Search results for: cardiac wall motion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2889

Search results for: cardiac wall motion

2829 A Study on Finite Element Modelling of Earth Retaining Wall Anchored by Deadman Anchor

Authors: K. S. Chai, S. H. Chan

Abstract:

In this paper, the earth retaining wall anchored by discrete deadman anchor to support excavations in sand is modelled and analysed by finite element analysis. A study is conducted to examine how deadman anchorage system helps in reducing the deflection of earth retaining wall. A simplified numerical model is suggested in order to reduce the simulation duration. A comparison between 3-D and 2-D finite element analyses is illustrated.

Keywords: finite element, earth retaining wall, deadman anchor, sand

Procedia PDF Downloads 439
2828 Audit Outcome Cardiac Arrest Cases (2019-2020) in Emergency Department RIPAS Hospital, Brunei Darussalam

Authors: Victor Au, Khin Maung Than, Zaw Win Aung, Linawati Jumat

Abstract:

Background & Objectives: Cardiac arrests can occur anywhere or anytime, and most of the cases will be brought to the emergency department except the cases that happened in at in-patient setting. Raja IsteriPangiran Anak Saleha (RIPAS) Hospital is the only tertiary government hospital which located in Brunei Muara district and received all referral from other Brunei districts. Data of cardiac arrests in Brunei Darussalam scattered between Emergency Medical Ambulance Services (EMAS), Emergency Department (ED), general inpatient wards, and Intensive Care Unit (ICU). In this audit, we only focused on cardiac arrest cases which had happened or presented to the emergency department RIPAS Hospital. Theobjectives of this audit were to look at demographic of cardiac arrest cases and the survival to discharge rate of In-Hospital Cardiac Arrest (IHCA) and Out-Hospital Cardiac Arrest (OHCA). Methodology: This audit retrospective study was conducted on all cardiac arrest cases that underwent Cardiopulmonary Resuscitation (CPR) in ED RIPAS Hospital, Brunei Muara, in the year 2019-2020. All cardiac arrest cases that happened or were brought in to emergency department were included. All the relevant data were retrieved from ED visit registry book and electronic medical record “Bru-HIMS” with keyword diagnosis of “cardiac arrest”. Data were analyzed and tabulated using Excel software. Result: 313 cardiac arrests were recorded in the emergency department in year 2019-2020. 92% cases were categorized as OHCA, and the remaining 8% as IHCA. Majority of the cases were male with age between 50-60 years old. In OHCA subgroup, only 12.4% received bystander CPR, and 0.4% received Automatic External Defibrillator (AED) before emergency medical personnel arrived. Initial shockable rhythm in IHCA group accounted for 12% compare to 4.9% in OHCA group. Outcome of ED resuscitation, 32% of IHCA group achieved return of spontaneous circulation (ROSC) with a survival to discharge rate was 16%. For OHCA group, 12.35% achieved ROSC, but unfortunately, none of them survive till discharge. Conclusion: Standardized registry for cardiac arrest in the emergency department is required to provide valid baseline data to measure the quality and outcome of cardiac arrest. Zero survival rate for out hospital cardiac arrest is very concerning, and it might represent the significant breach in cardiac arrest chains of survival. Systematic prospective data collection is needed to identify contributing factors and to improve resuscitation outcome.

Keywords: cardiac arrest, OHCA, IHCA, resuscitation, emergency department

Procedia PDF Downloads 59
2827 Elite Child Athletes Are Our Future: Cardiac Adaptation to Monofin Training in Prepubertal Egyptian Athletes

Authors: Magdy Abouzeid, Nancy Abouzeid, Afaf Salem

Abstract:

Background: The elite child athletes are one who has superior athletic talent. Monofin (a single surface swim fin) swimming already proved to be the most efficient method of swimming for human being. This is a novel descriptive study examining myocardial function indices in prepubertal monofin children. The aim of the present study was to determine the influence of long-term monofin training (LTMT), 36 weeks, 6 times per week, 90 min per unit on Myocardial function adaptation in elite child monofin athletes. Methods: 14 elite monofin children aged 11.95 years (± 1.09 yr) took part for (LTMT). All subjects underwent two-dimension, M-mode, and Doppler echocardiography before and after training to evaluate cardiac dimensions and function; septal and posterior wall thickness. Statistical methods of SPSS, means ± SD and paired t test, % of improvement were used. Findings: There was significant difference (p<0.01) and % improvement for all echocardiography parameter after (LTMT). Inter ventricular septal thickness in diastole and in systole increased by 27.9 % and 42.75 %. Left ventricular end systolic dimension and diastole increased by 16.81 % and 42.7 % respectively. Posterior wall thickness in systole very highly increased by 283.3 % and in diastole increased by 51.78 %. Left ventricular mass in diastole and in systole increased by 44.8 % and 40.1 % respectively. Stroke volume (SV) and resting heart rate (HR) significant changed (sv) 25 %, (HR) 14.7 %. Interpretation: the unique swim fin tool and create propulsion and overcome resistance. Further researches are needed to determine the effects of monofin training on right ventricular in child athletes.

