Search results for: Jump–diffusion model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17221

Search results for: Jump–diffusion model

16921 Cultivation of High-value Patent from the Perspective of Knowledge Diffusion: A Case Study of the Power Semiconductor Field

Authors: Lin Qing

Abstract:

[Objective/Significance] The cultivation of high-value patents is the focus and difficulty of patent work, which is of great significance to the construction of a powerful country with intellectual property rights. This work should not only pay attention to the existing patent applications, but also start from the pre-application to explore the high-value technical solutions as the core of high-value patents. [Methods/processes] Comply with the principle of scientific and technological knowledge diffusion, this study studies the top academic conference papers and their cited patent applications, taking the power semiconductor field as an example, using facts date show the feasibility and rationality of mining technology solutions from high quality research results to foster high value patents, stating the actual benefits of these achievements to the industry, giving patent protection suggestions for Chinese applicants comparative with field situation. [Results/Conclusion] The research shows that the quality of citation applications of ISPSD papers is significantly higher than the field average level, and the ability of Chinese applicants to use patent protection related achievements needs to be improved. This study provides a practical and highly targeted reference idea for patent administrators and researchers, and also makes a positive exploration for the practice of the spirit of breaking the five rules.

Keywords: high-value patents cultivation, technical solutions, knowledge diffusion, top academic conference papers, intellectual property information analysis

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16920 Numerical Simulation of Bio-Chemical Diffusion in Bone Scaffolds

Authors: Masoud Madadelahi, Amir Shamloo, Seyedeh Sara Salehi

Abstract:

Previously, some materials like solid metals and their alloys have been used as implants in human’s body. In order to amend fixation of these artificial hard human tissues, some porous structures have been introduced. In this way, tissues in vicinity of the porous structure can be attached more easily to the inserted implant. In particular, the porous bone scaffolds are useful since they can deliver important biomolecules like growth factors and proteins. This study focuses on the properties of the degradable porous hard tissues using a three-dimensional numerical Finite Element Method (FEM). The most important studied properties of these structures are diffusivity flux and concentration of different species like glucose, oxygen, and lactate. The process of cells migration into the scaffold is considered as a diffusion process, and related parameters are studied for different values of production/consumption rates.

Keywords: bone scaffolds, diffusivity, numerical simulation, tissue engineering

Procedia PDF Downloads 355
16919 High Temperature Oxidation Behavior of Aluminized Steel by Arc Spray and Cementation Techniques

Authors: Minoo Tavakoli, Alireza Kiani Rashid, Abbas Afrasiabi

Abstract:

An aluminum coating deposited on mild steel substrate by electric arc spray and diffused to the base steel material by diffusion treatment at 800 and 900°C for 1 and 3 hours in a static air. Alloy layers formed by diffusion at both temperatures were investigated, and their features were compared with those of pack cementation aluminized steel. High-temperature oxidation tests were carried out in air at 600 °C for 145 hours. Results indicated that the aluminide coatings obtained from this process have significantly improved the high-temperature oxidation resistance in both methods due to the Al2O3 scale formation. Furthermore, it showed that the isothermal oxidation resistance of arc spray technique is better than pack cementation method. This can be attributed to voids that formed at the intermetallic layer /Al layer interface which is increased in the pack cementation method.

Keywords: electric arc spray, pack cementation, oxidation resistance, aluminized steel

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16918 Formation of Protective Silicide-Aluminide Coating on Gamma-TiAl Advanced Material

Authors: S. Nouri

Abstract:

In this study, the Si-aluminide coating was prepared on gamma-TiAl [Ti-45Al-2Nb-2Mn-1B (at. %)] via liquid-phase slurry procedure. The high temperature oxidation resistance of this diffusion coating was evaluated at 1100 °C for 400 hours. The results of the isothermal oxidation showed that the formation of Si-aluminide coating can remarkably improve the high temperature oxidation of bare gamma-TiAl alloy. The identification of oxide scale microstructure showed that the formation of protective Al2O3+SiO2 mixed oxide scale along with a continuous, compact and uniform layer of Ti5Si3 beneath the surface oxide scale can act as an oxygen diffusion barrier during the high temperature oxidation. The other possible mechanisms related to the formation of Si-aluminide coating and oxide scales were also discussed.

Keywords: Gamma-TiAl alloy, high temperature oxidation, Si-aluminide coating, slurry procedure

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16917 Evaluation of Sensor Pattern Noise Estimators for Source Camera Identification

Authors: Benjamin Anderson-Sackaney, Amr Abdel-Dayem

Abstract:

This paper presents a comprehensive survey of recent source camera identification (SCI) systems. Then, the performance of various sensor pattern noise (SPN) estimators was experimentally assessed, under common photo response non-uniformity (PRNU) frameworks. The experiments used 1350 natural and 900 flat-field images, captured by 18 individual cameras. 12 different experiments, grouped into three sets, were conducted. The results were analyzed using the receiver operator characteristic (ROC) curves. The experimental results demonstrated that combining the basic SPN estimator with a wavelet-based filtering scheme provides promising results. However, the phase SPN estimator fits better with both patch-based (BM3D) and anisotropic diffusion (AD) filtering schemes.

