza franchise, method mix, age and distribution among the age bracket. Further analysis compares two different service delivery strategies; outreach and walk ins. Supportive supervision HNQIS scores was analyzed. Results: During the time period, a total of 132121 family planning clients were attended in 350 facilities. The average age of clients was 29.6 years. The average number of clients attended in the facilities per month was 18874. 73.7 %( n=132121) of the clients attended in the Tunza facilities were aged above 25 years while 22.1% 20-24 years and 4.2% 15-19 years. On contraceptive method mix, intra uterine device insertions clients contributed to 7.5%, implant insertions 15.3%, pills 11.2%, injections 62.7% while condoms and emergency pills had 2.7% and 0.6% respectively. Analysis of service delivery strategy indicated more than 79% of the clients were walk ins while 21% were attended to during outreaches. Uptake of long term contraceptive methods during outreaches was 73% of the clients while short term modern methods were 27%. Health Network Quality Improvement system assessment scores indicated 51% of the facilities scored over 90%, 25% scoring 80-89% while 21% scored below 80%. Conclusion: Preference for short term methods by women is possibly associated to cost as they are cheaper and easy to administer. When the cost of intra uterine device Implants is meant affordable during outreaches, the uptake is observed to increase. Making intra uterine device and implants affordable to women is a key strategy in increasing contraceptive prevalence hence averting maternal mortality.

Keywords: contraceptives, contraceptive uptake, low socio economic, supportive supervision

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

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

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

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Authors: Bernard Polednik, Adam Piotrowicz, Lukasz Guz, Marzenna Dudzinska

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Transportation is considered to be responsible for increased exposure of road users – i.e., drivers, car passengers, and pedestrians as well as inhabitants of houses located near roads - to pollutants emitted from vehicles. Accurate estimates are, however, difficult as exposure depends on many factors such as traffic intensity or type of fuel as well as the topography and the built-up area around the individual routes. The season and weather conditions are also of importance. In the case of inhabitants of houses located near roads, their exposure depends on the distance from the road, window tightness and other factors that decrease pollutant infiltration. This work reports the variations of particle concentrations along a selected road in Lublin, Poland. Their impact on the exposure for road users as well as for inhabitants of houses located near the road is also presented. Mobile and fixed-site measurements were carried out in peak (around 8 a.m. and 4 p.m.) and off-peak (12 a.m., 4 a.m., and 12 p.m.) traffic times in all 4 seasons. Fixed-site measurements were performed in 12 measurement points along the route. The number and mass concentration of particles was determined with the use of P-Trak model 8525, OPS 3330, DustTrak DRX model 8533 (TSI Inc. USA) and Grimm Aerosol Spectrometer 1.109 with Nano Sizer 1.321 (Grimm Aerosol Germany). The obtained results indicated that the highest concentrations of traffic-related pollution were measured near 4-way traffic intersections during peak hours in the autumn and winter. The highest average number concentration of ultrafine particles (PN0.1), and mass concentration of fine particles (PM2.5) in fixed-site measurements were obtained in the autumn and amounted to 23.6 ± 9.2×10³ pt/cm³ and 135.1 ± 11.3 µg/m³, respectively. The highest average number concentration of submicrometer particles (PN1) was measured in the winter and amounted to 68 ± 26.8×10³ pt/cm³. The estimated doses of particles deposited in the commuters’ and pedestrians’ lungs within an hour near 4-way TIs in peak hours in the summer amounted to 4.3 ± 3.3×10⁹ pt/h (PN0.1) and 2.9 ± 1.4 µg/h (PM2.5) and 3.9 ± 1.1×10⁹ pt/h (PN0.1) or 2.5 ± 0.4 µg/h (PM2.5), respectively. While estimating the doses inhaled by the inhabitants of premises located near the road one should take into account different fractional penetration of particles from outdoors to indoors. Such doses assessed for the autumn and winter are up to twice as high as the doses inhaled by commuters and pedestrians in the summer. In the winter traffic-related ultrafine particles account for over 70% of all ultrafine particles deposited in the pedestrians’ lungs. The share of traffic-related PM10 particles was estimated at approximately 33.5%. Concluding, the results of the particle concentration measurements along a road in Lublin indicated that the concentration is mainly affected by the traffic intensity and weather conditions. Further detailed research should focus on how the season and the metrological conditions affect concentration levels of traffic-related pollutants and the exposure of commuters and pedestrians as well as the inhabitants of houses located near traffic routes.

