Search results for: fractional diffusion equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3029

Search results for: fractional diffusion equations

2669 Clinico-Microbiological Study of S. aureus from Various Clinical Samples with Reference to Methicillin Resistant S. aureus (MRSA)

Authors: T. G. Pathrikar, A. D. Urhekar, M. P. Bansal

Abstract:

To find out S. aureus from patient samples on the basis of coagulase test. We have evaluated slide coagulase (n=46 positive), tube coagulase (n=48 positive) and DNase test (n=44, positive) , We have isolated and identified MRSA from various clinical samples and specimens by disc diffusion method determined the incidence of MRSA 50% in patients. Found out the in vitro antimicrobial susceptibility pattern of MRSA isolates and also the MIC of MRSA of oxacillin by E-Test.

Keywords: cefoxitin disc diffusion MRSA detection, e – test, S. aureus devastating pathogen, tube coagulase confirmation

Procedia PDF Downloads 461
2668 A Three-Dimensional Investigation of Stabilized Turbulent Diffusion Flames Using Different Type of Fuel

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

Abstract:

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

Keywords: burner selection, natural gas, analysis, recirculation

Procedia PDF Downloads 139
2667 Investigation of Doping Effects on Nonradiative Recombination Parameters in Bulk GaAs

Authors: Soufiene Ilahi

Abstract:

We have used Photothermal deflection spectroscopy PTD to investigate the impact of doping on electronics properties of bulk. Then, the extraction of these parameters is performed by fitting the theoretical curves to the experimental PTD ones. We have remarked that electron mobility in p type C-doped GaAs is about 300 cm2/V·s. Accordinagly, the diffusion length of minority carrier lifetime is equal to 5 (± 7%), 5 (± 4,4%) and 1.42 µm (± 7,2 %) for the Cr, C and Si doped GaAs respectively. Surface recombination velocity varies randomly that can be found around of 7942 m/s, 100 m/s and 153 m/s GaAs doped Si, Cr, C, respectively.

Keywords: nonradiative lifetime, mobility of minority carrier, diffusion length, surface and interface recombination in GaAs

Procedia PDF Downloads 49
2666 Characterization and Modelling of Aerosol Droplet in Absorption Columns

Authors: Hammad Majeed, Hanna Knuutila, Magne Hillestad, Hallvard F. Svendsen

Abstract:

Formation of aerosols can cause serious complications in industrial exhaust gas CO2 capture processes. SO3 present in the flue gas can cause aerosol formation in an absorption based capture process. Small mist droplets and fog formed can normally not be removed in conventional demisting equipment because their submicron size allows the particles or droplets to follow the gas flow. As a consequence of this aerosol based emissions in the order of grams per Nm3 have been identified from PCCC plants. In absorption processes aerosols are generated by spontaneous condensation or desublimation processes in supersaturated gas phases. Undesired aerosol development may lead to amine emissions many times larger than what would be encountered in a mist free gas phase in PCCC development. It is thus of crucial importance to understand the formation and build-up of these aerosols in order to mitigate the problem. Rigorous modelling of aerosol dynamics leads to a system of partial differential equations. In order to understand mechanics of a particle entering an absorber an implementation of the model is created in Matlab. The model predicts the droplet size, the droplet internal variable profiles and the mass transfer fluxes as function of position in the absorber. The Matlab model is based on a subclass method of weighted residuals for boundary value problems named, orthogonal collocation method. The model comprises a set of mass transfer equations for transferring components and the essential diffusion reaction equations to describe the droplet internal profiles for all relevant constituents. Also included is heat transfer across the interface and inside the droplet. This paper presents results describing the basic simulation tool for the characterization of aerosols formed in CO2 absorption columns and gives examples as to how various entering droplets grow or shrink through an absorber and how their composition changes with respect to time. Below are given some preliminary simulation results for an aerosol droplet composition and temperature profiles.

