Search results for: blast vibration constant
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2953

Search results for: blast vibration constant

733 The Intonation of Romanian Greetings: A Sociolinguistics Approach

Authors: Anca-Diana Bibiri, Mihaela Mocanu, Adrian Turculeț

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In a language the inventory of greetings is dynamic with frequent input and output, although this is hardly noticed by the speakers. In this register, there are a number of constant, conservative elements that survive different language models (among them, the classic formulae: bună ziua! (good afternoon!), bună seara! (good evening!), noapte bună! (good night!), la revedere! (goodbye!) and a number of items that fail to pass the test of time, according to language use at a time (ciao!, pa!, bai!). The source of innovation depends both of internal factors (contraction, conversion, combination of classic formulae of greetings), and of external ones (borrowings and calques). Their use imposes their frequencies at once, namely the elimination of the use of others. This paper presents a sociolinguistic approach of contemporary Romanian greetings, based on prosodic surveys in two research projects: AMPRom, and SoRoEs. Romanian language presents a rich inventory of questions (especially partial interrogatives questions/WH-Q) which are used as greetings, alone or, more commonly accompanying a proper greeting. The representative of the typical formulae is Ce mai faci? (How are you?), which, unlike its English counterpart How do you do?, has not become a stereotype, but retains an obvious emotional impact, while serving as a mark of sociolinguistic group. The analyzed corpus consists of structures containing greetings recorded in the main Romanian cultural (urban) centers. From the methodological point of view, the acoustic analysis of the recorded data is performed using software tools (GoldWave, Praat), identifying intonation patterns related to three sociolinguistics variables: age, sex and level of education. The intonation patterns of the analyzed statements are at the interface between partial questions and typical greetings.

Keywords: acoustic analysis, greetings, Romanian language, sociolinguistics

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732 Precoding-Assisted Frequency Division Multiple Access Transmission Scheme: A Cyclic Prefixes- Available Modulation-Based Filter Bank Multi-Carrier Technique

Authors: Ying Wang, Jianhong Xiang, Yu Zhong

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The offset Quadrature Amplitude Modulation-based Filter Bank Multi-Carrier (FBMC) system provides superior spectral properties over Orthogonal Frequency Division Multiplexing. However, seriously affected by imaginary interference, its performances are hampered in many areas. In this paper, we propose a Precoding-Assisted Frequency Division Multiple Access (PA-FDMA) modulation scheme. By spreading FBMC symbols into the frequency domain and transmitting them with a precoding matrix, the impact of imaginary interference can be eliminated. Specifically, we first generate the coding pre-solution matrix with a nonuniform Fast Fourier Transform and pick the best columns by introducing auxiliary factors. Secondly, according to the column indexes, we obtain the precoding matrix for one symbol and impose scaling factors to ensure that the power is approximately constant throughout the transmission time. Finally, we map the precoding matrix of one symbol to multiple symbols and transmit multiple data frames, thus achieving frequency-division multiple access. Additionally, observing the interference between adjacent frames, we mitigate them by adding frequency Cyclic Prefixes (CP) and evaluating them with a signal-to-interference ratio. Note that PA-FDMA can be considered a CP-available FBMC technique because the underlying strategy is FBMC. Simulation results show that the proposed scheme has better performance compared to Single Carrier Frequency Division Multiple Access (SC-FDMA), etc.

Keywords: PA-FDMA, SC-FDMA, FBMC, non-uniform fast fourier transform

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731 The Theory of the Mystery: Unifying the Quantum and Cosmic Worlds

Authors: Md. Najiur Rahman

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This hypothesis reveals a profound and symmetrical connection that goes beyond the boundaries of quantum physics and cosmology, revolutionizing our understanding of the fundamental building blocks of the cosmos, given its name ‘The Theory of the Mystery’. This theory has an elegantly simple equation, “R = ∆r / √∆m” which establishes a beautiful and well-crafted relationship between the radius (R) of an elementary particle or galaxy, the relative change in radius (∆r), and the mass difference (∆m) between related entities. It is fascinating to note that this formula presents a super synchronization, one which involves the convergence of every basic particle and any single celestial entity into perfect alignment with its respective mass and radius. In addition, we have a Supporting equation that defines the mass-radius connection of an entity by the equation: R=√m/N, where N is an empirically established constant, determined to be approximately 42.86 kg/m, representing the proportionality between mass and radius. It provides precise predictions, collects empirical evidence, and explores the far-reaching consequences of theories such as General Relativity. This elegant symmetry reveals a fundamental principle that underpins the cosmos: each component, whether small or large, follows a precise mass-radius relationship to exert gravity by a universal law. This hypothesis represents a transformative process towards a unified theory of physics, and the pursuit of experimental verification will show that each particle and galaxy is bound by gravity and plays a unique but harmonious role in shaping the universe. It promises to reveal the great symphony of the mighty cosmos. The predictive power of our hypothesis invites the exploration of entities at the farthest reaches of the cosmos, providing a bridge between the known and the unknown.

Keywords: unified theory, quantum gravity, mass-radius relationship, dark matter, uniform gravity

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730 The Scanning Vibrating Electrode Technique (SVET) as a Tool for Optimising a Printed Ni(OH)2 Electrode under Charge Conditions

Authors: C. F. Glover, J. Marinaccio, A. Barnes, I. Mabbett, G. Williams

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The aim of the current study is to optimise formulations, in terms of charging efficiency, of a printed Ni(OH)2 precursor coating of a battery anode. Through the assessment of the current densities during charging, the efficiency of a range of formulations are compared. The Scanning vibrating electrode technique (SVET) is used extensively in the field of corrosion to measure area-averaged current densities of freely-corroding metal surfaces when fully immersed in electrolyte. Here, a Ni(OH)2 electrode is immersed in potassium hydroxide (30% w/v solution) electrolyte and charged using a range of applied currents. Samples are prepared whereby multiple coatings are applied to one substrate, separated by a non-conducting barrier, and charged using a constant current. With a known applied external current, electrode efficiencies can be calculated based on the current density outputs measured using SVET. When fully charged, a green Ni(OH)2 is oxidised to a black NiOOH surface. Distinct regions displaying high current density, and hence a faster oxidising reaction rate, are located using the SVET. This is confirmed by a darkening of the region upon transition to NiOOH. SVET is a highly effective tool for assessing homogeneity of electrodes during charge/discharge. This could prove particularly useful for electrodes where there are no visible surface appearance changes. Furthermore, a scanning Kelvin probe technique, traditionally used to assess underfilm delamination of organic coatings for the protection of metallic surfaces, is employed to study the change in phase of oxides, pre and post charging.

