Search results for: Daniel Enrique GonzáLez-RamíRez
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 519

Search results for: Daniel Enrique GonzáLez-RamíRez

489 Seismic Directionality Effects on In-Structure Response Spectra in Seismic Probabilistic Risk Assessment

Authors: Sittipong Jarernprasert, Enrique Bazan-Zurita, Paul C. Rizzo

Abstract:

Currently, seismic probabilistic risk assessments (SPRA) for nuclear facilities use In-Structure Response Spectra (ISRS) in the calculation of fragilities for systems and components. ISRS are calculated via dynamic analyses of the host building subjected to two orthogonal components of horizontal ground motion. Each component is defined as the median motion in any horizontal direction. Structural engineers applied the components along selected X and Y Cartesian axes. The ISRS at different locations in the building are also calculated in the X and Y directions. The choice of the directions of X and Y are not specified by the ground motion model with respect to geographic coordinates, and are rather arbitrarily selected by the structural engineer. Normally, X and Y coincide with the “principal” axes of the building, in the understanding that this practice is generally conservative. For SPRA purposes, however, it is desirable to remove any conservatism in the estimates of median ISRS. This paper examines the effects of the direction of horizontal seismic motion on the ISRS on typical nuclear structure. We also evaluate the variability of ISRS calculated along different horizontal directions. Our results indicate that some central measures of the ISRS provide robust estimates that are practically independent of the selection of the directions of the horizontal Cartesian axes.

Keywords: seismic, directionality, in-structure response spectra, probabilistic risk assessment

Procedia PDF Downloads 390
488 A Safety-Door for Earthquake Disaster Prevention - Part II

Authors: Daniel Y. Abebe, Jaehyouk Choi

Abstract:

The safety of door has not given much attention. The main problem of doors during and after earthquake is that they are unable to be opened because deviation from its original position by the lateral load. The aim of this research is to develop and evaluate a safety door that keeps the door frame in its original position or keeps its edge angles perpendicular during and post-earthquake. Nonlinear finite element analysis was conducted in order to evaluate the structural performance and behavior of the proposed door under both monotonic and cyclic loading.

Keywords: safety-door, earthquake disaster, low yield point steel, passive energy dissipating device, FE analysis

Procedia PDF Downloads 432
487 Failure Analysis of the Gasoline Engines Injection System

Authors: Jozef Jurcik, Miroslav Gutten, Milan Sebok, Daniel Korenciak, Jerzy Roj

Abstract:

The paper presents the research results of electronic fuel injection system, which can be used for diagnostics of automotive systems. In the paper is described the construction and operation of a typical fuel injection system and analyzed its electronic part. It has also been proposed method for the detection of the injector malfunction, based on the analysis of differential current or voltage characteristics. In order to detect the fault state, it is needed to use self-learning process, by the use of an appropriate self-learning algorithm.

Keywords: electronic fuel injector, diagnostics, measurement, testing device

Procedia PDF Downloads 521
486 Predictors of Clinical Failure After Endoscopic Lumbar Spine Surgery During the Initial Learning Curve

Authors: Daniel Scherman, Daniel Madani, Shanu Gambhir, Marcus Ling Zhixing, Yingda Li

Abstract:

