Search results for: parametric equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2641

Search results for: parametric equation

2431 A Review on Higher-Order Spline Techniques for Solving Burgers Equation Using B-Spline Methods and Variation of B-Spline Techniques

Authors: Maryam Khazaei Pool, Lori Lewis

Abstract:

This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method, Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper, we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions, including Burgers equation, spline functions, and B-spline functions, are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided, and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ equation, Septic B-spline, modified cubic B-spline differential quadrature method, exponential cubic B-spline technique, B-spline Galerkin method, quintic B-spline Galerkin method

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2430 Influence of Vacuum Pressure on the Thermal Bonding Energy of Water in Wood

Authors: Aleksandar Dedic, Dusko Salemovic, Milorad Danilovic, Radomir Kuzmanovic

Abstract:

This paper takes into consideration the influence of bonding energy of water on energy demand of vacuum wood drying using the specific method of obtaining sorption isotherms. The experiment was carried out on oak wood at vacuum pressures of: 0.7 bar, 0.5bar and 0.3bar. The experimental work was done to determine a mathematical equation between the moisture content and energy of water-bonding. This equation helps in finding the average amount of energy of water-bonding necessary in calculation of energy consumption by use of the equation of heat balance in real drying chambers. It is concluded that the energy of water-bonding is large enough to be included into consideration. This energy increases at lower values of moisture content, when drying process approaches to the end, and its average values are lower on lower pressure.

Keywords: bonding energy, drying, isosters, oak, vacuum

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2429 Energetics of Photosynthesis with Respect to the Environment and Recently Reported New Balanced Chemical Equation

Authors: Suprit Pradhan, Sushil Pradhan

Abstract:

Photosynthesis is a physiological process where green plants prepare their food from carbon dioxide from the atmosphere and water being absorbed from the soil in presence of sun light and chlorophyll. From this definition it is clear that four reactants (Carbon Dioxide, Water, Light and Chlorophyll) are essential for the process to proceed and the product is a sugar or carbohydrate ultimately stored as starch. The entire process has “Light Reaction” (Photochemical) and “Dark Reaction” (Biochemical). Biochemical reactions are very much complicated being catalysed by various enzymes and the path of carbon is known as “Calvin Cycle” according to the name of its discover. The overall reaction which is now universally accepted can be explained like this. Six molecules of carbon dioxide react with twelve molecules of water in presence of chlorophyll and sun light to give only one molecule of sugar (Carbohydrate) six molecules of water and six molecules of oxygen is being evolved in gaseous form. This is the accepted equation and also chemically balanced. However while teaching the subject the author came across a new balanced equation from among the students who happened to be the daughter of the author. In the new balanced equation in place of twelve water molecules in the reactant side seven molecules can be expressed and accordingly in place of six molecules of water in the product side only one molecule of water is produced. The energetics of the photosynthesis as related to the environment and the newly reported balanced chemical equation has been discussed in detail in the present research paper presentation in this international conference on energy, environmental and chemical engineering.

Keywords: biochemistry, enzyme , isotope, photosynthesis

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2428 Outcome of Using Penpat Pinyowattanasilp Equation for Prediction of 24-Hour Uptake, First and Second Therapeutic Doses Calculation in Graves’ Disease Patient

Authors: Piyarat Parklug, Busaba Supawattanaobodee, Penpat Pinyowattanasilp

Abstract:

The radioactive iodine thyroid uptake (RAIU) has been widely used to differentiate the cause of thyrotoxicosis and treatment. Twenty-four hours RAIU is routinely used to calculate the dose of radioactive iodine (RAI) therapy; however, 2 days protocol is required. This study aims to evaluate the modification of Penpat Pinyowattanasilp equation application by the exclusion of outlier data, 3 hours RAIU less than 20% and more than 80%, to improve prediction of 24-hour uptake. The equation is predicted 24 hours RAIU (P24RAIU) = 32.5+0.702 (3 hours RAIU). Then calculating separation first and second therapeutic doses in Graves’ disease patients. Methods; This study was a retrospective study at Faculty of Medicine Vajira Hospital in Bangkok, Thailand. Inclusion were Graves’ disease patients who visited RAI clinic between January 2014-March 2019. We divided subjects into 2 groups according to first and second therapeutic doses. Results; Our study had a total of 151 patients. The study was done in 115 patients with first RAI dose and 36 patients with second RAI dose. The P24RAIU are highly correlated with actual 24-hour RAIU in first and second therapeutic doses (r = 0.913, 95% CI = 0.876 to 0.939 and r = 0.806, 95% CI = 0.649 to 0.897). Bland-Altman plot shows that mean differences between predictive and actual 24 hours RAI in the first dose and second dose were 2.14% (95%CI 0.83-3.46) and 1.37% (95%CI -1.41-4.14). The mean first actual and predictive therapeutic doses are 8.33 ± 4.93 and 7.38 ± 3.43 milliCuries (mCi) respectively. The mean second actual and predictive therapeutic doses are 6.51 ± 3.96 and 6.01 ± 3.11 mCi respectively. The predictive therapeutic doses are highly correlated with the actual dose in first and second therapeutic doses (r = 0.907, 95% CI = 0.868 to 0.935 and r = 0.953, 95% CI = 0.909 to 0.976). Bland-Altman plot shows that mean difference between predictive and actual P24RAIU in the first dose and second dose were less than 1 mCi (-0.94 and -0.5 mCi). This modification equation application is simply used in clinical practice especially patient with 3 hours RAIU in range of 20-80% in a Thai population. Before use, this equation for other population should be tested for the correlation.

Keywords: equation, Graves’disease, prediction, 24-hour uptake

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2427 Numerical Investigation of Entropy Signatures in Fluid Turbulence: Poisson Equation for Pressure Transformation from Navier-Stokes Equation

Authors: Samuel Ahamefula Mba

Abstract:

Fluid turbulence is a complex and nonlinear phenomenon that occurs in various natural and industrial processes. Understanding turbulence remains a challenging task due to its intricate nature. One approach to gain insights into turbulence is through the study of entropy, which quantifies the disorder or randomness of a system. This research presents a numerical investigation of entropy signatures in fluid turbulence. The work is to develop a numerical framework to describe and analyse fluid turbulence in terms of entropy. This decomposes the turbulent flow field into different scales, ranging from large energy-containing eddies to small dissipative structures, thus establishing a correlation between entropy and other turbulence statistics. This entropy-based framework provides a powerful tool for understanding the underlying mechanisms driving turbulence and its impact on various phenomena. This work necessitates the derivation of the Poisson equation for pressure transformation of Navier-Stokes equation and using Chebyshev-Finite Difference techniques to effectively resolve it. To carry out the mathematical analysis, consider bounded domains with smooth solutions and non-periodic boundary conditions. To address this, a hybrid computational approach combining direct numerical simulation (DNS) and Large Eddy Simulation with Wall Models (LES-WM) is utilized to perform extensive simulations of turbulent flows. The potential impact ranges from industrial process optimization and improved prediction of weather patterns.

Keywords: turbulence, Navier-Stokes equation, Poisson pressure equation, numerical investigation, Chebyshev-finite difference, hybrid computational approach, large Eddy simulation with wall models, direct numerical simulation

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2426 Transient Voltage Distribution on the Single Phase Transmission Line under Short Circuit Fault Effect

Authors: A. Kojah, A. Nacaroğlu

Abstract:

Single phase transmission lines are used to transfer data or energy between two users. Transient conditions such as switching operations and short circuit faults cause the generation of the fluctuation on the waveform to be transmitted. Spatial voltage distribution on the single phase transmission line may change owing to the position and duration of the short circuit fault in the system. In this paper, the state space representation of the single phase transmission line for short circuit fault and for various types of terminations is given. Since the transmission line is modeled in time domain using distributed parametric elements, the mathematical representation of the event is given in state space (time domain) differential equation form. It also makes easy to solve the problem because of the time and space dependent characteristics of the voltage variations on the distributed parametrically modeled transmission line.