Keywords: battery, electrode, nickel hydroxide, SVET, printed

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729 Thermal Simulation for Urban Planning in Early Design Phases

Authors: Diego A. Romero Espinosa

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Thermal simulations are used to evaluate comfort and energy consumption of buildings. However, the performance of different urban forms cannot be assessed precisely if an environmental control system and user schedules are considered. The outcome of such analysis would lead to conclusions that combine the building use, operation, services, envelope, orientation and density of the urban fabric. The influence of these factors varies during the life cycle of a building. The orientation, as well as the surroundings, can be considered a constant during the lifetime of a building. The structure impacts the thermal inertia and has the largest lifespan of all the building components. On the other hand, the building envelope is the most frequent renovated component of a building since it has a great impact on energy performance and comfort. Building services have a shorter lifespan and are replaced regularly. With the purpose of addressing the performance, an urban form, a specific orientation, and density, a thermal simulation method were developed. The solar irradiation is taken into consideration depending on the outdoor temperature. Incoming irradiation at low temperatures has a positive impact increasing the indoor temperature. Consequently, overheating would be the combination of high outdoor temperature and high irradiation at the façade. On this basis, the indoor temperature is simulated for a specific orientation of the evaluated urban form. Thermal inertia and building envelope performance are considered additionally as the materiality of the building. The results of different thermal zones are summarized using the 'Degree day method' for cooling and heating. During the early phase of a design process for a project, such as Masterplan, conclusions regarding urban form, density and materiality can be drawn by means of this analysis.

Keywords: building envelope, density, masterplanning, urban form

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728 Learners’ Violent Behaviour and Drug Abuse as Major Causes of Tobephobia in Schools

Authors: Prakash Singh

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Many schools throughout the world are facing constant pressure to cope with the violence and drug abuse of learners who show little or no respect for acceptable and desirable social norms. These delinquent learners tend to harbour feelings of being beyond reproach because they strongly believe that it is well within their rights to engage in violent and destructive behaviour. Knives, guns, and other weapons appear to be more readily used by them on the school premises than before. It is known that learners smoke, drink alcohol, and use drugs during school hours, hence, their ability to concentrate, work, and learn, is affected. They become violent and display disruptive behaviour in their classrooms as well as on the school premises, and this atrocious behaviour makes it possible for drug dealers and gangsters to gain access onto the school premises. The primary purpose of this exploratory quantitative study was therefore to establish how tobephobia (TBP), caused by school violence and drug abuse, affects teaching and learning in schools. The findings of this study affirmed that poor discipline resulted in producing poor quality education. Most of the teachers in this study agreed that educating learners who consumed alcohol and other drugs on the school premises resulted in them suffering from TBP. These learners are frequently abusive and disrespectful, and resort to violence to seek attention. As a result, teachers feel extremely demotivated and suffer from high levels of anxiety and stress. The word TBP will surely be regarded as a blessing by many teachers throughout the world because finally, there is a word that will make people sit up and listen to their problems that cause real fear and anxiety in schools.

Keywords: aims and objectives of quality education, debilitating effects of tobephobia, fear of failure associated with education, learners' violent behaviour and drug abuse

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727 An Experimental (Wind Tunnel) and Numerical (CFD) Study on the Flow over Hills

Authors: Tanit Daniel Jodar Vecina, Adriane Prisco Petry

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The shape of the wind velocity profile changes according to local features of terrain shape and roughness, which are parameters responsible for defining the Atmospheric Boundary Layer (ABL) profile. Air flow characteristics over and around landforms, such as hills, are of considerable importance for applications related to Wind Farm and Turbine Engineering. The air flow is accelerated on top of hills, which can represent a decisive factor for Wind Turbine placement choices. The present work focuses on the study of ABL behavior as a function of slope and surface roughness of hill-shaped landforms, using the Computational Fluid Dynamics (CFD) to build wind velocity and turbulent intensity profiles. Reynolds-Averaged Navier-Stokes (RANS) equations are closed using the SST k-ω turbulence model; numerical results are compared to experimental data measured in wind tunnel over scale models of the hills under consideration. Eight hill models with slopes varying from 25° to 68° were tested for two types of terrain categories in 2D and 3D, and two analytical codes are used to represent the inlet velocity profiles. Numerical results for the velocity profiles show differences under 4% when compared to their respective experimental data. Turbulent intensity profiles show maximum differences around 7% when compared to experimental data; this can be explained by not being possible to insert inlet turbulent intensity profiles in the simulations. Alternatively, constant values based on the averages of the turbulent intensity at the wind tunnel inlet were used.

Keywords: Atmospheric Boundary Layer, Computational Fluid Dynamic (CFD), Numerical Modeling, Wind Tunnel

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726 Investigating the Characteristics of Multi-Plastic Composites Prepared from a Mixture of Silk Fibers and Recycled Polycarbonate

Authors: Razieh Shamsi, Mehdi Faezipour, Ali Abdolkhani

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In this research, the characteristics of composites prepared from waste silk fibers and recycled polycarbonate polymer (used compacted boards) at four levels of 0, 10, 20, and 30% (silk fibers) and using 2% N- 2-Aminoethyl-3-Aminopropyltrimethoxysilane was investigated as a coupling agent and melt process method. Silk fibers (carpet weaving waste) with dimensions of 8-18 mm were prepared, and recycled polymer with 9 mesh grading was ground. Production boards in 3 thicknesses, 3 mm (tensile test samples), 5 mm (bending test samples, water absorption, and thickness shrinkage), 7 mm (impact resistance test samples) ) with a specific weight of 1 gram per cubic centimeter, hot pressing time and temperature of 12 minutes and 190 degrees Celsius with a pressure of 130 bar, cold pressing time of 6 minutes with a pressure of 50 bar and using the coupling agent N- (2- Aminoethyl)-3-aminopropyltrimethoxysilane was prepared in a constant amount of 2% of the dry weight of the filler. The results showed that, in general, by adding silk fibers to the base polymer, compared to the control samples (pure recycled polycarbonate polymer) and also by increasing the amount of silk fibers, almost all the resistances increased. The amount of water absorption of the constructed composite increased with the increase in the amount of silk fibers, and the thickness absorption was equal to 0% even after 72 hours of immersion in water. The thermal resistance of the pure recycled polymer was higher than the prepared composites, and by adding silk fibers to the base polymer and also by increasing the amount of silk fibers from 10 to 30%, the thermal resistance of the composites decreased.