Objective: This study aims to identify clinical factors that may predict failed endoscopic lumbar spine surgery to guide surgeons with patient selection during the initial learning curve. Methods: This is an Australasian prospective analysis of the first 105 patients to undergo lumbar endoscopic spine decompression by 3 surgeons. Modified MacNab outcomes, Oswestry Disability Index (ODI) and Visual Analogue Score (VAS) scores were utilized to evaluate clinical outcomes at 6 months postoperatively. Descriptive statistics and Anova t-tests were performed to measure statistically significant (p<0.05) associations between variables using GraphPad Prism v10. Results: Patients undergoing endoscopic lumbar surgery via an interlaminar or transforaminal approach have overall good/excellent modified MacNab outcomes and a significant reduction in post-operative VAS and ODI scores. Regardless of the anatomical location of disc herniations, good/excellent modified MacNab outcomes and significant reductions in VAS and ODI were reported post-operatively; however, not in patients with calcified disc herniations. Patients with central and foraminal stenosis overall reported poor/fair modified MacNab outcomes. However, there were significant reductions in VAS and ODI scores post-operatively. Patients with subarticular stenosis or an associated spondylolisthesis reported good/excellent modified MacNab outcomes and significant reductions in VAS and ODI scores post-operatively. Patients with disc herniation and concurrent degenerative stenosis had generally poor/fair modified MacNab outcomes. Conclusion: The outcomes of endoscopic spine surgery are encouraging, with a low complication and reoperation rate. However, patients with calcified disc herniations, central canal stenosis or a disc herniation with concurrent degenerative stenosis present challenges during the initial learning curve and may benefit from traditional open or other minimally invasive techniques.

Keywords: complications, lumbar disc herniation, lumbar endoscopic spine surgery, predictors of failed endoscopic spine surgery

Procedia PDF Downloads 96
485 The Instruction of Imagination: A Theory of Language as a Social Communication Technology

Authors: Daniel Dor

Abstract:

The research presents a new general theory of language as a socially-constructed communication technology, designed by cultural evolution for a very specific function: the instruction of imagination. As opposed to all the other systems of intentional communication, which provide materials for the interlocutors to experience, language allows speakers to instruct their interlocutors in the process of imagining the intended meaning-instead of experiencing it. It is thus the only system that bridges the experiential gaps between speakers. This is the key to its enormous success.

Keywords: experience, general theory of language, imagination, language as technology, social essence of language

Procedia PDF Downloads 555
484 Erotica in Ghana: Gendered Negotiations of Erotic Sexual Pleasure in Ghana

Authors: Daniel Y. Fiaveh, Michael P.K. Okyerefo, Clara K. Fayorsey

Abstract:

Although sexual pleasure is an important aspect of human sexuality, there is little knowledge on how women and men negotiate pleasure in Ghana. The paper explores women and men’s agency in negotiating sexual pleasure in an urban community in Ghana based on the narratives of 20 women and 16 men. Specifically, we explore meanings of sexual pleasure, the erotic factors that stimulate sexual pleasure, and how women and men negotiate for these factors. Women are active negotiators of stimulants of sexual pleasure based on symbolic meanings.

Keywords: eroticism, sexual pleasure, sexual negotiation, Ghana

Procedia PDF Downloads 580
483 Combinatory Nutrition Supplementation: A Case of Synergy for Increasing Calcium Bioavailability

Authors: Daniel C. S. Lim, Eric Y. M. Yeo, W. Y. Tan

Abstract:

This paper presents an overview of how calcium interacts with the various essential nutrients within an environment of cellular and hormonal interactions for the purpose of increasing bioavailability to the human body. One example of such interactions can be illustrated with calcium homeostasis. This paper gives an in-depth discussion on the possible interactive permutations with various nutrients and factors leading to the promotion of calcium bioavailability to the body. The review hopes to provide further insights into how calcium supplement formulations can be improved to better influence its bioavailability in the human body.

Keywords: bioavailability, environment of cellular and hormonal interactions, nutritional combinations, synergistic

Procedia PDF Downloads 368
482 Geopolitics over Ukraine: International Policies and Domestic Problems

Authors: Daniel Silander

Abstract:

This article explores the EU Initiated European Neighborhood Policy (ENP) towards Ukraine. It also explores Russian geopolitics in the region. We argue that Ukraine is sandwiched between two regional powers in the EU and Russia. By analyzing EU democracy promotion towards Ukraine and neighbors, we assess a weak EU normative capacity. Instead of building a “ring of friends”, as argued by the EU Commission, in an enlarged democratic community, the EU has achieved poor democratic records in Ukraine which opened for a revival of Russia in the region and causes the international crisis over Crime of 2014.