Keywords: air quality, deposition dose, health effects, vehicle emissions

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

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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

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Authors: Melissa Ramirez, Mohammad Awal

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The Inflow Performance Relationship (IPR) of a well is a relation between the oil production rate and flowing bottom-hole pressure. This relationship is an important tool for petroleum engineers to understand and predict the well performance. In the petroleum industry, IPR correlations are used to design and evaluate well completion, optimizing well production, and designing artificial lift. The most commonly used IPR correlations models are Vogel and Wiggins, these models are applicable to homogeneous and isotropic reservoir data. In this work, a new IPR model is developed to determine inflow performance relationship of oil wells in a naturally fracture reservoir. A 3D black-oil reservoir simulator is used to develop the oil mobility function for the studied reservoir. Based on simulation runs, four flow rates are run to record the oil saturation and calculate the relative permeability for a naturally fractured reservoir. The new method uses the result of a well test analysis along with permeability and pressure-volume-temperature data in the fluid flow equations to obtain the oil mobility function. Comparisons between the new method and two popular correlations for non-fractured reservoirs indicate the necessity for developing and using an IPR correlation specifically developed for a fractured reservoir.

Keywords: inflow performance relationship, mobility function, naturally fractured reservoir, well test analysis

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Authors: Ahmet Y. Gurkan, Cagatay S. Koksal, Cagri Aydin, U. Oral Unal

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The present paper covers the viscous flow computations for the asymmetric diffuser section of a large, high-speed cavitation tunnel which will be constructed in Istanbul Technical University. The analyses were carried out by using the incompressible Reynold-Averaged-Navier-Stokes equations. While determining the diffuser geometry, a high quality, separation-free flow field with minimum energy loses was particularly aimed. The expansion angle has a critical role on the diffuser hydrodynamic performance. In order obtain a relatively short diffuser length, due to the constructive limitations, and hydrodynamic energy effectiveness, three diffuser sections with varying expansion angles for side and bottom walls were considered. A systematic study was performed to determine the most effective diffuser configuration. The results revealed that the inlet condition of the diffuser greatly affects its flow field. The inclusion of the contraction section in the computations substantially modified the flow topology in the diffuser. The effect of the diffuser flow on the test section flow characteristics was clearly observed. The influence of the introduction of small chamfers at the corners of the diffuser geometry is also presented.

Keywords: asymmetric diffuser, diffuser design, cavitation tunnel, viscous flow, computational fluid dynamics (CFD), rans

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Authors: Adewoyin O. Olusegun, Akinwumi I. Isaac

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In some part of the world where legislations related to site investigations before constructions are not strictly enforced, the expenses and time required for carrying out a comprehensive geotechnical investigation to characterize a site can discourage prospective private residential building developers. Another factor that can discourage a developer is the fact that most of the geotechnical tests procedures utilized during site investigations, to a certain extent, alter the existing environment of the site. This study suggests a quick, non-destructive and non-intrusive method of obtaining key subsoil geotechnical properties necessary for foundation design for proposed engineering facilities. Seismic wave velocities generated from near surface refraction method was used to determine the bulk density of soil, Young’s modulus, bulk modulus, shear modulus and allowable bearing capacity of a competent layer that can bear structural load at the particular study site. Also, regression equations were developed in order to directly obtain the bulk density of soil, Young’s modulus, bulk modulus, shear modulus and allowable bearing capacity from the compressional wave velocities. The results obtained correlated with the results of standard geotechnical investigations carried out.

Keywords: characterize, environment, geophysical, geotechnical, regression

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Authors: Hadi Aghazadeh, Seyed Ebrahim Afjei, Alireza Siadatan

Abstract:

In this paper, a proper approach is taken to assess a set of the most effective rotor design parameters for an external-rotor permanent magnet assisted synchronous reluctance motor (PMaSynRM) and therefore to tackle the design complexity of the rotor structure. There are different advantages for introducing permanent magnets into the rotor flux barriers, some of which are to saturate the rotor iron ribs, to increase the motor torque density and to improve the power factor. Moreover, the d-axis and q-axis inductances are of great importance to simultaneously achieve maximum developed torque and low torque ripple. Therefore, sensitivity analysis of the rotor geometry of an 8-pole external-rotor permanent magnet assisted synchronous reluctance motor is performed. Several magnetically accurate finite element analyses (FEA) are conducted to characterize the electromagnetic performance of the motor. The analyses validate torque and power factor equations for the proposed external-rotor motor. Based upon the obtained results and due to an additional term, permanent magnet torque, added to the reluctance torque, the electromagnetic torque of the PMaSynRM increases.

Keywords: permanent magnet assisted synchronous reluctance motor, flux barrier, flux carrier, electromagnetic torque, and power factor

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Authors: Kamal, J. P. Narayan

Abstract:

In the present wok the effects of basin-shape-ratio on the frequency content and spectral amplitudes of the basin-generated surface waves and the associated spatial variation of ground motion amplification and differential ground motion in a 3D semi-spherical basin has been studied. A recently developed 3D fourth-order spatial accurate time-domain finite-difference (FD) algorithm based on the parsimonious staggered-grid approximation of the 3D viscoelastic wave equations was used to estimate seismic responses. The simulated results demonstrated the increase of both the frequency content and the spectral amplitudes of the basin-generated surface waves and the duration of ground motion in the basin with the increase of shape-ratio of semi-spherical basin. An increase of the average spectral amplification (ASA), differential ground motion (DGM) and the average aggravation factor (AAF) towards the centre of the semi-spherical basin was obtained.