Keywords: energy transmission, transient effects, transmission line, transient voltage, RLC short circuit, single phase

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2425 Analysis of School Burnout and Academic Motivation through Structural Equation Modeling

Authors: Ismail Seçer

Abstract:

The purpose of this study is to analyze the relationship between school burnout and academic motivation in high school students. The working group of the study consists of 455 students from the high schools in Erzurum city center, selected with appropriate sampling method. School Burnout Scale and Academic Motivation Scale were used in the study to collect data. Correlation analysis and structural equation modeling were used in the analysis of the data collected through the study. As a result of the study, it was determined that there are significant and negative relations between school burnout and academic motivation, and the school burnout has direct and indirect significant effects on the getting over himself, using knowledge and exploration dimension through the latent variable of academic motivation. Lastly, it was determined that school burnout is a significant predictor of academic motivation.

Keywords: school burnout, motivation, structural equation modeling, university

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2424 Thermal and Caloric Imperfections Effect on the Supersonic Flow Parameters with Application for Air in Nozzles

Authors: Merouane Salhi, Toufik Zebbiche, Omar Abada

Abstract:

When the stagnation pressure of perfect gas increases, the specific heat and their ratio do not remain constant anymore and start to vary with this pressure. The gas does not remain perfect. Its state equation change and it becomes a real gas. In this case, the effects of molecular size and inter molecular attraction forces intervene to correct the state equation. The aim of this work is to show and discuss the effect of stagnation pressure on supersonic thermo dynamical, physical and geometrical flow parameters, to find a general case for real gas. With the assumptions that Berthelot’s state equation accounts for molecular size and inter molecular force effects, expressions are developed for analyzing supersonic flow for thermally and calorically imperfect gas lower than the dissociation molecules threshold. The designs parameters for supersonic nozzle like thrust coefficient depend directly on stagnation parameters of the combustion chamber. The application is for air. A computation of error is made in this case to give a limit of perfect gas model compared to real gas model.

Keywords: supersonic flow, real gas model, Berthelot’s state equation, Simpson’s method, condensation function, stagnation pressure

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2423 Numerical Solution Speedup of the Laplace Equation Using FPGA Hardware

Authors: Abbas Ebrahimi, Mohammad Zandsalimy

Abstract:

The main purpose of this study is to investigate the feasibility of using FPGA (Field Programmable Gate Arrays) chips as alternatives for the conventional CPUs to accelerate the numerical solution of the Laplace equation. FPGA is an integrated circuit that contains an array of logic blocks, and its architecture can be reprogrammed and reconfigured after manufacturing. Complex circuits for various applications can be designed and implemented using FPGA hardware. The reconfigurable hardware used in this paper is an SoC (System on a Chip) FPGA type that integrates both microprocessor and FPGA architectures into a single device. In the present study the Laplace equation is implemented and solved numerically on both reconfigurable hardware and CPU. The precision of results and speedups of the calculations are compared together. The computational process on FPGA, is up to 20 times faster than a conventional CPU, with the same data precision. An analytical solution is used to validate the results.

Keywords: accelerating numerical solutions, CFD, FPGA, hardware definition language, numerical solutions, reconfigurable hardware

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2422 Building a Parametric Link between Mapping and Planning: A Sunlight-Adaptive Urban Green System Plan Formation Process

Authors: Chenhao Zhu

Abstract:

Quantitative mapping is playing a growing role in guiding urban planning, such as using a heat map created by CFX, CFD2000, or Envi-met, to adjust the master plan. However, there is no effective quantitative link between the mappings and planning formation. So, in many cases, the decision-making is still based on the planner's subjective interpretation and understanding of these mappings, which limits the improvement of scientific and accuracy brought by the quantitative mapping. Therefore, in this paper, an effort has been made to give a methodology of building a parametric link between the mapping and planning formation. A parametric planning process based on radiant mapping has been proposed for creating an urban green system. In the first step, a script is written in Grasshopper to build a road network and form the block, while the Ladybug Plug-in is used to conduct a radiant analysis in the form of mapping. Then, the research creatively transforms the radiant mapping from a polygon into a data point matrix, because polygon is hard to engage in the design formation. Next, another script is created to select the main green spaces from the road network based on the criteria of radiant intensity and connect the green spaces' central points to generate a green corridor. After that, a control parameter is introduced to adjust the corridor's form based on the radiant intensity. Finally, a green system containing greenspace and green corridor is generated under the quantitative control of the data matrix. The designer only needs to modify the control parameter according to the relevant research results and actual conditions to realize the optimization of the green system. This method can also be applied to much other mapping-based analysis, such as wind environment analysis, thermal environment analysis, and even environmental sensitivity analysis. The parameterized link between the mapping and planning will bring about a more accurate, objective, and scientific planning.

