Search results for: Mohammad Heidari

Authors: Hefzollah Mohammadian, Mohammad Bagher Heidari

Abstract:

This paper deals with the technical and economic effects of various parameters on the performance of heat recovery system on gas complex turbo generator. Given the importance of this issue, that is the main goal of economic efficiency and reduces costs; this project has been implemented similar plans in which the target is the implementation of specific patterns. The project will also help us in the process of gas refineries and the actual efficiency of the process after adding a system to analyze the turbine and predict potential problems and fix them and take appropriate measures according to the results of simulation analysis and results of the process gain. The results of modeling and the effect of different parameters on this line, have been done using Thermo Flow.

Keywords: turbo compressor, turbo generator, heat recovery boiler, gas turbines

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Authors: Hefzollah Mohammadiyan, Mohammad Bagher Heidari, Ensiyeh Hajeb

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In this paper investigates and analyses the structure of nano sensors will be discussed. The structure can be classified based of nano sensors: quantum points, carbon nanotubes and nano tools, which details into each other and in turn are analyzed. Then will be fully examined to the Carbon nanotubes as chemical and mechanical sensors. The following discussion, be examined compares the advantages and disadvantages as different types of sensors and also it has feature and a wide range of applications in various industries. Finally, the structure and application of Chemical sensor transistors and the sensors will be discussed in air pollution control.

Keywords: carbon nanotubes, quantum points, chemical sensors, mechanical sensors, chemical sensor transistors, single walled nanotube (SWNT), atomic force microscope (AFM)

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Authors: Mohammad Hassan Heidari, Amir Hossein Goodarzi, Majid Azarniush

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Radiation doses to tissues and organs were measured using the anthropomorphic phantom as an equivalent to the human body. When high-energy X-rays are externally applied to treat laryngeal cancer, the absorbed dose at the laryngeal lumen is lower than given dose because of air space which it should pass through before reaching the lesion. Specially in case of high-energy X-rays, the loss of dose is considerable. Three-dimensional absorbed dose distributions have been computed for high-energy photon radiation therapy of laryngeal and hypo pharyngeal cancers, using a coaxial pair of opposing lateral beams in fixed positions. Treatment plans obtained under various conditions of irradiation.

Keywords: 3D treatment planning, anthropomorphic phantom, larynx cancer, radiotherapy

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Authors: Hojat Heidari-Bafroui, Amer Charbaji, Constantine Anagnostopoulos, Mohammad Faghri

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Phosphorus is an essential nutrient for plant life which is most frequently found as phosphate in water. Once phosphate is found in abundance in surface water, a series of adverse effects on an ecosystem can be initiated. Therefore, a portable and reliable method is needed to monitor the phosphate concentrations in the field. In this paper, an inexpensive dip strip device with the ascorbic acid/antimony reagent dried on blotting paper along with wet chemistry is developed for the detection of low concentrations of phosphate in water. Ammonium molybdate and sulfuric acid are separately stored in liquid form so as to improve significantly the lifetime of the device and enhance the reproducibility of the device’s performance. The limit of detection and quantification for the optimized device are 0.134 ppm and 0.472 ppm for phosphate in water, respectively. The device’s shelf life, storage conditions, and limit of detection are superior to what has been previously reported for the paper-based phosphate detection devices.

Keywords: phosphate detection, paper-based device, molybdenum blue method, colorimetric assay

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Authors: Mohammad Hamzah Alshehab

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Metaphor is a substitute expression in everyday life in languages, thoughts and actions. It has an original value in language use with different conceptual, grammatical and properties. In addition, it is a central concept in literary studies. The present paper aims at investigating metaphor’s types imbedded in some Holy Verses (HV). For achieving the objectives of this paper, two English versions were chosen , the first is the Translation of the Meanings of the Noble Qura’n in the English Language by Mohammad AlHilali and Mohammad Khan, and the second version is the English Translation of the Holy Qura’n by Mohammad Ali were used. The researcher selected (20) Holy Verses include metaphors to be analyzed and investigated. Metaphor types were categorized by an assessment of the two translations followed by a discussion between the two versions of translation.

