Search results for: Brownian ratchet

Authors: V. Benedico, C. Anacleto, A. Bearzi, L. Brice, V. Delahaye

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The aim in present paper is to construct an affordable and reliable commodity prices based on a recalculation of its cost through time which allows visualize the potential risks and thus, take more appropriate decisions regarding forecasts. Here attention has been focused on Levy model, more reliable and realistic than classical random Gaussian one as it takes into consideration observed abrupt jumps in case of sudden price variation. In application to Energy Trading sector where it has never been used before, equations corresponding to Levy model have been written for electricity pricing in European market. Parameters have been set in order to predict and simulate the price and its evolution through time to remarkable accuracy. As predicted by Levy model, the results show significant spikes which reach unconventional levels contrary to currently used Brownian model.

Keywords: commodity pricing, Lévy Model, price spikes, electricity market

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Authors: Kun Huang

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This paper investigates whether the combination of local and stochastic volatility models can be calibrated exactly to any arbitrage-free implied volatility surface of European option. The risk neutral Brownian Bridge density is applied for calibration of the leverage function of our Hybrid model. Furthermore, the tails of marginal risk neutral density are generated by Generalized Extreme Value distribution in order to capture the properties of asset returns. The local volatility is generated from the arbitrage-free implied volatility surface using stochastic volatility inspired parameterization.

Keywords: arbitrage free implied volatility, calibration, extreme value distribution, hybrid model, local volatility, risk-neutral density, stochastic volatility

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Authors: Minhyuk Heo, Jihwan Yun, Seonghun Park

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It has been reported that intervertebral fusion surgery, which removes most of the ligaments and muscles of the spine, increases the degenerative disease in adjacent spinal segments. Therefore, it is required to develop a lumbar interspinous process fixation device that minimizes the risks and side effects from the surgery. The objective of the current study is to design an interspinous process fixation device with simple structures in order to minimize soft tissue removal and operation time during intervertebral fusion surgery. For the design concepts of a lumbar fixation device, the principle of the ratchet was first applied on the joining parts of the device in order to shorten the operation time. The coil spring structure was selected for connecting parts between the spinous processes so that a normal range of motion in spinal segments is preserved and degenerative spinal diseases are not developed in the adjacent spinal segments. The stiffness of the spring was determined not to interrupt the motion of a lumbar spine. The designed value of the spring stiffness allows the upper part of the spring to move ~10° which is higher than the range of flexion and extension for normal lumbar spine (6°-8°), when a moment of 10Nm is applied on the upper face of L1. A finite element (FE) model composed of L1 to L5 lumbar spines was generated to verify the mechanical integrity and the dynamic stability of the designed lumbar fixation device and to further optimize the lumbar fixation device. The FE model generated above produced the same pressure value on intervertebral disc and dynamic behavior as the normal intact model reported in the literature. The consistent results from this comparison validates the accuracy in the modeling of the current FE model. Currently, we are trying to generate an abnormal model with defects in one or more components of the normal FE model above. Then, the mechanical integrity and the dynamic stability of the designed lumbar fixation device will be analyzed after being installed in the abnormal model and then the lumbar fixation device will be further optimized.

Keywords: lumbar interspinous process fixation device, finite element method, lumbar spine, kinematics

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Authors: Andrew Cummings, Rhianne Boag, Sarah Bryson, Gordon Turner

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Packages designed for transport of radioactive material must satisfy rigorous safety regulations specified by the International Atomic Energy Agency (IAEA). Higher Activity Waste (HAW) transport packages have to maintain containment of their contents during normal and accident conditions of transport (NCT and ACT). To ensure containment criteria is satisfied these packages are required to be leak-tight in all transport conditions to meet allowable activity release rates. Package design safety reports are the safety cases that provide the claims, evidence and arguments to demonstrate that packages meet the regulations and once approved by the competent authority (in the UK this is the Office for Nuclear Regulation) a licence to transport radioactive material is issued for the package(s). The standard approach to demonstrating containment in the RWM transport safety case is set out in BS EN ISO 12807. In this document a method for measuring a leak rate from the package is explained by way of a small interspace test volume situated between two O-ring seals on the underside of the package lid. The interspace volume is pressurised and a pressure drop measured. A small interspace test volume makes the method more sensitive enabling the measurement of smaller leak rates. By ascertaining the activity of the contents, identifying a releasable fraction of material and by treating that fraction of material as a gas, allowable leak rates for NCT and ACT are calculated. The adherence to basic safety principles in ISO12807 is very pessimistic and current practice in the demonstration of transport safety, which is accepted by the UK regulator. It is UK government policy that management of HAW will be through geological disposal. It is proposed that the intermediate level waste be transported to the geological disposal facility (GDF) in large cuboid packages. This poses a challenge for containment demonstration because such packages will have long seals and therefore large interspace test volumes. There is also uncertainty on the releasable fraction of material within the package ullage space. This is because the waste may be in many different forms which makes it difficult to define the fraction of material released by the waste package. Additionally because of the large interspace test volume, measuring the calculated leak rates may not be achievable. For this reason a justification for a lower releasable fraction of material is sought. This paper considers the use of aerosol processes to reduce the releasable fraction for both NCT and ACT. It reviews the basic coagulation and removal processes and applies the dynamic aerosol balance equation. The proposed solution includes only the most well understood physical processes namely; Brownian coagulation and gravitational settling. Other processes have been eliminated either on the basis that they would serve to reduce the release to the environment further (pessimistically in keeping with the essence of nuclear transport safety cases) or that they are not credible in the conditions of transport considered.