Keywords: 3D viscoelastic simulation, basin-generated surface waves, basin-shape-ratio effects, average spectral amplification, aggravation factors and differential ground motion

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Authors: Fahim Kahlouche, Alaoua Bouaicha, Sihem Chaîbeddra, Sid-Ali Rafa, Abdelhamid Benouali

Abstract:

A designing of a structure requires its realization on rough or sloping ground. Besides the problem of the stability of the landslide, the behavior of the foundations that are bearing the structure is influenced by the destabilizing effect of the ground’s slope. This article focuses on the analysis of the slope stability exposed to loading by introducing the different factors influencing the slope’s behavior on the one hand, and on the influence of this slope on the foundation’s behavior on the other hand. This study is about the elastoplastic modelization using FLAC 2D. This software is based on the finite difference method, which is one of the older methods of numeric resolution of differential equations system with initial and boundary conditions. It was developed for the geotechnical simulation calculation. The aim of this simulation is to demonstrate the notable effect of shear modulus « G », cohesion « C », inclination angle (edge) « β », and distance between the foundation and the head of the slope on the stability of the slope as well as the stability of the foundation. In our simulation, the slope is constituted by homogenous ground. The foundation is considered as rigid/hard; therefore, the loading is made by the application of the vertical strengths on the nodes which represent the contact between the foundation and the ground. 

Keywords: slope, shallow foundation, numeric method, FLAC 2D

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Authors: Anthony P. Anies, Jose C. Muñoz

Abstract:

A new shortcut method for the design of reactive-dividing wall columns (RDWC) is proposed in this work. The RDWC is decomposed into its thermodynamically equivalent configuration naming the Petlyuk column, which consists of a reactive prefractionator and an unreactive main fractionator. The modified FUGK(Fenske-Underwood-Gilliland-Kirkbride) shortcut distillation method, which incorporates the effect of reaction on the Underwood equations and the Gilliland correlation, is used to design the reactive prefractionator. On the other hand, the conventional FUGK shortcut method is used to design the unreactive main fractionator. The shortcut method is applied to the synthesis of dimethyl ether (DME) through the liquid phase dehydration of methanol, and the results were used as the starting design inputs for rigorous simulation in Aspen Plus V8.8. A mole purity of 99 DME in the distillate stream, 99% methanol in the side draw stream, and 99% water in the bottoms stream were obtained in the simulation, thereby making the proposed shortcut method applicable for the preliminary design of RDWC.

Keywords: aspen plus, dimethyl ether, petlyuk column, reactive-dividing wall column, shortcut method, FUGK

Procedia PDF Downloads 193

Authors: Ekaterina M. Myasnikova, Andrey A. Makashov, Alexander V. Spirov

Abstract:

First manifestation of a segmentation pattern in the early Drosophila development is the formation of expression domains (along with the main embryo axis) of genes belonging to the trunk gene class. Highly variable expression of genes from gap family in early Drosophila embryo is strongly reduced by the start of gastrulation due to the gene cross-regulation. The dynamics of gene expression is described by a gene circuit model for a system of four gap genes. It is shown that for the formation of a steep and stationary border by the model it is necessary that there existed a nucleus (modeling point) in which the gene expression level is constant in time and hence is described by a stationary equation. All the rest genes expressed in this nucleus are in a dynamic equilibrium. The mechanism of border formation associated with the existence of a stationary nucleus is also confirmed by the experiment. An important advantage of this approach is that properties of the system in a stationary nucleus are described by algebraic equations and can be easily handled analytically. Thus we explicitly characterize the cross-regulation properties necessary for the robustness and formulate the conditions providing this effect through the properties of the initial input data. It is shown that our formally derived conditions are satisfied for the previously published model solutions.

Keywords: drosophila, gap genes, reaction-diffusion model, robustness

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Authors: R. Simutis, V. Galvanauskas, D. Levisauskas, J. Repsyte, V. Grincas

Abstract:

This paper deals with advanced state estimation algorithms for estimation of biomass concentration and specific growth rate in a typical fed-batch biotechnological process. This biotechnological process was represented by a nonlinear mass-balance based process model. Extended Kalman Filter (EKF) and Particle Filter (PF) was used to estimate the unmeasured state variables from oxygen uptake rate (OUR) and base consumption (BC) measurements. To obtain more general results, a simplified process model was involved in EKF and PF estimation algorithms. This model doesn’t require any special growth kinetic equations and could be applied for state estimation in various bioprocesses. The focus of this investigation was concentrated on the comparison of the estimation quality of the EKF and PF estimators by applying different measurement noises. The simulation results show that Particle Filter algorithm requires significantly more computation time for state estimation but gives lower estimation errors both for biomass concentration and specific growth rate. Also the tuning procedure for Particle Filter is simpler than for EKF. Consequently, Particle Filter should be preferred in real applications, especially for monitoring of industrial bioprocesses where the simplified implementation procedures are always desirable.

Keywords: biomass concentration, extended Kalman filter, particle filter, state estimation, specific growth rate

Procedia PDF Downloads 429