Keywords: prepubertal, monofin training, heart athlete's, elite child athlete, echocardiography

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2826 Reduction of Physician's Radiation Dose during Cardiac Catheterization Procedures Using Lead-Free Sterile Radiation Shields

Authors: Mohammad O. Diab, Sahera A. Saleh, Mustapha M. Dichari, Nijez Aloulou, Omar Hamoui, Feras Chehade

Abstract:

This study sought to evaluate the efficiency of lead-free sterile radiation shield (Radionex) in the reduction of physician's exposure dose during interventional cardiology procedures. Cardiac catheterization procedures are often associated with high radiation doses and high levels of secondary radiation emitted by the patient's body. This study compares physician exposure dose rate during cardiac catheterization procedures done through the femoral artery with sterile radiation shielding to same procedures made without the shielding. The mean operator radiation dose rate without using the shield was found to be 18.4µSv/min compared to a mean dose rate of 5.1 µSv/min when using the shield, rendering a reduction of 72.5% of radiation received by the physician. Sterile radiation shielding is consequently an effective addition to a cardiac catheterization lab radiation protection system.

Keywords: cardiac catheterization, physician exposure dose, sterile radiation shielding, lead-free sterile radiation shields

Procedia PDF Downloads 485
2825 FEM Investigation of Inhomogeneous Wall Thickness Backward Extrusion for Aerosol Can Manufacturing

Authors: Jemal Ebrahim Dessie, Zsolt Lukacs

Abstract:

The wall of the aerosol can is extruded from the backward extrusion process. Necking is another forming process stage developed on the can shoulder after the backward extrusion process. Due to the thinner thickness of the wall, buckling is the critical challenge for current pure aluminum aerosol can industries. Design and investigation of extrusion with inhomogeneous wall thickness could be the best solution for reducing and optimization of neck retraction numbers. FEM simulation of inhomogeneous wall thickness has been simulated through this investigation. From axisymmetric Deform-2D backward extrusion, an aerosol can with a thickness of 0.4 mm at the top and 0.33 mm at the bottom of the aerosol can have been developed. As the result, it can optimize the number of retractions of the necking process and manufacture defect-free aerosol can shoulder due to the necking process.

Keywords: aerosol can, backward extrusion, Deform-2D, necking

Procedia PDF Downloads 149
2824 Motion Estimator Architecture with Optimized Number of Processing Elements for High Efficiency Video Coding

Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: motion estimation, test zone search, high efficiency video coding, processing element, optimization

Procedia PDF Downloads 333
2823 Economic Evaluation of Cardiac Rehabilitation Programs for Patients with Cardiovascular Diseases

Authors: Aziz Rezapour, Abdosaleh Jafari, Marziye Hadian, Elaheh Mazaheri

Abstract:

Introduction: Cardiac rehabilitation is an accurate educational and sporting program designed to help heart patients to increase their physical activities and reduce the risk factors that make their health worse and help to a healthier lifestyle so that they can return to their families and society with a better spirit. The aim of this study was to examine the cost-effectiveness and cost-utility of cardiac rehabilitation programs for patients with cardiovascular diseases. Methods: In the present review study, published articles related to cost-effectiveness and cost-utility of cardiac rehabilitation programs for patients with cardiovascular diseases within the time interval between 2004 and 2019 were searched using electronic databases. The methodological quality of the structure of articles was examined by Drummond’s standard checklist. Results: The results of reviewing studies showed that most of the studies related to the economic evaluation of cardiac rehabilitation programs in patients with cardiovascular disease were flawed in Drummond’s criteria, and only one study adhered to Drummond’s criteria. The results of the present study indicated use of cardiac rehabilitation programs in patients with cardiovascular disease was cost-effective. Conclusion: The results of this review study showed that although the results of the studies were different in terms of a number of aspects, such as the study perspective, the time horizons, and the costs of rehabilitation programs, they achieved a similar conclusion, they concluded that the use of cardiac rehabilitation programs in patients with cardiovascular diseases, leading to higher quality-adjusted life years (QALYs) and lower costs.

