Search results for: dielectric constant
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2268

Search results for: dielectric constant

2028 Synthesis and Properties of Photocured Surface Modified Polyaniline Hybrid Composites

Authors: Asli Beyler Çi̇ği̇l, Memet Vezi̇r Kahraman

Abstract:

Organic–inorganic hybrids have become an effective source of advanced materials because they combine the advantages of both the organic moiety such as flexibility, low dielectric constant, and processability, and inorganic moiety as rigidity, strength, durability, and thermal stability. By incorporating cross-linkable side chains, the hybrid materials can be made photosensitive and UV curable, which offers many advantages including low processing temperature, low equipment cost and compatibility. In this study, uv-curable organic-inorganic hybrid material, which was contained surface modified polyaniline particles (PANI), was prepared. PANI surface photografted with hydroxy ethyl methacrylate (HEMA) to produce hydroxyl groups. Hydroxyl functionalized PANI/HEMA was acrylated using isocyanato ethyl methacrylate (IEM) in order to improve the dispersion and interfacial interaction in composites. UV-curable formulation was prepared by mixing the surface modified PANI, polyethylene glycol diacrylate (PEGDA), trimethylolpropane triacrylate (TMPTA), hydrolized 3- methacryloxypropyltrimethoxysilane (hyd. MEMO) and photoinitiator. Chemical structure of nano-hybrid material was characterized by FTIR. FTIR spectra showed that the photografting of PANI was prepared successfully. Thermal properties of the nano-hybrid material were determined by thermogravimetric analysis (TGA). The morphology of the nano-hybrid material was performed by scanning electron microscopy (SEM).

Keywords: polyaniline, photograft, sol-gel, uv-curable polymer

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2027 Kinetic Aspect Investigation of Chitosan / Nanohydroxyapatite / Na ₂CO₃ Gel System

Authors: P. S. D. Perera, S. U. Adikary

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The gelation behavior of Chitosan/nanohydroxyapatite sol in the presence of a crosslinking agent Na ₂CO₃ was investigated experimentally. In this case, the gelation time(tgel) was determined by the rheological measurements of the final mixture. The tgel has been determined from dynamic viscosity slope experiments. We found that chitosan/nHA sol with 1% nano-hydroxyapatite and 1.6% Na2CO3 required coagulant performance. Hence Na ₂CO₃ and nanohydroxyapatite concentrations remain constant over the experiment. The order of reaction was first order with respect to chitosan and rate constant of the gel system was 9.0 x 10-4 s-1, respectively, depending on the temperature of the system. The gelation temperature was carried out at 37 ⁰C.

Keywords: kinetics, gelation, sol-gel system, chitosan/ nHA/ Na ₂CO₃ composite

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2026 Direct Measurements of the Electrocaloric Effect in Solid Ferroelectric Materials via Thermoreflectance

Authors: Layla Farhat, Mathieu Bardoux, Stéphane Longuemart, Ziad Herro, Abdelhak Hadj Sahraoui

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Electrocaloric (EC) effect refers to the isothermal entropy or adiabatic temperature changes of a dielectric material induced by an external electric field. This phenomenon has been largely ignored for application because only modest EC effects (2.6

Keywords: electrocaloric effect, thermoreflectance, ferroelectricity, cooling system

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2025 Bianchi Type- I Viscous Fluid Cosmological Models with Stiff Matter and Time Dependent Λ- Term

Authors: Rajendra Kumar Dubey

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Einstein’s field equations with variable cosmological term Λ are considered in the presence of viscous fluid for Bianchi type I space time. Exact solutions of Einstein’s field equations are obtained by assuming cosmological term Λ Proportional to (R is a scale factor and m is constant). We observed that the shear viscosity is found to be responsible for faster removal of initial anisotropy in the universe. The physical significance of the cosmological models has also been discussed.

Keywords: bianchi type, I cosmological model, viscous fluid, cosmological constant Λ

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2024 Spectrofluorimetric Investigation of Copper (II), Cobalt (II), Calcium (II), and Ferric (III) Influence on the Ciprofloxacin Binding to Bovine Serum Albumin

Authors: Ahmed K. Youssef, Shawkat M. B. Aly

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The interaction between ciprofloxacin and bovine serum albumin (BSA) was investigated by UV-Visible absorption and fluorescence spectroscopy. The influence of Cu²⁺ Ca²⁺, Co²⁺, and Fe³⁺ on the Cip-BSA interaction was investigated. The quenching of the BSA fluorescence emission in presence of ciprofloxacin as well as the influence of metal ions on the interaction was analyzed using the Stern-Volmer equation. The Stern-Volmer quenching constant, Kₛᵥ was calculated in presence and absence of the metal ions at the physiological pH of 7.4 using phosphate buffer. The experimental results showed that interaction mainly static in nature and quenching rate constant is decreased in presence of the studied metal ions with exception of Cu²⁺ ions. The decrease observed in the Kₛᵥ values in presence of Co²⁺, Ca²⁺, and Fe³⁺ can be understood on basis of competition between these metal and Cip when both of them existed in the BSA solution. Cu²⁺ induces interaction between Cip and BSA at faster quenching rates as inferred from the observed increase in the Kₛᵥ value. This allowed us to propose that copper (II) ions are directly involved in the process of Cip binding to BSA. The binding constant for Cip on BSA was determined and the metal ions effect on it was examined as well and their values were in line with the Kₛᵥ values.