Keywords: sensor pattern noise, source camera identification, photo response non-uniformity, anisotropic diffusion, peak to correlation energy ratio

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16916 In Vitro Antifungal Activity of Essential Oil Artemisia Absinthium

Authors: Bouchenak Fatima, Lmegharbi Abdelbaki, Houssem Degaichia, Benrebiha Fatima

Abstract:

The essential oil composition of the leaf of Artemisia absinthium from region of Cherchell (The south of Algeria) was investigated by GC, GC-MS. 27 constituents were identified correspond to 84, 63% of the total oil. The major components are Thujone (60, 82%), Chamazulènel (16, 62%), ρ-cymène (4, 29%) and 2-carène (4.25%). The antimicrobial activity of oil was tested in vitro by two methods (agar diffusion and microdilution) on three plant pathogenic fungi. This oil has been tested for antimicrobial activity against three pathogenic fungi (Botrytis cinerea, Fusarium culmorum and Helminthosporium Sp.).The study of activity was evaluated by two methods: Method of diffusion in gelose and the minimum inhibitory concentration MIC. This oil exhibited an interesting antimicrobial activity. A preliminary study showed that this oil presented high toxicity against this fungus. These results, although preliminary show a good antifungal activity, to limit and inhibit stop the development of those pathogen agent.

Keywords: artemisia absinthian, extraction process, chemical study, antifungal activity

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16915 Building a Stochastic Simulation Model for Blue Crab Population Evolution in Antinioti Lagoon

Authors: Nikolaos Simantiris, Markos Avlonitis

Abstract:

This work builds a simulation platform, modeling the spatial diffusion of the invasive species Callinectes sapidus (blue crab) as a random walk, incorporating also generation, fatality, and fishing rates modeling the time evolution of its population. Antinioti lagoon in West Greece was used as a testbed for applying the simulation model. Field measurements from June 2020 to June 2021 on the lagoon’s setting, bathymetry, and blue crab juveniles provided the initial population simulation of blue crabs, as well as biological parameters from the current literature were used to calibrate simulation parameters. The scope of this study is to render the authors able to predict the evolution of the blue crab population in confined environments of the Ionian Islands region in West Greece. The first result of the simulation experiments shows the possibility for a robust prediction for blue crab population evolution in the Antinioti lagoon.

Keywords: antinioti lagoon, blue crab, stochastic simulation, random walk

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16914 Hidden Truths of Advertising: An Unspoken Fact in Making Ethical Diffusions

Authors: Mustafa Hyder, Shamaila Burney, Roohi Mumtaz

Abstract:

The aim of this study is to determine the consequences of silent or hidden messages and their effectiveness in deteriorating or altering our ethical norms and values. The study also focuses the repercussions of subconscious messages and possibilities of ethical diffusion in our society. The research based on the question that what are the different factors that motivate advertisers to include subliminal messages and how much these unspoken truths affecting our ethical values silently. What are the causes and effects of the subliminal messages in general and the level of ethical diffusion and its acceptance? The concept of advertising is to promote and highlight the salient features of the products and services, a company offers. Advertising is the best option nowadays to convey the related information to the consumers so that they attracted more towards the products or services proposed. The other thing advertisers concentrate, is the psychological characteristics using to persuade consumers choice. Using skills and tactics of advertising to promote a product in such a way that it creates a sensation, controversy or brand consciousness among the consumers or customers. The purpose to have increase purchase or to gain popularity in comparison to their competitors, they sometimes use such tactics and techniques, which is highly unethical and immoral for any society. These kinds of stuff used very smartly within the ads that only the conscious mind subconsciously catches the meaning of those glittery images, posters, phrases, tag lines and non-verbal clues. This study elucidates the subliminal advertising their repercussions and impact on consumer’s behaviour in our society with the help of few ads embedded subliminally and the trends of profitability. The methods used to accomplish our research are based on qualitative research along with the research articles, books and feedback from focused groups regarding the topic. The basic objective of this study was that, there is no significant change in the behaviour and attitude observed. These messages capture very short-term life on the viewer’s subconscious mind but in long run people get used to it and hence not only have the diffusion power but also has the high level of acceptance as well that reflects mostly through their social behaviours and attitudes.

Keywords: ethical diffusion, subconscious, subliminal advertising, unspoken facts

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16913 CO2 Adsorption on the Activated Klaten-Indonesian Natural Zeolite in a Packed Bed Adsorber

Authors: Sang Kompiang Wirawan, Chandra Purnomo

Abstract:

Carbon dioxide (CO2) adsorption on the activated Klaten-Indonesian natural zeolite (AKINZ) in a packed bed adsorber has been studied. Experiment works consisted of acid activation and adsorption experiments. The natural zeolite sample was activated using 0.3 M HCl at the temperature of 353 K. In the adsorption experiments the feed gas concentrations were 40 and 80 % CO2 in helium within various temperatures of 303; 323 and 373 K. The experiments were conducted by using transient step change adsorption and 20 % Ar/He tracer experiment was conducted to measure dispersion and time lag effect of the packed bed system. A mathematical model of CO2 adsorption had been set up by assuming plug flow;isothermal;isobaric and no gas film mass transport resistance. Single site Langmuir physisorption and Maxwell Stefan mass transport in micropore were applied. All the data were then optimized to get the best value of modified fitted parameter. The model was in a good agreement with the experiment data. Diffusivity tended to increase by increasing temperatures.