Keywords: regional neighborhood policy, European Union, Russia, Ukraine, domestic elites

Procedia PDF Downloads 495
481 Composite Components Manufacturing in SAE Formula Student, a Case Study of AGH Racing

Authors: Hanna Faron, Wojciech Marcinkowski, Daniel Prusak, Władysław Hamiga

Abstract:

Interest in composite materials comes out of two basic premises: their supreme mechanical and strength properties,combined with a small specific weight. Origin and evolution of modern composite materials bonds with development of manufacturing of synthetic fibers, which have begun during Second World War. Main condition to achieve intended properties of composite materials is proper bonding of reinforcing layer with appropriate adhesive in manufacturing process. It is one of the fundamental quality evaluation criterion of fabrication processes.

Keywords: SAE, formula student, composite materials, carbon fiber, Aramid fiber, hot wire cutter

Procedia PDF Downloads 484
480 Neural Rendering Applied to Confocal Microscopy Images

Authors: Daniel Li

Abstract:

We present a novel application of neural rendering methods to confocal microscopy. Neural rendering and implicit neural representations have developed at a remarkable pace, and are prevalent in modern 3D computer vision literature. However, they have not yet been applied to optical microscopy, an important imaging field where 3D volume information may be heavily sought after. In this paper, we employ neural rendering on confocal microscopy focus stack data and share the results. We highlight the benefits and potential of adding neural rendering to the toolkit of microscopy image processing techniques.

Keywords: neural rendering, implicit neural representations, confocal microscopy, medical image processing

Procedia PDF Downloads 624
479 BingleSeq: A User-Friendly R Package for Single-Cell RNA-Seq Data Analysis

Authors: Quan Gu, Daniel Dimitrov

Abstract:

BingleSeq was developed as a shiny-based, intuitive, and comprehensive application that enables the analysis of single-Cell RNA-Sequencing count data. This was achieved via incorporating three state-of-the-art software packages for each type of RNA sequencing analysis, alongside functional annotation analysis and a way to assess the overlap of differential expression method results. At its current state, the functionality implemented within BingleSeq is comparable to that of other applications, also developed with the purpose of lowering the entry requirements to RNA Sequencing analyses. BingleSeq is available on GitHub and will be submitted to R/Bioconductor.

Keywords: bioinformatics, functional annotation analysis, single-cell RNA-sequencing, transcriptomics

Procedia PDF Downloads 163
478 Development and Evaluation of Removable Shear Link with Perforated Web

Authors: Daniel Y. Abebe, Jaehyouk Choi

Abstract:

The objective of this paper is to investigate, through an analytical study, the behavior of both stiffened and un-stiffened removable shear link with perforated web considering different number and size of web openings. Removable shear link with perforated web is a novel shear link beam proposed to be used in eccentrically braced frame (EBF). The proposed link overcomes the difficulties during construction slab due to less cross-sectional areas of the link to control the plastic deformation on the conventional EBF with removable shear link. Finite element analyses were conducted under both cyclic and monotonic loading and from the results obtained design equations are developed.

Keywords: eccentrically braced frame, removable shear link, perforated web, non-linear FE analysis

Procedia PDF Downloads 331
477 Evaluation of the exIWO Algorithm Based on the Traveling Salesman Problem

Authors: Daniel Kostrzewa, Henryk Josiński

Abstract:

The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.