Keywords: bovine serum albumin, ciprofloxacin, fluorescence, metal ions effect

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2023 Design and Performance Comparison of Metamaterial Based Antenna for 4G/5G Mobile Devices

Authors: Jalal Khan, Daniyal Ali Sehrai, Shakeel Ahmad

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This paper presents the design and performance evaluation of multiband metamaterial based antenna operating in the 3.6 GHz (4G), 14.33 GHz, and 28.86 GHz (5G) frequency bands, for future mobile and handheld devices. The radiating element of the proposed design is made up of a conductive material supported by a 1.524 mm thicker Rogers-4003 substrate, having a relative dielectric constant and loss tangent of 3.55 and 0.0027, respectively. The substrate is backed by truncated ground plane. The future mobile communication system is based on higher frequencies, which are highly affected by the atmospheric conditions. Therefore, to overcome the path loss problem, essential enhancements and improvements must be made in the overall performance of the antenna. The traditional ground plane does not provide the in-phase reflection and surface wave suppression due to which side and back lobes are produced. This will affect the antenna performance in terms of gain and efficiency. To enhance the overall performance of the antenna, a metamaterial acting as a high impedance surface (HIS) is used as a reflector in the proposed design. The simulated gain of the metamaterial based antenna is enhanced from {2.76-6.47, 4.83-6.71 and 7.52-7.73} dB at 3.6, 14.33 and 28.89 GHz, respectively relative to the gain of the antenna backed by a traditional ground plane. The proposed antenna radiated efficiently with a radiated efficiency (>85 %) in all the three frequency bands with and without metamaterial surface. The total volume of the antenna is (L x W x h=45 x 40 x 1.524) mm3. The antenna can be potentially used for wireless handheld devices and mobile terminal. All the simulations have been performed using the Computer Simulation Technology (CST) software.

Keywords: CST MWS, fourth generation/fifth generation, 4G/5G, high gain, multiband, metamaterial

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2022 Experimental Study of Heat Transfer in Pulsation Mist Flow in Rectanglar Duct Partially Filled with a Porous Medium

Authors: Hosein Shokoohmand, Mohamad Esmaeil Jomeh

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The present thesis studies the effect of different factors such as frequency of oscillatory flow, change in constant wall heat flux and two-phase current state, on heat transfer in a pipe in presence of porous medium. In this experimental study is conducted for Reynolds numbers in a range of Re=850 to Re=10000 and oscillatory frequencies of 5, 20, 10, 30 and 40 Hz with constant heat flux of 585 w/m2 and 819 w/m2. The results indicate that increase in oscillation frequency in higher frequencies for heat flux of 585 w/m2 leads to an increase in heat transfer; however, in the rest of tests it results in a heat transfer decrease. Increasing Reynolds number in a pulsation mist flow causes an increase in average Nusselt number values. The effect of oscillation frequencies in a pulsation mist flow for different Reynolds numbers has revealed different results, in a way that for some Reynolds numbers an increase of frequency has led to a heat transfer decrease.

Keywords: Reynolds numbers, frequency of oscillatory flow, constant heat flux, mist flow

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2021 Percentage Change in the Selected Skinfold Measurements of Male Students of University of Delhi Due to Progressive and Constant Load of Physical Training

Authors: Seema Kaushik

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Skinfold measurements provide considerably meaningful and consistent information about subcutaneous fat and its distribution. Physical activities in the form of conditioning and/or training leads to various structural, functional and mechanical changes and numerous training programmes exist for the improvement of physical fitness, however, most of the studies are conducted on foreign soil with foreign population as sample, which may/may not be applicable to the Indian conditions. Moreover, there is not even a single training/ conditioning programme that caters to the need of male students of University of Delhi with regard to various skinfold thickness measurements. Hence, the present study aimed at studying the effect of progressive and constant load training on selected skinfold measurements of male students of University of Delhi in form of percentage change. The sample size for the study was 90 having three groups of male; 30 samples in each group (mean age = 20.04±0.49 years). The variables included triceps, sub-scapular, supra-iliac and calf skinfolds. The experimental design adopted for the study was multi-group repeated measure design. Three different groups were measured four times repeatedly at an interval of 6 weeks, on completion of each of the three meso-cycles. Standard landmarks and protocols were followed to measure the selected variables. Mean, standard deviation and percentage were computed to analyze the data statistically. The study concluded that both the progressive and constant load of physical training bring changes in the skinfold thickness measurements of male students of University of Delhi.

Keywords: constant load, progressive load, physical training, skinfold measurements

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2020 An Improved Two-dimensional Ordered Statistical Constant False Alarm Detection

Authors: Weihao Wang, Zhulin Zong

Abstract:

Two-dimensional ordered statistical constant false alarm detection is a widely used method for detecting weak target signals in radar signal processing applications. The method is based on analyzing the statistical characteristics of the noise and clutter present in the radar signal and then using this information to set an appropriate detection threshold. In this approach, the reference cell of the unit to be detected is divided into several reference subunits. These subunits are used to estimate the noise level and adjust the detection threshold, with the aim of minimizing the false alarm rate. By using an ordered statistical approach, the method is able to effectively suppress the influence of clutter and noise, resulting in a low false alarm rate. The detection process involves a number of steps, including filtering the input radar signal to remove any noise or clutter, estimating the noise level based on the statistical characteristics of the reference subunits, and finally, setting the detection threshold based on the estimated noise level. One of the main advantages of two-dimensional ordered statistical constant false alarm detection is its ability to detect weak target signals in the presence of strong clutter and noise. This is achieved by carefully analyzing the statistical properties of the signal and using an ordered statistical approach to estimate the noise level and adjust the detection threshold. In conclusion, two-dimensional ordered statistical constant false alarm detection is a powerful technique for detecting weak target signals in radar signal processing applications. By dividing the reference cell into several subunits and using an ordered statistical approach to estimate the noise level and adjust the detection threshold, this method is able to effectively suppress the influence of clutter and noise and maintain a low false alarm rate.