Keywords: wood composite, recycled polycarbonate, silk fibers, polymer

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725 Development and Characterization of Controlled Release Photo Cross-Linked Implants for Ocular Delivery of Triamcinolone Acetonide

Authors: Ravi Sheshala, Annie Lee, Ai Lin Ong, Ling Ling Cheu, Thiagarajan Madheswaran, Thankur R. R. Singh

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The objectives of the present research work were to develop and characterize biodegradable controlled release photo cross-linked implants of Triamcinolone Acetonide (TA) for the treatment of chronic ocular diseases. The photo cross-linked implants were prepared using film casting technique by mixing TA (2.5%) polyethylene glycol diacrylate (PEGDA 700), pore formers (mannitol, maltose, and gelatin) and the photoinitiator (Irgacure 2959). The resulting mixture was injected into moulds using 21 G and subjected to photocrosslinking at 365 nm. Scanning electron microscopy results demonstrated that more pores were formed in the films with the increase in the concentration of pore formers from 2%-10%. The maximum force required to break the films containing 2-10% of pore formers were determined in both dry and wet conditions using texture analyzer and found that films in a dry condition required a higher force to break compared to wet condition and blank films. In vitro drug release from photo cross-linked films were determined by incubating samples in 50 ml PBS pH 7.4 at 37 C and the samples were analyzed for drug release by HPLC. The films demonstrated a biphasic release profile i.e. an initial burst release (<20%) on the first day followed by a constant and continuous drug release in a controlled manner for 42 days. The drug release from all formulations followed the first-order release pattern and the combination of diffusion and erosion release mechanism. In conclusion, the developed formulations were able to provide controlled drug delivery to treat the chronic ocular diseases.

Keywords: controlled release, ophthalmic, PEGDA, photocrosslinking, pore formers

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724 Combustion and Emissions Performance of Syngas Fuels Derived from Palm Kernel Shell and Polyethylene (PE) Waste via Catalytic Steam Gasification

Authors: Chaouki Ghenai

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Computational fluid dynamics analysis of the burning of syngas fuels derived from biomass and plastic solid waste mixture through gasification process is presented in this paper. The syngas fuel is burned in gas turbine can combustor. Gas turbine can combustor with swirl is designed to burn the fuel efficiently and reduce the emissions. The main objective is to test the impact of the alternative syngas fuel compositions and lower heating value on the combustion performance and emissions. The syngas fuel is produced by blending Palm Kernel Shell (PKS) with Polyethylene (PE) waste via catalytic steam gasification (fluidized bed reactor). High hydrogen content syngas fuel was obtained by mixing 30% PE waste with PKS. The syngas composition obtained through the gasification process is 76.2% H2, 8.53% CO, 4.39% CO2 and 10.90% CH4. The lower heating value of the syngas fuel is LHV = 15.98 MJ/m3. Three fuels were tested in this study natural gas (100%CH4), syngas fuel and pure hydrogen (100% H2). The power from the combustor was kept constant for all the fuels tested in this study. The effect of syngas fuel composition and lower heating value on the flame shape, gas temperature, mass of carbon dioxide (CO2) and nitrogen oxides (NOX) per unit of energy generation is presented in this paper. The results show an increase of the peak flame temperature and NO mass fractions for the syngas and hydrogen fuels compared to natural gas fuel combustion. Lower average CO2 emissions at the exit of the combustor are obtained for the syngas compared to the natural gas fuel.

Keywords: CFD, combustion, emissions, gas turbine combustor, gasification, solid waste, syngas, waste to energy

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723 Structural Morphing on High Performance Composite Hydrofoil to Postpone Cavitation

Authors: Fatiha Mohammed Arab, Benoit Augier, Francois Deniset, Pascal Casari, Jacques Andre Astolfi

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For the top high performance foiling yachts, cavitation is often a limiting factor for take-off and top speed. This work investigates solutions to delay the onset of cavitation thanks to structural morphing. The structural morphing is based on compliant leading and trailing edge, with effect similar to flaps. It is shown here that the commonly accepted effect of flaps regarding the control of lift and drag forces can also be used to postpone the inception of cavitation. A numerical and experimental study is conducted in order to assess the effect of the geometric parameters of hydrofoil on their hydrodynamic performances and in cavitation inception. The effect of a 70% trailing edge and a 30% leading edge of NACA 0012 is investigated using Xfoil software at a constant Reynolds number 106. The simulations carried out for a range flaps deflections and various angles of attack. So, the result showed that the lift coefficient increase with the increase of flap deflection, but also with the increase of angle of attack and enlarged the bucket cavitation. To evaluate the efficiency of the Xfoil software, a 2D analysis flow over a NACA 0012 with leading and trailing edge flap was studied using Fluent software. The results of the two methods are in a good agreement. To validate the numerical approach, a passive adaptive composite model is built and tested in the hydrodynamic tunnel at the Research Institute of French Naval Academy. The model shows the ability to simulate the effect of flap by a LE and TE structural morphing due to hydrodynamic loading.

Keywords: cavitation, flaps, hydrofoil, panel method, xfoil

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722 Human Factors as the Main Reason of the Accident in Scaffold Use Assessment

Authors: Krzysztof J. Czarnocki, E. Czarnocka, K. Szaniawska

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Main goal of the research project is Scaffold Use Risk Assessment Model (SURAM) formulation, developed for the assessment of risk levels as a various construction process stages with various work trades. Finally, in 2016, the project received financing by the National Center for Research and development according to PBS3/A2/19/2015–Research Grant. The presented data, calculations and analyzes discussed in this paper were created as a result of the completion on the first and second phase of the PBS3/A2/19/2015 project. Method: One of the arms of the research project is the assessment of worker visual concentration on the sight zones as well as risky visual point inadequate observation. In this part of research, the mobile eye-tracker was used to monitor the worker observation zones. SMI Eye Tracking Glasses is a tool, which allows us to analyze in real time and place where our eyesight is concentrated on and consequently build the map of worker's eyesight concentration during a shift. While the project is still running, currently 64 construction sites have been examined, and more than 600 workers took part in the experiment including monitoring of typical parameters of the work regimen, workload, microclimate, sound vibration, etc. Full equipment can also be useful in more advanced analyses. Because of that technology we have verified not only main focus of workers eyes during work on or next to scaffolding, but we have also examined which changes in the surrounding environment during their shift influenced their concentration. In the result of this study it has been proven that only up to 45.75% of the shift time, workers’ eye concentration was on one of three work-related areas. Workers seem to be distracted by noisy vehicles or people nearby. In opposite to our initial assumptions and other authors’ findings, we observed that the reflective parts of the scaffoldings were not more recognized by workers in their direct workplaces. We have noticed that the red curbs were the only well recognized part on a very few scaffoldings. Surprisingly on numbers of samples, we have not recognized any significant number of concentrations on those curbs. Conclusion: We have found the eye-tracking method useful for the construction of the SURAM model in the risk perception and worker’s behavior sub-modules. We also have found that the initial worker's stress and work visual conditions seem to be more predictive for assessment of the risky developing situation or an accident than other parameters relating to a work environment.