Keywords: absorption columns, aerosol formation, amine emissions, internal droplet profiles, monoethanolamine (MEA), post combustion CO2 capture, simulation

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2665 Mechanical Behavior of Laminated Glass Cylindrical Shell with Hinged Free Boundary Conditions

Authors: Ebru Dural, M. Zulfu Asık

Abstract:

Laminated glass is a kind of safety glass, which is made by 'sandwiching' two glass sheets and a polyvinyl butyral (PVB) interlayer in between them. When the glass is broken, the interlayer in between the glass sheets can stick them together. Because of this property, the hazards of sharp projectiles during natural and man-made disasters reduces. They can be widely applied in building, architecture, automotive, transport industries. Laminated glass can easily undergo large displacements even under their own weight. In order to explain their true behavior, they should be analyzed by using large deflection theory to represent nonlinear behavior. In this study, a nonlinear mathematical model is developed for the analysis of laminated glass cylindrical shell which is free in radial directions and restrained in axial directions. The results will be verified by using the results of the experiment, carried out on laminated glass cylindrical shells. The behavior of laminated composite cylindrical shell can be represented by five partial differential equations. Four of the five equations are used to represent axial displacements and radial displacements and the fifth one for the transverse deflection of the unit. Governing partial differential equations are derived by employing variational principles and minimum potential energy concept. Finite difference method is employed to solve the coupled differential equations. First, they are converted into a system of matrix equations and then iterative procedure is employed. Iterative procedure is necessary since equations are coupled. Problems occurred in getting convergent sequence generated by the employed procedure are overcome by employing variable underrelaxation factor. The procedure developed to solve the differential equations provides not only less storage but also less calculation time, which is a substantial advantage in computational mechanics problems.

Keywords: laminated glass, mathematical model, nonlinear behavior, PVB

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2664 Evaluation of Differential Interaction between Flavanols and Saliva Proteins by Diffusion and Precipitation Assays on Cellulose Membranes

Authors: E. Obreque-Slier, V. Contreras-Cortez, R. López-Solís

Abstract:

Astringency is a drying, roughing, and sometimes puckering sensation that is experienced on the various oral surfaces during or immediately after tasting foods. This sensation has been closely related to the interaction and precipitation between salivary proteins and polyphenols, specifically flavanols or proanthocyanidins. In addition, the type and concentration of proanthocyanidin influences significantly the intensity of the astringency and consequently the protein/proanthocyanidin interaction. However, most of the studies are based on the interaction between saliva and highly complex polyphenols, without considering the effect of monomeric proanthoancyanidins present in different foods. The aim of this study was to evaluate the effect of different monomeric proanthocyanidins on the diffusion and precipitation of salivary proteins. Thus, solutions of catechin, epicatechin, epigallocatechin and gallocatechin (0, 2.0, 4.0, 6.0, 8.0 and 10 mg/mL) were mixed with human saliva (1: 1 v/v). After incubation for 5 min at room temperature, 15 µL aliquots of each mix were dotted on a cellulose membrane and allowed to dry spontaneously at room temperature. The membrane was fixed, rinsed and stained for proteins with Coomassie blue. After exhaustive washing in 7% acetic acid, the membrane was rinsed once in distilled water and dried under a heat lamp. Both diffusion area and stain intensity of the protein spots were semiqualitative estimates for protein-tannin interaction (diffusion test). The rest of the whole saliva-phenol solution mixtures of the diffusion assay were centrifuged, and 15-μL aliquots from each of the supernatants were dotted on a cellulose membrane. The membrane was processed for protein staining as indicated above. The blue-stained area of protein distribution corresponding to each of the extract dilution-saliva mixtures was quantified by Image J 1.45 software. Each of the assays was performed at least three times. Initially, salivary proteins display a biphasic distribution on cellulose membranes, that is, when aliquots of saliva are placed on absorbing cellulose membranes, and free diffusion of saliva is allowed to occur, a non-diffusible protein fraction becomes surrounded by highly diffusible salivary proteins. In effect, once diffusion has ended, a protein-binding dye shows an intense blue-stained roughly circular area close to the spotting site (non-diffusible fraction) (NDF) which becomes surrounded by a weaker blue-stained outer band (diffusible fraction) (DF). Likewise, the diffusion test showed that epicatechin caused the complete disappearance of DF from saliva with 2 mg/mL. Also, epigallocatechin and gallocatechin caused a similar effect with 4 mg/mL, while catechin generated the same effect at 8 mg/mL. In the precipitation test, the use of epicatechin and gallocatechin generated evident precipitates at the bottom of the Eppendorf tubes. In summary, the flavanol type differentially affects the diffusion and precipitation of saliva, which would affect the sensation of astringency perceived by consumers.