Keywords: aerosol processes, Brownian coagulation, gravitational settling, transport regulations

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Authors: Safia Akram

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In this article, the effects of peristaltic transport with double-diffusive convection in nanofluids through an asymmetric channel with different waveforms is presented. Mathematical modelling for two-dimensional and two directional flows of a Jeffrey fluid model along with double-diffusive convection in nanofluids are given. Exact solutions are obtained for nanoparticle fraction field, concentration field, temperature field, stream functions, pressure gradient and pressure rise in terms of axial and transverse coordinates under the restrictions of long wavelength and low Reynolds number. With the help of computational and graphical results the effects of Brownian motion, thermophoresis, Dufour, Soret, and Grashof numbers (thermal, concentration, nanoparticles) on peristaltic flow patterns with double-diffusive convection are discussed.

Keywords: nanofluid particles, peristaltic flow, Jeffrey fluid, magnetic field, asymmetric channel, different waveforms

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Authors: Bashar Mahmoud, Lee Mortimer, Michael Fairweather

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New methods have recently been introduced to improve the thermal property values of molten nitrate salts (a binary mixture of NaNO3:KNO3in 60:40 wt. %), by doping them with minute concentration of nanoparticles in the range of 0.5 to 1.5 wt. % to form the so-called: Nano-heat-transfer-fluid, apt for thermal energy transfer and storage applications. The present study aims to assess the stability of these nanofluids using the advanced computational modelling technique, Lagrangian particle tracking. A multi-phase solid-liquid model is used, where the motion of embedded nanoparticles in the suspended fluid is treated by an Euler-Lagrange hybrid scheme with fixed time stepping. This technique enables measurements of various multi-scale forces whose characteristic (length and timescales) are quite different. Two systems are considered, both consisting of 50 nm Al2O3 ceramic nanoparticles suspended in fluids of different density ratios. This includes both water (5 to 95 °C) and molten nitrate salt (220 to 500 °C) at various volume fractions ranging between 1% to 5%. Dynamic properties of both phases are coupled to the ambient temperature of the fluid suspension. The three-dimensional computational region consists of a 1μm cube and particles are homogeneously distributed across the domain. Periodic boundary conditions are enforced. The particle equations of motion are integrated using the fourth order Runge-Kutta algorithm with a very small time-step, Δts, set at 10-11 s. The implemented technique demonstrates the key dynamics of aggregated nanoparticles and this involves: Brownian motion, soft-sphere particle-particle collisions, and Derjaguin, Landau, Vervey, and Overbeek (DLVO) forces. These mechanisms are responsible for the predictive model of aggregation of nano-suspensions. An energy transport-based method of predicting the thermal conductivity of the nanofluids is also used to determine thermal properties of the suspension. The simulation results confirms the effectiveness of the technique. The values are in excellent agreement with the theoretical and experimental data obtained from similar studies. The predictions indicates the role of Brownian motion and DLVO force (represented by both the repulsive electric double layer and an attractive Van der Waals) and its influence in the level of nanoparticles agglomeration. As to the nano-aggregates formed that was found to play a key role in governing the thermal behavior of nanofluids at various particle concentration. The presentation will include a quantitative assessment of these forces and mechanisms, which would lead to conclusions about nanofluids, heat transfer performance and thermal characteristics and its potential application in solar thermal energy plants.

Keywords: thermal energy storage, molten salt, nano-fluids, multi-scale computational modelling

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Authors: A. Azari, S. S. K. Seyyedi

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One of the unaddressed and open challenges in the nano-networking is the characteristics of noise. The previous analysis, however, has concentrated on end-to-end communication model with no separate modelings for propagation channel and noise. By considering a separate signal propagation and noise model, the design and implementation of an optimum receiver will be much easier. In this paper, we justify consideration of a separate additive Gaussian noise model of a nano-communication system based on the molecular communication channel for which are applicable for MSK and MOSK modulation schemes. The presented noise analysis is based on the Brownian motion process, and advection molecular statistics, where the received random signal has a probability density function whose mean is equal to the mean number of the received molecules. Finally, the justification of received signal magnitude being uncorrelated with additive non-stationary white noise is provided.