Keywords: expanded invasive weed optimization algorithm (exIWO), traveling salesman problem (TSP), heuristic approach, inversion operator

Procedia PDF Downloads 806
476 Sex Positions Decisions and Negotiations of Sexual Pleasure and Gender in Ghana

Authors: Daniel Y. Fiaveh, Chimaraoke O. Izugbara

Abstract:

Based on the narratives of 20 women and 16 men, the paper explores how knowing more about the factors that trigger sex positions decisions advance knowledge of male and female sexuality, and how these translate into higher levels of female sexual negotiations in Ghana. Findings demonstrated that the willingness to perform sex positions or not were gendered and derive, at least in part, from differences in demographic profiles (such as age, gender, and marriage), beliefs associated with sexual practices (such as anal sex), the desire to maximize sexual pleasure, and sexual myths and misconceptions e.g. fear of infecundity. The women were not passive to sex positions decisions and engaged in a dialogical sexual encounter with men including threats of sexual refusal in negotiating sex.

Keywords: sexual positions, sexual pleasure, masculinity, femininity, Ghana

Procedia PDF Downloads 455
475 Evaluation of Free Technologies as Tools for Business Process Management

Authors: Julio Sotomayor, Daniel Yucra, Jorge Mayhuasca

Abstract:

The article presents an evaluation of free technologies for business process automation, with emphasis only on tools compatible with the general public license (GPL). The compendium of technologies was based on promoting a service-oriented enterprise architecture (SOA) and the establishment of a business process management system (BPMS). The methodology for the selection of tools was Agile UP. This proposal allows businesses to achieve technological sovereignty and independence, in addition to the promotion of service orientation and the development of free software based on components.

Keywords: BPM, BPMS suite, open-source software, SOA, enterprise architecture, business process management

Procedia PDF Downloads 253
474 The Magic Bullet in Africa: Exploring an Alternative Theoretical Model

Authors: Daniel Nkrumah

Abstract:

The Magic Bullet theory was a popular media effect theory that defined the power of the mass media in altering beliefs and perceptions of its audiences. However, following the People's Choice study, the theory was said to have been disproved and was supplanted by the Two-Step Flow Theory. This paper examines the relevance of the Magic Bullet theory in Africa and establishes whether it is still relevant in Africa's media spaces and societies. Using selected cases on the continent, it adopts a grounded theory approach and explores a new theoretical model that attempts to enforce an argument that the Two-Step Flow theory though important and valid, was ill-conceived as a direct replacement to the Magic Bullet theory.

Keywords: magic bullet theory, two-step flow theory, media effects, african media

Procedia PDF Downloads 87
473 Spectral Efficiency Improvement in 5G Systems by Polyphase Decomposition

Authors: Wilson Enríquez, Daniel Cardenas

Abstract:

This article proposes a filter bank format combined with the mathematical tool called polyphase decomposition and the discrete Fourier transform (DFT) with the purpose of improving the performance of the fifth-generation communication systems (5G). We started with a review of the literature and the study of the filter bank theory and its combination with DFT in order to improve the performance of wireless communications since it reduces the computational complexity of these communication systems. With the proposed technique, several experiments were carried out in order to evaluate the structures in 5G systems. Finally, the results are presented in graphical form in terms of bit error rate against the ratio bit energy/noise power spectral density (BER vs. Eb / No).

Keywords: multi-carrier system (5G), filter bank, polyphase decomposition, FIR equalizer

Procedia PDF Downloads 167
472 Network User Rules in Universities

Authors: Michel Berthiaume, Daniel Chamberland-Tremblay, Elaine Paiva Mosconi, Jérôme Blanchet-Brisson

Abstract:

This presentation documents the overall failure of North-American universities to build an effective IT Policies communication with their primary users: the students. A sample of 12 universities was selected. A set of indicators based on usability principles to assess the content of IT Policies vas devised. Then, IT Policies were rated according to the indicators and the results analyzed to build an overall picture of the potential of communication problems in policy communication. The initial finding is that network security professionals in Universities have to reach a delicate balance between asset protection, asset valorization and user security awareness.