Keywords: parametric link, mapping, urban green system, radiant intensity, planning strategy, grasshopper

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2421 Recursive Parametric Identification of a Doubly Fed Induction Generator-Based Wind Turbine

Authors: A. El Kachani, E. Chakir, A. Ait Laachir, A. Niaaniaa, J. Zerouaoui

Abstract:

This document presents an adaptive controller based on recursive parametric identification applied to a wind turbine based on the doubly-fed induction machine (DFIG), to compensate the faults and guarantee efficient of the DFIG. The proposed adaptive controller is based on the recursive least square algorithm which considers that the best estimator for the vector parameter is the vector x minimizing a quadratic criterion. Furthermore, this method can improve the rapidity and precision of the controller based on a model. The proposed controller is validated via simulation on a 5.5 kW DFIG-based wind turbine. The results obtained seem to be good. In addition, they show the advantages of an adaptive controller based on recursive least square algorithm.

Keywords: adaptive controller, recursive least squares algorithm, wind turbine, doubly fed induction generator

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2420 Analytical Solution of Blassius Equation Using the Kourosh Method

Authors: Mohammad Reza Shahnazari, Reza Kazemi, Ali Saberi

Abstract:

Most of the engineering problems are in nonlinear forms. Nonlinear boundary layer problems defined in infinite intervals contain specific complexities, especially in boundary layer condition conformance. As an example of these nonlinear complex problems, the well-known Blasius equation can be mentioned, which itself is one of the classic boundary layer problems. No analytical solution has been proposed yet for the Blasius equation due to its complexity. In this paper, an analytical method, namely the Kourosh method, based on the singularity perturbation method and the Liao homotopy analysis is utilized to solve the Blasius problem. In this method, an inner solution is developed in the [0,1] interval to expedite the solution convergence. The magnitude of the f ˝(0), as an essential quantity for determining the physical parameters, is directly calculated from the solution of the boundary condition problem. The advantages of this solution are that it does not need any numerical solution, it has a closed form and that its validation is shown in the entire [0,∞] interval. Furthermore, all of the desirable parameters could be extracted through a series of simple analytical operations from the final solution. This solution also satisfies the continuity conditions, which is one of the main contributions of this paper in comparison with most of the other proposed analytical solutions available in the literature. Comparison with numerical solutions reveals that the proposed method is highly accurate and convenient for application.

Keywords: Blasius equation, boundary layer, Kourosh method, analytical solution

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2419 Dam Break Model Using Navier-Stokes Equation

Authors: Alireza Lohrasbi, Alireza Lavaei, Mohammadali M. Shahlaei

Abstract:

The liquid flow and the free surface shape during the initial stage of dam breaking are investigated. A numerical scheme is developed to predict the wave of an unsteady, incompressible viscous flow with free surface. The method involves a two dimensional finite element (2D), in a vertical plan. The Naiver-Stokes equations for conservation of momentum and mass for Newtonian fluids, continuity equation, and full nonlinear kinematic free-surface equation were used as the governing equations. The mapping developed to solve highly deformed free surface problems common in waves formed during wave propagation, transforms the run up model from the physical domain to a computational domain with Arbitrary Lagrangian Eulerian (ALE) finite element modeling technique.