Keywords: adsorption, Langmuir, Maxwell-Stefan, natural zeolite, surface diffusion

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16912 Formulation and Invivo Evaluation of Salmeterol Xinafoate Loaded MDI for Asthma Using Response Surface Methodology

Authors: Paresh Patel, Priya Patel, Vaidehi Sorathiya, Navin Sheth

Abstract:

The aim of present work was to fabricate Salmeterol Xinafoate (SX) metered dose inhaler (MDI) for asthma and to evaluate the SX loaded solid lipid nanoparticles (SLNs) for pulmonary delivery. Solid lipid nanoparticles can be used to deliver particles to the lungs via MDI. A modified solvent emulsification diffusion technique was used to prepare Salmeterol Xinafoate loaded solid lipid nanoparticles by using compritol 888 ATO as lipid, tween 80 as surfactant, D-mannitol as cryoprotecting agent and L-leucine was used to improve aerosolization behaviour. Box-Behnken design was applied with 17 runs. 3-D surface response plots and contour plots were drawn and optimized formulation was selected based on minimum particle size and maximum % EE. % yield, in vitro diffusion study, scanning electron microscopy, X-ray diffraction, DSC, FTIR also characterized. Particle size, zeta potential analyzed by Zetatrac particle size analyzer and aerodynamic properties was carried out by cascade impactor. Pre convulsion time was examined for control group, treatment group and compare with marketed group. MDI was evaluated for leakage test, flammability test, spray test and content per puff. By experimental design, particle size and % EE found to be in range between 119-337 nm and 62.04-76.77% by solvent emulsification diffusion technique. Morphologically, particles have spherical shape and uniform distribution. DSC & FTIR study showed that no interaction between drug and excipients. Zeta potential shows good stability of SLNs. % respirable fraction found to be 52.78% indicating reach to the deep part of lung such as alveoli. Animal study showed that fabricated MDI protect the lungs against histamine induced bronchospasm in guinea pigs. MDI showed sphericity of particle in spray pattern, 96.34% content per puff and non-flammable. SLNs prepared by Solvent emulsification diffusion technique provide desirable size for deposition into the alveoli. This delivery platform opens up a wide range of treatment application of pulmonary disease like asthma via solid lipid nanoparticles.

Keywords: salmeterol xinafoate, solid lipid nanoparticles, box-behnken design, solvent emulsification diffusion technique, pulmonary delivery

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16911 Hygro-Thermal Modelling of Timber Decks

Authors: Stefania Fortino, Petr Hradil, Timo Avikainen

Abstract:

Timber bridges have an excellent environmental performance, are economical, relatively easy to build and can have a long service life. However, the durability of these bridges is the main problem because of their exposure to outdoor climate conditions. The moisture content accumulated in wood for long periods, in combination with certain temperatures, may cause conditions suitable for timber decay. In addition, moisture content variations affect the structural integrity, serviceability and loading capacity of timber bridges. Therefore, the monitoring of the moisture content in wood is important for the durability of the material but also for the whole superstructure. The measurements obtained by the usual sensor-based techniques provide hygro-thermal data only in specific locations of the wood components. In this context, the monitoring can be assisted by numerical modelling to get more information on the hygro-thermal response of the bridges. This work presents a hygro-thermal model based on a multi-phase moisture transport theory to predict the distribution of moisture content, relative humidity and temperature in wood. Below the fibre saturation point, the multi-phase theory simulates three phenomena in cellular wood during moisture transfer, i.e., the diffusion of water vapour in the pores, the sorption of bound water and the diffusion of bound water in the cell walls. In the multi-phase model, the two water phases are separated, and the coupling between them is defined through a sorption rate. Furthermore, an average between the temperature-dependent adsorption and desorption isotherms is used. In previous works by some of the authors, this approach was found very suitable to study the moisture transport in uncoated and coated stress-laminated timber decks. Compared to previous works, the hygro-thermal fluxes on the external surfaces include the influence of the absorbed solar radiation during the time and consequently, the temperatures on the surfaces exposed to the sun are higher. This affects the whole hygro-thermal response of the timber component. The multi-phase model, implemented in a user subroutine of Abaqus FEM code, provides the distribution of the moisture content, the temperature and the relative humidity in a volume of the timber deck. As a case study, the hygro-thermal data in wood are collected from the ongoing monitoring of the stress-laminated timber deck of Tapiola Bridge in Finland, based on integrated humidity-temperature sensors and the numerical results are found in good agreement with the measurements. The proposed model, used to assist the monitoring, can contribute to reducing the maintenance costs of bridges, as well as the cost of instrumentation, and increase safety.

Keywords: moisture content, multi-phase models, solar radiation, timber decks, FEM

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16910 Formulation and Evaluation of TDDS for Sustained Release Ondansetron HCL Patches

Authors: Baljinder Singh, Navneet Sharma

Abstract:

The skin can be used as the site for drug administration for continuous transdermal drug infusion into the systemic circulation. For the continuous diffusion/penetration of the drugs through the intact skin surface membrane-moderated systems, matrix dispersion type systems, adhesive diffusion controlled systems and micro reservoir systems have been developed. Various penetration enhancers are used for the drug diffusion through skin. In matrix dispersion type systems, the drug is dispersed in the solvent along with the polymers and solvent allowed to evaporate forming a homogeneous drug-polymer matrix. Matrix type systems were developed in the present study. In the present work, an attempt has been made to develop a matrix-type transdermal therapeutic system comprising of ondansetron-HCl with different ratios of hydrophilic and hydrophobic polymeric combinations using solvent evaporation technique. The physicochemical compatibility of the drug and the polymers was studied by infrared spectroscopy. The results obtained showed no physical-chemical incompatibility between the drug and the polymers. The patches were further subjected to various physical evaluations along with the in-vitro permeation studies using rat skin. On the basis of results obtained form the in vitro study and physical evaluation, the patches containing hydrophilic polymers i.e. polyvinyl alcohol and poly vinyl pyrrolidone with oleic acid as the penetration enhancer(5%) were considered as suitable for large scale manufacturing with a backing layer and a suitable adhesive membrane.