Keywords: molecular, noise, diffusion, channel

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Authors: Khamis Al Kalbani

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The effects of a uniform heat source position on the heat transfer flow inside an inclined square enclosure filled with different types of nanofluids having various shapes of the nanoparticles are investigated numerically following one component thermal equilibrium model. The effects of the Brownian diffusion of the nanoparticles, magnetic field intensity and orientation are taken into consideration in nanofluid modeling. The heat source is placed in the middle of a wall of the enclosure while the opposite wall of it is kept at different temperature. The other walls of the enclosure are kept insulated. The results indicate that the heat source position significantly controls the heat transfer rates of the nanofluids. The distributions of the average heat transfer rates varying the position of the heat source with respect to the geometry inclination angle are calculated for the first time. The outcomes of the present research may be helpful for designing solar thermal collectors, radiators, building insulators and advanced cooling of a nuclear system.

Keywords: heat source, inclined, square enclosure, nanofluids

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Authors: M. J. Uddin, M. M. Rahman

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Transient natural convective flow dynamics of nanofluids in a horizontal homocentric annulus using nonhomogeneous dynamic model has been experimented numerically. The simulation is carried out for four different shapes of the inner wall, which is either cylindrical, elliptical, square or triangular. The outer surface of the annulus is maintained at constant low temperature while the inner wall is maintained at a uniform temperature; higher than the outer one. The enclosure is permeated by a uniform magnetic field having variable orientation. The Brownian motion and thermophoretic deposition phenomena of the nanoparticles are taken into account in model construction. The governing nonlinear momentum, energy, and concentration equations are solved numerically using Galerkin weighted residual finite element method. To find the best performer, the local Nusselt number is demonstrated for different shapes of the inner wall. The heat transfer enhancement for different nanofluids for four different shapes of the inner wall is exhibited.

Keywords: nanofluids, annulus, nonhomogeneous dynamic model, heat transfer

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Authors: Adriano Valdes-Gomez, Francisco Javier Sevilla

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We devise a numerical algorithm to simulate the diffusion of a Brownian particle restricted to the surface of a three-dimensional sphere when the particle is under the effects of an external potential that is coupled linearly. It is obtained using elementary geometry, yet, it converges, in the weak sense, to the solutions to the Smoluchowski equation. Rotations on the sphere, which are the analogs of linear displacements in euclidean spaces, are calculated using algebraic operations and then by a proper scaling, which makes the algorithm efficient and quite simple, especially to what may be the short-time propagator approach. Our findings prove that the global effects of curvature are taken into account in both dynamic and stationary processes, and it is not restricted to work in configuration space, neither restricted to the overdamped limit. We have generalized it successfully to simulate the Kramers or the Ornstein-Uhlenbeck process, where it is necessary to work directly in phase space, and it may be adapted to other two dimensional surfaces with non-constant curvature.

Keywords: diffusion on the sphere, Fokker-Planck equation on the sphere, non equilibrium processes on the sphere, numerical methods for diffusion on the sphere

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Authors: Shuyi Wu, Chuang Li, Quanshui Zheng, Luping Xu

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Stretching and snipping DNA molecule by microfluidic has important application value in gene analysis by lab on a chip. Movement, deformation and fragmenting of DNA in microfluidic are typical fluid-solid coupling problems. An efficient and common simulation system for researching the movement, deformation and fragmenting of DNA by microfluidic has not been well developed. In our study, Brownian dynamics-finite element method (BD-FEM) is used to simulate the dynamic process of stretching and fragmenting DNA by contraction flow. The shape and parameters of micro-channels are changed to optimize the stretching and fragmenting properties of DNA. Our results indicate that strain rate, resulting from contraction microchannel, is the main control parameter for stretching and fragmenting DNA. There is good consistency between the simulation data and previous experimental result about the single DNA molecule behavior and averaged fragmenting properties in this study. BD-FEM method is an efficient calculating tool to research stretching and fragmenting behavior of single DNA molecule and optimize microfluidic devices for manipulating, stretching and fragmenting DNA.

Keywords: fragmenting, DNA, microfluidic, optimize.

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Authors: Anuar Ishak

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The characteristics of stagnation point flow of a nanofluid towards a stretching/shrinking sheet are investigated. The governing partial differential equations are transformed into a set of ordinary differential equations, which are then solved numerically using MATLAB routine boundary value problem solver bvp4c. The numerical results show that dual (upper and lower branch) solutions exist for the shrinking case, while for the stretching case, the solution is unique. A stability analysis is performed to determine the stability of the dual solutions. It is found that the skin friction decreases when the sheet is stretched, but increases when the suction effect is increased. It is also found that increasing the thermophoresis parameter reduces the heat transfer rate at the surface, while increasing the Brownian motion parameter increases the mass transfer rate at the surface.

