Search results for: Waksman’s approximation analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 27131

Search results for: Waksman’s approximation analysis

26861 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: basket option, jump diffusion, ‎radial basis function, RBF-PUM

Procedia PDF Downloads 320
26860 Weakly Non-Linear Stability Analysis of Newtonian Liquids and Nanoliquids in Shallow, Square and Tall High-Porosity Enclosures

Authors: Pradeep G. Siddheshwar, K. M. Lakshmi

Abstract:

The present study deals with weakly non-linear stability analysis of Rayleigh-Benard-Brinkman convection in nanoliquid-saturated porous enclosures. The modified-Buongiorno-Brinkman model (MBBM) is used for the conservation of linear momentum in a nanoliquid-saturated-porous medium under the assumption of Boussinesq approximation. Thermal equilibrium is imposed between the base liquid and the nanoparticles. The thermophysical properties of nanoliquid are modeled using phenomenological laws and mixture theory. The fifth-order Lorenz model is derived for the problem and is then reduced to the first-order Ginzburg-Landau equation (GLE) using the multi-scale method. The analytical solution of the GLE for the amplitude is then used to quantify the heat transport in closed form, in terms of the Nusselt number. It is found that addition of dilute concentration of nanoparticles significantly enhances the heat transport and the dominant reason for the same is the high thermal conductivity of the nanoliquid in comparison to that of the base liquid. This aspect of nanoliquids helps in speedy removal of heat. The porous medium serves the purpose of retainment of energy in the system due to its low thermal conductivity. The present model helps in making a unified study for obtaining the results for base liquid, nanoliquid, base liquid-saturated porous medium and nanoliquid-saturated porous medium. Three different types of enclosures are considered for the study by taking different values of aspect ratio, and it is observed that heat transport in tall porous enclosure is maximum while that of shallow is the least. Detailed discussion is also made on estimating heat transport for different volume fractions of nanoparticles. Results of single-phase model are shown to be a limiting case of the present study. The study is made for three boundary combinations, viz., free-free, rigid-rigid and rigid-free.

Keywords: Boungiorno model, Ginzburg-Landau equation, Lorenz equations, porous medium

Procedia PDF Downloads 297
26859 The Inverse Problem in Energy Beam Processes Using Discrete Adjoint Optimization

Authors: Aitor Bilbao, Dragos Axinte, John Billingham

Abstract:

The inverse problem in Energy Beam (EB) Processes consists of defining the control parameters, in particular the 2D beam path (position and orientation of the beam as a function of time), to arrive at a prescribed solution (freeform surface). This inverse problem is well understood for conventional machining, because the cutting tool geometry is well defined and the material removal is a time independent process. In contrast, EB machining is achieved through the local interaction of a beam of particular characteristics (e.g. energy distribution), which leads to a surface-dependent removal rate. Furthermore, EB machining is a time-dependent process in which not only the beam varies with the dwell time, but any acceleration/deceleration of the machine/beam delivery system, when performing raster paths will influence the actual geometry of the surface to be generated. Two different EB processes, Abrasive Water Machining (AWJM) and Pulsed Laser Ablation (PLA), are studied. Even though they are considered as independent different technologies, both can be described as time-dependent processes. AWJM can be considered as a continuous process and the etched material depends on the feed speed of the jet at each instant during the process. On the other hand, PLA processes are usually defined as discrete systems and the total removed material is calculated by the summation of the different pulses shot during the process. The overlapping of these shots depends on the feed speed and the frequency between two consecutive shots. However, if the feed speed is sufficiently slow compared with the frequency, then consecutive shots are close enough and the behaviour can be similar to a continuous process. Using this approximation a generic continuous model can be described for both processes. The inverse problem is usually solved for this kind of process by simply controlling dwell time in proportion to the required depth of milling at each single pixel on the surface using a linear model of the process. However, this approach does not always lead to the good solution since linear models are only valid when shallow surfaces are etched. The solution of the inverse problem is improved by using a discrete adjoint optimization algorithm. Moreover, the calculation of the Jacobian matrix consumes less computation time than finite difference approaches. The influence of the dynamics of the machine on the actual movement of the jet is also important and should be taken into account. When the parameters of the controller are not known or cannot be changed, a simple approximation is used for the choice of the slope of a step profile. Several experimental tests are performed for both technologies to show the usefulness of this approach.