Keywords: two-dimensional, ordered statistical, constant false alarm, detection, weak target signals

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2019 Engineering Strategies Towards Improvement in Energy Storage Performance of Ceramic Capacitors for Pulsed Power Applications

Authors: Abdul Manan

Abstract:

The necessity for efficient and cost-effective energy storage devices to intelligently store the inconsistent energy output from modern renewable energy sources is peaked today. The scientific community is struggling to identify the appropriate material system for energy storage applications. Countless contributions by researchers worldwide have now helped us identify the possible snags and limitations associated with each material/method. Energy storage has attracted great attention for its use in portable electronic devices military field. Different devices, such as dielectric capacitors, supercapacitors, and batteries, are used for energy storage. Of these, dielectric capacitors have high energy output, a long life cycle, fast charging and discharging capabilities, work at high temperatures, and excellent fatigue resistance. The energy storage characteristics have been studied to be highly affected by various factors, such as grain size, optimized compositions, grain orientation, energy band gap, processing techniques, defect engineering, core-shell formation, interface engineering, electronegativity difference, the addition of additives, density, secondary phases, the difference of Pmax-Pr, sample thickness, area of the electrode, testing frequency, and AC/DC conditions. The data regarding these parameters/factors are scattered in the literature, and the aim of this study is to gather the data into a single paper that will be beneficial for new researchers in the field of interest. Furthermore, control over and optimizing these parameters will lead to enhancing the energy storage properties.

Keywords: strategies, ceramics, energy storage, capacitors

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2018 Vibration of Nanobeam Subjected to Constant Magnetic Field and Ramp-Type Thermal Loading under Non-Fourier Heat Conduction Law of Lord-Shulman

Authors: Hamdy M. Youssef

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In this work, the usual Euler–Bernoulli nanobeam has been modeled in the context of Lord-Shulman thermoelastic theorem, which contains non-Fourier heat conduction law. The nanobeam has been subjected to a constant magnetic field and ramp-type thermal loading. The Laplace transform definition has been applied to the governing equations, and the solutions have been obtained by using a direct approach. The inversions of the Laplace transform have been calculated numerically by using Tzou approximation method. The solutions have been applied to a nanobeam made of silicon nitride. The distributions of the temperature increment, lateral deflection, strain, stress, and strain-energy density have been represented in figures with different values of the magnetic field intensity and ramp-time heat parameter. The value of the magnetic field intensity and ramp-time heat parameter have significant effects on all the studied functions, and they could be used as tuners to control the energy which has been generated through the nanobeam.

Keywords: nanobeam, vibration, constant magnetic field, ramp-type thermal loading, non-Fourier heat conduction law

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2017 Recovery of Hydrogen Converter Efficiency Affected by Poisoning of Catalyst with Increasing of Temperature

Authors: Enayat Enayati, Reza Behtash

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The purpose of the H2 removal system is to reduce a content of hydrogen and other combustibles in the CO2 feed owing to avoid developing a possible explosive condition in the synthesis. In order to reduce the possibility of forming an explosive gas mixture in the synthesis as much as possible, the hydrogen percent in the fresh CO2, will be removed in hydrogen converter. Therefore the partly compressed CO2/Air mixture is led through Hydrogen converter (Reactor) where the H2, present in the CO2, is reduced by catalytic combustion to values less than 50 ppm (vol). According the following exothermic chemical reaction: 2H2 + O2 → 2H2O + Heat. The catalyst in hydrogen converter consist of platinum on a aluminum oxide carrier. Low catalyst activity maybe due to catalyst poisoning. This will result in an increase of the hydrogen content in the CO2 to the synthesis. It is advised to shut down the plant when the outlet of hydrogen converter increased above 100 ppm, to prevent undesirable gas composition in the plant. Replacement of catalyst will be time exhausting and costly so as to prevent this, we increase the inlet temperature of hydrogen converter according to following Arrhenius' equation: K=K0e (-E_a/RT) K is rate constant of a chemical reaction where K0 is the pre-exponential factor, E_a is the activation energy, and R is the universal gas constant. Increment of inlet temperature of hydrogen converter caused to increase the rate constant of chemical reaction and so declining the amount of hydrogen from 125 ppm to 70 ppm.

Keywords: catalyst, converter, poisoning, temperature

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2016 The Effect of Common Daily Schedule on the Human Circadian Rhythms during the Polar Day on Svalbard: Field Study

Authors: Kamila Weissova, Jitka Skrabalova, Katerina Skalova, Jana Koprivova, Zdenka Bendova

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Any Arctic visitor has to deal with extreme conditions, including constant light during the summer season or constant darkness during winter time. Light/dark cycle is the most powerful synchronizing signal for biological clock and the absence of daily dark period during the polar day can significantly alter the functional state of the internal clock. However, the inner clock can be synchronized by other zeitgebers such as physical activity, food intake or social interactions. Here, we investigated the effect of polar day on circadian clock of 10 researchers attending the polar base station in the Svalbard region during July. The data obtained on Svalbard were compared with the data obtained before the researchers left for the expedition (in the Czech Republic). To determine the state of circadian clock we used wrist actigraphy followed by sleep diaries, saliva, and buccal mucosa samples, both collected every 4 hours during 24h-interval to detect melatonin by radioimmunoassay and clock gene (PER1, BMAL1, NR1D1, DBP) mRNA levels by RT-qPCR. The clock gene expression was analyzed using cosinor analysis. From our results, it is apparent that the constant sunlight delayed melatonin onset and postponed the physical activity in the same order. Nevertheless, the clock gene expression displayed higher amplitude on Svalbard compared to the amplitude detected in the Czech Republic. These results have suggested that the common daily schedule at the Svalbard expedition can strengthen circadian rhythm in the environment that is lacking light/dark cycle. In conclusion, the constant sunlight delays melatonin onset, but it still maintains its rhythmic secretion. The effect of constant sunlight on circadian clock can be minimalized by common daily scheduled activity.