Keywords: metaphor, metaphor’s types, Holy Qura’n, Holy Verses

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Authors: Amirreza Heidari, Akram Avami, Ehsan Heidari

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Evaporative cooling systems are known as energy efficient cooling systems, with much lower electricity consumption than conventional vapor compression systems. A serious limitation of these systems, however, is that they are not applicable in humid regions. Combining a desiccant wheel with these systems, known as desiccant-based evaporative cooling systems, makes it possible to use evaporative cooling in humid climates. This paper evaluates the performane of a cooling system combining desiccant wheel, direct and indirect evaporative coolers (called desiccant-based indirect-direct evaporative cooling (DIDE) system) and then evaluates the energy saving potential of this system over the conventional vapor compression cooling and drying system. To illustrate the system ability of providing comfort conditions, a dynamic hourly simulation of this system is performed for a typical 60 m² building in Sydney, Australia. To evaluate the energy saving potential of this system, a conventional cooling and drying system is also simulated for the same cooling capacity. It has been found that the DIE system is able to provide comfort temperature and relative humidity in a subtropical humid climate like Sydney. The electricity and natural gas consumption of this system are respectively 39.2% and 2.6% lower than that of conventional system over a week. As the research has demonstrated, the innovative DIDE system is an energy efficient cooling system for subtropical humid regions.

Keywords: desiccant, evaporative cooling, dehumidification, indirect evaporative cooler

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Authors: Mohammad Saber Rohi, Saghar Heidari

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In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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Authors: Mohammad Heidari

Abstract:

In this paper a method for high strength steel is proposed of residual stresses in autofrettaged tubes by combination of artificial neural networks is presented. Many different thick walled cylinders that were subjected to different conditions were studied. At first, the residual stress is calculated by analytical solution. Then by changing of the parameters that influenced in residual stresses such as percentage of autofrettage, internal pressure, wall ratio of cylinder, material property of cylinder, bauschinger and hardening effect factor, a neural network is created. These parameters are the input of network. The output of network is residual stress. Numerical data, employed for training the network and capabilities of the model in predicting the residual stress has been verified. The output obtained from neural network model is compared with numerical results, and the amount of relative error has been calculated. Based on this verification error, it is shown that the radial basis function of neural network has the average error of 2.75% in predicting residual stress of thick wall cylinder. Further analysis of residual stress of thick wall cylinder under different input conditions has been investigated and comparison results of modeling with numerical considerations shows a good agreement, which also proves the feasibility and effectiveness of the adopted approach.

Keywords: thick walled cylinder, residual stress, radial basis, artificial neural network

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Authors: Peyman Shadman Heidari, Hamid Bastani, Pouya Shadman Heidari

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Nowadays, using energy dampers in structures is highly considered for the dissipation and absorption of earthquake energy. The main advantage of using energy damper is absorbing the earthquake energy in some sections apart from the structure frame. Among different types of dampers, hysteresis dampers are of special place because of low cost, high reliability and the lack of mechanical parts. In this paper, a special kind of hysteresis damper is considered under the name of buckling brace, which is provided with the aim of the study and investigation of cross braces in boundary behaviour of steel frames using nonlinear static analysis. In this paper, ninety three models of steel frames with cross braces of buckling type are processed with different bays and heights and their plasticity index, behaviour coefficient, distribution type and the number of plastic hinges formed were calculated. Finally, the mean behaviour coefficient was compared with standard behaviour coefficient of 2800 and the suitable mode of braces placing in improving nonlinear behaviour and suitable distribution of plastic hinges were presented. In addition, it was determined that for some placing mode of braces the behaviour coefficient will increase to 15 times of recommended 2800 standard coefficient and in some placing modes, the braced bays will show considerable difference with suggested 2800 standard behaviour coefficient relative to each other.

Keywords: buckling restrained brace, plasticity index, behaviour coefficient, resistance coefficient, plastic joints

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Authors: Mohammad Bagher Heidari, Hefzollah Mohammadian