Keywords: abrasive waterjet machining, energy beam processes, inverse problem, pulsed laser ablation

Procedia PDF Downloads 254
26858 Analysis of Accurate Direct-Estimation of the Maximum Power Point and Thermal Characteristics of High Concentration Photovoltaic Modules

Authors: Yan-Wen Wang, Chu-Yang Chou, Jen-Cheng Wang, Min-Sheng Liao, Hsuan-Hsiang Hsu, Cheng-Ying Chou, Chen-Kang Huang, Kun-Chang Kuo, Joe-Air Jiang

Abstract:

Performance-related parameters of high concentration photovoltaic (HCPV) modules (e.g. current and voltage) are required when estimating the maximum power point using numerical and approximation methods. The maximum power point on the characteristic curve for a photovoltaic module varies when temperature or solar radiation is different. It is also difficult to estimate the output performance and maximum power point (MPP) due to the special characteristics of HCPV modules. Based on the p-n junction semiconductor theory, a brand new and simple method is presented in this study to directly evaluate the MPP of HCPV modules. The MPP of HCPV modules can be determined from an irradiated I-V characteristic curve, because there is a non-linear relationship between the temperature of a solar cell and solar radiation. Numerical simulations and field tests are conducted to examine the characteristics of HCPV modules during maximum output power tracking. The performance of the presented method is evaluated by examining the dependence of temperature and irradiation intensity on the MPP characteristics of HCPV modules. These results show that the presented method allows HCPV modules to achieve their maximum power and perform power tracking under various operation conditions. A 0.1% error is found between the estimated and the real maximum power point.

Keywords: energy performance, high concentrated photovoltaic, maximum power point, p-n junction semiconductor

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26857 A New Computational Method for the Solution of Nonlinear Burgers' Equation Arising in Longitudinal Dispersion Phenomena in Fluid Flow through Porous Media

Authors: Olayiwola Moruf Oyedunsi

Abstract:

This paper discusses the Modified Variational Iteration Method (MVIM) for the solution of nonlinear Burgers’ equation arising in longitudinal dispersion phenomena in fluid flow through porous media. The method is an elegant combination of Taylor’s series and the variational iteration method (VIM). Using Maple 18 for implementation, it is observed that the procedure provides rapidly convergent approximation with less computational efforts. The result shows that the concentration C(x,t) of the contaminated water decreases as distance x increases for the given time t.

Keywords: modified variational iteration method, Burger’s equation, porous media, partial differential equation

Procedia PDF Downloads 291
26856 New Features for Copy-Move Image Forgery Detection

Authors: Michael Zimba

Abstract:

A novel set of features for copy-move image forgery, CMIF, detection method is proposed. The proposed set presents a new approach which relies on electrostatic field theory, EFT. Solely for the purpose of reducing the dimension of a suspicious image, firstly performs discrete wavelet transform, DWT, of the suspicious image and extracts only the approximation subband. The extracted subband is then bijectively mapped onto a virtual electrostatic field where concepts of EFT are utilised to extract robust features. The extracted features are shown to be invariant to additive noise, JPEG compression, and affine transformation. The proposed features can also be used in general object matching.

Keywords: virtual electrostatic field, features, affine transformation, copy-move image forgery

Procedia PDF Downloads 519
26855 Effect of Coriolis Force on Magnetoconvection in an Anisotropic Porous Medium

Authors: N. F. M. Mokhtar, N. Z. A. Hamid

Abstract:

This paper reports an analytical investigation of the stability and thermal convection in a horizontal anisotropic porous medium in the presence of Coriolis force and magnetic field. The Darcy model is used in the momentum equation and Boussinesq approximation is considered for the density variation of the porous medium. The upper and lower boundaries of the porous medium are assumed to be conducting to temperature perturbation and we used first order Chebyshev polynomial Tau method to solve the resulting eigenvalue problem. Analytical solution is obtained for the case of stationary convection. It is found that the porous layer system becomes unstable when the mechanical anisotropy parameter elevated and increasing the Coriolis force and magnetic field help to stabilize the anisotropy porous medium.