Keywords: computer security, IT policy, security awareness, network user rules

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471 Algorithms for Fast Computation of Pan Matrix Profiles of Time Series Under Unnormalized Euclidean Distances

Authors: Jing Zhang, Daniel Nikovski

Abstract:

We propose an approximation algorithm called LINKUMP to compute the Pan Matrix Profile (PMP) under the unnormalized l∞ distance (useful for value-based similarity search) using double-ended queue and linear interpolation. The algorithm has comparable time/space complexities as the state-of-the-art algorithm for typical PMP computation under the normalized l₂ distance (useful for shape-based similarity search). We validate its efficiency and effectiveness through extensive numerical experiments and a real-world anomaly detection application.

Keywords: pan matrix profile, unnormalized euclidean distance, double-ended queue, discord discovery, anomaly detection

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470 An Investigation into the Isolation and Bandwidth Characteristics of X-Band Chireix Power Amplifier Combiners

Authors: Daniel P. Clayton, Edward A. Ball

Abstract:

This paper describes an investigation into the isolation characteristics and bandwidth performance of RF combiners that are used as part of Chireix PA architectures, designed for use in the X-Band range of frequencies. Combiner designs investigated are the typical Chireix and Wilkinson configurations which also include simulation of the Wilkinson using manufacturer’s data for the isolation resistor. Another simulation was the less common approach of using a Branchline coupler to form the combiner, as well as simulation results from adding an additional stage. This paper presents the findings of this investigation and compares the bandwidth performance and isolation characteristics to determine suitability.

Keywords: bandwidth, Chireix, couplers, outphasing, power amplifiers, Wilkinson, X-Band

Procedia PDF Downloads 226
469 A New Type Safety-Door for Earthquake Disaster Prevention: Part I

Authors: Daniel Y. Abebe, Jaehyouk Choi

Abstract:

From the past earthquake events, many people get hurt at the exit while they are trying to go out of the buildings because of the exit doors are unable to be opened. The door is not opened because it deviates from its the original position. The aim of this research is to develop and evaluate a new type safety door that keeps the door frame in its original position or keeps its edge angles perpendicular during and post-earthquake. The proposed door is composed of three components: outer frame joined to the wall, inner frame (door frame) and circular hollow section connected to the inner and outer frame which is used as seismic energy dissipating device.

Keywords: safety-door, earthquake disaster, low yield point steel, passive energy dissipating device, FE analysis

Procedia PDF Downloads 498
468 Low-Cost VoIP University Solution

Authors: Carlos Henrique Rodrigues de Oliveira, Luis Carlos Costa Fonseca, Caio de Castro Torres, Daniel Gusmão Pereira, Luiz Ricardo Souza Ripardo, Magno Castro Moraes, Ana Paula Ferreira Costa, Luiz Carlos Chaves Lima Junior, Aurelianny Almeida da Cunha

Abstract:

VoIP University is a communication solution based on the IP protocol. This solution was proposed to modernize and save on communication, which required the development of Android, iOS, and Windows applications and a web service server. This solution allows integration with management system databases to create and manage a list of user extensions. VoIP University was deployed in a university, and a financial analysis revealed that annual spending on telephone bills decreased by more than 97 %.

Keywords: VoIP eTec, VoIP UEMA, VoIP University, VoIP Valen

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467 Management Control Systems in Post-Incubation: An Investigation of Closed Down High-Technology Start-Ups

Authors: Jochen Edmund Kerschenbauer, Roman Salinger, Daniel Strametz

Abstract:

Insufficient informal communication systems can lead to the first crisis (‘Crisis of Leadership’) for start-ups. Management Control Systems (MCS) are one way for high-technology start-ups to successfully overcome these problems. So far the literature has investigated the incubation of a start-up, but focused less on the post-incubation stage. This paper focuses on the use of MCS in post-incubation and, if failed start-ups agree, on how MCS are used. We conducted 14 semi-structured interviews for this purpose, to obtain our results. The overall conclusion is that the majority of the companies were closed down due to a combination of strategic, operative and financial reasons.