Keywords: economic evaluation, systematic review, cardiac rehabilitation, Drummond’s checklist

Procedia PDF Downloads 113
2822 Prevalence of Polypharmacy in Elderly Cardiac Patients at King Fahad Cardiac Center (KFCC) in King Khalid University Hospital (KKUH), Riyadh, Saudi Arabia

Authors: Mohamed N. Al-Arifi, Hessa Othman Al-Husein, Mostafa Q. Al Shamiri, Ragab Said, Syed Wajid, Salmeen D. Babelghaith

Abstract:

Polypharmacy was defined as a taking more than 4 medications per single patients (minor polypharmacy), patients who are taking more than 10 medications we considered as a major polypharmacy. This study was aimed to evaluate the prevalence of polypharmacy in elderly Saudi cardiac patient. A retrospective observational study was carried out at the department of CCU and cardiology unit of the King Fahad cardiac centre (KFCC) in King Khalid university hospital from May 2012 to October 2012. All Parameters was analyzed by using Statistical Packages for Social Science (SPSS) to conclude the result; tests of association were performed using the chi-square statistic. The mean age of patients was 70.1 ± 7.75 years, more than half 83 (51.6%) were males. The highest frequency of chronic diseases found were hypertension (91.0%) followed by, dyslipidemia (74.9%), and diabetes mellitus. Results showed that 82% had polypharmacy (>4 drugs) during the study period, and 47.9% had major polypharmacy. The incidence of inappropriate drug use was found to be higher with men than female (p = 0.984). In conclusion, this study revealed that high prevalence of polypharmacy and potentially inappropriate medications in elderly Saudi cardiac inpatients.

Keywords: cardiac inpatients, medications, polypharmacy, prevalence

Procedia PDF Downloads 693
2821 Wall Heat Flux Mapping in Liquid Rocket Combustion Chamber with Different Jet Impingement Angles

Authors: O. S. Pradeep, S. Vigneshwaran, K. Praveen Kumar, K. Jeyendran, V. R. Sanal Kumar

Abstract:

The influence of injector attitude on wall heat flux plays an important role in predicting the start-up transient and also determining the combustion chamber wall durability of liquid rockets. In this paper comprehensive numerical studies have been carried out on an idealized liquid rocket combustion chamber to examine the transient wall heat flux during its start-up transient at different injector attitude. Numerical simulations have been carried out with the help of a validated 2d axisymmetric, double precision, pressure-based, transient, species transport, SST k-omega model with laminar finite rate model for governing turbulent-chemistry interaction for four cases with different jet intersection angles, viz., 0o, 30o, 45o, and 60o. We concluded that the jets intersection angle is having a bearing on the time and location of the maximum wall-heat flux zone of the liquid rocket combustion chamber during the start-up transient. We also concluded that the wall heat flux mapping in liquid rocket combustion chamber during the start-up transient is a meaningful objective for the chamber wall material selection and the lucrative design optimization of the combustion chamber for improving the payload capability of the rocket.  

Keywords: combustion chamber, injector, liquid rocket, rocket engine wall heat flux

Procedia PDF Downloads 456
2820 Approximation of the Time Series by Fractal Brownian Motion

Authors: Valeria Bondarenko

Abstract:

In this paper, we propose two problems related to fractal Brownian motion. First problem is simultaneous estimation of two parameters, Hurst exponent and the volatility, that describe this random process. Numerical tests for the simulated fBm provided an efficient method. Second problem is approximation of the increments of the observed time series by a power function by increments from the fractional Brownian motion. Approximation and estimation are shown on the example of real data, daily deposit interest rates.

Keywords: fractional Brownian motion, Gausssian processes, approximation, time series, estimation of properties of the model

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2819 Efficient Motion Estimation by Fast Three Step Search Algorithm

Authors: S. M. Kulkarni, D. S. Bormane, S. L. Nalbalwar

Abstract:

The rapid development in the technology have dramatic impact on the medical health care field. Medical data base obtained with latest machines like CT Machine, MRI scanner requires large amount of memory storage and also it requires large bandwidth for transmission of data in telemedicine applications. Thus, there is need for video compression. As the database of medical images contain number of frames (slices), hence while coding of these images there is need of motion estimation. Motion estimation finds out movement of objects in an image sequence and gets motion vectors which represents estimated motion of object in the frame. In order to reduce temporal redundancy between successive frames of video sequence, motion compensation is preformed. In this paper three step search (TSS) block matching algorithm is implemented on different types of video sequences. It is shown that three step search algorithm produces better quality performance and less computational time compared with exhaustive full search algorithm.