Keywords: anisotropic, Chebyshev tau method, Coriolis force, Magnetic field

Procedia PDF Downloads 182
26854 The Structural, Elastic, Thermal, Electronic, and Magnetic Properties of Intermetallic rmn₂ge₂ (R=CA, Y, ND)

Authors: I. Benkaddour, Y. Benkaddour, A. Benk Addour

Abstract:

The structural, elastic, Thermal, electronic, and magnetic properties of intermetallic RMn₂Ge₂ (R= Ca, Y, Nd) are investigated by density functional theory (DFT), using the full potential –linearised augmented plane wave method (FP-LAPW). In this approach, the local-density approximation (LDA) is used for the exchange-correlation (XC) potential. The equilibrium lattice constant and magnetic moment agree well with the experiment. The density of states shows that these phases are conductors, with contribution predominantly from the R and Mn d states. We have determined the elastic constants C₁₁, C₁₂, C₁₃, C₄₄, C₃₃, andC₆₆ at ambient conditions in, which have not been established neither experimentally nor theoretically. Thermal properties, including the relative expansion coefficients and the heat capacity, have been estimated using a quasi-harmonic Debye model.

Keywords: RMn₂Ge₂, intermetallic, first-principles, density of states, mechanical properties

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26853 Ab Initio Study of Hexahalometallate Single Crystals K₂XBr₆ (X=Se, Pt)

Authors: M. Fatmi, B. Gueridi, Z. Zerrougui

Abstract:

Some physical properties of hexahalometallate K₂XBr₆(X=Se, Pt) were computed in the zinc blend structure using generalized gradient approximation. The cell constant of K₂SeBr₆ and K₂PtBr₆ is consistent with the experiment value quoted in the literature, where the error is 0.95 % and 1 %. K₂SeBr₆ and K₂PtBr₆ present covalent bonding, high anisotropy and are ductile. The elastic constants of K₂SeBr₆ and K₂PtBr₆ are significantly smaller due to their larger reticular distances and lower Colombian forces, and then they are soft and damage tolerant. The interatomic separation is greater in K₂SeBr₆ than in K₂PtBr₆; hence the Colombian interaction in K₂PtBr₆ is greater than that of K2SeBr₆. The internal coordinate of the Br atom in K₂PtBr₆ is lower than that of the same atom in K2SeBr₆, and this can be explained by the fact that it is inversely proportional to the atom radius of Se and Pt. There are two major plasmonic processes, with intensities of 3.7 and 1.35, located around 53.5 nm and 72.8 nm for K₂SeBr₆ and K₂PtBr₆.

Keywords: hexahalometallate, band structure, morphology, absorption, band gap, absorber

Procedia PDF Downloads 63
26852 Investigation of Heat Conduction through Particulate Filled Polymer Composite

Authors: Alok Agrawal, Alok Satapathy

Abstract:

In this paper, an attempt to determine the effective thermal conductivity (keff) of particulate filled polymer composites using finite element method (FEM) a powerful computational technique is made. A commercially available finite element package ANSYS is used for this numerical analysis. Three-dimensional spheres-in-cube lattice array models are constructed to simulate the microstructures of micro-sized particulate filled polymer composites with filler content ranging from 2.35 to 26.8 vol %. Based on the temperature profiles across the composite body, the keff of each composition is estimated theoretically by FEM. Composites with similar filler contents are than fabricated using compression molding technique by reinforcing micro-sized aluminium oxide (Al2O3) in polypropylene (PP) resin. Thermal conductivities of these composite samples are measured according to the ASTM standard E-1530 by using the Unitherm™ Model 2022 tester, which operates on the double guarded heat flow principle. The experimentally measured conductivity values are compared with the numerical values and also with those obtained from existing empirical models. This comparison reveals that the FEM simulated values are found to be in reasonable good agreement with the experimental data. Values obtained from the theoretical model proposed by the authors are also found to be in even closer approximation with the measured values within percolation limit. Further, this study shows that there is gradual enhancement in the conductivity of PP resin with increase in filler percentage and thereby its heat conduction capability is improved. It is noticed that with addition of 26.8 vol % of filler, the keff of composite increases to around 6.3 times that of neat PP. This study validates the proposed model for PP-Al2O3 composite system and proves that finite element analysis can be an excellent methodology for such investigations. With such improved heat conduction ability, these composites can find potential applications in micro-electronics, printed circuit boards, encapsulations etc.

