Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9

Search results for: Bastian von Harrach

9 Monte Carlo Pathwise Sensitivities for Barrier Options with Application to Coco-Bond Calibration

Authors: Thomas Gerstner, Bastian von Harrach, Daniel Roth


The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is the one-step survival idea of Glasserman and Staum. Although this technique yields to new terms per observation, while differentiating, the algorithm is still efficient. As an application, we use the results for a two-dimensional calibration of a Coco-Bond, which we model with different types of discretely monitored barrier options.

Keywords: Monte Carlo, discretely monitored barrier options, pathwise sensitivities, Coco-Bond

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8 Study of Surface Water Quality in the Wadi El Harrach for Its Use in the Artificial Groundwater Recharge of the Mitidja, North Algeria

Authors: M. Meddi, A. Boufekane


The Mitidja coastal groundwater which extends over an area of 1450 km2 is a strategic resource in the Algiers region. The high dependence of the regional economy on the use of this groundwater forces us to have recourse to its artificial recharge from the Wadi El Harrach in its upstream part. This system of artificial recharge has shown its effectiveness in the development of water resource mentioned in the succeeding works in several regions of the world. The objective of this study is to: Increase the reserves of water inputs by infiltration, raise the water level and its good quality in wells and boreholes, reduce losses to the sea, and address seawater intrusion by maintaining balance in the freshwater-saltwater interface in the downstream part of the groundwater basin. After analyzing the situation, it was noticed that a qualitative monitoring of the Wadi water for the groundwater recharge has to be done. For this purpose, we proceeded during three successive years (2010, 2011, and 2012) to the monthly sampling of water in the upstream part of the Wadi El Harrach for chemical analysis. The variation of the sediment transport concentration will be also measured. This monitoring aims to characterize the water quality and avoid clogging in the proposed recharge area. The results of these analyses showed the good chemical quality according to the analyses we performed in the laboratory during the three years, but they are too loaded with suspended matters. We noticed that these fine particles come from the grinding of limestone of sandpit located upstream of the area of the proposed recharge system. This problem can be solved by a water supply upstream of sandpit. For the recharge, we propose the method of using two wells for dual use, which means that it can be used for water supply and extraction. This solution is inexpensive in our case and could easily be used as wells are already drilled in the upstream part. This solution increases over time the piezometric level and also reduce groundwater contamination by saltwater in the downstream part.

Keywords: water quality, artificial groundwater recharge, Mitidja, North Algeria

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7 Bacteria Removal from Wastewater by Electrocoagulation Process

Authors: Boudjema Nouara, Mameri Nabil


Bacteria have played an important role in water contamination as a consequence of organic pollution. In this study, an electrocoagulation process was adopted to remove fecal contamination and pathogenic bacteria from waste water. The effect of anode/cathodes materials as well as operating conditions for bacteria removal from water, such as current intensity and initial pH and temperature. The results indicated that the complete removal was achevied when using aluminium anode as anode at current intensity of 3A, initial pH of 7-8 and electrolysis time of 30 minutes. This process showed a bactericidal effect of 95 to 99% for the total and fecal coliforms and 99% to 100% for Eschercichia coli and fecal Streptococci. A decrease of 72% was recorded for sulphite-reducing Clostridia. Thus, this process has the potential to be one the options for treatment where high amount of bacteria in wastewater river.

Keywords: bacteria, el Harrach river, electrocoagulation, wastewater, treatment

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6 Beneficiation of Dye Sensitized Solar Cell as Energy Saving from Apple Skin with TiO2 Electrolysis

Authors: Astari Indarsari, Bastian B. Purba, Muhammad Fadlilah


In Indonesian climates that have the tropic climate, one of the potential energy sources is coming from solar energy. From the solar energy, we can convert it into the others energy, such as electrical energy. In this topic, we want to do the research about Dye Sensitized Solar Cell (DSSC). The materials that we use as sensitizer is anthocyanin that we extract from apple skin, because the anthocyanin is one of the most effective as a sensitizer for DSSC. The variable in this research is pH. The pH that we used are pH 0,5; pH 1; pH 1,5; pH 2; pH 2,5. The method is electrolysis, and we use TiO2 as sensitized material. The hypothesis from this research is the smaller pH can make higher the efficiency of the absorbent of the solar energy.

Keywords: anthocyanin, TiO2, DSSC, apple skin

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5 Natural Language News Generation from Big Data

Authors: Bastian Haarmann, Likas Sikorski


In this paper, we introduce an NLG application for the automatic creation of ready-to-publish texts from big data. The fully automatic generated stories have a high resemblance to the style in which the human writer would draw up a news story. Topics may include soccer games, stock exchange market reports, weather forecasts and many more. The generation of the texts runs according to the human language production. Each generated text is unique. Ready-to-publish stories written by a computer application can help humans to quickly grasp the outcomes of big data analyses, save time-consuming pre-formulations for journalists and cater to rather small audiences by offering stories that would otherwise not exist.