Keywords: block matching, exhaustive search motion estimation, three step search, video compression

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2818 Three Dimensional Large Eddy Simulation of Blood Flow and Deformation in an Elastic Constricted Artery

Authors: Xi Gu, Guan Heng Yeoh, Victoria Timchenko

Abstract:

In the current work, a three-dimensional geometry of a 75% stenosed blood vessel is analysed. Large eddy simulation (LES) with the help of a dynamic subgrid scale Smagorinsky model is applied to model the turbulent pulsatile flow. The geometry, the transmural pressure and the properties of the blood and the elastic boundary were based on clinical measurement data. For the flexible wall model, a thin solid region is constructed around the 75% stenosed blood vessel. The deformation of this solid region was modelled as a deforming boundary to reduce the computational cost of the solid model. Fluid-structure interaction is realised via a two-way coupling between the blood flow modelled via LES and the deforming vessel. The information of the flow pressure and the wall motion was exchanged continually during the cycle by an arbitrary lagrangian-eulerian method. The boundary condition of current time step depended on previous solutions. The fluctuation of the velocity in the post-stenotic region was analysed in the study. The axial velocity at normalised position Z=0.5 shows a negative value near the vessel wall. The displacement of the elastic boundary was concerned in this study. In particular, the wall displacement at the systole and the diastole were compared. The negative displacement at the stenosis indicates a collapse at the maximum velocity and the deceleration phase.

Keywords: Large Eddy Simulation, Fluid Structural Interaction, constricted artery, Computational Fluid Dynamics

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2817 Wind Fragility for Soundproof Wall with the Variation of Section Shape of Frame

Authors: Seong Do Kim, Woo Young Jung

Abstract:

Recently, damages due to typhoons and strong wind are on the rise. Considering this issue, we evaluated the performance of soundproofing walls based on the strong wind fragility by means of numerical analysis. Among the components of the soundproof wall, aluminum frame was the most vulnerable member, thus we have considered different section of aluminum frame in the determination of wind fragility. Wind load was randomly generated using Monte Carlo Simulation method. Moreover, limit state was based on the test standard of road construction soundproofing wall. In this study, the strong wind fragility was determined by considering the influence factors of wind exposure category, soundproof wall’s installation position, and shape of aluminum frame section. Results of this study could be used to determine the section shape of the frame that has high resistance to the wind during construction of the soundproofing wall.

Keywords: aluminum frame soundproofing wall, Monte Carlo simulation, numerical simulation, wind fragility

Procedia PDF Downloads 229
2816 Electrical and Thermal Characteristics of a Photovoltaic Solar Wall with Passive and Active Ventilation through a Room

Authors: Himanshu Dehra

Abstract:

An experimental study was conducted for ascertaining electrical and thermal characteristics of a pair of photovoltaic (PV) modules integrated with solar wall of an outdoor room. A pre-fabricated outdoor room was setup for conducting outdoor experiments on a PV solar wall with passive and active ventilation through the outdoor room. The selective operating conditions for glass coated PV modules were utilized for establishing their electrical and thermal characteristics. The PV solar wall was made up of glass coated PV modules, a ventilated air column, and an insulating layer of polystyrene filled plywood board. The measurements collected were currents, voltages, electric power, air velocities, temperatures, solar intensities, and thermal time constant. The results have demonstrated that: i) a PV solar wall installed on a wooden frame was of more heat generating capacity in comparison to a window glass or a standalone PV module; ii) generation of electric power was affected with operation of vertical PV solar wall; iii) electrical and thermal characteristics were not significantly affected by heat and thermal storage losses; and iv) combined heat and electricity generation were function of volume of thermal and electrical resistances developed across PV solar wall. Finally, a comparison of temperature plots of passive and active ventilation envisaged that fan pressure was necessary to avoid overheating of the PV solar wall. The active ventilation was necessary to avoid over-heating of the PV solar wall and to maintain adequate ventilation of room under mild climate conditions.

Keywords: photovoltaic solar wall, solar energy, passive ventilation, active ventilation

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2815 Probabilistic and Stochastic Analysis of a Retaining Wall for C-Φ Soil Backfill

Authors: André Luís Brasil Cavalcante, Juan Felix Rodriguez Rebolledo, Lucas Parreira de Faria Borges

Abstract:

A methodology for the probabilistic analysis of active earth pressure on retaining wall for c-Φ soil backfill is described in this paper. The Rosenblueth point estimate method is used to measure the failure probability of a gravity retaining wall. The basic principle of this methodology is to use two point estimates, i.e., the standard deviation and the mean value, to examine a variable in the safety analysis. The simplicity of this framework assures to its wide application. For the calculation is required 2ⁿ repetitions during the analysis, since the system is governed by n variables. In this study, a probabilistic model based on the Rosenblueth approach for the computation of the overturning probability of failure of a retaining wall is presented. The obtained results have shown the advantages of this kind of models in comparison with the deterministic solution. In a relatively easy way, the uncertainty on the wall and fill parameters are taken into account, and some practical results can be obtained for the retaining structure design.