Keywords: accident assessment model, eye tracking, occupational safety, scaffolding

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721 CFD Analysis of the Blood Flow in Left Coronary Bifurcation with Variable Angulation

Authors: Midiya Khademi, Ali Nikoo, Shabnam Rahimnezhad Baghche Jooghi

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Cardiovascular diseases (CVDs) are the main cause of death globally. Most CVDs can be prevented by avoiding habitual risk factors. Separate from the habitual risk factors, there are some inherent factors in each individual that can increase the risk potential of CVDs. Vessel shapes and geometry are influential factors, having great impact on the blood flow and the hemodynamic behavior of the vessels. In the present study, the influence of bifurcation angle on blood flow characteristics is studied. In order to approach this topic, by simplifying the details of the bifurcation, three models with angles 30°, 45°, and 60° were created, then by using CFD analysis, the response of these models for stable flow and pulsatile flow was studied. In the conducted simulation in order to eliminate the influence of other geometrical factors, only the angle of the bifurcation was changed and other parameters remained constant during the research. Simulations are conducted under dynamic and stable condition. In the stable flow simulation, a steady velocity of 0.17 m/s at the inlet plug was maintained and in dynamic simulations, a typical LAD flow waveform is implemented. The results show that the bifurcation angle has an influence on the maximum speed of the flow. In the stable flow condition, increasing the angle lead to decrease the maximum flow velocity. In the dynamic flow simulations, increasing the bifurcation angle lead to an increase in the maximum velocity. Since blood flow has pulsatile characteristics, using a uniform velocity during the simulations can lead to a discrepancy between the actual results and the calculated results.

Keywords: coronary artery, cardiovascular disease, bifurcation, atherosclerosis, CFD, artery wall shear stress

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720 Separate Production of Hydrogen and Methane from Ethanol Wastewater Using Two-Stage UASB: Micronutrient Transportation

Authors: S. Jaikeaw, S. Chavadej

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The objective of this study was to determine the effects of COD loading rate on hydrogen and methane production and micronutrient transportation using a two-stage upflow anaerobic sludge blanket (UASB) system under mesophilic temperature (37°C) with a constant recycle ratio of 1:1 (final effluent flow rate: feed flow rate). The first (hydrogen) UASB unit having 4 L liquid holding volume was controlled at pH 5.5 but the second (methane) UASB unit having 24 L liquid holding volume had no pH control. The two-stage UASB system operated at different COD loading rates from 8 to 20 kg/m³d based on total UASB working volume. The results showed that, at the optimum COD loading rate of 13 kg/m³d, the produced gas from the hydrogen UASB unit contained 1.5% H₂, 16.5% CH₄, and 82% CO₂ with H₂S of 252 ppm and also provided a hydrogen yield of 1.66 mL/g COD removed (or 0.56 mL/g COD applied) and a specific hydrogen production rate of 156.85 ml H₂/LRd (or 5.12 ml H₂/g MLVSS d). Under the optimum COD loading rate, the produced gas from the methane UASB unit mainly contained methane and carbon dioxide without hydrogen of 74 and 26%, respectively with hydrogen sulfide of 287 ppm and the system also provided a maximum methane yield of 407.00 mL/g COD removed (or 263.23 mL/g COD applied) and a specific methane production rate of 2081.44 ml CH₄/LRd (or 99.75 ml CH₄/g MLVSS d). Under the optimum COD loading rate, all micronutrients markedly dropped by the sulfide precipitation reactions. The reduction of micronutrients mostly appeared in the methane UASB unit. Under the studied conditions, both Co and Ni were found to be greatly precipitated out, causing the deficiency to microbial activity. It is hypothesized that an addition of both Co and Ni can improve the methanogenic activity.

Keywords: hydrogen and methane production, ethanol wastewater, a two-stage upflow anaerobic blanket (UASB) system, mesophillic temperature, microbial concentration (MLVSS), micronutrients

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719 Flexible Coupling between Gearbox and Pump (High Speed Machine)

Authors: Naif Mohsen Alharbi

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This paper present failure occurred on flexible coupling installed at oil anf gas operation. Also it presents maintenance ideas implemented on the flexible coupling installed to transmit high torque from gearbox to pump. Basically, the machine train is including steam turbine which drives the pump and there is gearbox located in between for speed reduction. investigation are identifying the root causes, solving and developing the technology designs or bad actor. This report provides the study intentionally for continues operation optimization, utilize the advanced opportunity and implement a improvement. Objective: The main objectives of the investigation are identifying the root causes, solving and developing the technology designs or bad actor. Ultimately, fulfilling the operation productivity, also ensuring better technology, quality and design by solutions. This report provides the study intentionally for continues operation optimization, utilize the advanced opportunity and implemet improvement. Method: The method used in this project was a very focused root cause analysis procedure that incorporated engineering analysis and measurements. The analysis method extensively covers the measuring of the complete coupling dimensions. Including the membranes thickness, hubs, bore diameter and total length, dismantle flexible coupling to diagnose how deep the coupling has been affected. Also, defining failure modes, so that the causes could be identified and verified. Moreover, Vibration analysis and metallurgy test. Lastly applying several solutions by advanced tools (will be mentioned in detail). Results and observation: Design capacity: Coupling capacity is an inadequate to fulfil 100% of operating conditions. Therefore, design modification of service factor to be at least 2.07 is crucial to address this issue and prevent recurrence of similar scenario, especially for the new upgrading project. Discharge fluctuation: High torque flexible coupling encountered during the operation. Therefore, discharge valve behaviour, tuning, set point and general conditions revaluated and modified subsequently, it can be used as baseline for upcoming Coupling design project. Metallurgy test: Material of flexible coupling membrane (discs) tested at the lab, for a detailed metallurgical investigation, better material grade has been selected for our operating conditions,

Keywords: high speed machine, reliabilty, flexible coupling, rotating equipment

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718 Performance and Emission Characteristics of Spark Ignition Engine Running with Gasoline, Blends of Ethanol, and Blends of Ethiopian Arekie

Authors: Mengistu Gizaw Gawo, Bisrat Yoseph Gebrehiwot

Abstract:

Petroleum fuels have become a threat to the world because of their toxic emissions. Besides, it is unknown how long they will last. The only known fact is that they are depleting rapidly and will not last long. So the world’s concern about finding environmentally friendly alternative fuels has increased recently. Hence alcohol fuels are found to be the most convenient alternatives to use in internal combustion engines. This research intends to introduce Ethiopian locally produced alcohol as an alternative in the blended form with gasoline to use in spark ignition engines. The traditionally distilled Arekie was purchased from a local producer and purified using fractional distillation. Then five Arekie-gasoline blends were prepared with the proportion of 5,10,15,20 and 25%v/v (A5, A10, A15, A20, and A25, respectively). Also, absolute ethanol was purchased from a local supplier, and ethanol-gasoline blends were prepared with a similar proportion as Arekie-gasoline blends (E5, E10, E15, E20, and E25). Then an experiment was conducted on a single-cylinder, 4-stroke, spark-ignition engine running at a constant speed of 2500 rpm and variable loads to investigate the performance and emission characteristics. Results showed that the performance and emission parameters are significantly improved as the ratio of Arekie and ethanol in gasoline increases at all loads. Among all tested fuels, E20 exhibited better performance, and E25 exhibited better emission. A20 provided a slightly lower performance than E20 but was much improved compared to pure gasoline. A25 provided comparable emissions with E25 and was much better than pure gasoline. Generally, adding up to 20%v/v Ethiopian Arekie in gasoline could make a better, renewable alternative to spark ignition engines.

Keywords: alcohol fuels, alternative fuels, pollutant emissions, spark-ignition engine, Arekie-gasoline blends

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717 Microstructure, Mechanical, Electrical and Thermal Properties of the Al-Si-Ni Ternary Alloy

Authors: Aynur Aker, Hasan Kaya

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In recent years, the use of the aluminum based alloys in the industry and technology are increasing. Alloying elements in aluminum have further been improving the strength and stiffness properties that provide superior compared to other metals. In this study, investigation of physical properties (microstructure, microhardness, tensile strength, electrical conductivity and thermal properties) in the Al-12.6wt.%Si-%2wt.Ni ternary alloy were investigated. Al-Si-Ni alloy was prepared in a graphite crucible under vacuum atmosphere. The samples were directionally solidified upwards with different growth rate (V) at constant temperature gradient G (7.73 K/mm). The microstructures (flake spacings, λ), microhardness (HV), ultimate tensile strength, electrical resistivity and thermal properties enthalpy of fusion and specific heat and melting temperature) of the samples were measured. Influence of the growth rate and flake spacings on microhardness, ultimate tensile strength and electrical resistivity were investigated and relationships between them were experimentally obtained by using regression analysis. According to results, λ values decrease with increasing V, but microhardness, ultimate tensile strength, electrical resistivity values increase with increasing V. Variations of electrical resistivity for cast samples with the temperature in the range of 300-1200 K were also measured by using a standard dc four-point probe technique. The enthalpy of fusion and specific heat for the same alloy was also determined by means of differential scanning calorimeter (DSC) from heating trace during the transformation from liquid to solid. The results obtained in this work were compared with the previous similar experimental results obtained for binary and ternary alloys.

Keywords: electrical resistivity, enthalpy, microhardness, solidification, tensile stress

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716 A Dual Spark Ignition Timing Influence for the High Power Aircraft Radial Engine Using a CFD Transient Modeling

Authors: Tytus Tulwin, Ksenia Siadkowska, Rafał Sochaczewski

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A high power radial reciprocating engine is characterized by a large displacement volume of a combustion chamber. Choosing the right moment for ignition is important for a high performance or high reliability and ignition certainty. This work shows methods of simulating ignition process and its impact on engine parameters. For given conditions a flame speed is limited when a deflagration combustion takes place. Therefore, a larger length scale of the combustion chamber compared to a standard size automotive engine makes combustion take longer time to propagate. In order to speed up the mixture burn-up time the second spark is introduced. The transient Computational Fluid Dynamics model capable of simulating multicycle engine processes was developed. The CFD model consists of ECFM-3Z combustion and species transport models. A relative ignition timing difference for the both spark sources is constant. The temperature distribution on engine walls was calculated in the separate conjugate heat transfer simulation. The in-cylinder pressure validation was performed for take-off power flight conditions. The influence of ignition timing on parameters like in-cylinder temperature or rate of heat release was analyzed. The most advantageous spark timing for the highest power output was chosen. The conditions around the spark plug locations for the pre-ignition period were analyzed. This work has been financed by the Polish National Centre for Research and Development, INNOLOT, under Grant Agreement No. INNOLOT/I/1/NCBR/2013.

Keywords: CFD, combustion, ignition, simulation, timing

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715 Financing Innovation: Differences across National Innovation Systems

Authors: Núria Arimany Serrat, Xavier Ferràs Hernández, Petra A. Nylund, Eric Viardot

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Innovation is an increasingly important antecedent to firm competitiveness and growth. Successful innovation, however, requires a significant financial commitment and the means of financing accessible to the firm may affect its ability to innovate. The access to equity financing such as venture capital has been connected to innovativeness for young firms. For established enterprises, debt financing of innovation may be a more realistic option. Continuous innovation and growth would otherwise require a constant increase of equity. We, therefore, investigate the relation between debt financing and innovation for large firms and hypothesize that those firms that carry more debt will be more innovative. The need for debt financing of innovation may be reduced for very profitable firms, which can finance innovation with cash flow. We thus hypothesize a moderating effect of profitability on the relationship between debt financing and innovation. We carry out an empirical investigation using a longitudinal data set including 167 large European firms over five years, resulting in 835 firm years. We apply generalized least squares (GLS) regression with fixed firm effects to control for firm heterogeneity. The findings support our hypotheses and we conclude that access to debt finding is an important antecedent of innovation, with profitability as a moderating factor. The results do however differ across national innovation systems and we find a strong relationship for British, Dutch, French, and Italian firms but not for German and Spanish entities. We discuss differences in the national systems of innovation and financing which contextualize the variations in the findings and thus make a nuanced contribution to the research in innovation financing. The cross-country differences calls for differentiated advice to managers, institutions, and researchers depending on the national context.