Keywords: analytical modelling, effective thermal conductivity, finite element method, polymer matrix composite

Procedia PDF Downloads 299
26851 Fast Algorithm to Determine Initial Tsunami Wave Shape at Source

Authors: Alexander P. Vazhenin, Mikhail M. Lavrentiev, Alexey A. Romanenko, Pavel V. Tatarintsev

Abstract:

One of the problems obstructing effective tsunami modelling is the lack of information about initial wave shape at source. The existing methods; geological, sea radars, satellite images, contain an important part of uncertainty. Therefore, direct measurement of tsunami waves obtained at the deep water bottom peruse recorders is also used. In this paper we propose a new method to reconstruct the initial sea surface displacement at tsunami source by the measured signal (marigram) approximation with the help of linear combination of synthetic marigrams from the selected set of unit sources, calculated in advance. This method has demonstrated good precision and very high performance. The mathematical model and results of numerical tests are here described.

Keywords: numerical tests, orthogonal decomposition, Tsunami Initial Sea Surface Displacement

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26850 Increasing Performance of Autopilot Guided Small Unmanned Helicopter

Authors: Tugrul Oktay, Mehmet Konar, Mustafa Soylak, Firat Sal, Murat Onay, Orhan Kizilkaya

Abstract:

In this paper, autonomous performance of a small manufactured unmanned helicopter is tried to be increased. For this purpose, a small unmanned helicopter is manufactured in Erciyes University, Faculty of Aeronautics and Astronautics. It is called as ZANKA-Heli-I. For performance maximization, autopilot parameters are determined via minimizing a cost function consisting of flight performance parameters such as settling time, rise time, overshoot during trajectory tracking. For this purpose, a stochastic optimization method named as simultaneous perturbation stochastic approximation is benefited. Using this approach, considerable autonomous performance increase (around %23) is obtained.

Keywords: small helicopters, hierarchical control, stochastic optimization, autonomous performance maximization, autopilots

Procedia PDF Downloads 554
26849 Prandtl Number Influence Analysis on Droplet Migration in Natural Convection Flow Using the Level Set Method

Authors: Isadora Bugarin, Taygoara F. de Oliveira

Abstract:

Multiphase flows have currently been placed as a key solution for technological advances in energy and thermal sciences. The comprehension of droplet motion and behavior on non-isothermal flows is, however, rather limited. The present work consists of an investigation of a 2D droplet migration on natural convection inside a square enclosure with differentially heated walls. The investigation in question concerns the effects on drop motion of imposing different combinations of Prandtl and Rayleigh numbers while defining the drop on distinct initial positions. The finite differences method was used to compute the Navier-Stokes and energy equations for a laminar flow, considering the Boussinesq approximation. Also, a high order level set method was applied to simulate the two-phase flow. A previous analysis developed by the authors had shown that for fixed values of Rayleigh and Prandtl, the variation of the droplet initial position at the beginning of the simulation delivered different patterns of motion, in which for Ra≥10⁴ the droplet presents two very specific behaviors: it can travel through a helical path towards the center or define cyclic circular paths resulting in closed paths when reaching the stationary regime. Now, when varying the Prandtl number for different Rayleigh regimes, it was observed that this particular parameter also affects the migration of the droplet, altering the motion patterns as its value is increased. On higher Prandtl values, the drop performs wider paths with larger amplitudes, traveling closer to the walls and taking longer time periods to finally reach the stationary regime. It is important to highlight that drastic drop behavior changes on the stationary regime were not yet observed, but the path traveled from the begging of the simulation until the stationary regime was significantly altered, resulting in distinct turning over frequencies. The flow’s unsteady Nusselt number is also registered for each case studied, enabling a discussion on the overall effects on heat transfer variations.