Keywords: big data, natural language generation, publishing, robotic journalism

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4 Effect of Temperature and CuO Nanoparticle Concentration on Thermal Conductivity and Viscosity of a Phase Change Material

Authors: V. Bastian Aguila, C. Diego Vasco, P. Paula Galvez, R. Paula Zapata


The main results of an experimental study of the effect of temperature and nanoparticle concentration on thermal conductivity and viscosity of a nanofluid are shown. The nanofluid was made by using octadecane as a base fluid and CuO spherical nanoparticles of 75 nm (MkNano). Since the base fluid is a phase change material (PCM) to be used in thermal storage applications, the engineered nanofluid is referred as nanoPCM. Three nanoPCM were prepared through the two-step method (2.5, 5.0 and 10.0%wv). In order to increase the stability of the nanoPCM, the surface of the CuO nanoparticles was modified with sodium oleate, and it was verified by IR analysis. The modified CuO nanoparticles were dispersed by using an ultrasonic horn (Hielscher UP50H) during one hour (amplitude of 180 μm at 50 W). The thermal conductivity was measured by using a thermal properties analyzer (KD2-Pro) in the temperature range of 30ºC to 40ºC. The viscosity was measured by using a Brookfield DV2T-LV viscosimeter to 30 RPM in the temperature range of 30ºC to 55ºC. The obtained results for the nanoPCM showed that thermal conductivity is almost constant in the analyzed temperature range, and the viscosity decreases non-linearly with temperature. Respect to the effect of the nanoparticle concentration, both thermal conductivity and viscosity increased with nanoparticle concentration. The thermal conductivity raised up to 9% respect to the base fluid, and the viscosity increases up to 60%, in both cases for the higher concentration. Finally, the viscosity measurements for different rotation speeds (30 RPM - 80 RPM) exhibited that the addition of nanoparticles modifies the rheological behavior of the base fluid, from a Newtonian to a viscoplastic (Bingham) or shear thinning (power-law) non-Newtonian behavior.

Keywords: NanoPCM, thermal conductivity, viscosity, non-Newtonian fluid

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3 Superordinated Control for Increasing Feed-in Capacity and Improving Power Quality in Low Voltage Distribution Grids

Authors: Markus Meyer, Bastian Maucher, Rolf Witzmann


The ever increasing amount of distributed generation in low voltage distribution grids (mainly PV and micro-CHP) can lead to reverse load flows from low to medium/high voltage levels at times of high feed-in. Reverse load flow leads to rising voltages that may even exceed the limits specified in the grid codes. Furthermore, the share of electrical loads connected to low voltage distribution grids via switched power supplies continuously increases. In combination with inverter-based feed-in, this results in high harmonic levels reducing overall power quality. Especially high levels of third-order harmonic currents can lead to neutral conductor overload, which is even more critical if lines with reduced neutral conductor section areas are used. This paper illustrates a possible concept for smart grids in order to increase the feed-in capacity, improve power quality and to ensure safe operation of low voltage distribution grids at all times. The key feature of the concept is a hierarchically structured control strategy that is run on a superordinated controller, which is connected to several distributed grid analyzers and inverters via broad band powerline (BPL). The strategy is devised to ensure both quick response time as well as the technically and economically reasonable use of the available inverters in the grid (PV-inverters, batteries, stepless line voltage regulators). These inverters are provided with standard features for voltage control, e.g. voltage dependent reactive power control. In addition they can receive reactive power set points transmitted by the superordinated controller. To further improve power quality, the inverters are capable of active harmonic filtering, as well as voltage balancing, whereas the latter is primarily done by the stepless line voltage regulators. By additionally connecting the superordinated controller to the control center of the grid operator, supervisory control and data acquisition capabilities for the low voltage distribution grid are enabled, which allows easy monitoring and manual input. Such a low voltage distribution grid can also be used as a virtual power plant.