Keywords: dual solutions, heat transfer, forced convection, nanofluid, stability analysis

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Authors: M. J. Uddin, M. M. Rahman

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The unsteady convective heat transfer flow of nanofluids in a half circular-annulus shape enclosure using nonhomogeneous dynamic model has been investigated numerically. The round upper wall of the enclosure is maintained at constant low temperature whereas the bottom wall is heated by three different thermal conditions. The enclosure is permeated by a uniform magnetic field having variable orientation. The Brownian motion and thermophoretic phenomena of the nanoparticles are taken into account in model construction. The governing nonlinear momentum, energy, and concentration equations are solved numerically using Galerkin weighted residual finite element method. To discover the best performer, the average Nusselt number is demonstrated for different types of nanofluids. The heat transfer rate for different flow parameters, positions of the annulus, thicknesses of the half circular-annulus and thermal conditions is also exhibited.

Keywords: nanofluid, convection, semicircular-annulus, nonhomogeneous dynamic model, finite element method

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Authors: Abdulhakeem Yusuf, Yomi Monday Aiyesimi, Mohammed Jiya

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The failure in an ordinary heat transfer fluid to meet up with today’s industrial cooling rate has resulted in the development of high thermal conductivity fluid which nanofluids belongs. In this work, the problem of unsteady one dimensional laminar flow of an incompressible fluid within a parallel wall is considered with one wall assumed to be wavy. The model is presented in its rectangular coordinate system and incorporates the effects of thermophoresis and Brownian motion. The local similarity solutions were also obtained which depends on Soret number, Dufour number, Biot number, Lewis number, and heat generation parameter. The analytical solution is obtained in a closed form via the Adomian decomposition method. It was found that the method has a good agreement with the numerical method, and it is also established that the heat generation parameter has to be kept low so that heat energy are easily evacuated from the system.

Keywords: Adomian decomposition method, Biot number, Dufour number, nanofluid

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Authors: Hong-Ming Chen

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This work considers the resolution of the Hull and White interest rate model with the jump process. A deterministic process is adopted to model the random behavior of interest rate variation as deterministic perturbations, which is depending on the time t. The Brownian motion and jumps uncertainty are denoted as the integral functions piecewise constant function w(t) and point function θ(t). It shows that the interest rate function and the yield function of the Hull and White interest rate model with jump process can be obtained by solving a nonlinear semi-infinite programming problem. A relaxed cutting plane algorithm is then proposed for solving the resulting optimization problem. The method is calibrated for the U.S. treasury securities at 3-month data and is used to analyze several effects on interest rate prices, including interest rate variability, and the negative correlation between stock returns and interest rates. The numerical results illustrate that our approach essentially generates the yield functions with minimal fitting errors and small oscillation.

Keywords: optimization, interest rate model, jump process, deterministic

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Authors: Ludivine Saint-Mard, Masato Nakajima, Gloria Senfaute

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In areas with low to moderate seismicity, the probabilistic seismic hazard analysis frequently uses a Poisson approach, which assumes independence in time and space of events to determine the annual probability of earthquake occurrence. Nevertheless, in countries with high seismic rate, such as Japan, it is frequently use non-poissonian model which assumes that next earthquake occurrence depends on the date of previous one. The objective of this paper is to apply a non-poissonian models in a region of low to moderate seismicity to get a feedback on the following questions: can we overcome the lack of data to determine some key parameters?, and can we deal with uncertainties to apply largely this methodology on an industrial context?. The Brownian-Passage-Time model was applied to a fault located in France and conclude that even if the lack of data can be overcome with some calculations, the amount of uncertainties and number of scenarios leads to a numerous branches in PSHA, making this method difficult to apply on a large scale of low to moderate seismicity areas and in an industrial context.

Keywords: probabilistic seismic hazard, non-poissonian model, earthquake occurrence, low seismicity

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Authors: Rama Bhargava, Mania Goyal

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The problem of magnetohydrodynamics boundary layer flow and heat transfer on a permeable stretching surface in a second grade nanofluid under the effect of heat generation and partial slip is studied theoretically. The Brownian motion and thermophoresis effects are also considered. The boundary layer equations governed by the PDE’s are transformed into a set of ODE’s with the help of local similarity transformations. The differential equations are solved by variational finite element method. The effects of different controlling parameters on the flow field and heat transfer characteristics are examined. The numerical results for the dimensionless velocity, temperature and nanoparticle volume fraction as well as the reduced Nusselt and Sherwood number have been presented graphically. The comparison confirmed excellent agreement. The present study is of great interest in coating and suspensions, cooling of metallic plate, oils and grease, paper production, coal water or coal-oil slurries, heat exchangers technology, materials processing exploiting.