Keywords: retaining wall, active earth pressure, backfill, probabilistic analysis

Procedia PDF Downloads 381
2814 A Study on the Establishment of a 4-Joint Based Motion Capture System and Data Acquisition

Authors: Kyeong-Ri Ko, Seong Bong Bae, Jang Sik Choi, Sung Bum Pan

Abstract:

A simple method for testing the posture imbalance of the human body is to check for differences in the bilateral shoulder and pelvic height of the target. In this paper, to check for spinal disorders the authors have studied ways to establish a motion capture system to obtain and express motions of 4-joints, and to acquire data based on this system. The 4 sensors are attached to the both shoulders and pelvis. To verify the established system, the normal and abnormal postures of the targets listening to a lecture were obtained using the established 4-joint based motion capture system. From the results, it was confirmed that the motions taken by the target was identical to the 3-dimensional simulation.

Keywords: inertial sensor, motion capture, motion data acquisition, posture imbalance

Procedia PDF Downloads 486
2813 Improvements in Double Q-Learning for Anomalous Radiation Source Searching

Authors: Bo-Bin Xiaoa, Chia-Yi Liua

Abstract:

In the task of searching for anomalous radiation sources, personnel holding radiation detectors to search for radiation sources may be exposed to unnecessary radiation risk, and automated search using machines becomes a required project. The research uses various sophisticated algorithms, which are double Q learning, dueling network, and NoisyNet, of deep reinforcement learning to search for radiation sources. The simulation environment, which is a 10*10 grid and one shielding wall setting in it, improves the development of the AI model by training 1 million episodes. In each episode of training, the radiation source position, the radiation source intensity, agent position, shielding wall position, and shielding wall length are all set randomly. The three algorithms are applied to run AI model training in four environments where the training shielding wall is a full-shielding wall, a lead wall, a concrete wall, and a lead wall or a concrete wall appearing randomly. The 12 best performance AI models are selected by observing the reward value during the training period and are evaluated by comparing these AI models with the gradient search algorithm. The results show that the performance of the AI model, no matter which one algorithm, is far better than the gradient search algorithm. In addition, the simulation environment becomes more complex, the AI model which applied Double DQN combined Dueling and NosiyNet algorithm performs better.

Keywords: double Q learning, dueling network, NoisyNet, source searching

Procedia PDF Downloads 78
2812 Left Posterior Pericardiotomy in the Prevention of Post-Operative Atrial Fibrillation and Cardiac Tamponade: A Retrospective Study of 2118 Isolated Coronary Artery Bypass Graft Patients

Authors: Ayeshmanthe Rathnayake, Siew Goh, Carmel Fenton, Ashutosh Hardikar

Abstract:

Post-Operative Atrial Fibrillation (POAF) is the most frequent complication of cardiac surgery and is associated with reduced survival, increased rates of cognitive changes and cerebrovascular accident, heart failure, renal dysfunction, infection and length of stay, and hospital costs. Cardiac tamponade, although less common, carries high morbidity and mortality. Shed mediastinal blood in the pericardial space is a major source of intrapericardial oxidative stress and inflammation that triggers POAF. The utilisation of a left posterior pericardiotomy aims to shunt blood from the pericardium into the pleural space and have a role in the prevention of POAF as well as cardiac tamponade. 2118 patients had undergone isolated Coronary Artery Bypass Graft (CABG) at Royal Hobart Hospital from 2008-2021. They were divided into pericardiotomy vs control group. Patient baseline demographics, intraoperative data, and post-operative outcomes were reviewed retrospectively. Total incidence of new POAF and cardiac tamponade was 26.1% and 0.75%, respectively. Primary outcome of both the incidence of POAF(22.9% vs27.8%OR 0.77 p<0.05) and Cardiac Tamponade (0% vs 1.1% OR 0.85 p<0.05) were less in the pericardiotomy group.Increasing age, BMI, poor left ventricular function (EF <30%), and return to theatre were independent predictors of developing POAF. There were similar rates of return to theatre for bleeding however, no cases of tamponade in the pericardiotomy group. There were no complications attributable to left posterior pericardiotomy and the time added to the duration of surgery was minimal. Left posterior pericardiotomy is associated with a significant reduction in the incidence of POAFand cardiac tamponade and issafe and efficient.

Keywords: cardiac surgery, pericardiotomy, post-operative atrial fibrillation, cardiac tamponade

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2811 Numerical Modeling of a Retaining Wall in Soil Reinforced by Layers of Geogrids

Authors: M. Mellas, S. Baaziz, A. Mabrouki, D. Benmeddour

Abstract:

The reinforcement of massifs of backfill with horizontal layers of geosynthetics is an interesting economic solution, which ensures the stability of retaining walls. The mechanical behavior of reinforced soil by geosynthetic is complex, and requires studies and research to understand the mechanisms of rupture. The behavior of reinforcements in the soil and the behavior of the main elements of the system: reinforcement-wall-soil. The present study is interested in numerical modeling of a retaining wall in soil reinforced by horizontal layers of geogrids. This modeling makes use of the software FLAC3D. This work aims to analyze the effect of the length of the geogrid "L" where the soil massif is supporting a uniformly distributed surcharge "Q", taking into account the fixing elements rather than the layers of geogrids to the wall.