Keywords: astringency, polyphenols, tannins, tannin-protein interaction

Procedia PDF Downloads 177
2663 Quantification of Glucosinolates in Turnip Greens and Turnip Tops by Near-Infrared Spectroscopy

Authors: S. Obregon-Cano, R. Moreno-Rojas, E. Cartea-Gonzalez, A. De Haro-Bailon

Abstract:

The potential of near-infrared spectroscopy (NIRS) for screening the total glucosinolate (t-GSL) content, and also, the aliphatic glucosinolates gluconapin (GNA), progoitrin (PRO) and glucobrassicanapin (GBN) in turnip greens and turnip tops was assessed. This crop is grown for edible leaves and stems for human consumption. The reference values for glucosinolates, as they were obtained by high performance liquid chromatography on the vegetable samples, were regressed against different spectral transformations by modified partial least-squares (MPLS) regression (calibration set of samples n= 350). The resulting models were satisfactory, with calibration coefficient values from 0.72 (GBN) to 0.98 (tGSL). The predictive ability of the equations obtained was tested using a set of samples (n=70) independent of the calibration set. The determination coefficients and prediction errors (SEP) obtained in the external validation were: GNA=0.94 (SEP=3.49); PRO=0.41 (SEP=1.08); GBN=0.55 (SEP=0.60); tGSL=0.96 (SEP=3.28). These results show that the equations developed for total glucosinolates, as well as for gluconapin can be used for screening these compounds in the leaves and stems of this species. In addition, the progoitrin and glucobrassicanapin equations obtained can be used to identify those samples with high, medium and low contents. The calibration equations obtained were accurate enough for a fast, non-destructive and reliable analysis of the content in GNA and tGSL directly from NIR spectra. The equations for PRO and GBN can be employed to identify samples with high, medium and low contents.

Keywords: brassica rapa, glucosinolates, gluconapin, NIRS, turnip greens

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2662 The Status of BIM Adoption in Six Continents

Authors: Wooyoung Jung, Ghang Lee

Abstract:

This paper paper reports the worldwide status of building information modeling (BIM) adoption from the perspectives of the engagement level, the Hype Cycle model, the technology diffusion model, and BIM-uses. An online survey was distributed, and 156 experts from six continents responded. Overall, North America was the most advanced continent, followed by Oceania and Europe. Countries in Asia perceived their phase mainly as slope of enlightenment (mature) in the Hype Cycle model. In the technology diffusion model, the main BIM-users worldwide were “early majority” (third phase), but those in the Middle East/Africa and South America were “early adopters” (second phase). In addition, the more advanced the country, the more number of BIM services employed in general. In summary, North America, Europe, Oceania, and Asia were advancing rapidly toward the mature stage of BIM, whereas the Middle East/Africa and South America were still in the early phase. The simple indexes used in this study may be used to track the worldwide status of BIM adoption in long-term surveys.

Keywords: BIM adoption, BIM services, hype cycle model, technology diffusion model

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2661 Propagation of W Shaped of Solitons in Fiber Bragg Gratings

Authors: Mezghiche Kamel

Abstract:

We present solitary wave solutions for the perturbed nonlinear Schrodinger (PNLS) equation describing propagation of femtosecond light pulses through the fiber Bragg grating structure where the pulse dynamics is governed by the nonlinear-coupled mode (NLCM) equations. Using the multiple scale analysis, we reduce the NLCM equations into the perturbed nonlinear Schrodinger (PNLS) type equation. Unlike the reported solitary wave solutions of the PNLS equation, the novel ones can describe W shaped of solitons and their properties.