Keywords: innovation, R&D, national innovation systems, financing

Procedia PDF Downloads 516
714 Effect of Shape and Size of Concrete Specimen and Strength of Concrete Mixture in the Absence and Presence of Fiber

Authors: Sultan Husein Bayqra, Ali Mardani Aghabaglou, Zia Ahmad Faqiri, Hassane Amidou Ouedraogo

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In this study, the effect of shape and size of the concrete specimen on the compressive and splitting tensile strength of the concrete mixtures in the absence and presence of steel fiber was investigated. For this aim, ten different concrete mixtures having w/c ratio of 0.3, 0.4, 0.5, 0.6 and 0.7 with and without fiber were prepared. In the mixtures containing steel fibers having aspect ratio (L/D) of 64 were used by 1% of the total mixture volume. In all concrete mixtures, CEM I 42,5R type Portland cement and crushed Lime-stone aggregates having different aggregate size fractions were used. The combined aggregate was obtained by mixing %40 0-5 mm, %30 5-12 mm and %30 12-22 mm aggregate size fraction. The slump values of concrete mixtures were kept constant as 17 ± 2 cm. To provide the desired slump value, a polycarboxylate ether-based high range water reducing admixture was used. In order to investigate the effect of size and shape of concrete specimen on strength properties 10 cm, 15 cm cubic specimens and 10×20 cm, 15×30 cm cylindrical specimens were prepared for each mixture. The specimens were cured under standard conditions until testing days. The 7- and 28-day compressive and splitting tensile strengths of mixtures were determined. The results obtained from the experimental study showed that the strength ratio between the cylinder and the cube specimens increased with the increase of the strength of the concrete. Regardless of the fiber utilization and specimen shape, strength values of concrete mixtures were increased by decreasing specimen size. However, the mentioned behaviour was not observed for the case that the mixtures having high W/C ratio and containing fiber. The compressive strength of cube specimens containing fiber was less affected by the size of the specimen compared to that of cube specimens containing no fibers.

Keywords: compressive strength, splitting tensile strength, fiber reinforced concrete, size effect, shape effect

Procedia PDF Downloads 163
713 Effect of Anisotropy on Steady Creep in a Whisker Reinforced Functionally Graded Composite Disc

Authors: V. K. Gupta, Tejeet Singh

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In many whisker reinforced composites, anisotropy may result due to material flow during processing operations such as forging, extrusion etc. The consequence of anisotropy, introduced during processing of disc material, has been investigated on the steady state creep deformations of the rotating disc. The disc material is assumed to undergo plastic deformations according to Hill’s anisotropic criterion. Steady state creep has been analyzed in a constant thickness rotating disc made of functionally graded 6061Al-SiCw (where the subscript ‘w’ stands for whisker) using Hill’s The content of reinforcement (SiCw) in the disc is assumed to decrease linearly from the inner to outer radius. The stresses and strain rates in the disc are estimated by solving the force equilibrium equation along with the constitutive equations describing multi-axial creep. The results obtained for anisotropic FGM disc have been compared with those estimated for isotropic FGM disc having the same average whisker content. The anisotropic constants, appearing in Hill’s yield criterion, have been obtained from the available experimental results. The results show that the presence of anisotropy reduces the tangential stress in the middle of the disc but near the inner and outer radii the tangential stress is higher when compared to isotropic disc. On the other hand, the steady state creep rates in the anisotropic disc are reduced significantly over the entire disc radius, with the maximum reduction observed at the inner radius. Further, in the presence of anisotropy the distribution of strain rate becomes relatively uniform over the entire disc, which may be responsible for reducing the extent of distortion in the disc.

Keywords: anisotropy, creep, functionally graded composite, rotating disc

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712 6 DOF Cable-Driven Haptic Robot for Rendering High Axial Force with Low Off-Axis Impedance

Authors: Naghmeh Zamani, Ashkan Pourkand, David Grow

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This paper presents the design and mechanical model of a hybrid impedance/admittance haptic device optimized for applications, like bone drilling, spinal awl probe use, and other surgical techniques were high force is required in the tool-axial direction, and low impedance is needed in all other directions. The performance levels required cannot be satisfied by existing, off-the-shelf haptic devices. This design may allow critical improvements in simulator fidelity for surgery training. The device consists primarily of two low-mass (carbon fiber) plates with a rod passing through them. Collectively, the device provides 6 DOF. The rod slides through a bushing in the top plate and it is connected to the bottom plate with a universal joint, constrained to move in only 2 DOF, allowing axial torque display the user’s hand. The two parallel plates are actuated and located by means of four cables pulled by motors. The forward kinematic equations are derived to ensure that the plates orientation remains constant. The corresponding equations are solved using the Newton-Raphson method. The static force/torque equations are also presented. Finally, we present the predicted distribution of location error, cables velocity, cable tension, force and torque for the device. These results and preliminary hardware fabrication indicate that this design may provide a revolutionary approach for haptic display of many surgical procedures by means of an architecture that allows arbitrary workspace scaling. Scaling of the height and width can be scaled arbitrarily.

Keywords: cable direct driven robot, haptics, parallel plates, bone drilling

Procedia PDF Downloads 245
711 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science

Authors: Mohammadreza Akbari, Pooya Soleimani Besheli, Reza Khalili, Davood Domiri Danji

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In this conference, our aims are accuracy, capabilities and power at solving of the complicated non-linear partial differential. Our purpose is to enhance the ability to solve the mentioned nonlinear differential equations at basic science and engineering field and similar issues with a simple and innovative approach. As we know most of engineering system behavior in practical are nonlinear process (especially basic science and engineering field, etc.) and analytical solving (no numeric) these problems are difficult, complex, and sometimes impossible like (Fluids and Gas wave, these problems can't solve with numeric method, because of no have boundary condition) accordingly in this symposium we are going to exposure an innovative approach which we have named it Akbari-Ganji's Method or AGM in engineering, that can solve sets of coupled nonlinear differential equations (ODE, PDE) with high accuracy and simple solution and so this issue will emerge after comparing the achieved solutions by Numerical method (Runge-Kutta 4th). Eventually, AGM method will be proved that could be created huge evolution for researchers, professors and students in whole over the world, because of AGM coding system, so by using this software we can analytically solve all complicated linear and nonlinear partial differential equations, with help of that there is no difficulty for solving all nonlinear differential equations. Advantages and ability of this method (AGM) as follow: (a) Non-linear Differential equations (ODE, PDE) are directly solvable by this method. (b) In this method (AGM), most of the time, without any dimensionless procedure, we can solve equation(s) by any boundary or initial condition number. (c) AGM method always is convergent in boundary or initial condition. (d) Parameters of exponential, Trigonometric and Logarithmic of the existent in the non-linear differential equation with AGM method no needs Taylor expand which are caused high solve precision. (e) AGM method is very flexible in the coding system, and can solve easily varieties of the non-linear differential equation at high acceptable accuracy. (f) One of the important advantages of this method is analytical solving with high accuracy such as partial differential equation in vibration in solids, waves in water and gas, with minimum initial and boundary condition capable to solve problem. (g) It is very important to present a general and simple approach for solving most problems of the differential equations with high non-linearity in engineering sciences especially at civil engineering, and compare output with numerical method (Runge-Kutta 4th) and Exact solutions.