Keywords: actighraph, clock genes, human, melatonin, polar day

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2015 Implication of Fractal Kinetics and Diffusion Limited Reaction on Biomass Hydrolysis

Authors: Sibashish Baksi, Ujjaini Sarkar, Sudeshna Saha

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In the present study, hydrolysis of Pinus roxburghi wood powder was carried out with Viscozyme, and kinetics of the hydrolysis has been investigated. Finely ground sawdust is submerged into 2% aqueous peroxide solution (pH=11.5) and pretreated through autoclaving, probe sonication, and alkaline peroxide pretreatment. Afterward, the pretreated material is subjected to hydrolysis. A chain of experiments was executed with delignified biomass (50 g/l) and varying enzyme concentrations (24.2–60.5 g/l). In the present study, 14.32 g/l of glucose, along with 7.35 g/l of xylose, have been recovered with a viscozyme concentration of 48.8 g/l and the same condition was treated as optimum condition. Additionally, thermal deactivation of viscozyme has been investigated and found to be gradually decreasing with escalated enzyme loading from 48.4 g/l (dissociation constant= 0.05 h⁻¹) to 60.5 g/l (dissociation constant= 0.02 h⁻¹). The hydrolysis reaction is a pseudo first-order reaction, and therefore, the rate of the hydrolysis can be expressed as a fractal-like kinetic equation that communicates between the product concentration and hydrolytic time t. It is seen that the value of rate constant (K) increases from 0.008 to 0.017 with augmented enzyme concentration from 24.2 g/l to 60.5 g/l. Greater value of K is associated with stronger enzyme binding capacity of the substrate mass. However, escalated concentration of supplied enzyme ensures improved interaction with more substrate molecules resulting in an enhanced de-polymerization of the polymeric sugar chains per unit time which eventually modifies the physiochemical structure of biomass. All fractal dimensions are in between 0 and 1. Lower the value of fractal dimension, more easily the biomass get hydrolyzed. It can be seen that with increased enzyme concentration from 24.2 g/l to 48.4 g/l, the values of fractal dimension go down from 0.1 to 0.044. This indicates that the presence of more enzyme molecules can more easily hydrolyze the substrate. However, an increased value has been observed with a further increment of enzyme concentration to 60.5g/l because of diffusional limitation. It is evident that the hydrolysis reaction system is a heterogeneous organization, and the product formation rate depends strongly on the enzyme diffusion resistances caused by the rate-limiting structures of the substrate-enzyme complex. Value of the rate constant increases from 1.061 to 2.610 with escalated enzyme concentration from 24.2 to 48.4 g/l. As the rate constant is proportional to Fick’s diffusion coefficient, it can be assumed that with a higher concentration of enzyme, a larger amount of enzyme mass dM diffuses into the substrate through the surface dF per unit time dt. Therefore, a higher rate constant value is associated with a faster diffusion of enzyme into the substrate. Regression analysis of time curves with various enzyme concentrations shows that diffusion resistant constant increases from 0.3 to 0.51 for the first two enzyme concentrations and again decreases with enzyme concentration of 60.5 g/l. During diffusion in a differential scale, the enzyme also experiences a greater resistance during diffusion of larger dM through dF in dt.

Keywords: viscozyme, glucose, fractal kinetics, thermal deactivation

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2014 Design and Development of Constant Stress Composite Cantilever Beam

Authors: Vinod B. Suryawanshi, Ajit D. Kelkar

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Glass fiber reinforced composites materials, due their unique properties such as high mechanical strength to weight ratio, corrosion resistance, and impact resistance have huge potential as structural materials in automotive, construction and transportation applications. However, these properties often come at higher cost owing to complex design methods, difficult manufacturing processes and raw material cost. In this paper, a cost effective design and manufacturing approach for a composite cantilever beam structure is presented. A constant stress (variable cross section) beam concept has been used to design and optimize the shape of composite cantilever beam and thus obtain the reduction in material used. The variable cross section beam was fabricated from the glass epoxy prepregs using cost effective out of autoclave process. The drop ply technique has been successfully used to obtain the variation in the cross section along the span of the beam. In order to test the beam and validate the design, the beam was subjected to different end loads. Strain gauges were mounted along the length of the beam to obtain strains in the beam at different sections and loads. The strain values were used to calculate the flexural strength and bending stresses in the beam. The stresses obtained through strain measurements from the experiment were found to be uniform along the span of the beam, and thus validates the design. Finally, the finite element model for the constant stress beam was developed using commercial finite element simulation software. It was observed that the simulation results agreed very well with the experimental results.