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TETRA (Terrestrial Trunked Radio) is a digital radio communication standard, which has been implemented in several different parts of the gas refinery ninth (phase 12th) by South Pars Gas Complex. Studies on possible impacts on the users' health considering different exposure conditions are missing. Objectives: To investigate possible acute effects of electromagnetic fields (EMF) of two different levels of TETRA hand-held transmitter signals on cognitive function and well-being in healthy young males. Methods: In the present double-blind cross-over study possible effects of short-term (2.5 h) EMF exposure of handset-like signals of TETRA (450 - 470 MHz) were studied in 30 healthy male participants (mean ± SD: 25.4 ±2.6 years). Individuals were tested on nine study days, on which they were exposed to three different exposure conditions (Sham, TETRA 1.5 W/kg and TETRA 10.0 W/kg) in a randomly assigned and balanced order. Participants were tested in the afternoon at a fixed timeframe. Results: Attention remained unchanged in two out of three tasks. In the working memory, significant changes were observed in two out of four subtasks. Significant results were found in 5 out of 35 tested parameters, four of them led to an improvement in performance. Mood, well-being and subjective somatic complaints were not affected by TETRA exposure. Conclusions: The results of the present study do not indicate a negative impact of a short-term EMF- effect of TETRA on cognitive function and well-being in healthy young men.

Keywords: TETRA (terrestrial trunked radio), electromagnetic fields (EMF), mobile telecommunication health research (MTHR), antenna

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Authors: Hossein Anaraki-Ardakani, Tayebe Heidari-Rakati

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An environmentally benign protocol for the one-pot, three-component synthesis of Triazolo[1,2-a]indazole-1,3,8-trione derivatives by condensation of dimedone, urazole and aromatic aldehydes catalyzed by HClO4/SiO2 NPS as an ecofriendly catalyst with high catalytic activity and reusability at 100 ºC under solvent-free conditions is reported. The reaction proceeds to completion within 20-30 min in 77-86 % yield.

Keywords: one-pot reaction, dimedone, triazoloindazole, urazole

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Authors: Mehdi Basirat, Mohammad Rouhani, Shahla Borzouei, Majid Zarangi, Asma Abolghasemi, Mohammad Fazel Soltani, Mohammad Gorji, Mohammad Amin Samih

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The common pistachio psylla, Agonoscena pistaciae Burckhardt and Lauterer (Hemiptera: Aphalaridae), as one of the most detrimental pests in all pistachio producing regions, causes great economic damages to pistachio trees. Nowadays, various pesticides are used to control the common pistachio psylla and robust pesticide exposure has occurred in orchards. In this study, field experiments were conducted during 2018–2021 to assess the effects of sulfur on A. pistaciae. This study compared sulfur with asafoetida extract and pesticide (acetamiprid) on A. pistaciae based on complete randomized blocks with three replications. The analysis results of variance showed that the effect of treatments on egg (F2,24 = 17.61, P = 0.00) and nymphs (F2,24 = 18.29, P = 0.00) had a significant difference at a 1% level. The results demonstrated that sulfur had the highest measure of control on eggs and nymphs significantly compared to the plant extract and pesticide (negative control). These results provide support to the potential use of sulfur as an alternative pest management tool against A. pistaciae. The results clearly indicated that sulfur could control the common pistachio psylla population for six weeks at least.

Keywords: Agonoscena pistaciae, pesticide exposure, pistachio, sulfur

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Authors: Mohammad Hadi Khorashadi Zadeh, Amin Karkon, Seyd Mohammad Reza Mashhoori

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The technology of computer audit played a major role in the progress and prospects of a proper application to improve the quality and efficiency of audit work. But due to the technical complexity and the specific risks of computer audit, it should be shown effective in audit and preventive action. Mainly through research in this paper, we propose the causes of audit risk in a computer environment and the risk of further proposals for measures to control, to some extent reduce the risk of computer audit and improve the audit quality.

Keywords: computer auditing, risk, measures to prevent, information management

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Authors: F. Saadi, M. Fatahi, M. Heidari

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Aim of this work was to determine the approximate glass forming composition range of Ni-Sn system for the alloys produced by mechanical alloying. It was predicted by Miedema semi-empirical model that the composition had to be in the range of 30-60 wt. % tin, while Ni-40Sn had the most susceptibility to produce amorphous alloy. In the next stage, some different compositions of Ni-Sn were mechanically alloyed, where one of them had the proper predicted composition. Products were characterized by XRD analysis. There was a good agreement between calculation and experiments, in which Ni-40Sn alloy had the most amorphization degree.