Keywords: droplet migration, level set method, multiphase flow, natural convection in enclosure, Prandtl number

Procedia PDF Downloads 95
26848 Crashworthiness Optimization of an Automotive Front Bumper in Composite Material

Authors: S. Boria

Abstract:

In the last years, the crashworthiness of an automotive body structure can be improved, since the beginning of the design stage, thanks to the development of specific optimization tools. It is well known how the finite element codes can help the designer to investigate the crashing performance of structures under dynamic impact. Therefore, by coupling nonlinear mathematical programming procedure and statistical techniques with FE simulations, it is possible to optimize the design with reduced number of analytical evaluations. In engineering applications, many optimization methods which are based on statistical techniques and utilize estimated models, called meta-models, are quickly spreading. A meta-model is an approximation of a detailed simulation model based on a dataset of input, identified by the design of experiments (DOE); the number of simulations needed to build it depends on the number of variables. Among the various types of meta-modeling techniques, Kriging method seems to be excellent in accuracy, robustness and efficiency compared to other ones when applied to crashworthiness optimization. Therefore the application of such meta-model was used in this work, in order to improve the structural optimization of a bumper for a racing car in composite material subjected to frontal impact. The specific energy absorption represents the objective function to maximize and the geometrical parameters subjected to some design constraints are the design variables. LS-DYNA codes were interfaced with LS-OPT tool in order to find the optimized solution, through the use of a domain reduction strategy. With the use of the Kriging meta-model the crashworthiness characteristic of the composite bumper was improved.

Keywords: composite material, crashworthiness, finite element analysis, optimization

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26847 Investigation about Structural and Optical Properties of Bulk and Thin Film of 1H-CaAlSi by Density Functional Method

Authors: M. Babaeipour, M. Vejdanihemmat

Abstract:

Optical properties of bulk and thin film of 1H-CaAlSi for two directions (1,0,0) and (0,0,1) were studied. The calculations are carried out by Density Functional Theory (DFT) method using full potential. GGA approximation was used to calculate exchange-correlation energy. The calculations are performed by WIEN2k package. The results showed that the absorption edge is shifted backward 0.82eV in the thin film than the bulk for both directions. The static values of the real part of dielectric function for four cases were obtained. The static values of the refractive index for four cases are calculated too. The reflectivity graphs have shown an intensive difference between the reflectivity of the thin film and the bulk in the ultraviolet region.

Keywords: 1H-CaAlSi, absorption, bulk, optical, thin film

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26846 Effects of Wind Load on the Tank Structures with Various Shapes and Aspect Ratios

Authors: Doo Byong Bae, Jae Jun Yoo, Il Gyu Park, Choi Seowon, Oh Chang Kook

Abstract:

There are several wind load provisions to evaluate the wind response on tank structures such as API, Euro-code, etc. the assessment of wind action applying these provisions is made by performing the finite element analysis using both linear bifurcation analysis and geometrically nonlinear analysis. By comparing the pressure patterns obtained from the analysis with the results of wind tunnel test, most appropriate wind load criteria will be recommended.

Keywords: wind load, finite element analysis, linear bifurcation analysis, geometrically nonlinear analysis

Procedia PDF Downloads 600
26845 A New Reliability Allocation Method Based on Fuzzy Numbers

Authors: Peng Li, Chuanri Li, Tao Li

Abstract:

Reliability allocation is quite important during early design and development stages for a system to apportion its specified reliability goal to subsystems. This paper improves the reliability fuzzy allocation method and gives concrete processes on determining the factor set, the factor weight set, judgment set, and multi-grade fuzzy comprehensive evaluation. To determine the weight of factor set, the modified trapezoidal numbers are proposed to reduce errors caused by subjective factors. To decrease the fuzziness in the fuzzy division, an approximation method based on linear programming is employed. To compute the explicit values of fuzzy numbers, centroid method of defuzzification is considered. An example is provided to illustrate the application of the proposed reliability allocation method based on fuzzy arithmetic.