Keywords: fiber bragg grating, nonlinear-coupled mode equations, w shaped of solitons, PNLS

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2660 Gray Level Image Encryption

Authors: Roza Afarin, Saeed Mozaffari

Abstract:

The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.

Keywords: correlation coefficients, genetic algorithm, image encryption, image entropy

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2659 Volatility and Stylized Facts

Authors: Kalai Lamia, Jilani Faouzi

Abstract:

Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

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2658 Assessment of Analytical Equations for the Derivation of Young’s Modulus of Bonded Rubber Materials

Authors: Z. N. Haji, S. O. Oyadiji, H. Samami, O. Farrell

Abstract:

The prediction of the vibration response of rubber products by analytical or numerical method depends mainly on the predefined intrinsic material properties such as Young’s modulus, damping factor and Poisson’s ratio. Such intrinsic properties are determined experimentally by subjecting a bonded rubber sample to compression tests. The compression tests on such a sample yield an apparent Young’s modulus which is greater in magnitude than the intrinsic Young’s modulus of the rubber. As a result, many analytical equations have been developed to determine Young’s modulus from an apparent Young’s modulus of bonded rubber materials. In this work, the applicability of some of these analytical equations is assessed via experimental testing. The assessment is based on testing of vulcanized nitrile butadiene rubber (NBR70) samples using tensile test and compression test methods. The analytical equations are used to determine the intrinsic Young’s modulus from the apparent modulus that is derived from the compression test data of the bonded rubber samples. Then, these Young’s moduli are compared with the actual Young’s modulus that is derived from the tensile test data. The results show significant discrepancy between the Young’s modulus derived using the analytical equations and the actual Young’s modulus.

Keywords: bonded rubber, quasi-static test, shape factor, apparent Young’s modulus

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2657 A Study on the Solutions of the 2-Dimensional and Forth-Order Partial Differential Equations

Authors: O. Acan, Y. Keskin

Abstract:

In this study, we will carry out a comparative study between the reduced differential transform method, the adomian decomposition method, the variational iteration method and the homotopy analysis method. These methods are used in many fields of engineering. This is been achieved by handling a kind of 2-Dimensional and forth-order partial differential equations called the Kuramoto–Sivashinsky equations. Three numerical examples have also been carried out to validate and demonstrate efficiency of the four methods. Furthermost, it is shown that the reduced differential transform method has advantage over other methods. This method is very effective and simple and could be applied for nonlinear problems which used in engineering.

Keywords: reduced differential transform method, adomian decomposition method, variational iteration method, homotopy analysis method

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2656 Forecasting Performance Comparison of Autoregressive Fractional Integrated Moving Average and Jordan Recurrent Neural Network Models on the Turbidity of Stream Flows

Authors: Daniel Fulus Fom, Gau Patrick Damulak

Abstract:

In this study, the Autoregressive Fractional Integrated Moving Average (ARFIMA) and Jordan Recurrent Neural Network (JRNN) models were employed to model the forecasting performance of the daily turbidity flow of White Clay Creek (WCC). The two methods were applied to the log difference series of the daily turbidity flow series of WCC. The measurements of error employed to investigate the forecasting performance of the ARFIMA and JRNN models are the Root Mean Square Error (RMSE) and the Mean Absolute Error (MAE). The outcome of the investigation revealed that the forecasting performance of the JRNN technique is better than the forecasting performance of the ARFIMA technique in the mean square error sense. The results of the ARFIMA and JRNN models were obtained by the simulation of the models using MATLAB version 8.03. The significance of using the log difference series rather than the difference series is that the log difference series stabilizes the turbidity flow series than the difference series on the ARFIMA and JRNN.