Keywords: retaining wall, geogrid, reinforced soil, numerical modeling, FLAC3D

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2810 Experimental Performance and Numerical Simulation of Double Glass Wall

Authors: Thana Ananacha

Abstract:

This paper reports the numerical and experimental performances of Double Glass Wall are investigated. Two configurations were considered namely, the Double Clear Glass Wall (DCGW) and the Double Translucent Glass Wall (DTGW). The coupled governing equations as well as boundary conditions are solved using the finite element method (FEM) via COMSOLTM Multiphysics. Temperature profiles and flow field of the DCGW and DTGW are reported and discussed. Different constant heat fluxes were considered namely 400 and 800 W.m-2 the corresponding initial condition temperatures were to 30.5 and 38.5 ºC respectively. The results show that the simulation results are in agreement with the experimental data. Conclusively, the model considered in this study could reasonable be used simulate the thermal and ventilation performance of the DCGW and DTGW configurations.

Keywords: thermal simulation, Double Glass Wall, velocity field, finite element method (FEM)

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2809 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional g-Brownian motion, Taylor's series of fractional order, uncertain volatility

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2808 Numerical Investigation of the Effect of Number of Waves on Heat Transfer in a Wavy Wall Enclosure

Authors: Ali Reza Tahavvor, Saeed Hosseini, Afshin Karimzadeh Fard

Abstract:

In this paper the effect of wall waviness of side walls in a two-dimensional wavy enclosure is numerically investigated. Two vertical wavy walls and straight top wall are kept isothermal and the bottom wall temperature is higher and spatially varying with cosinusoidal temperature distribution. A computational code based on Finite-volume approach is used to solve governing equations and SIMPLE method is used for pressure velocity coupling. Test is performed for several different numbers of undulations. The Prandtl number was kept constant and the Ra number denotes that the flow is laminar. Temperature and velocity fields are determined. Therefore, according to the obtained results a correlation is proposed for average Nusselt number as a function of number of side wall waves. The results indicate that the Nusselt number is highly affected by number of waves and increasing it decreases the wavy walls Nusselt number; although the Nusselt number is not highly affected by surface waviness when the number of undulations is below one.

Keywords: cavity, natural convection, Nusselt number, wavy wall

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2807 Evaluation of the MCFLIRT Correction Algorithm in Head Motion from Resting State fMRI Data

Authors: V. Sacca, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

Abstract:

In the last few years, resting-state functional MRI (rs-fMRI) was widely used to investigate the architecture of brain networks by investigating the Blood Oxygenation Level Dependent response. This technique represented an interesting, robust and reliable approach to compare pathologic and healthy subjects in order to investigate neurodegenerative diseases evolution. On the other hand, the elaboration of rs-fMRI data resulted to be very prone to noise due to confounding factors especially the head motion. Head motion has long been known to be a source of artefacts in task-based functional MRI studies, but it has become a particularly challenging problem in recent studies using rs-fMRI. The aim of this work was to evaluate in MS patients a well-known motion correction algorithm from the FMRIB's Software Library - MCFLIRT - that could be applied to minimize the head motion distortions, allowing to correctly interpret rs-fMRI results.

Keywords: head motion correction, MCFLIRT algorithm, multiple sclerosis, resting state fMRI

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2806 Nonuniformity of the Piston Motion in a Radial Aircraft Engine

Authors: K. Pietrykowski, M. Bialy, M. Duk

Abstract:

One of the main disadvantages of radial engines is non-uniformity of operating cycles of each cylinder. This paper discusses the results of the kinematic analysis of pistons motion of the ASz-62IR radial engine. The ASz-62IR engine is produced in Poland and mounted in the M-18 Dromader and the An-2. The results are shown as the courses of the motion of the pistons. The discrepancies in the courses for individual pistons can result in different masses of the charge to fill the cylinders. Besides, pistons acceleration of individual cylinders is different, which triggers an additional vibration in the engine.