Keywords: Ni-Sn system, mechanical alloying, Amorphous alloy, Miedema model

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Authors: Mohammad Hadi Khorashadi Zadeh, Amin Karkon, Seyd Mohammad Reza Mashhoori ‎

Abstract:

the technology of Computer audit played a major role in the progress and ‎prospects of a proper application to improve the quality and efficiency of audit ‎work. But due to the technical complexity and the specific risks of computer ‎audit, it should be shown effective in audit and preventive action. Mainly through ‎research in this paper, we proposes the causes of audit risk in a computer ‎environment and the risk of further proposals for measures to control, to some ‎extent reduce the risk of computer audit and improve the audit quality.‎

Keywords: computer auditing, risk, measures to prevent, information technology

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Authors: Amin Derakhshan, Mohammad Mikaili, Mohammad Ali Khalilzadeh, Amin Mohammadian

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This paper proposes a stress recognition system from multi-modal bio-potential signals. For stress recognition, Support Vector Machines (SVM) and LDA are applied to design the stress classifiers and its characteristics are investigated. Using gathered data under psychological polygraph experiments, the classifiers are trained and tested. The pattern recognition method classifies stressful from non-stressful subjects based on labels which come from polygraph data. The successful classification rate is 96% for 12 subjects. It means that facial thermal imaging due to its non-contact advantage could be a remarkable alternative for psycho-physiological methods.

Keywords: stress, thermal imaging, face, SVM, polygraph

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Authors: D. ChobfroushKhoei, S. K. Heidari , Sh. Dariadel

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Carbon nanotubes were used in medical sciences especially in drug delivery system and cancer therapy. In this study, we functionalized carboxylated single-wall carbon nanotubes (SWNT-COOH) with 2-en 4-hydroxy cyclo 1-octanon. Synthesized sample was characterized by FT-IR, Raman spectroscopy, SEM, TGA and cellular investigations. The results showed well formation of SWNT-Ester. Cell viability assay results and microscopic observations demonstrated that cancerous cells were killed in the sample. The synthesized sample can be used as a toxic material for cancer therapy.

Keywords: MWNT-COOH, functionalization, phenylisocyanate, phenylisothiocyanate, 1, 4-phenylendiamine, toxicity investigation

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Authors: M. Sharif Imam Ibne Amir, Mohammad Masud Kamal Khan, Mohammad Golam Rasul, Raj H. Sharma, Fatema Akram

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Future flood can be predicted using the probable maximum flood (PMF). PMF is calculated using the historical discharge or rainfall data considering the other climatic parameter stationary. However, climate is changing globally and the key climatic variables are temperature, evaporation, rainfall and sea level rise (SLR). To develop scenarios to a basin or catchment scale these important climatic variables should be considered. Nowadays scenario based on climatic variables is more suitable than PMF. Six scenarios were developed for a large Fitzroy basin and presented in this paper.

Keywords: climate change, rainfall, potential evaporation, scenario, sea level rise (SLR), sub-catchment

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Authors: Mohammad Mehdi Mazaheri, Mohammad Motiee Lahromi

Abstract:

In a depression after world wars, Beckett's plays presented a picture of the world fragmented and disrupted. Among other modern literary works, Beckett's path-breakingly innovative literature presented the parodies of pointlessness of human actions and thoughts in the world. This new dramatic style catapulted Beckett to the centre stage of modern drama, though it should be mentioned that he may not have been influenced in this without the prevailing climate of ideas. The prevailing literary attitude of Modernism indicates that the modern world is irrational and incoherent. The present study explores Samuel Beckett's literary approach to modern drama and shows how the author could create the characters stuck in a lifelong suspicious about the Self.

Keywords: modern drama, absurdity, the theatre of the absurd, existentialism, self searching

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Authors: Mahdi Rahimi, Mohammad Mahdi Mojahedian, Mohammad Reza Aref

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In this paper, a cellular communication scenario with a transmitter and an authorized user is considered to analyze its secrecy in the face of eavesdroppers and the interferences propagated unintentionally through the communication network. It is also assumed that some D2D pairs and eavesdroppers are randomly located in the cell. Assuming hardware impairment, perfect connection probability is analytically calculated, and upper bound is provided for the secrecy outage probability. In addition, a method based on random activation of D2Ds is proposed to improve network security. Finally, the analytical results are verified by simulations.