Keywords: transdermal drug delivery, penetration enhancers, hydrophilic and hydrophobic polymers, ondansetron HCl

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16909 Mathematical Model to Quantify the Phenomenon of Democracy

Authors: Mechlouch Ridha Fethi

Abstract:

This paper presents a recent mathematical model in political sciences concerning democracy. The model is represented by a logarithmic equation linking the Relative Index of Democracy (RID) to Participation Ratio (PR). Firstly the meanings of the different parameters of the model were presented; and the variation curve of the RID according to PR with different critical areas was discussed. Secondly, the model was applied to a virtual group where we show that the model can be applied depending on the gender. Thirdly, it was observed that the model can be extended to different language models of democracy and that little use to assess the state of democracy for some International organizations like UNO.

Keywords: democracy, mathematic, modelization, quantification

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16908 Influence of Ammonia Emissions on Aerosol Formation in Northern and Central Europe

Authors: A. Aulinger, A. M. Backes, J. Bieser, V. Matthias, M. Quante

Abstract:

High concentrations of particles pose a threat to human health. Thus, legal maximum concentrations of PM10 and PM2.5 in ambient air have been steadily decreased over the years. In central Europe, the inorganic species ammonium sulphate and ammonium nitrate make up a large fraction of fine particles. Many studies investigate the influence of emission reductions of sulfur- and nitrogen oxides on aerosol concentration. Here, we focus on the influence of ammonia (NH3) emissions. While emissions of sulphate and nitrogen oxides are quite well known, ammonia emissions are subject to high uncertainty. This is due to the uncertainty of location, amount, time of fertilizer application in agriculture, and the storage and treatment of manure from animal husbandry. For this study, we implemented a crop growth model into the SMOKE emission model. Depending on temperature, local legislation, and crop type individual temporal profiles for fertilizer and manure application are calculated for each model grid cell. Additionally, the diffusion from soils and plants and the direct release from open and closed barns are determined. The emission data was used as input for the Community Multiscale Air Quality (CMAQ) model. Comparisons to observations from the EMEP measurement network indicate that the new ammonia emission module leads to a better agreement of model and observation (for both ammonia and ammonium). Finally, the ammonia emission model was used to create emission scenarios. This includes emissions based on future European legislation, as well as a dynamic evaluation of the influence of different agricultural sectors on particle formation. It was found that a reduction of ammonia emissions by 50% lead to a 24% reduction of total PM2.5 concentrations during winter time in the model domain. The observed reduction was mainly driven by reduced formation of ammonium nitrate. Moreover, emission reductions during winter had a larger impact than during the rest of the year.

Keywords: ammonia, ammonia abatement strategies, ctm, seasonal impact, secondary aerosol formation

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16907 Device for Reversible Hydrogen Isotope Storage with Aluminum Oxide Ceramic Case

Authors: Igor P. Maximkin, Arkady A. Yukhimchuk, Victor V. Baluev, Igor L. Malkov, Rafael K. Musyaev, Damir T. Sitdikov, Alexey V. Buchirin, Vasily V. Tikhonov

Abstract:

Minimization of tritium diffusion leakage when developing devices handling tritium-containing media is key problems whose solution will at least allow essential enhancement of radiation safety and minimization of diffusion losses of expensive tritium. One of the ways to solve this problem is to use Al₂O₃ high-strength non-porous ceramics as a structural material of the bed body. This alumina ceramics offers high strength characteristics, but its main advantages are low hydrogen permeability (as against the used structural material) and high dielectric properties. The latter enables direct induction heating of an hydride-forming metal without essential heating of the pressure and containment vessel. The use of alumina ceramics and induction heating allows: - essential reduction of tritium extraction time; - several orders reduction of tritium diffusion leakage; - more complete extraction of tritium from metal hydrides due to its higher heating up to melting in the event of final disposal of the device. The paper presents computational and experimental results for the tritium bed designed to absorb 6 liters of tritium. Titanium was used as hydrogen isotope sorbent. Results of hydrogen realize kinetic from hydride-forming metal, strength and cyclic service life tests are reported. Recommendations are also provided for the practical use of the given bed type.

Keywords: aluminum oxide ceramic, hydrogen pressure, hydrogen isotope storage, titanium hydride

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16906 The Achievement Model of University Social Responsibility

Authors: Le Kang

Abstract:

On the research question of 'how to achieve USR', this contribution reflects the concept of university social responsibility, identify three achievement models of USR as the society - diversified model, the university-cooperation model, the government - compound model, also conduct a case study to explore characteristics of Chinese achievement model of USR. The contribution concludes with discussion of how the university, government and society balance demands and roles, make necessarily strategic adjustment and innovative approach to repair the shortcomings of each achievement model.