Keywords: auto regressive, mean absolute error, neural network, root square mean error

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2655 A Nonstandard Finite Difference Method for Weather Derivatives Pricing Model

Authors: Clarinda Vitorino Nhangumbe, Fredericks Ebrahim, Betuel Canhanga

Abstract:

The price of an option weather derivatives can be approximated as a solution of the two-dimensional convection-diffusion dominant partial differential equation derived from the Ornstein-Uhlenbeck process, where one variable represents the weather dynamics and the other variable represent the underlying weather index. With appropriate financial boundary conditions, the solution of the pricing equation is approximated using a nonstandard finite difference method. It is shown that the proposed numerical scheme preserves positivity as well as stability and consistency. In order to illustrate the accuracy of the method, the numerical results are compared with other methods. The model is tested for real weather data.

Keywords: nonstandard finite differences, Ornstein-Uhlenbeck process, partial differential equations approach, weather derivatives

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2654 Tracking of Intramuscular Stem Cells by Magnetic Resonance Diffusion Weighted Imaging

Authors: Balakrishna Shetty

Abstract:

Introduction: Stem Cell Imaging is a challenging field since the advent of Stem Cell treatment in humans. Series of research on tagging and tracking the stem cells has not been very effective. The present study is an effort by the authors to track the stem cells injected into calf muscles by Magnetic Resonance Diffusion Weighted Imaging. Materials and methods: Stem Cell injection deep into the calf muscles of patients with peripheral vascular disease is one of the recent treatment modalities followed in our institution. 5 patients who underwent deep intramuscular injection of stem cells as treatment were included for this study. Pre and two hours Post injection MRI of bilateral calf regions was done using 1.5 T Philips Achieva, 16 channel system using 16 channel torso coils. Axial STIR, Axial Diffusion weighted images with b=0 and b=1000 values with back ground suppression (DWIBS sequence of Philips MR Imaging Systems) were obtained at 5 mm interval covering the entire calf. The invert images were obtained for better visualization. 120ml of autologous bone marrow derived stem cells were processed and enriched under c-GMP conditions and reduced to 40ml solution containing mixture of above stem cells. Approximately 40 to 50 injections, each containing 0.75ml of processed stem cells, was injected with marked grids over the calf region. Around 40 injections, each of 1ml normal saline, is injected into contralateral leg as control. Results: Significant Diffusion hyper intensity is noted at the site of injected stem cells. No hyper intensity noted before the injection and also in the control side where saline was injected conclusion: This is one of the earliest studies in literature showing diffusion hyper intensity in intramuscularly injected stem cells. The advantages and deficiencies in this study will be discussed during the presentation.

Keywords: stem cells, imaging, DWI, peripheral vascular disease

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2653 Design and Evaluation on Sierpinski-Triangle Acoustic Diffusers Based on Fractal Theory

Authors: Lingge Tan, Hongpeng Xu, Jieun Yang, Maarten Hornikx

Abstract:

Acoustic diffusers are important components in enhancing the quality of room acoustics. This paper provides a type of modular diffuser based on the Sierpinski Triangle of the plane and combines it with fractal theory to expand the effective frequency range. In numerical calculations and full-scale model experiments, the effect of fractal design elements on normal-incidence diffusion coefficients is examined. It is demonstrated the reasonable times of iteration of modules is three, and the coverage density is 58.4% in the design frequency from 125Hz to 4kHz.

Keywords: acoustic diffuser, fractal, Sierpinski-triangle, diffusion coefficient

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2652 Membrane Distillation Process Modeling: Dynamical Approach

Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati

Abstract:

This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.