Keywords: reliability allocation, fuzzy arithmetic, allocation weight, linear programming

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26844 A Comparative Study of High Order Rotated Group Iterative Schemes on Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, we present a high order group explicit method in solving the two dimensional Helmholtz equation. The presented method is derived from a nine-point fourth order finite difference approximation formula obtained from a 45-degree rotation of the standard grid which makes it possible for the construction of iterative procedure with reduced complexity. The developed method will be compared with the existing group iterative schemes available in literature in terms of computational time, iteration counts, and computational complexity. The comparative performances of the methods will be discussed and reported.

Keywords: explicit group method, finite difference, helmholtz equation, rotated grid, standard grid

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26843 An Efficient Approach for Speed up Non-Negative Matrix Factorization for High Dimensional Data

Authors: Bharat Singh Om Prakash Vyas

Abstract:

Now a day’s applications deal with High Dimensional Data have tremendously used in the popular areas. To tackle with such kind of data various approached has been developed by researchers in the last few decades. To tackle with such kind of data various approached has been developed by researchers in the last few decades. One of the problems with the NMF approaches, its randomized valued could not provide absolute optimization in limited iteration, but having local optimization. Due to this, we have proposed a new approach that considers the initial values of the decomposition to tackle the issues of computationally expensive. We have devised an algorithm for initializing the values of the decomposed matrix based on the PSO (Particle Swarm Optimization). Through the experimental result, we will show the proposed method converse very fast in comparison to other row rank approximation like simple NMF multiplicative, and ACLS techniques.

Keywords: ALS, NMF, high dimensional data, RMSE

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26842 Dow Polyols near Infrared Chemometric Model Reduction Based on Clustering: Reducing Thirty Global Hydroxyl Number (OH) Models to Less Than Five

Authors: Wendy Flory, Kazi Czarnecki, Matthijs Mercy, Mark Joswiak, Mary Beth Seasholtz

Abstract:

Polyurethane Materials are present in a wide range of industrial segments such as Furniture, Building and Construction, Composites, Automotive, Electronics, and more. Dow is one of the leaders for the manufacture of the two main raw materials, Isocyanates and Polyols used to produce polyurethane products. Dow is also a key player for the manufacture of Polyurethane Systems/Formulations designed for targeted applications. In 1990, the first analytical chemometric models were developed and deployed for use in the Dow QC labs of the polyols business for the quantification of OH, water, cloud point, and viscosity. Over the years many models have been added; there are now over 140 models for quantification and hundreds for product identification, too many to be reasonable for support. There are 29 global models alone for the quantification of OH across > 70 products at many sites. An attempt was made to consolidate these into a single model. While the consolidated model proved good statistics across the entire range of OH, several products had a bias by ASTM E1655 with individual product validation. This project summary will show the strategy for global model updates for OH, to reduce the number of models for quantification from over 140 to 5 or less using chemometric methods. In order to gain an understanding of the best product groupings, we identify clusters by reducing spectra to a few dimensions via Principal Component Analysis (PCA) and Uniform Manifold Approximation and Projection (UMAP). Results from these cluster analyses and a separate validation set allowed dow to reduce the number of models for predicting OH from 29 to 3 without loss of accuracy.

Keywords: hydroxyl, global model, model maintenance, near infrared, polyol

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26841 A Pull-Out Fiber/Matrix Interface Characterization of Vegetal Fibers Reinforced Thermoplastic Polymer Composites, the Influence of the Processing Temperature

Authors: Duy Cuong Nguyen, Ali Makke, Guillaume Montay

Abstract:

This work presents an improved single fiber pull-out test for fiber/matrix interface characterization. This test has been used to study the Inter-Facial Shear Strength ‘IFSS’ of hemp fibers reinforced polypropylene (PP). For this aim, the fiber diameter has been carefully measured using a tomography inspired method. The fiber section contour can then be approximated by a circle or a polygon. The results show that the IFSS is overestimated if the circular approximation is used. The Influence of the molding temperature on the IFSS has also been studied. We find a molding temperature of 183°C leads to better interface properties. Above or below this temperature the interface strength is reduced.