Keywords: new approach, AGM, sets of coupled nonlinear differential equation, exact solutions, numerical

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710 Predictions of Thermo-Hydrodynamic State for Single and Three Pads Gas Foil Bearings Operating at Steady-State Based on Multi-Physics Coupling Computer Aided Engineering Simulations

Authors: Tai Yuan Yu, Pei-Jen Wang

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Oil-free turbomachinery is considered one of the critical technologies for future green power generation systems as rotor machinery systems. Oil-free technology allows clean, compact, and maintenance-free working, and gas foil bearings, abbreviated as GFBs, are important for the technology. Since the first applications in the auxiliary power units and air cycle machines in the 1970s, obvious improvement has been created to the computational models for dynamic rotor behavior. However, many technical issues are still poorly understood or remain unsolved, and some of those are thermal management and the pattern of how pressure will be distributed in bearing clearance. This paper presents a three-dimensional, abbreviated as 3D, fluid-structure interaction model of single pad foil bearings and three pad foil bearings to predict bearing working behavior that researchers could compare characteristics of those. The coupling analysis model involves dynamic working characteristics applied to all the gas film and mechanical structures. Therefore, the elastic deformation of foil structure and the hydrodynamic pressure of gas film can both be calculated by a finite element method program. As a result, the temperature distribution pattern could also be iteratively solved by coupling analysis. In conclusion, the working fluid state in a gas film of various pad forms of bearings working characteristic at constant rotational speed for both can be solved for comparisons with the experimental results.

Keywords: fluid-structure interaction, multi-physics simulations, gas foil bearing, oil-free, transient thermo-hydrodynamic

Procedia PDF Downloads 153
709 Irregular Meal Pattern: What Is the Impact on Weight

Authors: Maha Alhussain, Moira A Taylor, Ian A. Macdonald

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Background: It is well established that dietary composition has effects on metabolism and therefore impacts on health; however other aspects of diet, such as meal pattern, could also be important in both obesity management and promoting health. The present study investigated the effect of irregular meal frequency on anthropometric measurements and energy expenditure (EE) in healthy women. Design: 11 healthy weight women (18–40 years) were studied in a randomized crossover trial with two phases of 2 weeks each. In Phase 1, participants consumed either a regular meal pattern (6 meals/day) or an irregular meal pattern (varying from 3 to 9 meals/day). In Phase 2, participants followed the alternative meal pattern to that followed in Phase 1, after a 2-weeks washout period. In the two phases, identical foods were provided to a participant in amounts designed to keep body weight constant. Participants came to the laboratory after an overnight fast at the start and end of each phase. EE was measured in fasting state by indirect calorimetry. Postprandial EE was measured during the 3 h period after consumption of a milkshake, test drink. Results: There were no significant changes in body weight and anthropometric measurements after both meal pattern interventions. There was also no significant difference in mean daily energy intake between the regular and irregular meal pattern (2043 ±31 and 2099 ±33 respectively). EE in the fasting state showed no significant differences cross the experiment visits. There was a significant difference in Postprandial EE (measured for 3 h) by visit (P=0.04). Postprandial EE after the regular meal pattern was significantly higher than at baseline (P=0.002) or than after the irregular meal pattern (P= 0.04). Conclusion: Eating regularly for 14-day period significantly increases Postprandial EE which may contribute to weight loss and obesity management.

Keywords: energy expenditure, energy intake, meal pattern, weight loss

Procedia PDF Downloads 397
708 Development of a CFD Model for PCM Based Energy Storage in a Vertical Triplex Tube Heat Exchanger

Authors: Pratibha Biswal, Suyash Morchhale, Anshuman Singh Yadav, Shubham Sanjay Chobe

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Energy demands are increasing whereas energy sources, especially non-renewable sources are limited. Due to the intermittent nature of renewable energy sources, it has become the need of the hour to find new ways to store energy. Out of various energy storage methods, latent heat thermal storage devices are becoming popular due to their high energy density per unit mass and volume at nearly constant temperature. This work presents a computational fluid dynamics (CFD) model using ANSYS FLUENT 19.0 for energy storage characteristics of a phase change material (PCM) filled in a vertical triplex tube thermal energy storage system. A vertical triplex tube heat exchanger, just like its name consists of three concentric tubes (pipe sections) for parting the device into three fluid domains. The PCM is filled in the middle domain with heat transfer fluids flowing in the outer and innermost domains. To enhance the heat transfer inside the PCM, eight fins have been incorporated between the internal and external tubes. These fins run radially outwards from the outer-wall of innermost tube to the inner-wall of the middle tube dividing the middle domain (between innermost and middle tube) into eight sections. These eight sections are then filled with a PCM. The validation is carried with earlier work and a grid independence test is also presented. Further studies on freezing and melting process were carried out. The results are presented in terms of pictorial representation of isotherms and liquid fraction

Keywords: heat exchanger, thermal energy storage, phase change material, CFD, latent heat

Procedia PDF Downloads 139
707 Reconstructing the Segmental System of Proto-Graeco-Phrygian: a Bottom-Up Approach

Authors: Aljoša Šorgo

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Recent scholarship on Phrygian has begun to more closely examine the long-held belief that Greek and Phrygian are two very closely related languages. It is now clear that Graeco-Phrygian can be firmly postulated as a subclade of the Indo-European languages. The present paper will focus on the reconstruction of the phonological and phonetic segments of Proto-Graeco-Phrygian (= PGPh.) by providing relevant correspondence sets and reconstructing the classes of segments. The PGPh. basic vowel system consisted of ten phonemic oral vowels: */a e o ā ē ī ō ū/. The correspondences of the vowels are clear and leave little open to ambiguity. There were four resonants and two semi-vowels in PGPh.: */r l m n i̯ u̯/, which could appear in both a consonantal and a syllabic function, with the distribution between the two still being phonotactically predictable. Of note is the fact that the segments *m and *n seem to have merged when their phonotactic position would see them used in a syllabic function. Whether the segment resulting from this merger was a nasalized vowel (most likely *[ã]) or a syllabic nasal *[N̥] (underspecified for place of articulation) cannot be determined at this stage. There were three fricatives in PGPh.: */s h ç/. *s and *h are easily identifiable. The existence of *ç, which may seem unexpected, is postulated on the basis of the correspondence Gr. ὄς ~ Phr. yos/ιος. It is of note that Bozzone has previously proposed the existence of *ç ( < PIE *h₁i̯-) in an early stage of Greek even without taking into account Phrygian data. Finally, the system of stops in PGPh. distinguished four places of articulation (labial, dental, velar, and labiovelar) and three phonation types. The question of which three phonation types were actually present in PGPh. is one of great importance for the ongoing debate on the realization of the three series in PIE. Since the matter is still very much in dispute, we ought to, at this stage, endeavour to reconstruct the PGPh. system without recourse to the other IE languages. The three series of correspondences are: 1. Gr. T (= tenuis) ~ Phr. T; 2. Gr. D (= media) ~ Phr. T; 3. Gr. TA (= tenuis aspirata) ~ Phr. M. The first series must clearly be reconstructed as composed of voiceless stops. The second and third series are more problematic. With a bottom-up approach, neither the second nor the third series of correspondences are compatible with simple modal voicing, and the reflexes differ greatly in voice onset time. Rather, the defining feature distinguishing the two series was [±spread glottis], with ancillary vibration of the vocal cords. In PGPh. the second series was undergoing further spreading of the glottis. As the two languages split, this process would continue, but be affected by dissimilar changes in VOT, which was ultimately phonemicized in both languages as the defining feature distinguishing between their series of stops.