Keywords: viscoelastic nanofluid, partial slip, stretching sheet, heat generation/absorption, MHD flow, FEM

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Authors: Ana M. Korol, Bibiana Riquelme, Osvaldo A. Rosso

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Since erythrocyte deformability analysis is mostly qualitative, the development of quantitative nonlinear methods is crucial for restricting subjectivity in the study of cell behaviour. An electro-optic mechanic system called erythrodeformeter has been developed and constructed in our laboratory in order to evaluate the erythrocytes' viscoelasticity. A numerical method formulated on the basis of fractal approximation for ordinary (OBM) and fractionary Brownian motion (FBM), as well as wavelet transform analysis, are proposed to distinguish chaos from noise based on the assumption that diffractometric data involves both deterministic and stochastic components, so it could be modelled as a system of bounded correlated random walk. Here we report studies on 25 donors: 4 alpha thalassaemic patients, 11 beta thalassaemic patients, and 10 healthy controls non-alcoholic and non-smoker individuals. The Correlation Coefficient, a nonlinear parameter, showed evidence of the changes in the erythrocyte deformability; the Wavelet Entropy could quantify those differences which are detected by the light diffraction patterns. Such quantifiers allow a good deal of promise and the possibility of a better understanding of the rheological erythrocytes aspects and also could help in clinical diagnosis.

Keywords: red blood cells, deformability, nonlinear dynamics, chaos theory, wavelet trannsform

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Authors: Silas A. Ihedioha

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In this work; it is considered that an investor’s portfolio is comprised of two assets; a risky stock which price process is driven by the geometric Brownian motion and a risk-free asset with Ornstein-Uhlenbeck Stochastic interest rate of return, where consumption, taxes, transaction costs and dividends are involved. This paper aimed at the optimization of the investor’s expected utility of consumption and terminal return on his investment at the terminal time having power utility preference. Using dynamic optimization procedure of maximum principle, a second order nonlinear partial differential equation (PDE) (the Hamilton-Jacobi-Bellman equation HJB) was obtained from which an ordinary differential equation (ODE) obtained via elimination of variables. The solution to the ODE gave the closed form solution of the investor’s problem. It was found the optimal investment in the risky asset is horizon dependent and a ratio of the total amount available for investment and the relative risk aversion coefficient.

Keywords: optimal, investment, Ornstein-Uhlenbeck, utility maximization, stochastic interest rate, maximum principle

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Authors: S. Nandal, R. Bhargava

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The paper contains a numerical study of the unsteady magneto-hydrodynamic natural convection flow of nanofluids within a symmetrical wavy walled trapezoidal enclosure. The length and height of enclosure are both considered equal to L. Two-phase nanofluid model is employed. The governing equations of nanofluid flow along with boundary conditions are non-dimensionalized and are solved using one of Meshfree technique (EFGM method). Meshfree numerical technique does not require a predefined mesh for discretization purpose. The bottom wavy wall of the enclosure is defined using a cosine function. Element free Galerkin method (EFGM) does not require the domain. The effects of various parameters namely time t, amplitude of bottom wavy wall a, Brownian motion parameter Nb and thermophoresis parameter Nt is examined on rate of heat and mass transfer to get a visualization of cooling and heating effects. Such problems have important applications in heat exchangers or solar collectors, as wavy walled enclosures enhance heat transfer in comparison to flat walled enclosures.

Keywords: heat transfer, meshfree methods, nanofluid, trapezoidal enclosure

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Authors: I. Behroyan, P. Ganesan, S. He, S. Sivasankaran

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This study compares the predictions of five types of Computational Fluid Dynamics (CFD) models, including two single-phase models (i.e. Newtonian and non-Newtonian) and three two-phase models (Eulerian-Eulerian, mixture and Eulerian-Lagrangian), to investigate turbulent forced convection of Cu-water nanofluid in a tube with a constant heat flux on the tube wall. The Reynolds (Re) number of the flow is between 10,000 and 25,000, while the volume fraction of Cu particles used is in the range of 0 to 2%. The commercial CFD package of ANSYS-Fluent is used. The results from the CFD models are compared with results from experimental investigations from literature. According to the results of this study, non-Newtonian single-phase model, in general, does not show a good agreement with Xuan and Li correlation in prediction of Nu number. Eulerian-Eulerian model gives inaccurate results expect for φ=0.5%. Mixture model gives a maximum error of 15%. Newtonian single-phase model and Eulerian-Lagrangian model, in overall, are the recommended models. This work can be used as a reference for selecting an appreciate model for future investigation. The study also gives a proper insight about the important factors such as Brownian motion, fluid behavior parameters and effective nanoparticle conductivity which should be considered or changed by the each model.