Keywords: composite, hemp, interface, pull-out, processing, polypropylene, temperature

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26840 Analytical Approximations of the Differential Elastic Scattering Cross-Sections for Slow Electrons and Positrons Transport in Solids: A Comparative Study

Authors: A. Bentabet, A. Aydin, N. Fenineche

Abstract:

In this work, we try to determine the best analytical approximation of differential cross sections, used generally in Monte Carlo simulation, to study the electron/positron slowing down in solid targets in the energy range up to 10 keV. Actually, our comparative study was carried out on the angular distribution of the scattering angle, the elastic total and the first transport cross sections which are the essential quantities used generally in the electron/positron transport study by using both stochastic and deterministic methods. Indeed, the obtained results using the relativistic partial wave expansion method and the backscattering coefficient experimental data are used as criteria to evaluate the used model.

Keywords: differential cross-section, backscattering coefficient, Rutherford cross-section, Vicanek and Urbassek theory

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26839 An EWMA P-Chart Based on Improved Square Root Transformation

Authors: Saowanit Sukparungsee

Abstract:

Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: number of defects, exponentially weighted moving average, average run length, square root transformations

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26838 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Gaussian process, long-memory, normalization, value-at-risk, volatility, Whittle estimator

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26837 Structural, Electronic and Optical Properties of LiₓNa1-ₓH for Hydrogen Storage

Authors: B. Bahloul

Abstract:

This study investigates the structural, electronic, and optical properties of LiH and NaH compounds, as well as their ternary mixed crystals LiₓNa1-ₓH, adopting a face-centered cubic structure with space group Fm-3m (number 225). The structural and electronic characteristics are examined using density functional theory (DFT), while empirical methods, specifically the modified Moss relation, are employed for analyzing optical properties. The exchange-correlation potential is determined through the generalized gradient approximation (PBEsol-GGA) within the density functional theory (DFT) framework, utilizing the projected augmented wave pseudopotentials (PAW) approach. The Quantum Espresso code is employed for conducting these calculations. The calculated lattice parameters at equilibrium volume and the bulk modulus for x=0 and x=1 exhibit good agreement with existing literature data. Additionally, the LiₓNa1-ₓH alloys are identified as having a direct band gap.

Keywords: DFT, structural, electronic, optical properties

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26836 Mg and MgN₃ Cluster in Diamond: Quantum Mechanical Studies

Authors: T. S. Almutairi, Paul May, Neil Allan

Abstract:

The geometrical, electronic and magnetic properties of the neutral Mg center and MgN₃ cluster in diamond have been studied theoretically in detail by means of an HSE06 Hamiltonian that includes a fraction of the exact exchange term; this is important for a satisfactory picture of the electronic states of open-shell systems. Another batch of the calculations by GGA functionals have also been included for comparison, and these support the results from HSE06. The local perturbations in the lattice by introduced Mg defect are restricted in the first and second shell of atoms before eliminated. The formation energy calculated with HSE06 and GGA of single Mg agrees with the previous result. We found the triplet state with C₃ᵥ is the ground state of Mg center with energy lower than the singlet with C₂ᵥ by ~ 0.1 eV. The recent experimental ZPL (557.4 nm) of Mg center in diamond has been discussed in the view of present work. The analysis of the band-structure of the MgN₃ cluster confirms that the MgN₃ defect introduces a shallow donor level in the gap lying within the conduction band edge. This observation is supported by the EMM that produces n-type levels shallower than the P donor level. The formation energy of MgN₂ calculated from a 2NV defect (~ 3.6 eV) is a promising value from which to engineer MgN₃ defects inside the diamond. Ion-implantation followed by heating to about 1200-1600°C might induce migration of N related defects to the localized Mg center. Temperature control is needed for this process to restore the damage and ensure the mobilities of V and N, which demands a more precise experimental study.

Keywords: empirical marker method, generalised gradient approximation, Heyd–Scuseria–Ernzerhof screened hybrid functional, zero phono line

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26835 Analytical Solutions for Corotational Maxwell Model Fluid Arising in Wire Coating inside a Canonical Die

Authors: Muhammad Sohail Khan, Rehan Ali Shah

Abstract:

The present paper applies the optimal homotopy perturbation method (OHPM) and the optimal homotopy asymptotic method (OHAM) introduced recently to obtain analytic approximations of the non-linear equations modeling the flow of polymer in case of wire coating of a corotational Maxwell fluid. Expression for the velocity field is obtained in non-dimensional form. Comparison of the results obtained by the two methods at different values of non-dimensional parameter l10, reveal that the OHPM is more effective and easy to use. The OHPM solution can be improved even working in the same order of approximation depends on the choices of the auxiliary functions.