Keywords: physical layer security, stochastic geometry, device-to-device, hardware impairment

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Authors: Mohammad Ali Aazami Mavaloo, Mohammad Bagher Hassanpouraghdam

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Intact leaves, leaf segments and petiole sections derived from nodal explants in vitro were employed for the optimization of Pelargonium odoratissimum micropropagation. MS and ½ MS media enriched with BAP (1, 1.5, 2 and 4.5 mg/l) and NAA (0.1, 1 and 1.5 mg/l) were the treatment combinations used for. With leaf segments, the lowest browning incidence, the greatest callogenesis and the highest number of shoots were obtained with the media containing 1.5 mg/L BAP and 1 mg/L NAA. Two mg/L BAP + 0.1 mg/L NAA hold the same results for petiole explants. Intact leaves showed the best results for the three before-mentioned traits with 1 mg/L BAP + 1 mg/L NAA. 0.2 mg/L NAA caused the highest rooting percentage and the greatest mean data for the number and length of the roots. Rooted plantlets were transferred to the pots containing 1:1 peat-moss and perlite. Acclimatization of the plantlets was followed by 90 percent of survival rate in the greenhouse.

Keywords: Pelargonium odoratissimum, micropropagation, BAP, NAA

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Authors: Nazatul Aini Abd Majid, Faridah Yunus, Haslina Arshad, Mohammad Farhan Mohammad Johari

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Mobile technology, augmented reality, and game-based learning are some of the key learning technologies that can be fully optimized to promote pre-literacy skills. The problem is how to design an effective pre-literacy kit that utilizes some of the learning technologies. This paper presents a framework based on mobile augmented reality for the development of pre-literacy kit. This pre-literacy kit incorporates three main components which are contents, design, and tools. A prototype of a mobile app based on the three main components was developed for promoting pre-literacy. The results show that the children and teachers gave positive feedbacks after using the mobile app for the pre-literacy.

Keywords: framework, mobile technology, augmented reality, pre-literacy skills

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Authors: Mohammad Erfan Doraki, Mohammad Salehi

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In this study, to evaluate the performance of Baseboard and Panel radiators with thermal comfort coefficient, A room with specific dimensions was modeled with Ansys fluent and DesignBuilder, then calculated the speed and temperature parameters in different parts of the room in two modes of using Panel and Baseboard radiators and it turned out that use of Baseboard radiators has a more uniform temperature and speed distribution, but in a Panel radiator, the room is warmer. Then, by calculating the thermal comfort indices, It was shown that using a Panel radiator is a more favorable environment and using a Baseboard radiator is a more uniform environment in terms of thermal comfort.

Keywords: Radiator, Baseboard, optimal, comfort coefficient, heat

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Authors: Mohammad Saberian, Mohammad Ali Rahgozar, Reza Porhoseini

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Peat soil is formed naturally through the accumulation of organic matter under water and it consists of more than 75% organic substances. Peat is considered to be in the category of problematic soil, which is not suitable for construction, due to its high compressibility, high moisture content, low shear strength, and low bearing capacity. Since this kind of soil is generally found in many countries and different regions, finding desirable techniques for stabilization of peat is absolutely essential. The purpose of this paper is to review the various techniques applied for stabilizing peat soil and discuss outcomes of its improved mechanical parameters and strength properties. Recognizing characterization of stabilized peat is one of the most significant factors for architectural structures; as a consequence, various strategies for stabilization of this susceptible soil have been examined based on the depth of peat deposit.

Keywords: peat soil, stabilization, depth, strength, unconfined compressive strength (USC)

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Authors: Christopher Spiewak, M. R. Islam, Mohammad Arifur Rahaman, Mohammad H. Rahman, Roger Smith, Maarouf Saad

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For those who have lost the ability to move their hand, going through repetitious motions with the assistance of a therapist is the main method of recovery. We have been developed a robotic assistive device to rehabilitate the hand motions in place of the traditional therapy. The developed assistive device (RAD-HR) is comprised of four degrees of freedom enabling basic movements, hand function, and assists in supporting the hand during rehabilitation. We used a nonlinear computed torque control technique to control the RAD-HR. The accuracy of the controller was evaluated in simulations (MATLAB/Simulink environment). To see the robustness of the controller external disturbance as modelling uncertainty (±10% of joint torques) were added in each joints.