Keywords: heat transfer, nanofluid, single-phase models, two-phase models

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Authors: Mohammed M. Algaradah

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A chelating mercapto- nanoscavenger has been developed exploiting the high surface area of monodisperse nano-sized mesoporous silica. The nanoscavenger acts as a solid phase trace metal extractant whilst suspended as a quasi-stable sol in aqueous samples. This mode of extraction requires no external agitation as the particles move naturally through the sample by Brownian motion, convection and slow sedimentation. Careful size selection enables the nanoscavenger to be easily recovered together with the extracted analyte by conventional filtration or centrifugation. The research describes the successful attachment of chelator mercapto to ca. 136 ± 15 nm high surface area (BET surface area = 1006 m2 g-1) mesoporous silica particles. The resulting material had a copper capacity of ca. 1.34 ± 0.10 mmol g-1 and was successfully applied to the collection of a trace element from water. Essentially complete recovery of Cu (II) has been achieved from freshwater samples giving typical preconcentration factors of 100 from 50 µg/l samples. Data obtained from a nanoscavenger-based extraction of copper from samples were not significantly different from those obtained by using a conventional colorimetric procedure employing complexation/solvent extraction.

Keywords: nano scavenger, mesoporous silica, trace metal, preconcentration

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Authors: Khalil Ur Rehman, M. Y. Malik, Usman Ali

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In this paper, the problem proposed by Von Karman is treated in the attendance of additional flow field effects when the liquid is spaced above the rotating rigid disk. To be more specific, a purely viscous fluid flow yield by rotating rigid disk with Navier’s condition is considered in both magnetohydrodynamic and hydrodynamic frames. The rotating flow regime is manifested with heat source/sink and chemically reactive species. Moreover, the features of thermophoresis and Brownian motion are reported by considering nanofluid model. The flow field formulation is obtained mathematically in terms of high order differential equations. The reduced system of equations is solved numerically through self-coded computational algorithm. The pertinent outcomes are discussed systematically and provided through graphical and tabular practices. A simultaneous way of study makes this attempt attractive in this sense that the article contains dual framework and validation of results with existing work confirms the execution of self-coded algorithm for fluid flow regime over a rotating rigid disk.

Keywords: Navier’s condition, Newtonian fluid model, chemical reaction, heat source/sink

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Authors: Yeliz Karaca, Carlo Cattani

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This study focuses on the local Holder exponent as a measure of the function regularity for time series related to finance data. In this study, the attributes of the finance dataset belonging to 13 countries (India, China, Japan, Sweden, France, Germany, Italy, Australia, Mexico, United Kingdom, Argentina, Brazil, USA) located in 5 different continents (Asia, Europe, Australia, North America and South America) have been examined.These countries are the ones mostly affected by the attributes with regard to financial development, covering a period from 2012 to 2017. Our study is concerned with the most important attributes that have impact on the development of finance for the countries identified. Our method is comprised of the following stages: (a) among the multi fractal methods and Brownian motion Holder regularity functions (polynomial, exponential), significant and self-similar attributes have been identified (b) The significant and self-similar attributes have been applied to the Artificial Neuronal Network (ANN) algorithms (Feed Forward Back Propagation (FFBP) and Cascade Forward Back Propagation (CFBP)) (c) the outcomes of classification accuracy have been compared concerning the attributes that have impact on the attributes which affect the countries’ financial development. This study has enabled to reveal, through the application of ANN algorithms, how the most significant attributes are identified within the relevant dataset via the Holder functions (polynomial and exponential function).

Keywords: artificial neural networks, finance data, Holder regularity, multifractals

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Authors: Ziya Uddin

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This paper deals with the theoretical and numerical investigation of magneto-hydrodynamic boundary layer flow of a nano fluid past a wedge shaped wick in heat pipe used for the cooling of electronic components and different type of machines. To incorporate the effect of nanoparticle diameter, concentration of nanoparticles in the pure fluid, nano thermal layer formed around the nanoparticle and Brownian motion of nano particles etc., appropriate models are used for the effective thermal and physical properties of nano fluids. To model the rotation of nano particles inside the base fluid, microfluidics theory is used. In this investigation ethylene glycol (EG) based nanofluids, are taken into account. The non-linear equations governing the flow and heat transfer are solved by using a very effective particle swarm optimization technique along with Runge-Kutta method. The values of heat transfer coefficient are found for different parameters involved in the formulation viz. nanoparticle concentration, nanoparticle size, magnetic field and wedge angle etc. It is found that the wedge angle, presence of magnetic field, nanoparticle size and nanoparticle concentration etc. have prominent effects on fluid flow and heat transfer characteristics for the considered configuration.