Keywords: membrane distillation, dynamical modeling, advection-diffusion equation, thermal equilibrium, heat equation

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2651 Vibration Analysis of Stepped Nanoarches with Defects

Authors: Jaan Lellep, Shahid Mubasshar

Abstract:

A numerical solution is developed for simply supported nanoarches based on the non-local theory of elasticity. The nanoarch under consideration has a step-wise variable cross-section and is weakened by crack-like defects. It is assumed that the cracks are stationary and the mechanical behaviour of the nanoarch can be modeled by Eringen’s non-local theory of elasticity. The physical and thermal properties are sensitive with respect to changes of dimensions in the nano level. The classical theory of elasticity is unable to describe such changes in material properties. This is because, during the development of the classical theory of elasticity, the speculation of molecular objects was avoided. Therefore, the non-local theory of elasticity is applied to study the vibration of nanostructures and it has been accepted by many researchers. In the non-local theory of elasticity, it is assumed that the stress state of the body at a given point depends on the stress state of each point of the structure. However, within the classical theory of elasticity, the stress state of the body depends only on the given point. The system of main equations consists of equilibrium equations, geometrical relations and constitutive equations with boundary and intermediate conditions. The system of equations is solved by using the method of separation of variables. Consequently, the governing differential equations are converted into a system of algebraic equations whose solution exists if the determinant of the coefficients of the matrix vanishes. The influence of cracks and steps on the natural vibration of the nanoarches is prescribed with the aid of additional local compliance at the weakened cross-section. An algorithm to determine the eigenfrequencies of the nanoarches is developed with the help of computer software. The effects of various physical and geometrical parameters are recorded and drawn graphically.

Keywords: crack, nanoarches, natural frequency, step

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2650 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Black-Scholes partial differential equations, Ito process, option price valuation, partial differential equations

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2649 Stochastic Age-Structured Population Models

Authors: Arcady Ponosov

Abstract:

Many well-known age-structured population models are derived from the celebrated McKendrick-von Foerster equation (MFE), also called the biological conservation law. A similar technique is suggested for the stochastically perturbed MFE. This technique is shown to produce stochastic versions of the deterministic population models, which appear to be very different from those one can construct by simply appending additive stochasticity to deterministic equations. In particular, it is shown that stochastic Nicholson’s blowflies model should contain both additive and multiplicative stochastic noises. The suggested transformation technique is similar to that used in the deterministic case. The difference is hidden in the formulas for the exact solutions of the simplified boundary value problem for the stochastically perturbed MFE. The analysis is also based on the theory of stochastic delay differential equations.

Keywords: boundary value problems, population models, stochastic delay differential equations, stochastic partial differential equation

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2648 Compact Finite Difference Schemes for Fourth Order Parabolic Partial Differential Equations

Authors: Sufyan Muhammad

Abstract:

Recently, in achieving highly efficient but at the same time highly accurate solutions has become the major target of numerical analyst community. The concept is termed as compact schemes and has gained great popularity and consequently, we construct compact schemes for fourth order parabolic differential equations used to study vibrations in structures. For the superiority of newly constructed schemes, we consider range of examples. We have achieved followings i.e. (a) numerical scheme utilizes minimum number of stencil points (which means new scheme is compact); (b) numerical scheme is highly accurate (which means new scheme is reliable) and (c) numerical scheme is highly efficient (which means new scheme is fast).

Keywords: central finite differences, compact schemes, Bernoulli's equations, finite differences

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2647 Using Lagrange Equations to Study the Relative Motion of a Mechanism

Authors: R. A. Petre, S. E. Nichifor, A. Craifaleanu, I. Stroe

Abstract:

The relative motion of a robotic arm formed by homogeneous bars of different lengths and masses, hinged to each other is investigated. The first bar of the mechanism is articulated on a platform, considered initially fixed on the surface of the Earth, while for the second case the platform is considered to be in rotation with respect to the Earth. For both analyzed cases the motion equations are determined using the Lagrangian formalism, applied in its traditional form, valid with respect to an inertial reference system, conventionally considered as fixed. However, in the second case, a generalized form of the formalism valid with respect to a non-inertial reference frame will also be applied. The numerical calculations were performed using a MATLAB program.