Keywords: modern university, USR, achievement model, compound model

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16905 Top Management Characteristics and Adoption of Internet Banking: Case Study of the Tunisian Banking Sector

Authors: Dorra Gherib

Abstract:

This article explores in depth the technological innovations by the Top Managements of banks in the Tunisian banking sector. The framework of this research is based on an amalgamation of four theories related to the decision of adopting technological innovations: The Theory of Reasoned Action (TRA), the Theory of Planned Behaviour (TPB), Technology Acceptance Model (TAM), and Diffusion of Innovation (DI). The result of our qualitative study highlights four variables which influence the attitude of the Top Managements towards the adoption of internet banking: Relative advantage, Perceived Ease of Use, compatibility and Perceived risk.

Keywords: top management, attitude, internet banking, TRA, TAM, TPB, DI

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16904 Thermal Annealing Effects on Nonradiative Recombination Parameters of GaInAsSb/GaSb by Means of Photothermal Defection Technique

Authors: Souha Bouagila, Soufiene Ilahi, Noureddine Yacoubi

Abstract:

We have used Photothermal deflection spectroscopy PTD to investigate the impact of thermal annealing on electronics properties of GaInAsSb/GaSb.GaInAsSb used as an active layer for Vertical Cavity Surface Emitting laser (VCSEL). We have remarked that surface recombination velocity (SRV) from 7963 m / s (± 6.3%) to 1450 m / s (± 3.6) for as grown to sample annealed for 60 min. Accordingly, Force Microscopy images analyses agree well with the measure of surface recombination velocity. We have found that Root-Mean-Square Roughness (RMS) decreases as respect of annealing time. In addition, we have that the diffusion length and minority carrier mobility have been enhanced according to annealing time. However, due to annealing effects, the interface recombination velocity (IRV) is increased from 1196 m / s (± 5) to 6000 m/s (5%) for GaInAsSb in respect of annealed times.

Keywords: nonradiative lifetime, mobility of minority carrier, diffusion length, Surface and interface recombination velocity

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16903 Angiogenesis and Blood Flow: The Role of Blood Flow in Proliferation and Migration of Endothelial Cells

Authors: Hossein Bazmara, Kaamran Raahemifar, Mostafa Sefidgar, Madjid Soltani

Abstract:

Angiogenesis is formation of new blood vessels from existing vessels. Due to flow of blood in vessels, during angiogenesis, blood flow plays an important role in regulating the angiogenesis process. Multiple mathematical models of angiogenesis have been proposed to simulate the formation of the complicated network of capillaries around a tumor. In this work, a multi-scale model of angiogenesis is developed to show the effect of blood flow on capillaries and network formation. This model spans multiple temporal and spatial scales, i.e. intracellular (molecular), cellular, and extracellular (tissue) scales. In intracellular or molecular scale, the signaling cascade of endothelial cells is obtained. Two main stages in development of a vessel are considered. In the first stage, single sprouts are extended toward the tumor. In this stage, the main regulator of endothelial cells behavior is the signals from extracellular matrix. After anastomosis and formation of closed loops, blood flow starts in the capillaries. In this stage, blood flow induced signals regulate endothelial cells behaviors. In cellular scale, growth and migration of endothelial cells is modeled with a discrete lattice Monte Carlo method called cellular Pott's model (CPM). In extracellular (tissue) scale, diffusion of tumor angiogenic factors in the extracellular matrix, formation of closed loops (anastomosis), and shear stress induced by blood flow is considered. The model is able to simulate the formation of a closed loop and its extension. The results are validated against experimental data. The results show that, without blood flow, the capillaries are not able to maintain their integrity.

Keywords: angiogenesis, endothelial cells, multi-scale model, cellular Pott's model, signaling cascade

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16902 Volatility Index, Fear Sentiment and Cross-Section of Stock Returns: Indian Evidence

Authors: Pratap Chandra Pati, Prabina Rajib, Parama Barai

Abstract:

The traditional finance theory neglects the role of sentiment factor in asset pricing. However, the behavioral approach to asset-pricing based on noise trader model and limit to arbitrage includes investor sentiment as a priced risk factor in the assist pricing model. Investor sentiment affects stock more that are vulnerable to speculation, hard to value and risky to arbitrage. It includes small stocks, high volatility stocks, growth stocks, distressed stocks, young stocks and non-dividend-paying stocks. Since the introduction of Chicago Board Options Exchange (CBOE) volatility index (VIX) in 1993, it is used as a measure of future volatility in the stock market and also as a measure of investor sentiment. CBOE VIX index, in particular, is often referred to as the ‘investors’ fear gauge’ by public media and prior literature. The upward spikes in the volatility index are associated with bouts of market turmoil and uncertainty. High levels of the volatility index indicate fear, anxiety and pessimistic expectations of investors about the stock market. On the contrary, low levels of the volatility index reflect confident and optimistic attitude of investors. Based on the above discussions, we investigate whether market-wide fear levels measured volatility index is priced factor in the standard asset pricing model for the Indian stock market. First, we investigate the performance and validity of Fama and French three-factor model and Carhart four-factor model in the Indian stock market. Second, we explore whether India volatility index as a proxy for fearful market-based sentiment indicators affect the cross section of stock returns after controlling for well-established risk factors such as market excess return, size, book-to-market, and momentum. Asset pricing tests are performed using monthly data on CNX 500 index constituent stocks listed on the National stock exchange of India Limited (NSE) over the sample period that extends from January 2008 to March 2017. To examine whether India volatility index, as an indicator of fear sentiment, is a priced risk factor, changes in India VIX is included as an explanatory variable in the Fama-French three-factor model as well as Carhart four-factor model. For the empirical testing, we use three different sets of test portfolios used as the dependent variable in the in asset pricing regressions. The first portfolio set is the 4x4 sorts on the size and B/M ratio. The second portfolio set is the 4x4 sort on the size and sensitivity beta of change in IVIX. The third portfolio set is the 2x3x2 independent triple-sorting on size, B/M and sensitivity beta of change in IVIX. We find evidence that size, value and momentum factors continue to exist in Indian stock market. However, VIX index does not constitute a priced risk factor in the cross-section of returns. The inseparability of volatility and jump risk in the VIX is a possible explanation of the current findings in the study.