Keywords: bottom-up reconstruction, Proto-Graeco-Phrygian, spread glottis, syllabic resonant

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706 Synthesis, Characterization of Organic and Inorganic Zn-Al Layered Double Hydroxides and Application for the Uptake of Methyl Orange from Aqueous Solution

Authors: Fatima Zahra Mahjoubi, Abderrahim Khalidi, Mohammed Abdennouri, Noureddine Barka

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Zn-Al layered double hydroxides containing carbonate, nitrate and dodecylsulfate as the interlamellar anions have been prepared through a coprecipitation method. The resulting compounds were characterized using XRD, ICP, FTIR, TGA/DTA, TEM/EDX and pHPZC analysis. The XRD patterns revealed that carbonate and nitrate could be intercalated into the interlayer structure with basal spacing of 22.74 and 26.56 Å respectively. Bilayer intercalation of dodecylsulfate molecules was achieved in Zn-Al LDH with a basal spacing of 37.86 Å. The TEM observation indicated that the materials synthesized via coprecipitation present nanoscale LDH particle. The average particle size of Zn-AlCO3 is 150 to 200 nm. Irregular circular to hexagonal shaped particles with 30 to 40 nm in diameter was observed in the Zn-AlNO3 morphology. TEM image of Zn-AlDs display nanostructured sheet like particles with size distribution between 5 to 10 nm. The sorption characteristics and mechanisms of methyl orange dye on organic LDH were investigated and were subsequently compared with that on the inorganic Zn-Al layered double hydroxides. Adsorption experiments for MO were carried out as function of solution pH, contact time and initial dye concentration. The adsorption behavior onto inorganic LDHs was obviously influenced by initial pH. However, the adsorption capacity of organic LDH was influenced indistinctively by initial pH and the removal percentage of MO was practically constant at various value of pH. As the MO concentration increased, the curve of adsorption capacity became L-type onto LDHs. The adsorption behavior for Zn-AlDs was proposed by the dissolution of dye in a hydrophobic interlayer region (i.e., adsolubilization). The results suggested that Zn-AlDs could be applied as a potential adsorbent for MO removal in a wide range of pH.

Keywords: adsorption, dodecylsulfate, kinetics, layered double hydroxides, methyl orange removal

Procedia PDF Downloads 271
705 Microstructure Evolution and Modelling of Shear Forming

Authors: Karla D. Vazquez-Valdez, Bradley P. Wynne

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In the last decades manufacturing needs have been changing, leading to the study of manufacturing methods that were underdeveloped, such as incremental forming processes like shear forming. These processes use rotating tools in constant local contact with the workpiece, which is often also rotating, to generate shape. This means much lower loads to forge large parts and no need for expensive special tooling. Potential has already been established by demonstrating manufacture of high-value products, e.g., turbine and satellite parts, with high dimensional accuracy from difficult to manufacture materials. Thus, huge opportunities exist for these processes to replace the current method of manufacture for a range of high value components, e.g., eliminating lengthy machining, reducing material waste and process times; or the manufacture of a complicated shape without the development of expensive tooling. However, little is known about the exact deformation conditions during processing and why certain materials are better than others for shear forming, leading to a lot of trial and error before production. Three alloys were used for this study: Ti-54M, Jethete M154, and IN718. General Microscopy and Electron Backscatter Diffraction (EBSD) were used to measure strains and orientation maps during shear forming. A Design of Experiments (DOE) analysis was also made in order to understand the impact of process parameters in the properties of the final workpieces. Such information was the key to develop a reliable Finite Element Method (FEM) model that closely resembles the deformation paths of this process. Finally, the potential of these three materials to be shear spun was studied using the FEM model and their Forming Limit Diagram (FLD) which led to the development of a rough methodology for testing the shear spinnability of various metals.

Keywords: shear forming, damage, principal strains, forming limit diagram

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704 Kou Jump Diffusion Model: An Application to the SP 500; Nasdaq 100 and Russell 2000 Index Options

Authors: Wajih Abbassi, Zouhaier Ben Khelifa

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The present research points towards the empirical validation of three options valuation models, the ad-hoc Black-Scholes model as proposed by Berkowitz (2001), the constant elasticity of variance model of Cox and Ross (1976) and the Kou jump-diffusion model (2002). Our empirical analysis has been conducted on a sample of 26,974 options written on three indexes, the S&P 500, Nasdaq 100 and the Russell 2000 that were negotiated during the year 2007 just before the sub-prime crisis. We start by presenting the theoretical foundations of the models of interest. Then we use the technique of trust-region-reflective algorithm to estimate the structural parameters of these models from cross-section of option prices. The empirical analysis shows the superiority of the Kou jump-diffusion model. This superiority arises from the ability of this model to portray the behavior of market participants and to be closest to the true distribution that characterizes the evolution of these indices. Indeed the double-exponential distribution covers three interesting properties that are: the leptokurtic feature, the memory less property and the psychological aspect of market participants. Numerous empirical studies have shown that markets tend to have both overreaction and under reaction over good and bad news respectively. Despite of these advantages there are not many empirical studies based on this model partly because probability distribution and option valuation formula are rather complicated. This paper is the first to have used the technique of nonlinear curve-fitting through the trust-region-reflective algorithm and cross-section options to estimate the structural parameters of the Kou jump-diffusion model.

Keywords: jump-diffusion process, Kou model, Leptokurtic feature, trust-region-reflective algorithm, US index options

Procedia PDF Downloads 411