Keywords: Lagrange equations, relative motion, inertial reference frame, non-inertial reference frame

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2646 Modeling and Analysis the Effects of Temperature and Pressure on the Gas-Crossover in Polymer Electrolyte Membrane Electrolyzer

Authors: Abdul Hadi Bin Abdol Rahim, Alhassan Salami Tijani

Abstract:

Hydrogen produced by means of polymer electrolyte membrane electrolyzer (PEME) is one of the most promising methods due to clean and renewable energy source. In the process, some energy loss due to mass transfer through a PEM is caused by diffusion, electro-osmotic drag, and the pressure difference between the cathode channel and anode channel. In PEME water molecules and ionic particles transferred between the electrodes from anode to cathode, Extensive mixing of the hydrogen and oxygen at anode channel due to gases cross-over must be avoided. In recent times the consciousness of safety issue in high pressure PEME where the oxygen mix with hydrogen at anode channel could create, explosive conditions have generated a lot of concern. In this paper, the steady state and simulation analysis of gases crossover in PEME on the temperature and pressure effect are presented. The simulations have been analysis in MATLAB based on the well-known Fick’s Law of molecular diffusion. The simulation results indicated that as temperature increases, there is a significant decrease in operating voltage.

Keywords: diffusion, gases crosover, steady state, Fick’s law

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2645 Foliation and the First Law of Thermodynamics for the Kerr Newman Black Hole

Authors: Syed M. Jawwad Riaz

Abstract:

There has been a lot of interest in exploring the thermodynamic properties at the horizon of a black hole geometry. Earlier, it has been shown, for different spacetimes, that the Einstein field equations at the horizon can be expressed as a first law of black hole thermodynamics. In this paper, considering r = constant slices, for the Kerr-Newman black hole, shown that the Einstein field equations for the induced 3-metric of the hypersurface is expressed in thermodynamic quantities under the virtual displacements of the hypersurfaces. As expected, it is found that the field equations of the induced metric corresponding to the horizon can only be written as a first law of black hole thermodynamics. It is to be mentioned here that the procedure adopted is much easier, to obtain such results, as here one has to essentially deal with (n - 1)-dimensional induced metric for an n-dimensional spacetime.

Keywords: black hole space-times, Einstein's field equation, foliation, hyper-surfaces

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2644 Symbolic Partial Differential Equations Analysis Using Mathematica

Authors: Davit Shahnazaryan, Diogo Gomes, Mher Safaryan

Abstract:

Many symbolic computations and manipulations required in the analysis of partial differential equations (PDE) or systems of PDEs are tedious and error-prone. These computations arise when determining conservation laws, entropies or integral identities, which are essential tools for the study of PDEs. Here, we discuss a new Mathematica package for the symbolic analysis of PDEs that automate multiple tasks, saving time and effort. Methodologies: During the research, we have used concepts of linear algebra and partial differential equations. We have been working on creating algorithms based on theoretical mathematics to find results mentioned below. Major Findings: Our package provides the following functionalities; finding symmetry group of different PDE systems, generation of polynomials invariant with respect to different symmetry groups; simplification of integral quantities by integration by parts and null Lagrangian cleaning, computing general forms of expressions by integration by parts; finding equivalent forms of an integral expression that are simpler or more symmetric form; determining necessary and sufficient conditions on the coefficients for the positivity of a given symbolic expression. Conclusion: Using this package, we can simplify integral identities, find conserved and dissipated quantities of time-dependent PDE or system of PDEs. Some examples in the theory of mean-field games and semiconductor equations are discussed.

Keywords: partial differential equations, symbolic computation, conserved and dissipated quantities, mathematica

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2643 Numerical Modeling of Wave Run-Up in Shallow Water Flows Using Moving Wet/Dry Interfaces

Authors: Alia Alghosoun, Michael Herty, Mohammed Seaid

Abstract:

We present a new class of numerical techniques to solve shallow water flows over dry areas including run-up. Many recent investigations on wave run-up in coastal areas are based on the well-known shallow water equations. Numerical simulations have also performed to understand the effects of several factors on tsunami wave impact and run-up in the presence of coastal areas. In all these simulations the shallow water equations are solved in entire domain including dry areas and special treatments are used for numerical solution of singularities at these dry regions. In the present study we propose a new method to deal with these difficulties by reformulating the shallow water equations into a new system to be solved only in the wetted domain. The system is obtained by a change in the coordinates leading to a set of equations in a moving domain for which the wet/dry interface is the reconstructed using the wave speed. To solve the new system we present a finite volume method of Lax-Friedrich type along with a modified method of characteristics. The method is well-balanced and accurately resolves dam-break problems over dry areas.