Keywords: closed down, high-technology, incubation, levers of control, management control systems, post-incubation, start-ups

Procedia PDF Downloads 1068
466 Antiproliferative Effect of Polyphenols from Crocus sativus L. Leaves on Human Colon Adenocarcinoma Cells (Caco-2)

Authors: Gonzalo Ortiz de Elguea-Culebras, Raúl Sánchez-Vioquea, Adela Mena-Morales, Manuel Alaiz, Enrique Melero-Bravo, Esteban García-Romero, Javier Vioque, Lourdes Marchante-Cuevas, Julio Girón-Calle

Abstract:

Saffron (Crocus sativus L.) is a highly valued crop for the manufacture of spice that consists of the dried stigma of the flowers. This is in contrast to other underutilized parts of the saffron plant as leaves, which represent abundant biomass whose use might help to enhance the sustainability of the saffron crop. Saffron leaves contain significant amounts of phenolic compounds, 7.8 equivalent grams of gallic acid per 100g of extract, and are very promising compounds in terms of exploring novel uses of saffron leaves. Given that phenolic compounds have numerous effects on cancer-related biological pathways, we have investigated the in vitro antiproliferative effect of saffron leaf polyphenols against human colon adenocarcinoma cells (Caco-2). Polyphenols were extracted from leaves with 70% ethanol, defatted with hexane, and purified by solid phase extraction using C18 silica gel and then silica gel 60. Analysis of polyphenols was performed by HPLC-ESI-MS. Di-, tri-, and tetrahexosides of quercetin, kaempferol, and isorhamnetin, as well as C-hexosides like isoorientin and vitexin, were tentatively identified. Polyphenols strongly inhibited the proliferation of Caco-2 cells, which is consistent with model studies in which several of the polyphenols identified in saffron leaves have demonstrated their potential as chemopreventive agents in cancer. Due to the low profitability that saffron leaf currently represents, we consider these results very encouraging and that this by-product deserves further investigation as a potential source of active molecules against colorectal cancer.

Keywords: saffron leaves, agricultural by-products, polyphenols, antiproliferative effect, human colon adenocarcinoma cells

Procedia PDF Downloads 63
465 Effect of Waste Dumping on Groundwater Quality at Guntun Layi Funtua, Katsina State

Authors: Isiya Aminu Dabai, Adebola Kayode, Adeosun Kayode Daniel

Abstract:

Rural water supply relies mainly on groundwater exploitation, because it is more accessible, reliable, cheaper to develop and maintain, also with good quality compared to the surface water. Despite these advantages, groundwater has come under pollution threats like waste dumps, mineral exploitation, industrialization etc. This study investigates the effects of an open dumping to the surrounding groundwater. Ten hand dug well water samples were collected from the surroundings and tested. The average result shows that temperature, colour and turbidity to be 8.50 c, 6.1 TCU and 3.1 NTU respectively and pH, conductivity, total dissolved solids, chloride content and hardness to be 7.2, 4.78, 1.8, 5.7, and 3.4 respectively while in the bacteriological test well no. 1, 2, 3, and 5 shows the presence of coliforms and E. Coli bacteria.

Keywords: groundwater, pollution, waste, dump site, unsafe, quality

Procedia PDF Downloads 654
464 Engaging Teacher Inquiry via New Media in Traditional and E-Learning Environments

Authors: Daniel A. Walzer

Abstract:

As the options for course delivery and development expand, plenty of misconceptions still exist concerning e-learning and online course delivery. Classroom instructors often discuss pedagogy, methodologies, and best practices regarding teaching from a singular, traditional in-class perspective. As more professors integrate online, blended, and hybrid courses into their dossier, a clearly defined rubric for gauging online course delivery is essential. The transition from a traditional learning structure towards an updated distance-based format requires careful planning, evaluation, and revision. This paper examines how new media stimulates reflective practice and guided inquiry to improve pedagogy, engage interdisciplinary collaboration, and supply rich qualitative data for future research projects in media arts disciplines.