Keywords: distributed generation, distribution grid, power quality, smart grid, virtual power plant, voltage control

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2 Extension of the Simplified Theory of Plastic Zones for Analyzing Elastic Shakedown in a Multi-Dimensional Load Domain

Authors: Bastian Vollrath, Hartwig Hubel


In case of over-elastic and cyclic loading, strain may accumulate due to a ratcheting mechanism until the state of shakedown is possibly achieved. Load history dependent numerical investigations by a step-by-step analysis are rather costly in terms of engineering time and numerical effort. In the case of multi-parameter loading, where various independent loadings affect the final state of shakedown, the computational effort becomes an additional challenge. Therefore, direct methods like the Simplified Theory of Plastic Zones (STPZ) are developed to solve the problem with a few linear elastic analyses. Post-shakedown quantities such as strain ranges and cyclic accumulated strains are calculated approximately by disregarding the load history. The STPZ is based on estimates of a transformed internal variable, which can be used to perform modified elastic analyses, where the elastic material parameters are modified, and initial strains are applied as modified loading, resulting in residual stresses and strains. The STPZ already turned out to work well with respect to cyclic loading between two states of loading. Usually, few linear elastic analyses are sufficient to obtain a good approximation to the post-shakedown quantities. In a multi-dimensional load domain, the approximation of the transformed internal variable transforms from a plane problem into a hyperspace problem, where time-consuming approximation methods need to be applied. Therefore, a solution restricted to structures with four stress components was developed to estimate the transformed internal variable by means of three-dimensional vector algebra. This paper presents the extension to cyclic multi-parameter loading so that an unlimited number of load cases can be taken into account. The theoretical basis and basic presumptions of the Simplified Theory of Plastic Zones are outlined for the case of elastic shakedown. The extension of the method to many load cases is explained, and a workflow of the procedure is illustrated. An example, adopting the FE-implementation of the method into ANSYS and considering multilinear hardening is given which highlights the advantages of the method compared to incremental, step-by-step analysis.

Keywords: cyclic loading, direct method, elastic shakedown, multi-parameter loading, STPZ

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1 Fabrication of Highly Conductive Graphene/ITO Transparent Bi-Film through Chemical Vapor Deposition (CVD) and Organic Additives-Free Sol-Gel Techniques

Authors: Bastian Waduge Naveen Harindu Hemasiri, Jae-Kwan Kim, Ji-Myon Lee


Indium tin oxide (ITO) remains the industrial standard transparent conducting oxides with better performances. Recently, graphene becomes as a strong material with unique properties to replace the ITO. However, graphene/ITO hybrid composite material is a newly born field in the electronic world. In this study, the graphene/ITO composite bi-film was synthesized by a two steps process. 10 wt.% tin-doped, ITO thin films were produced by an environmentally friendly aqueous sol-gel spin coating technique with economical salts of In(NO3)3.H2O and SnCl4 without using organic additives. The wettability and surface free energy (97.6986 mJ/m2) enhanced oxygen plasma treated glass substrates were used to form voids free continuous ITO film. The spin-coated samples were annealed at 600 0C for 1 hour under low vacuum conditions to obtained crystallized, ITO film. The crystal structure and crystalline phases of ITO thin films were analyzed by X-ray diffraction (XRD) technique. The Scherrer equation was used to determine the crystallite size. Detailed information about chemical composition and elemental composition of the ITO film were determined by X-ray photoelectron spectroscopy (XPS) and energy dispersive X-ray spectroscopy (EDX) coupled with FE-SEM respectively. Graphene synthesis was done under chemical vapor deposition (CVD) method by using Cu foil at 1000 0C for 1 min. The quality of the synthesized graphene was characterized by Raman spectroscopy (532nm excitation laser beam) and data was collected at room temperature and normal atmosphere. The surface and cross-sectional observation were done by using FE-SEM. The optical transmission and sheet resistance were measured by UV-Vis spectroscopy and four point probe head at room temperature respectively. Electrical properties were also measured by using V-I characteristics. XRD patterns reveal that the films contain the In2O3 phase only and exhibit the polycrystalline nature of the cubic structure with the main peak of (222) plane. The peak positions of In3d5/2 (444.28 eV) and Sn3d5/2 (486.7 eV) in XPS results indicated that indium and tin are in the oxide form only. The UV-visible transmittance shows 91.35 % at 550 nm with 5.88 x 10-3 Ωcm specific resistance. The G and 2D band in Raman spectroscopy of graphene appear at 1582.52 cm-1 and 2690.54 cm-1 respectively when the synthesized CVD graphene on SiO2/Si. The determined intensity ratios of 2D to G (I2D/IG) and D to G (ID/IG) were 1.531 and 0.108 respectively. However, the above-mentioned G and 2D peaks appear at 1573.57 cm-1 and 2668.14 cm-1 respectively when the CVD graphene on the ITO coated glass, the positions of G and 2D peaks were red shifted by 8.948 cm-1 and 22.396 cm-1 respectively. This graphene/ITO bi-film shows modified electrical properties when compares with sol-gel derived ITO film. The reduction of sheet resistance in the bi-film was 12.03 % from the ITO film. Further, the fabricated graphene/ITO bi-film shows 88.66 % transmittance at 550 nm wavelength.

Keywords: chemical vapor deposition, graphene, ITO, Raman Spectroscopy, sol-gel

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