Keywords: India VIX, Fama-French model, Carhart four-factor model, asset pricing

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16901 Soret-Driven Convection in a Binary Fluid with Coriolis Force

Authors: N. H. Z. Abidin, N. F. M. Mokhtar, S. S. A. Gani

Abstract:

The influence of diffusion of the thermal or known as Soret effect in a heated Binary fluid model with Coriolis force is investigated theoretically. The linear stability analysis is used, and the eigenvalue is obtained using the Galerkin method. The impact of the Soret and Coriolis force on the onset of stationary convection in a system is analysed with respect to various Binary fluid parameters and presented graphically. It is found that an increase of the Soret values, destabilize the Binary fluid layer system. However, elevating the values of the Coriolis force helps to lag the onset of convection in a system.

Keywords: Benard convection, binary fluid, Coriolis, Soret

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16900 Convergence Analysis of Cubic B-Spline Collocation Method for Time Dependent Parabolic Advection-Diffusion Equations

Authors: Bharti Gupta, V. K. Kukreja

Abstract:

A comprehensive numerical study is presented for the solution of time-dependent advection diffusion problems by using cubic B-spline collocation method. The linear combination of cubic B-spline basis, taken as approximating function, is evaluated using the zeros of shifted Chebyshev polynomials as collocation points in each element to obtain the best approximation. A comparison, on the basis of efficiency and accuracy, with the previous techniques is made which confirms the superiority of the proposed method. An asymptotic convergence analysis of technique is also discussed, and the method is found to be of order two. The theoretical analysis is supported with suitable examples to show second order convergence of technique. Different numerical examples are simulated using MATLAB in which the 3-D graphical presentation has taken at different time steps as well as different domain of interest.

Keywords: cubic B-spline basis, spectral norms, shifted Chebyshev polynomials, collocation points, error estimates

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16899 Analysis of the Operating Load of Gas Bearings in the Gas Generator of the Turbine Engine during a Deceleration to Dash Maneuver

Authors: Zbigniew Czyz, Pawel Magryta, Mateusz Paszko

Abstract:

The paper discusses the status of loads acting on the drive unit of the unmanned helicopter during deceleration to dash maneuver. Special attention was given for the loads of bearings in the gas generator turbine engine, in which will be equipped a helicopter. The analysis was based on the speed changes as a function of time for manned flight of helicopter PZL W3-Falcon. The dependence of speed change during the flight was approximated by the least squares method and then determined for its changes in acceleration. This enabled us to specify the forces acting on the bearing of the gas generator in static and dynamic conditions. Deceleration to dash maneuvers occurs in steady flight at a speed of 222 km/h by horizontal braking and acceleration. When the speed reaches 92 km/h, it dynamically changes an inclination of the helicopter to the maximum acceleration and power to almost maximum and holds it until it reaches its initial speed. This type of maneuvers are used due to ineffective shots at significant cruising speeds. It is, therefore, important to reduce speed to the optimum as soon as possible and after giving a shot to return to the initial speed (cruising). In deceleration to dash maneuvers, we have to deal with the force of gravity of the rotor assembly, gas aerodynamics forces and the forces caused by axial acceleration during this maneuver. While we can assume that the working components of the gas generator are designed so that axial gas forces they create could balance the aerodynamic effects, the remaining ones operate with a value that results from the motion profile of the aircraft. Based on the analysis, we can make a compilation of the results. For this maneuver, the force of gravity (referring to statistical calculations) respectively equals for bearing A = 5.638 N and bearing B = 1.631 N. As overload coefficient k in this direction is 1, this force results solely from the weight of the rotor assembly. For this maneuver, the acceleration in the longitudinal direction achieved value a_max = 4.36 m/s2. Overload coefficient k is, therefore, 0.44. When we multiply overload coefficient k by the weight of all gas generator components that act on the axial bearing, the force caused by axial acceleration during deceleration to dash maneuver equals only 3.15 N. The results of the calculations are compared with other maneuvers such as acceleration and deceleration and jump up and jump down maneuvers. This work has been financed by the Polish Ministry of Science and Higher Education.