Keywords: nanofluids, wedge shaped wick, heat pipe, numerical modeling, particle swarm optimization, nanofluid applications, Heat transfer

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Authors: Vincenzo Russo, Rosella Giacometti

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The paper aims to assess the insurance industry's resilience under Solvency II against adverse scenarios. Starting from the economic balance sheet available under Solvency II for insurance and reinsurance undertakings, we assume that assets and liabilities follow a bivariate geometric Brownian motion (GBM). Then, using the results available under Margrabe's formula, we establish an analytical solution to calibrate the volatility of the asset-liability ratio. In such a way, we can estimate the probability of default and the probability of breaching the undertaking's Solvency Capital Requirement (SCR). Furthermore, since estimating the volatility of the Solvency Ratio became crucial for insurers in light of the financial crises featured in the last decades, we introduce a novel measure that we call Resiliency Ratio. The Resiliency Ratio can be used, in addition to the Solvency Ratio, to evaluate the insurance industry's resilience in case of adverse scenarios. Finally, we introduce a simplified stress test tool to evaluate the economic balance sheet under stressed conditions. The model we propose is featured by analytical tractability and fast calibration procedure where only the disclosed data available under the Solvency II public reporting are needed for the calibration. Using the data published regularly by the European Insurance and Occupational Pensions Authority (EIOPA) in an aggregated form by country, an empirical analysis has been performed to calibrate the model and provide the related results at the country level.

Keywords: Solvency II, solvency ratio, volatility of the asset-liability ratio, probability of default, probability to breach the SCR, resilience ratio, stress test

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Authors: Zeeshan Ahmed, Ajinkya Sarode, Pratik Basarkar, Atul Bhargav, Debjyoti Banerjee

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The use of CO₂ in oil recovery and in CO₂ capture and storage is gaining traction in recent years. These applications involve heat transfer between CO₂ and the base fluid, and hence, there arises a need to improve the thermal conductivity of CO₂ to increase the process efficiency and reduce cost. One way to improve the thermal conductivity is through nanoparticle addition in the base fluid. The nanofluid model in this study consisted of copper (Cu) nanoparticles in varying concentrations with CO₂ as a base fluid. No experimental data are available on thermal conductivity of CO₂ based nanofluid. Molecular dynamics (MD) simulations are an increasingly adopted tool to perform preliminary assessments of nanoparticle (NP) fluid interactions. In this study, the effect of the formation of a nanolayer (or molecular layering) at the gas-solid interface on thermal conductivity is investigated using equilibrium MD simulations by varying NP diameter and keeping the volume fraction (1.413%) of nanofluid constant to check the diameter effect of NP on the nanolayer and thermal conductivity. A dense semi-solid fluid layer was seen to be formed at the NP-gas interface, and the thickness increases with increase in particle diameter, which also moves with the NP Brownian motion. Density distribution has been done to see the effect of nanolayer, and its thickness around the NP. These findings are extremely beneficial, especially to industries employed in oil recovery as increased thermal conductivity of CO₂ will lead to enhanced oil recovery and thermal energy storage.

Keywords: copper-CO2 nanofluid, molecular dynamics simulation, molecular interfacial layer, thermal conductivity

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Authors: Li-Xin Shi, Meng-Fei Hu, Song-Chuan Zhao

Abstract:

Dense particle suspensions composed of mixtures of particles and fluid are omnipresent in natural phenomena and in industrial processes. Dense particle suspension under shear may lose its uniform state to large local density and stress fluctuations which challenge the mean-field description of the suspension system. However, it still remains largely debated and far from fully understood of the internal mechanism. Here, a dynamics of a non-Brownian suspension is explored under horizontal swirling excitations, where high-density patches appear when the excitation frequency is increased beyond a threshold. These density patches are self-assembled into a hexagonal pattern across the system with further increases in frequency. This phenomenon is underlined by the spontaneous growth of density waves (instabilities) along the flow direction, and the motion of these density waves preserves the circular path and the frequency of the oscillation. To investigate the origin of the phenomena, the constitutive relationship calibrated by independent rheological measurements is implemented into a simplified two-phase flow model. And the critical instability frequency in theory calculation matches the experimental measurements quantitatively without free parameters. By further analyzing the model, the instability is found to be closely related to the discontinuous shear thickening transition of the suspension. In addition, the long-standing density waves degenerate into random fluctuations when replacing the free surface with rigid confinement. It indicates that the shear-thickened state is intrinsically heterogeneous, and the boundary conditions are crucial for the development of local disturbance.