Keywords: dam-break problems, finite volume method, run-up waves, shallow water flows, wet/dry interfaces

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2642 Two-Dimensional Analysis and Numerical Simulation of the Navier-Stokes Equations for Principles of Turbulence around Isothermal Bodies Immersed in Incompressible Newtonian Fluids

Authors: Romulo D. C. Santos, Silvio M. A. Gama, Ramiro G. R. Camacho

Abstract:

In this present paper, the thermos-fluid dynamics considering the mixed convection (natural and forced convections) and the principles of turbulence flow around complex geometries have been studied. In these applications, it was necessary to analyze the influence between the flow field and the heated immersed body with constant temperature on its surface. This paper presents a study about the Newtonian incompressible two-dimensional fluid around isothermal geometry using the immersed boundary method (IBM) with the virtual physical model (VPM). The numerical code proposed for all simulations satisfy the calculation of temperature considering Dirichlet boundary conditions. Important dimensionless numbers such as Strouhal number is calculated using the Fast Fourier Transform (FFT), Nusselt number, drag and lift coefficients, velocity and pressure. Streamlines and isothermal lines are presented for each simulation showing the flow dynamics and patterns. The Navier-Stokes and energy equations for mixed convection were discretized using the finite difference method for space and a second order Adams-Bashforth and Runge-Kuta 4th order methods for time considering the fractional step method to couple the calculation of pressure, velocity, and temperature. This work used for simulation of turbulence, the Smagorinsky, and Spalart-Allmaras models. The first model is based on the local equilibrium hypothesis for small scales and hypothesis of Boussinesq, such that the energy is injected into spectrum of the turbulence, being equal to the energy dissipated by the convective effects. The Spalart-Allmaras model, use only one transport equation for turbulent viscosity. The results were compared with numerical data, validating the effect of heat-transfer together with turbulence models. The IBM/VPM is a powerful tool to simulate flow around complex geometries. The results showed a good numerical convergence in relation the references adopted.

Keywords: immersed boundary method, mixed convection, turbulence methods, virtual physical model

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2641 Exact Solutions of K(N,N)-Type Equations Using Jacobi Elliptic Functions

Authors: Edamana Krishnan, Khalil Al-Ghafri

Abstract:

In this paper, modified K(n,n) and K(n+1,n+1) equations have been solved using mapping methods which give a variety of solutions in terms of Jacobi elliptic functions. The solutions when m approaches 0 and 1, with m as the modulus of the JEFs have also been deduced. The role of constraint conditions has been discussed.

Keywords: travelling wave solutions, solitary wave solutions, compactons, Jacobi elliptic functions, mapping methods

Procedia PDF Downloads 284
2640 Regularization of Gene Regulatory Networks Perturbed by White Noise

Authors: Ramazan I. Kadiev, Arcady Ponosov

Abstract:

Mathematical models of gene regulatory networks can in many cases be described by ordinary differential equations with switching nonlinearities, where the initial value problem is ill-posed. Several regularization methods are known in the case of deterministic networks, but the presence of stochastic noise leads to several technical difficulties. In the presentation, it is proposed to apply the methods of the stochastic singular perturbation theory going back to Yu. Kabanov and Yu. Pergamentshchikov. This approach is used to regularize the above ill-posed problem, which, e.g., makes it possible to design stable numerical schemes. Several examples are provided in the presentation, which support the efficiency of the suggested analysis. The method can also be of interest in other fields of biomathematics, where differential equations contain switchings, e.g., in neural field models.

Keywords: ill-posed problems, singular perturbation analysis, stochastic differential equations, switching nonlinearities

Procedia PDF Downloads 171