Keywords: nonuniformity, kinematic analysis, piston motion, radial engine

Procedia PDF Downloads 357
2805 Priority of Goal Over Source in Persian Directional Motion Verbs

Authors: Tahereh Samenian

Abstract:

There is ample evidence that source and goal are disproportionately expressed in languages, and goal usually plays a more prominent role than source. The results show that the mismatch between the goal and the source is not entirely rooted in non-linguistic behaviors, i.e. that linguistic descriptions also show the focus of the goal on the source in events; Non-verbal memory for events, on the other hand, indicates that the focus of the goal is only on events that are purposefully moving and the actor is alive. In the present study, an attempt is made to examine the principle of priority of the goal over the source by focusing on Persian directional motion verbs. For this purpose, 117 Persian directional motion verbs have been selected from the dictionary and data for them have been collected from the body of Bijan Khan and the components of goal and source have been identified in sentences and the prominence of the components of goal and source has been shown in the form of diagrams. As it was obtained from the data, Persian motion-directional verbs also showed the bias of the goal over source in motion events.

Keywords: motion-directional verbs, priority of goal over source principle, cognitive factors, linguistic factors

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2804 The Control of Wall Thickness Tolerance during Pipe Purchase Stage Based on Reliability Approach

Authors: Weichao Yu, Kai Wen, Weihe Huang, Yang Yang, Jing Gong

Abstract:

Metal-loss corrosion is a major threat to the safety and integrity of gas pipelines as it may result in the burst failures which can cause severe consequences that may include enormous economic losses as well as the personnel casualties. Therefore, it is important to ensure the corroding pipeline integrity and efficiency, considering the value of wall thickness, which plays an important role in the failure probability of corroding pipeline. Actually, the wall thickness is controlled during pipe purchase stage. For example, the API_SPEC_5L standard regulates the allowable tolerance of the wall thickness from the specified value during the pipe purchase. The allowable wall thickness tolerance will be used to determine the wall thickness distribution characteristic such as the mean value, standard deviation and distribution. Taking the uncertainties of the input variables in the burst limit-state function into account, the reliability approach rather than the deterministic approach will be used to evaluate the failure probability. Moreover, the cost of pipe purchase will be influenced by the allowable wall thickness tolerance. More strict control of the wall thickness usually corresponds to a higher pipe purchase cost. Therefore changing the wall thickness tolerance will vary both the probability of a burst failure and the cost of the pipe. This paper describes an approach to optimize the wall thickness tolerance considering both the safety and economy of corroding pipelines. In this paper, the corrosion burst limit-state function in Annex O of CSAZ662-7 is employed to evaluate the failure probability using the Monte Carlo simulation technique. By changing the allowable wall thickness tolerance, the parameters of the wall thickness distribution in the limit-state function will be changed. Using the reliability approach, the corresponding variations in the burst failure probability will be shown. On the other hand, changing the wall thickness tolerance will lead to a change in cost in pipe purchase. Using the variation of the failure probability and pipe cost caused by changing wall thickness tolerance specification, the optimal allowable tolerance can be obtained, and used to define pipe purchase specifications.

Keywords: allowable tolerance, corroding pipeline segment, operation cost, production cost, reliability approach

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2803 Basic Properties of a Fundamental Particle: Behavioral-Physical and Visual Methods for the Study of Fundamental Particle

Authors: Shukran M. Dadayev

Abstract:

To author's best knowledge, in this paper, the Basic Properties and Research methods of a Fundamental Particle is studied for the first time. That's to say, Fundamental Particle has not been discovered in the Nature yet. Because Fundamental Particle consists of specific Physical, Geometrical and Internal bases. Geometrical and Internal characteristics that are considered significant for the elementary and fundamental particles aren’t basic properties, characteristics or criteria of a Fundamental Particle. Of course, completely new Physical and Visual experimental methods of Quantum mechanics and Behavioral-Physical investigations of Particles are needed to study and discover the Fundamental Particle. These are new Physical, Visual and Behavioral-Physical experimental methods for describing and discovering the Fundamental Particle in the Nature and Microworld. Fundamental Particle consists of the same Energy-Mass-Motion system and a symmetry of Energy-Mass-Motion. Fundamental Particle supplies each of the elementary particles with the same Energy-Mass-Motion system at the same time and regulates each of the particles. Fundamental Particle gives Energy, Mass and Motion to each particles at the same time, each of the Particles consists of acquired Energy-Mass-Motion system and symmetry. Energy, Mass, Motion given by the Fundamental Particle to the particles are Symmetrical Equivalent and they remain in their primary shapes in all cases. Fundamental Particle gives Energy-Mass-Motion system and symmetry consisting of different measures and functions to each of the particles. The Motion given by the Fundamental Particle to the particles is Gravitation, Gravitational Interaction not only gives Motion, but also cause Motion by attracting. All Substances, Fields and Cosmic objects consist of Energy-Mass-Motion. The Field also includes specific Mass. They are always Energetic, Massive and Active. Fundamental Particle establishes the bases of the Nature. Supplement and Regulating of all the particles existing in the Nature belongs to Fundamental Particle.