Keywords: beams, composites, constant cross-section, structures

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2013 Some Characteristics Based on Literature, for an Ideal Disinfectant

Authors: Saimir Heta, Ilma Robo, Rialda Xhizdari, Kers Kapaj

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The stability of an ideal disinfectant should be constant regardless of the change in the atmospheric conditions of the environment where it is kept. If the conditions such as temperature or humidity change, it is understood that it will also be necessary to approach possible changes in the holding materials such as plastic or glass bottles with the aim of protecting, for example, the disinfectant from the excessive lighting of the environment, which can also be translated as an increase in the temperature of disinfectant as a fluid. Material and Methods: In this study, an attempt was made to find the most recent published data about the best possible combination of disinfectants indicated for use after dental procedures. This purpose of the study was realized by comparing the basic literature that is studied in the field of dentistry by students with the most published data in the literature of recent years about this topic. Each disinfectant is represented by a number called the disinfectant count, in which different factors can influence the increase or reduction of variables whose production remains a specific statistic for a specific disinfectant. Results: The changes in the atmospheric conditions where the disinfectant is deposited and stored in the environment are known to affect the stability of the disinfectant as a fluid; this fact is known and even cited in the leaflets accompanying the manufactured boxes of disinfectants. It is these cares, in the form of advice, which are based not only on the preservation of the disinfectant but also on the application in order to have the desired clinical result. Aldehydes have the highest constant among the types of disinfectants, followed by acids. The lowest value of the constant belongs to the class of glycols, the predecessors of which were the halogens, in which class there are some representatives with disinfection applications. The class of phenols and acids have almost the same intervals of constants. Conclusions: If the goal were to find the ideal disinfectant among the large variety of disinfectants produced, a good starting point would be to find something unchanging or a fixed, unchanging element on the basis of which the comparison can be made properties of different disinfectants. Precisely based on the results of this study, the role of the specific constant according to the specific disinfectant is highlighted. Finding an ideal disinfectant, like finding a medication or the ideal antibiotic, is an ongoing but unattainable goal.

Keywords: different disinfectants, ideal, specific constant, dental procedures

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2012 Unveiling the Impact of Ultra High Vacuum Annealing Levels on Physico-Chemical Properties of Bulk ZnSe Semiconductor

Authors: Kheira Hamaida, Mohamed Salah Halati

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In this current paper, our aim work is to link as possible the obtained simulation results and the other experimental ones, just focusing on the electronic and optical properties of ZnSe. The predictive spectra of the total and partial densities of states using the Full Potential Linearized/Augmented Plane Wave method with the newly Tran-Blaha (TB) modified Becke-Johnson (mBJ) exchange-correlation potential (EXC). So the upper valence energy (UVE) levels contain the relative contribution of Se-(4p and 3d) states with considerable contribution from the electrons of Zn-2s orbital. The dielectric function of w-ZnSe, with its two parts, appears with a noticeable anisotropy character. The microscopic origins of the electronic states that are responsible for the observed peaks in the spectrum are determined through the decomposition of the spectrum to the individual contributions of the electronic transitions between the pairs of bands, where Vi is an occupied state in the valence band, and Ci is an unoccupied state in the conduction band. X-PES (X Ray-Photo Electron Spectroscopy) is an important technique used to probe the homogeneity, stoichiometry, and purity state of the title compound. In order to check the electron transitions derived from simulations and the others from Reflected Electron Energy Loss Spectroscopy (REELS) technique which was of great sensitivity, is used to determine the interband electronic transitions. In the optical window (Eg), all the electron energy states created were also determined through the specific gaussian deconvolution of the photoluminescence spectrum (PLS) that probed under a room temperature (RT).

Keywords: spectroscopy, WIEN2K, IIB-VIA semiconductors, dielectric function

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2011 A Stochastic Volatility Model for Optimal Market-Making

Authors: Zubier Arfan, Paul Johnson

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The electronification of financial markets and the rise of algorithmic trading has sparked a lot of interest from the mathematical community, for the market making-problem in particular. The research presented in this short paper solves the classic stochastic control problem in order to derive the strategy for a market-maker. It also shows how to calibrate and simulate the strategy with real limit order book data for back-testing. The ambiguity of limit-order priority in back-testing is dealt with by considering optimistic and pessimistic priority scenarios. The model, although it does outperform a naive strategy, assumes constant volatility, therefore, is not best suited to the LOB data. The Heston model is introduced to describe the price and variance process of the asset. The Trader's constant absolute risk aversion utility function is optimised by numerically solving a 3-dimensional Hamilton-Jacobi-Bellman partial differential equation to find the optimal limit order quotes. The results show that the stochastic volatility market-making model is more suitable for a risk-averse trader and is also less sensitive to calibration error than the constant volatility model.

Keywords: market-making, market-microsctrucure, stochastic volatility, quantitative trading

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2010 Theoretical and Experimental Investigation of Structural, Electrical and Photocatalytic Properties of K₀.₅Na₀.₅NbO₃ Lead- Free Ceramics Prepared via Different Synthesis Routes

Authors: Manish Saha, Manish Kumar Niranjan, Saket Asthana

Abstract:

The K₀.₅Na₀.₅NbO₃ (KNN) system has emerged as one of the most promising lead-free piezoelectric over the years. In this work, we perform a comprehensive investigation of electronic structure, lattice dynamics and dielectric/ferroelectric properties of the room temperature phase of KNN by combining ab-initio DFT-based theoretical analysis and experimental characterization. We assign the symmetry labels to KNN vibrational modes and obtain ab-initio polarized Raman spectra, Infrared (IR) reflectivity, Born-effective charge tensors, oscillator strengths etc. The computed Raman spectrum is found to agree well with the experimental spectrum. In particular, the results suggest that the mode in the range ~840-870 cm-¹ reported in the experimental studies is longitudinal optical (LO) with A_1 symmetry. The Raman mode intensities are calculated for different light polarization set-ups, which suggests the observation of different symmetry modes in different polarization set-ups. The electronic structure of KNN is investigated, and an optical absorption spectrum is obtained. Further, the performances of DFT semi-local, metal-GGA and hybrid exchange-correlations (XC) functionals, in the estimation of KNN band gaps are investigated. The KNN bandgap computed using GGA-1/2 and HSE06 hybrid functional schemes are found to be in excellant agreement with the experimental value. The COHP, electron localization function and Bader charge analysis is also performed to deduce the nature of chemical bonding in the KNN. The solid-state reaction and hydrothermal methods are used to prepare the KNN ceramics, and the effects of grain size on the physical characteristics these ceramics are examined. A comprehensive study on the impact of different synthesis techniques on the structural, electrical, and photocatalytic properties of ferroelectric ceramics KNN. The KNN-S prepared by solid-state method have significantly larger grain size as compared to that for KNN-H prepared by hydrothermal method. Furthermore, the KNN-S is found to exhibit higher dielectric, piezoelectric and ferroelectric properties as compared to KNN-H. On the other hand, the increased photocatalytic activity is observed in KNN-H as compared to KNN-S. As compared to the hydrothermal synthesis, the solid-state synthesis causes an increase in the relative dielectric permittivity (ε^') from 2394 to 3286, remnant polarization (P_r) from 15.38 to 20.41 μC/cm^², planer electromechanical coupling factor (k_p) from 0.19 to 0.28 and piezoelectric coefficient (d_33) from 88 to 125 pC/N. The KNN-S ceramics are also found to have a lower leakage current density, and higher grain resistance than KNN-H ceramic. The enhanced photocatalytic activity of KNN-H is attributed to relatively smaller particle sizes. The KNN-S and KNN-H samples are found to have degradation efficiencies of RhB solution of 20% and 65%, respectively. The experimental study highlights the importance of synthesis methods and how these can be exploited to tailor the dielectric, piezoelectric and photocatalytic properties of KNN. Overall, our study provides several bench-mark important results on KNN that have not been reported so far.

Keywords: lead-free piezoelectric, Raman intensity spectrum, electronic structure, first-principles calculations, solid state synthesis, photocatalysis, hydrothermal synthesis

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2009 A Spectral Decomposition Method for Ordinary Differential Equation Systems with Constant or Linear Right Hand Sides

Authors: R. B. Ogunrinde, C. C. Jibunoh

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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.

Keywords: spectral decomposition, linear RHS, homogeneous linear systems, eigenvalues of the Jacobian

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2008 PSRR Enhanced LDO Regulator Using Noise Sensing Circuit

Authors: Min-ju Kwon, Chae-won Kim, Jeong-yun Seo, Hee-guk Chae, Yong-seo Koo

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In this paper, we presented the LDO (low-dropout) regulator which enhanced the PSRR by applying the constant current source generation technique through the BGR (Band Gap Reference) to form the noise sensing circuit. The current source through the BGR has a constant current value even if the applied voltage varies. Then, the noise sensing circuit, which is composed of the current source through the BGR, operated between the error amplifier and the pass transistor gate of the LDO regulator. As a result, the LDO regulator has a PSRR of -68.2 dB at 1k Hz, -45.85 dB at 1 MHz and -45 dB at 10 MHz. the other performance of the proposed LDO was maintained at the same level of the conventional LDO regulator.

Keywords: LDO regulator, noise sensing circuit, current reference, pass transistor

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2007 Acceleration-Based Motion Model for Visual Simultaneous Localization and Mapping

Authors: Daohong Yang, Xiang Zhang, Lei Li, Wanting Zhou

Abstract:

Visual Simultaneous Localization and Mapping (VSLAM) is a technology that obtains information in the environment for self-positioning and mapping. It is widely used in computer vision, robotics and other fields. Many visual SLAM systems, such as OBSLAM3, employ a constant-speed motion model that provides the initial pose of the current frame to improve the speed and accuracy of feature matching. However, in actual situations, the constant velocity motion model is often difficult to be satisfied, which may lead to a large deviation between the obtained initial pose and the real value, and may lead to errors in nonlinear optimization results. Therefore, this paper proposed a motion model based on acceleration, which can be applied on most SLAM systems. In order to better describe the acceleration of the camera pose, we decoupled the pose transformation matrix, and calculated the rotation matrix and the translation vector respectively, where the rotation matrix is represented by rotation vector. We assume that, in a short period of time, the changes of rotating angular velocity and translation vector remain the same. Based on this assumption, the initial pose of the current frame is estimated. In addition, the error of constant velocity model was analyzed theoretically. Finally, we applied our proposed approach to the ORBSLAM3 system and evaluated two sets of sequences on the TUM dataset. The results showed that our proposed method had a more accurate initial pose estimation and the accuracy of ORBSLAM3 system is improved by 6.61% and 6.46% respectively on the two test sequences.

Keywords: error estimation, constant acceleration motion model, pose estimation, visual SLAM

Procedia PDF Downloads 66
2006 The Effect of CPU Location in Total Immersion of Microelectronics

Authors: A. Almaneea, N. Kapur, J. L. Summers, H. M. Thompson

Abstract:

Meeting the growth in demand for digital services such as social media, telecommunications, and business and cloud services requires large scale data centres, which has led to an increase in their end use energy demand. Generally, over 30% of data centre power is consumed by the necessary cooling overhead. Thus energy can be reduced by improving the cooling efficiency. Air and liquid can both be used as cooling media for the data centre. Traditional data centre cooling systems use air, however liquid is recognised as a promising method that can handle the more densely packed data centres. Liquid cooling can be classified into three methods; rack heat exchanger, on-chip heat exchanger and full immersion of the microelectronics. This study quantifies the improvements of heat transfer specifically for the case of immersed microelectronics by varying the CPU and heat sink location. Immersion of the server is achieved by filling the gap between the microelectronics and a water jacket with a dielectric liquid which convects the heat from the CPU to the water jacket on the opposite side. Heat transfer is governed by two physical mechanisms, which is natural convection for the fixed enclosure filled with dielectric liquid and forced convection for the water that is pumped through the water jacket. The model in this study is validated with published numerical and experimental work and shows good agreement with previous work. The results show that the heat transfer performance and Nusselt number (Nu) is improved by 89% by placing the CPU and heat sink on the bottom of the microelectronics enclosure.