Keywords: gas bearings, helicopters, helicopter maneuvers, turbine engines

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16898 Simulation of Stress in Graphite Anode of Lithium-Ion Battery: Intra and Inter-Particle

Authors: Wenxin Mei, Jinhua Sun, Qingsong Wang

Abstract:

The volume expansion of lithium-ion batteries is mainly induced by intercalation induced stress within the negative electrode, resulting in capacity degradation and even battery failure. Stress generation due to lithium intercalation into graphite particles is investigated based on an electrochemical-mechanical model in this work. The two-dimensional model presented is fully coupled, inclusive of the impacts of intercalation-induced stress, stress-induced intercalation, to evaluate the lithium concentration, stress generation, and displacement intra and inter-particle. The results show that the distribution of lithium concentration and stress exhibits an analogous pattern, which reflects the relation between lithium diffusion and stress. The results of inter-particle stress indicate that larger Von-Mises stress is displayed where the two particles are in contact with each other, and deformation at the edge of particles is also observed, predicting fracture. Additionally, the maximum inter-particle stress at the end of lithium intercalation is nearly ten times the intraparticle stress. And the maximum inter-particle displacement is increased by 24% compared to the single-particle. Finally, the effect of graphite particle arrangement on inter-particle stress is studied. It is found that inter-particle stress with tighter arrangement exhibits lower stress. This work can provide guidance for predicting the intra and inter-particle stress to take measures to avoid cracking of electrode material.

Keywords: electrochemical-mechanical model, graphite particle, lithium concentration, lithium ion battery, stress

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16897 Percentile Reference Values of Vertical Jumping Performances and Anthropometric Characteristics in Athletic Tunisian Children and Adolescents

Authors: Chirine Aouichaoui, Mohamed Tounsi, Ines Mrizak, Zouhair Tabka, Yassine Trabelsi

Abstract:

The aim of this study was to provide percentile values for vertical jumping performances and anthropometric characteristics for athletic Tunisian children. One thousand and fifty-five athletic Tunisian children and adolescents (643 boys and 412 girls) aged 7-18 years were randomly selected to participate in our study. They were asked to perform squat jumps and countermovement jumps. For each measurement, a least square regression model with high order polynomials was fitted to predict mean and standard deviation of vertical jumping parameters and anthropometric variables. Smoothed percentile curves and percentile values for the 5th, 10th, 25th, 50th, 75th, 90th, and 95th percentiles are presented for boys and girls. In conclusion, percentiles values of vertical jumping performances and anthropometric characteristics are provided. The new Tunisian reference charts obtained can be used as a screening tool to determine growth disorders and to estimate the proportion of adolescents with high or low muscular strength levels. This study may help in verifying the effectiveness of a specific training program and detecting highly talented athletes.

Keywords: percentile values, jump height, leg muscle power, athletes, anthropometry

Procedia PDF Downloads 397
16896 The High Temperature Damage of DV–2 Turbine Blade Made from Ni–Base Superalloy

Authors: Juraj Belan, Lenka Hurtalová, Eva Tillová, Alan Vaško, Milan Uhríčik

Abstract:

High-pressure turbine (HPT) blades of DV–2 jet engines are made from Ni–base superalloy, a former Soviet Union production, specified as ŽS6K. For improving its high-temperature resistance are blades covered with Al–Si diffusion layer. A regular operation temperature of HPT blades vary from 705°C to 750°C depending on jet engine regime. An over-crossing working temperature range causes degradation of protective alitize layer as well as base material–gamma matrix and gamma prime particles what decreases turbine blade lifetime. High-temperature degradation has mainly diffusion mechanism and causes coarsening of strengthening phase gamma prime and protective alitize layer thickness growing. All changes have a significant influence on high-temperature properties of base material.

Keywords: alitize layer, gamma prime phase, high-temperature degradation, Ni–base superalloy ŽS6K, turbine blade

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16895 Model Averaging for Poisson Regression

Authors: Zhou Jianhong

Abstract:

Model averaging is a desirable approach to deal with model uncertainty, which, however, has rarely been explored for Poisson regression. In this paper, we propose a model averaging procedure based on an unbiased estimator of the expected Kullback-Leibler distance for the Poisson regression. Simulation study shows that the proposed model average estimator outperforms some other commonly used model selection and model average estimators in some situations. Our proposed methods are further applied to a real data example and the advantage of this method is demonstrated again.

Keywords: model averaging, poission regression, Kullback-Leibler distance, statistics

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16894 Absorption Kinetic and Tensile Mechanical Properties of Swollen Elastomer/Carbon Black Nanocomposites using Typical Solvents

Authors: F. Elhaouzi, H. Lahlali, M. Zaghrioui, I. El Aboudi A. BelfKira, A. Mdarhri

Abstract:

The effect of physico chemical properties of solvents on the transport process and mechanical properties in elastomeric nano composite materials is reported. The investigated samples are formed by a semi-crystalline ethylene-co-butyl acrylate polymer filled with hard spherical carbon black (CB) nano particles. The swelling behavior was studied by immersion the dried samples in selected solvents at room temperature during 2 days. For this purpose, two chemical compounds methyl derivatives of aromatic hydrocarbons of benzene, i.e. toluene and xylene, are used to search for the mass and molar volume dependence on the absorption kinetics. Mass gain relative to the mass of dry material at specific times was recorded to probe the absorption kinetics. The transport of solvent molecules in these filled elastomeric composites is following a Fickian diffusion mechanism. Additionally, the swelling ratio and diffusivity coefficient deduced from the Fickian law are found to decrease with the CB concentration. These results indicate that the CB nano particles increase the effective path length for diffusion and consequently limit the absorption of the solvent by occupation free volumes in the material. According to physico chemical properties of the two used solvents, it is found that the diffusion is more important for the toluene molecules solvent due to their low values of the molecular weight and volume molar compared to those for the xylene. Differential Scanning Calorimetry (DSC) and X-ray photo electron (XPS) were also used to probe the eventual change in the chemical composition for the swollen samples. Mechanically speaking, the stress-strain curves of uniaxial tensile tests pre- and post- swelling highlight a remarkably decrease of the strength and elongation at break of the swollen samples. This behavior can be attributed to the decrease of the load transfer density between the matrix and the CB in the presence of the solvent. We believe that the results reported in this experimental investigation can be useful for some demanding applications e.g. tires, sealing rubber.

Keywords: nanocomposite, absorption kinetics, mechanical behavior, diffusion, modelling, XPS, DSC

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16893 A Three-Dimensional Investigation of Stabilized Turbulent Diffusion Flames Using Different Type of Fuel

Authors: Moataz Medhat, Essam E. Khalil, Hatem Haridy

Abstract:

In the present study, a numerical simulation study is used to 3-D model the steady-state combustion of a staged natural gas flame in a 300 kW swirl-stabilized burner, using ANSYS solver to find the highest combustion efficiency by changing the inlet air swirl number and burner quarl angle in a furnace and showing the effect of flue gas recirculation, type of fuel and staging. The combustion chamber of the gas turbine is a cylinder of diameter 1006.8 mm, and a height of 1651mm ending with a hood until the exhaust cylinder has been reached, where the exit of combustion products which have a diameter of 300 mm, with a height of 751mm. The model was studied by 15 degree of the circumference due to axisymmetric of the geometry and divided into a mesh of about 1.1 million cells. The numerical simulations were performed by solving the governing equations in a three-dimensional model using realizable K-epsilon equations to express the turbulence and non-premixed flamelet combustion model taking into consideration radiation effect. The validation of the results was done by comparing it with other experimental data to ensure the agreement of the results. The study showed two zones of recirculation. The primary one is at the center of the furnace, and the location of the secondary one varies by changing the quarl angle of the burner. It is found that the increase in temperature in the external recirculation zone is a result of increasing the swirl number of the inlet air stream. Also it was found that recirculating part of the combustion products back to the combustion zone decreases pollutants formation especially nitrogen monoxide.

Keywords: burner selection, natural gas, analysis, recirculation

Procedia PDF Downloads 139
16892 Numerical Study of Homogeneous Nanodroplet Growth

Authors: S. B. Q. Tran

Abstract:

Drop condensation is the phenomenon that the tiny drops form when the oversaturated vapour present in the environment condenses on a substrate and makes the droplet growth. Recently, this subject has received much attention due to its applications in many fields such as thin film growth, heat transfer, recovery of atmospheric water and polymer templating. In literature, many papers investigated theoretically and experimentally in macro droplet growth with the size of millimeter scale of radius. However few papers about nanodroplet condensation are found in the literature especially theoretical work. In order to understand the droplet growth in nanoscale, we perform the numerical simulation work to study nanodroplet growth. We investigate and discuss the role of the droplet shape and monomer diffusion on drop growth and their effect on growth law. The effect of droplet shape is studied by doing parametric studies of contact angle and disjoining pressure magnitude. Besides, the effect of pinning and de-pinning behaviours is also studied. We investigate the axisymmetric homogeneous growth of 10–100 nm single water nanodroplet on a substrate surface. The main mechanism of droplet growth is attributed to the accumulation of laterally diffusing water monomers, formed by the absorption of water vapour in the environment onto the substrate. Under assumptions of quasi-steady thermodynamic equilibrium, the nanodroplet evolves according to the augmented Young–Laplace equation. Using continuum theory, we model the dynamics of nanodroplet growth including the coupled effects of disjoining pressure, contact angle and monomer diffusion with the assumption of constant flux of water monomers at the far field. The simulation result is validated by comparing with the published experimental result. For the case of nanodroplet growth with constant contact angle, our numerical results show that the initial droplet growth is transient by monomer diffusion. When the flux at the far field is small, at the beginning, the droplet grows by the diffusion of initially available water monomers on the substrate and after that by the flux at the far field. In the steady late growth rate of droplet radius and droplet height follow a power law of 1/3, which is unaffected by the substrate disjoining pressure and contact angle. However, it is found that the droplet grows faster in radial direction than high direction when disjoining pressure and contact angle increase. The simulation also shows the information of computational domain effect in the transient growth period. When the computational domain size is larger, the mass coming in the free substrate domain is higher. So the mass coming in the droplet is also higher. The droplet grows and reaches the steady state faster. For the case of pinning and de-pinning droplet growth, the simulation shows that the disjoining pressure does not affect the droplet radius growth law 1/3 in steady state. However the disjoining pressure modifies the growth rate of the droplet height, which then follows a power law of 1/4. We demonstrate how spatial depletion of monomers could lead to a growth arrest of the nanodroplet, as observed experimentally.

Keywords: augmented young-laplace equation, contact angle, disjoining pressure, nanodroplet growth

Procedia PDF Downloads 245