Keywords: basic properties of a fundamental particle, behavioral-physical and visual methods, energy-mass-motion system and symmetrical equivalence, fundamental particle

Procedia PDF Downloads 3450
2802 A Robust and Efficient Segmentation Method Applied for Cardiac Left Ventricle with Abnormal Shapes

Authors: Peifei Zhu, Zisheng Li, Yasuki Kakishita, Mayumi Suzuki, Tomoaki Chono

Abstract:

Segmentation of left ventricle (LV) from cardiac ultrasound images provides a quantitative functional analysis of the heart to diagnose disease. Active Shape Model (ASM) is a widely used approach for LV segmentation but suffers from the drawback that initialization of the shape model is not sufficiently close to the target, especially when dealing with abnormal shapes in disease. In this work, a two-step framework is proposed to improve the accuracy and speed of the model-based segmentation. Firstly, a robust and efficient detector based on Hough forest is proposed to localize cardiac feature points, and such points are used to predict the initial fitting of the LV shape model. Secondly, to achieve more accurate and detailed segmentation, ASM is applied to further fit the LV shape model to the cardiac ultrasound image. The performance of the proposed method is evaluated on a dataset of 800 cardiac ultrasound images that are mostly of abnormal shapes. The proposed method is compared to several combinations of ASM and existing initialization methods. The experiment results demonstrate that the accuracy of feature point detection for initialization was improved by 40% compared to the existing methods. Moreover, the proposed method significantly reduces the number of necessary ASM fitting loops, thus speeding up the whole segmentation process. Therefore, the proposed method is able to achieve more accurate and efficient segmentation results and is applicable to unusual shapes of heart with cardiac diseases, such as left atrial enlargement.

Keywords: hough forest, active shape model, segmentation, cardiac left ventricle

Procedia PDF Downloads 313
2801 Investigation of Dynamic Heat Transfer in Masonry Walls

Authors: Joelle Al Fakhoury, Emilio Sassine, Yassine Cherif, Joseph Dgheim, Emmanuel Antczak

Abstract:

Hollow block masonry is the most used building technology in the Lebanese context. These blocks are manufactured in an artisanal way and have unknown thermal properties; their overall thermos-physical performance is thus unknown and also poorly investigated scientifically in both single wall and also double wall configurations. In this work, experimental measurements and numerical simulations are performed for a better understanding of the heat transfer in masonry walls. This study was realized using an experimental setup consisting of a masonry hollow block wall (0.1m x 1m x 1m) and two heat boxes, such that each covers one side of the wall. The first is a reference box having a constant interior temperature, and the other is a control box having an adjustable interior temperature. At first, the numerical model is validated using an experimental setup; then 3D numerical analyzes are held in order to investigate the effect of the air gap, the mortar joints, and the plastering on the thermal performance of masonry walls for a better understanding of the heat transfer process and the recommendation of suitable thermal improvements.

Keywords: masonry wall, hollow blocks, heat transfer, wall instrumentation, thermal improvement

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2800 Modeling Flow and Deposition Characteristics of Solid CO2 during Choked Flow of CO2 Pipeline in CCS

Authors: Teng lin, Li Yuxing, Han Hui, Zhao Pengfei, Zhang Datong

Abstract:

With the development of carbon capture and storage (CCS), the flow assurance of CO2 transportation becomes more important, particularly for supercritical CO2 pipelines. The relieving system using the choke valve is applied to control the pressure in CO2 pipeline. However, the temperature of fluid would drop rapidly because of Joule-Thomson cooling (JTC), which may cause solid CO2 form and block the pipe. In this paper, a Computational Fluid Dynamic (CFD) model, using the modified Lagrangian method, Reynold's Stress Transport model (RSM) for turbulence and stochastic tracking model (STM) for particle trajectory, was developed to predict the deposition characteristic of solid carbon dioxide. The model predictions were in good agreement with the experiment data published in the literature. It can be observed that the particle distribution affected the deposition behavior. In the region of the sudden expansion, the smaller particles accumulated tightly on the wall were dominant for pipe blockage. On the contrary, the size of solid CO2 particles deposited near the outlet usually was bigger and the stacked structure was looser. According to the calculation results, the movement of the particles can be regarded as the main four types: turbulent motion close to the sudden expansion structure, balanced motion at sudden expansion-middle region, inertial motion near the outlet and the escape. Furthermore the particle deposits accumulated primarily in the sudden expansion region, reattachment region and outlet region because of the four type of motion. Also the Stokes number had an effect on the deposition ratio and it is recommended for Stokes number to avoid 3-8St.

Keywords: carbon capture and storage, carbon dioxide pipeline, gas-particle flow, deposition

Procedia PDF Downloads 342