Keywords: CPU location, data centre cooling, heat sink in enclosures, immersed microelectronics, turbulent natural convection in enclosures

Procedia PDF Downloads 251
2005 Nonconventional Method for Separation of Rosmarinic Acid: Synergic Extraction

Authors: Lenuta Kloetzer, Alexandra C. Blaga, Dan Cascaval, Alexandra Tucaliuc, Anca I. Galaction

Abstract:

Rosmarinic acid, an ester of caffeic acid and 3-(3,4-dihydroxyphenyl) lactic acid, is considered a valuable compound for the pharmaceutical and cosmetic industries due to its antimicrobial, antioxidant, antiviral, anti-allergic, and anti-inflammatory effects. It can be obtained by extraction from vegetable or animal materials, by chemical synthesis and biosynthesis. Indifferent of the method used for rosmarinic acid production, the separation and purification process implies high amount of raw materials and laborious stages leading to high cost for and limitations of the separation technology. This study focused on separation of rosmarinic acid by synergic reactive extraction with a mixture of two extractants, one acidic (acid di-(2ethylhexyl) phosphoric acid, D2EHPA) and one with basic character (Amberlite LA-2). The studies were performed in experimental equipment consisting of an extraction column where the phases’ mixing was made by mean of a perforated disk with 45 mm diameter and 20% free section, maintained at the initial contact interface between the aqueous and organic phases. The vibrations had a frequency of 50 s⁻¹ and 5 mm amplitude. The extraction was carried out in two solvents with different dielectric constants (n-heptane and dichloromethane) in which the extractants mixture of varying concentration was dissolved. The pH-value of initial aqueous solution was varied between 1 and 7. The efficiency of the studied extraction systems was quantified by distribution and synergic coefficients. For calculating these parameters, the rosmarinic acid concentration in the initial aqueous solution and in the raffinate have been measured by HPLC. The influences of extractants concentrations and solvent polarity on the efficiency of rosmarinic acid separation by synergic extraction with a mixture of Amberlite LA-2 and D2EHPA have been analyzed. In the reactive extraction system with a constant concentration of Amberlite LA-2 in the organic phase, the increase of D2EHPA concentration leads to decrease of the synergic coefficient. This is because the increase of D2EHPA concentration prevents the formation of amine adducts and, consequently, affects the hydrophobicity of the interfacial complex with rosmarinic acid. For these reasons, the diminution of synergic coefficient is more important for dichloromethane. By maintaining a constant value of D2EHPA concentration and increasing the concentration of Amberlite LA-2, the synergic coefficient could become higher than 1, its highest values being reached for n-heptane. Depending on the solvent polarity and D2EHPA amount in the solvent phase, the synergic effect is observed for Amberlite LA-2 concentrations over 20 g/l dissolved in n-heptane. Thus, by increasing the concentration of D2EHPA from 5 to 40 g/l, the minimum concentration value of Amberlite LA-2 corresponding to synergism increases from 20 to 40 g/l for the solvent with lower polarity, namely, n-heptane, while there is no synergic effect recorded for dichloromethane. By analysing the influences of the main factors (organic phase polarity, extractant concentration in the mixture) on the efficiency of synergic extraction of rosmarinic acid, the most important synergic effect was found to correspond to the extractants mixture containing 5 g/l D2EHPA and 40 g/l Amberlite LA-2 dissolved in n-heptane.

Keywords: Amberlite LA-2, di(2-ethylhexyl) phosphoric acid, rosmarinic acid, synergic effect

Procedia PDF Downloads 262
2004 [Keynote Talk]: Discovering Liouville-Type Problems for p-Energy Minimizing Maps in Closed Half-Ellipsoids by Calculus Variation Method

Authors: Lina Wu, Jia Liu, Ye Li

Abstract:

The goal of this project is to investigate constant properties (called the Liouville-type Problem) for a p-stable map as a local or global minimum of a p-energy functional where the domain is a Euclidean space and the target space is a closed half-ellipsoid. The First and Second Variation Formulas for a p-energy functional has been applied in the Calculus Variation Method as computation techniques. Stokes’ Theorem, Cauchy-Schwarz Inequality, Hardy-Sobolev type Inequalities, and the Bochner Formula as estimation techniques have been used to estimate the lower bound and the upper bound of the derived p-Harmonic Stability Inequality. One challenging point in this project is to construct a family of variation maps such that the images of variation maps must be guaranteed in a closed half-ellipsoid. The other challenging point is to find a contradiction between the lower bound and the upper bound in an analysis of p-Harmonic Stability Inequality when a p-energy minimizing map is not constant. Therefore, the possibility of a non-constant p-energy minimizing map has been ruled out and the constant property for a p-energy minimizing map has been obtained. Our research finding is to explore the constant property for a p-stable map from a Euclidean space into a closed half-ellipsoid in a certain range of p. The certain range of p is determined by the dimension values of a Euclidean space (the domain) and an ellipsoid (the target space). The certain range of p is also bounded by the curvature values on an ellipsoid (that is, the ratio of the longest axis to the shortest axis). Regarding Liouville-type results for a p-stable map, our research finding on an ellipsoid is a generalization of mathematicians’ results on a sphere. Our result is also an extension of mathematicians’ Liouville-type results from a special ellipsoid with only one parameter to any ellipsoid with (n+1) parameters in the general setting.