Keywords: corotational Maxwell model, optimal homotopy asymptotic method, optimal homotopy perturbation method, wire coating die

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26834 Half Metallic Antiferromagnetic of Doped TiO2 Rutile with Doubles Impurities (Os, Mo) from Ab Initio Calculations

Authors: M. Fakhim Lamrani, M. Ouchri, M. Belaiche, El Kenz, M. Loulidi, A. Benyoussef

Abstract:

Electronic and magnetic calculations based on density functional theory within the generalized gradient approximation for II-VI compound semiconductor TiO2 doped with single impurity Os and Mo; these compounds are a half metallic ferromagnet in their ground state with a total magnetic moment of 2 μB for both systems. Then, TiO2 doped with double impurities Os and Mo have been performed. As result, Ti1-2xOsxMoxO2 with x=0.065 is half-metallic antiferromagnets with 100% spin polarization of the conduction electrons crossing the Fermi level, without showing a net magnetization. Moreover, Ti14OsMoO32 compound is stable energetically than Ti1-xMoxO2 and Ti1-xOsxO2. The antiferromagnetic interaction in Ti1-2xOsxMoxO2 system is attributed to the double exchange mechanism, and the latter could also be the origin of their half metallic.

Keywords: diluted magnetic semiconductor, half-metallic antiferromagnetic, augmented spherical wave method

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26833 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

Authors: Khosrow Maleknejad, Yaser Rostami

Abstract:

In this paper, semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions.

Keywords: ıntegro-differential equations, quartic B-spline wavelet, operational matrices, dual functions

Procedia PDF Downloads 426
26832 Beyond the “Breakdown” of Karman Vortex Street

Authors: Ajith Kumar S., Sankaran Namboothiri, Sankrish J., SarathKumar S., S. Anil Lal

Abstract:

A numerical analysis of flow over a heated circular cylinder is done in this paper. The governing equations, Navier-Stokes, and energy equation within the Boussinesq approximation along with continuity equation are solved using hybrid FEM-FVM technique. The density gradient created due to the heating of the cylinder will induce buoyancy force, opposite to the direction of action of acceleration due to gravity, g. In the present work, the flow direction and the direction of buoyancy force are taken as same (vertical flow configuration), so that the buoyancy force accelerates the mean flow past the cylinder. The relative dominance of the buoyancy force over the inertia force is characterized by the Richardson number (Ri), which is one of the parameter that governs the flow dynamics and heat transfer in this analysis. It is well known that above a certain value of Reynolds number, Re (ratio of inertia force over the viscous forces), the unsteady Von Karman vortices can be seen shedding behind the cylinder. The shedding wake patterns could be seriously altered by heating/cooling the cylinder. The non-dimensional shedding frequency called the Strouhal number is found to be increasing as Ri increases. The aerodynamic force coefficients CL and CD are observed to change its value. In the present vertical configuration of flow over the cylinder, as Ri increases, shedding frequency gets increased and suddenly drops down to zero at a critical value of Richardson number. The unsteady vortices turn to steady standing recirculation bubbles behind the cylinder after this critical Richardson number. This phenomenon is well known in literature as "Breakdown of the Karman Vortex Street". It is interesting to see the flow structures on further increase in the Richardson number. On further heating of the cylinder surface, the size of the recirculation bubble decreases without loosing its symmetry about the horizontal axis passing through the center of the cylinder. The separation angle is found to be decreasing with Ri. Finally, we observed a second critical Richardson number, after which the the flow will be attached to the cylinder surface without any wake behind it. The flow structures will be symmetrical not only about the horizontal axis, but also with the vertical axis passing through the center of the cylinder. At this stage, there will be a "single plume" emanating from the rear stagnation point of the cylinder. We also observed the transition of the plume is a strong function of the Richardson number.

Keywords: drag reduction, flow over circular cylinder, flow control, mixed convection flow, vortex shedding, vortex breakdown

Procedia PDF Downloads 377