Keywords: biorobotics, rehabilitation, robotic assistive device, exoskeleton, nonlinear control

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Authors: Lila A. Alkhattaby, Norah A. Alsayegh, Mohammad S. Ansari, Mohammad O. Ansari

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In this work, we doped zinc oxide ZnO with potassium K we have synthesized using the sol-gel method. Structural properties were depicted by X-ray diffractometer (XRD) and energy distribution spectroscopy, X-ray diffraction studies confirm the nanosized of the particles and favored orientations along the (100), (002), (101), (102), (110), (103), (200), and (112) planes confirm the hexagonal wurtzite structure of ZnO NPs. The optical properties study using the UV-Vis spectroscopy. The band gap decreases from 4.05 eV to 3.88 eV, the lowest band gap at 10% doped concentration. The photoluminescence (PL) spectroscopy results show two main peaks, a sharp peak at ≈ 384 nm in the UV region and a broad peak around 479 nm in the visible region. The highest intensity of the band-edge luminescence was for 2% doped concentration because of the combined effect of the decreased probability of nonradiative recombination and has better crystallinity.

Keywords: K doped ZnO, photoluminescence spectroscopy, UV-Vis spectroscopy, x-ray spectroscopy

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Authors: Syed Hassan Raza Shah, Mohammad Mohammad Ali

Abstract:

The flow over a smoothly profiled airfoil at a low Reynolds number is highly susceptible to separate even at a very low angle of attack. An investigation was made to study the effect of leading-edge and trailing-edge corrugation with the spanwise change in the ridges resulted due to the change in the chord length for an infinite wing. The wind tunnel results using NACA0018 wings revealed that leading and trailing edge corrugation did not have any benefit in terms of aerodynamic efficiency or delayed stall. The leading edge and trailing edge corrugation didn't change the lift curve slope, with the leading edge corrugation wing stalling first in the range of Reynolds number of 50,000 to 125,000.

Keywords: leading and trailing edge corrugations, low reynolds number, wind tunnel testing, NACA0018

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Authors: Seyed-Ali Sadegh-Zadeh, Kaveh Kavianpour, Hamed Atashbar, Elham Heidari, Saeed Shiry Ghidary, Amir M. Hajiyavand

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Evaluation metrics play a critical role in assessing the performance of machine learning models. In this review paper, we provide a comprehensive overview of performance measurement approaches for machine learning models. For each category, we discuss the most widely used metrics, including their mathematical formulations and interpretation. Additionally, we provide a comparative analysis of performance measurement approaches for metric combinations. Our review paper aims to provide researchers and practitioners with a better understanding of performance measurement approaches and to aid in the selection of appropriate evaluation metrics for their specific applications.

Keywords: evaluation metrics, performance measurement, supervised learning, unsupervised learning, reinforcement learning, model robustness and stability, comparative analysis

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Authors: Mohammad Arifin, Huda Abdullah, Norshafadzila Mohammad Naim

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The fabricated PANI-(SnO₂, ZnO)/rGO nanocomposite thin films for the E. coli bacteria sensor were investigated. The nanocomposite thin films were prepared by the sol-gel method and deposited on the glass substrate using the spin-coating technique. The internal structure and surface morphology of the thin films have been analyzed by X-ray diffraction (XRD), field emission scanning electron microscopy (FESEM), and atomic force microscopy (AFM). The optical properties of the films were investigated by UV-Vis spectroscopy, Raman spectroscopy, and Fourier transform infrared spectroscopy (FTIR). The sensitivity performance was identified by measuring the changing conductivity before and after the incubation of E. coli bacteria using current-voltage (I-V) and cyclic voltammetry (C-V) measurements.

Keywords: PANI-(SnO₂, ZnO)/rGO, nanocomposite, bacteria sensor, thin films

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Authors: Saghar Heidari

Abstract:

In this paper, we study the valuation problem of European continuous-installment options under Markov-modulated models with a partial differential equation approach. Due to the opportunity for continuing or stopping to pay installments, the valuation problem under regime-switching models can be formulated as coupled partial differential equations (CPDE) with free boundary features. To value the installment options, we express the truncated CPDE as a linear complementarity problem (LCP), then a finite element method is proposed to solve the resulted variational inequality. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence and accuracy of the proposed method for the pricing problem under the regime-switching model.

Keywords: continuous-installment option, European option, regime-switching model, finite element method

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