Keywords: dense suspension, instability, self-organization, density wave

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Authors: E. G. Karvelas, C. Liosis, A. Theodorakakos, T. E. Karakasidis

Abstract:

Magnetic navigation of the drug inside the human vessels is a very important concept since the drug is delivered to the desired area. Consequently, the quantity of the drug required to reach therapeutic levels is being reduced while the drug concentration at targeted sites is increased. Magnetic navigation of drug agents can be achieved with the use of magnetic nanoparticles where anti-tumor agents are loaded on the surface of the nanoparticles. The magnetic field that is required to navigate the particles inside the human arteries is produced by a magnetic resonance imaging (MRI) device. The main factors which influence the efficiency of the usage of magnetic nanoparticles for biomedical applications in magnetic driving are the size and the magnetization of the biocompatible nanoparticles. In this study, a computational platform for the simulation of the optimal gradient magnetic fields for the navigation of magnetic nanoparticles inside a carotid artery is presented. For the propulsion model of the particles, seven major forces are considered, i.e., the magnetic force from MRIs main magnet static field as well as the magnetic field gradient force from the special propulsion gradient coils. The static field is responsible for the aggregation of nanoparticles, while the magnetic gradient contributes to the navigation of the agglomerates that are formed. Moreover, the contact forces among the aggregated nanoparticles and the wall and the Stokes drag force for each particle are considered, while only spherical particles are used in this study. In addition, gravitational forces due to gravity and the force due to buoyancy are included. Finally, Van der Walls force and Brownian motion are taken into account in the simulation. The OpenFoam platform is used for the calculation of the flow field and the uncoupled equations of particles' motion. To verify the optimal gradient magnetic fields, a covariance matrix adaptation evolution strategy (CMAES) is used in order to navigate the particles into the desired area. A desired trajectory is inserted into the computational geometry, which the particles are going to be navigated in. Initially, the CMAES optimization strategy provides the OpenFOAM program with random values of the gradient magnetic field. At the end of each simulation, the computational platform evaluates the distance between the particles and the desired trajectory. The present model can simulate the motion of particles when they are navigated by the magnetic field that is produced by the MRI device. Under the influence of fluid flow, the model investigates the effect of different gradient magnetic fields in order to minimize the distance of particles from the desired trajectory. In addition, the platform can navigate the particles into the desired trajectory with an efficiency between 80-90%. On the other hand, a small number of particles are stuck to the walls and remains there for the rest of the simulation.

Keywords: artery, drug, nanoparticles, navigation

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Authors: Alireza Fallahfard, Ludwig Vinches, Stephane Halle

Abstract:

In the workplace, the exposure level of airborne contaminants should be evaluated due to health and safety issues. It can be done by numerical models or experimental measurements, but the numerical approach can be useful when it is challenging to perform experiments. One of the simplest models is the well-mixed room (WMR) model, which has shown its usefulness to predict inhalation exposure in many situations. However, since the WMR is limited to gases and vapors, it cannot be used to predict exposure to aerosols. The main objective is to modify the WMR model to expand its application to exposure scenarios involving aerosols. To reach this objective, the standard WMR model has been modified to consider the deposition of particles by gravitational settling and Brownian and turbulent deposition. Three deposition models were implemented in the model. The time-dependent concentrations of airborne particles predicted by the model were compared to experimental results conducted in a 0.512 m3 chamber. Polystyrene particles of 1, 2, and 3 µm in aerodynamic diameter were generated with a nebulizer under two air changes per hour (ACH). The well-mixed condition and chamber ACH were determined by the tracer gas decay method. The mean friction velocity on the chamber surfaces as one of the input variables for the deposition models was determined by computational fluid dynamics (CFD) simulation. For the experimental procedure, the particles were generated until reaching the steady-state condition (emission period). Then generation stopped, and concentration measurements continued until reaching the background concentration (decay period). The results of the tracer gas decay tests revealed that the ACHs of the chamber were: 1.4 and 3.0, and the well-mixed condition was achieved. The CFD results showed the average mean friction velocity and their standard deviations for the lowest and highest ACH were (8.87 ± 0.36) ×10-2 m/s and (8.88 ± 0.38) ×10-2 m/s, respectively. The numerical results indicated the difference between the predicted deposition rates by the three deposition models was less than 2%. The experimental and numerical aerosol concentrations were compared in the emission period and decay period. In both periods, the prediction accuracy of the modified model improved in comparison with the classic WMR model. However, there is still a difference between the actual value and the predicted value. In the emission period, the modified WMR results closely follow the experimental data. However, the model significantly overestimates the experimental results during the decay period. This finding is mainly due to an underestimation of the deposition rate in the model and uncertainty related to measurement devices and particle size distribution. Comparing the experimental and numerical deposition rates revealed that the actual particle deposition rate is significant, but the deposition mechanisms considered in the model were ten times lower than the experimental value. Thus, particle deposition was significant and will affect the airborne concentration in occupational settings, and it should be considered in the airborne exposure prediction model. The role of other removal mechanisms should be investigated.

Keywords: aerosol, CFD, exposure assessment, occupational settings, well-mixed room model, zonal model

Procedia PDF Downloads 76