Keywords: Bochner formula, Calculus Stokes' Theorem, Cauchy-Schwarz Inequality, first and second variation formulas, Liouville-type problem, p-harmonic map

Procedia PDF Downloads 247
2003 Wireless Battery Charger with Adaptive Rapid-Charging Algorithm

Authors: Byoung-Hee Lee

Abstract:

Wireless battery charger with adaptive rapid charging algorithm is proposed. The proposed wireless charger adopts voltage regulation technique to reduce the number of power conversion steps. Moreover, based on battery models, an adaptive rapid charging algorithm for Li-ion batteries is obtained. Rapid-charging performance with the proposed wireless battery charger and the proposed rapid charging algorithm has been experimentally verified to show more than 70% charging time reduction compared to conventional constant-current constant-voltage (CC-CV) charging without the degradation of battery lifetime.

Keywords: wireless, battery charger, adaptive, rapid-charging

Procedia PDF Downloads 338
2002 Dipole and Quadrupole Scattering of Ultra Short Pulses on Metal Nanospheres

Authors: Sergey Svita, Valeriy Astapenko

Abstract:

The presentation is devoted to the theoretical analysis of ultrashort electromagnetic pulses (USP) scattering on metallic nanospheres in a dielectric medium in the vicinity of surface plasmon resonance due to excitation of dipole and quadrupole surface plasmons.

Keywords: surface plasmon, scattering, metallic nanosphere

Procedia PDF Downloads 360
2001 Development and Characterization of Ceramic-Filled Composite Filaments and Functional Structures for Fused Deposition Modeling

Authors: B. Khatri, K. Lappe, M. Habedank, T. Müller, C. Megnin, T. Hanemann

Abstract:

We present a process flow for the development of ceramic-filled polymer composite filaments compatible with the fused deposition modeling (FDM) 3D printing process. Thermoplastic-ceramic composites were developed using acrylonitrile butadiene styrene (ABS) and 10- and 20 vol.% barium titanate (BaTiO3) powder (corresponding to 39.47- and 58.23 wt.% respectively) and characterized for their flow properties. To make them compatible with the existing FDM process, the composites were extruded into filaments. These composite filaments were subsequently structured into tensile stress specimens using a commercially available FDM 3D printer and characterized for their mechanical properties. Rheometric characterization of the material composites revealed non-Newtonian behavior with the viscosity logarithmically decreasing over increasing shear rates, as well as higher viscosities for samples with higher BaTiO3 filler content for a given shear rate (with the ABS+20vol.% BaTiO3 composite being over 50% more viscous compared to pure ABS at a shear rate of 1x〖10〗^3 s^(-1)). Mechanical characterization of the tensile stress specimens exhibited increasingly brittle behavior as well as a linearly decreasing ultimate tensile strength of the material composites with increasing volumetric ratio of BaTiO3 (from σ_max=32.4MPa for pure ABS to σ_max=21.3MPa for ABS+20vol.% BaTiO3). Further studies being undertaken include the development of composites with higher filler concentrations, sintering of the printed composites to yield pure dielectric structures and the determination of the dielectric characteristics of the composites.

Keywords: ceramic composites, fused deposition modeling, material characterization, rapid prototyping

Procedia PDF Downloads 309
2000 Comparative Study of Electronic and Optical Properties of Ammonium and Potassium Dinitramide Salts through Ab-Initio Calculations

Authors: J. Prathap Kumar, G. Vaitheeswaran

Abstract:

The present study investigates the role of ammonium and potassium ion in the electronic, bonding and optical properties of dinitramide salts due to their stability and non-toxic nature. A detailed analysis of bonding between NH₄ and K with dinitramide, optical transitions from the valence band to the conduction band, absorption spectra, refractive indices, reflectivity, loss function are reported. These materials are well known as oxidizers in solid rocket propellants. In the present work, we use full potential linear augmented plane wave (FP-LAPW) method which is implemented in the Wien2k package within the framework of density functional theory. The standard DFT functional local density approximation (LDA) and generalized gradient approximation (GGA) always underestimate the band gap by 30-40% due to the lack of derivative discontinuities of the exchange-correlation potential with respect to an occupation number. In order to get reliable results, one must use hybrid functional (HSE-PBE), GW calculations and Tran-Blaha modified Becke-Johnson (TB-mBJ) potential. It is very well known that hybrid functionals GW calculations are very expensive, the later methods are computationally cheap. The new developed TB-mBJ functionals use information kinetic energy density along with the charge density employed in DFT. The TB-mBJ functionals cannot be used for total energy calculations but instead yield very much improved band gap. The obtained electronic band gap at gamma point for both the ammonium dinitramide and potassium dinitramide are found to be 2.78 eV and 3.014 eV with GGA functional, respectively. After the inclusion of TB-mBJ, the band gap improved by 4.162 eV for potassium dinitramide and 4.378 eV for ammonium dinitramide. The nature of the band gap is direct in ADN and indirect in KDN. The optical constants such as dielectric constant, absorption, and refractive indices, birefringence values are presented. Overall as there are no experimental studies we present the improved band gap with TB-mBJ functional following with optical properties.

Keywords: ammonium dinitramide, potassium dinitramide, DFT, propellants

Procedia PDF Downloads 132
1999 Distribution of Maximum Loss of Fractional Brownian Motion with Drift

Authors: Ceren Vardar Acar, Mine Caglar

Abstract:

In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

Procedia PDF Downloads 462