Keywords: action research, inquiry, new media, reflection

Procedia PDF Downloads 286
463 Angle of Arrival Estimation Using Maximum Likelihood Method

Authors: Olomon Wu, Hung Lu, Nick Wilkins, Daniel Kerr, Zekeriya Aliyazicioglu, H. K. Hwang

Abstract:

Multiple Input Multiple Output (MIMO) radar has received increasing attention in recent years. MIMO radar has many advantages over conventional phased array radar such as target detection, resolution enhancement, and interference suppression. In this paper, the results are presented from a simulation study of MIMO Uniformly-Spaced Linear Array (ULA) antennas. The performance is investigated under varied parameters, including varied array size, Pseudo Random (PN) sequence length, number of snapshots, and Signal to Noise Ratio (SNR). The results of MIMO are compared to a traditional array antenna.

Keywords: MIMO radar, phased array antenna, target detection, radar signal processing

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462 Challenges in Anti-Counterfeiting of Cyber-Physical Systems

Authors: Daniel Kliewe, Arno Kühn, Roman Dumitrescu, Jürgen Gausemeier

Abstract:

This paper examines the system protection for cyber-physical systems (CPS). CPS are particularly characterized by their networking system components. This means they are able to adapt to the needs of their users and its environment. With this ability, CPS have new, specific requirements on the protection against anti-counterfeiting, know-how loss and manipulation. They increase the requirements on system protection because piracy attacks can be more diverse, for example because of an increasing number of interfaces or through the networking abilities. The new requirements were identified and in a next step matched with existing protective measures. Due to the found gap the development of new protection measures has to be forced to close this gap. Moreover a comparison of the effectiveness between selected measures was realized and the first results are presented in the paper.

Keywords: anti-counterfeiting, cyber physical systems, intellectual property (IP), knowledge management, system protection

Procedia PDF Downloads 460
461 Monte Carlo Pathwise Sensitivities for Barrier Options with Application to Coco-Bond Calibration

Authors: Thomas Gerstner, Bastian von Harrach, Daniel Roth

Abstract:

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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460 Viscoelastic Properties of Sn-15%Pb Measured in an Oscillation Test

Authors: Gerardo Sanjuan Sanjuan, Ángel Enrique Chavéz Castellanos

Abstract:

The knowledge of the rheological behavior of partially solidified metal alloy is an important issue when modeling and simulation of die filling in semisolid processes. Many experiments for like steady state, the step change in shear rate tests, shear stress ramps have been carried out leading that semi-solid alloys exhibit shear thinning, thixotropic behavior and yield stress. More advanced investigation gives evidence some viscoelastic features can be observed. The viscoelastic properties of materials are determinate by transient or dynamic methods; unfortunately, sparse information exists about oscillation experiments. The aim of this present work is to use small amplitude oscillatory tests for knowledge properties such as G´ and G´´. These properties allow providing information about materials structure. For this purpose, we investigated tin-lead alloy (Sn-15%Pb) which exhibits a similar microstructure to aluminum alloys and is the classic alloy for semisolid thixotropic studies. The experiments were performed with parallel plates rheometer AR-G2. Initially, the liquid alloy is cooled down to the semisolid range, a specific temperature to guarantee a constant fraction solid. Oscillation was performed within the linear viscoelastic regime with a strain sweep. So, the loss modulus G´´, the storage modulus G´ and the loss angle (δ) was monitored. In addition a frequency sweep at a strain below the critical strain for characterized its structure. This provides more information about the interactions among solid particles on a liquid matrix. After testing, the sample was removed then cooled, sectioned and examined metallographically. These experiments demonstrate that the viscoelasticity is sensitive to the solid fraction, and is strongly influenced by the shape and size of particles solid.

Keywords: rheology, semisolid alloys, thixotropic, viscoelasticity

Procedia PDF Downloads 343