Keywords: dam break, Naiver-Stokes equations, free-surface flows, Arbitrary Lagrangian-Eulerian

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2418 Additive Manufacturing of Overhangs: From Temporary Supports to Self-Support

Authors: Paulo Mendonca, Nzar Faiq Naqeshbandi

Abstract:

The objective of this study is to propose an interactive design environment that outlines the underlying computational framework to reach self-supporting overhangs. The research demonstrates the digital printability of overhangs taking into consideration factors related to the geometry design, the material used, the applied support, and the printing set-up of slicing and the extruder inclination. Parametric design tools can contribute to the design phase, form-finding, and stability optimization of self-supporting structures while printing in order to hold the components in place until they are sufficiently advanced to support themselves. The challenge is to ensure the stability of the printed parts in the critical inclinations during the whole fabrication process. Facilitating the identification of parameterization will allow to predict and optimize the process. Later, in the light of the previous findings, some guidelines of simulations and physical tests are given to be conducted for estimating the structural and functional performance.

Keywords: additive manufacturing, overhangs, self-support overhangs, printability, parametric tools

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2417 Infinite Impulse Response Digital Filters Design

Authors: Phuoc Si Nguyen

Abstract:

Infinite impulse response (IIR) filters can be designed from an analogue low pass prototype by using frequency transformation in the s-domain and bilinear z-transformation with pre-warping frequency; this method is known as frequency transformation from the s-domain to the z-domain. This paper will introduce a new method to transform an IIR digital filter to another type of IIR digital filter (low pass, high pass, band pass, band stop or narrow band) using a technique based on inverse bilinear z-transformation and inverse matrices. First, a matrix equation is derived from inverse bilinear z-transformation and Pascal’s triangle. This Low Pass Digital to Digital Filter Pascal Matrix Equation is used to transform a low pass digital filter to other digital filter types. From this equation and the inverse matrix, a Digital to Digital Filter Pascal Matrix Equation can be derived that is able to transform any IIR digital filter. This paper will also introduce some specific matrices to replace the inverse matrix, which is difficult to determine due to the larger size of the matrix in the current method. This will make computing and hand calculation easier when transforming from one IIR digital filter to another in the digital domain.

Keywords: bilinear z-transformation, frequency transformation, inverse bilinear z-transformation, IIR digital filters

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2416 Vibration Analysis of Functionally Graded Engesser-Timoshenko Beams Subjected to Axial Load Located on a Continuous Elastic Foundation

Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

This paper studies free vibration of functionally graded beams Subjected to Axial Load that is simply supported at both ends lies on a continuous elastic foundation. The displacement field of beam is assumed based on Engesser-Timoshenko beam theory. The Young's modulus of beam is assumed to be graded continuously across the beam thickness. Applying the Hamilton's principle, the governing equation is established. Resulting equation is solved using the Euler's Equation. The effects of the constituent volume fractions and foundation coefficient on the vibration frequency are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: functionally graded beam, free vibration, elastic foundation, Engesser-Timoshenko beam theory

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2415 A Comparative Study on Behavior Among Different Types of Shear Connectors using Finite Element Analysis

Authors: Mohd Tahseen Islam Talukder, Sheikh Adnan Enam, Latifa Akter Lithi, Soebur Rahman

Abstract:

Composite structures have made significant advances in construction applications during the last few decades. Composite structures are composed of structural steel shapes and reinforced concrete combined with shear connectors, which benefit each material's unique properties. Significant research has been conducted on different types of connectors’ behavior and shear capacity. Moreover, the AISC 360-16 “Specification for Steel Structural Buildings” consists of a formula for channel shear connectors' shear capacity. This research compares the behavior of C type and L type shear connectors using Finite Element Analysis. Experimental results from published literature are used to validate the finite element models. The 3-D Finite Element Model (FEM) was built using ABAQUS 2017 to investigate non-linear capabilities and the ultimate load-carrying potential of the connectors using push-out tests. The changes in connector dimensions were analyzed using this non-linear model in parametric investigations. The parametric study shows that by increasing the length of the shear connector by 10 mm, its shear strength increases by 21%. Shear capacity increased by 13% as the height was increased by 10 mm. The thickness of the specimen was raised by 1 mm, resulting in a 2% increase in shear capacity. However, the shear capacity of channel connectors was reduced by 21% due to an increase of thickness by 2 mm.

Keywords: finite element method, channel shear connector, angle shear connector, ABAQUS, composite structure, shear connector, parametric study, ultimate shear capacity, push-out test

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2414 The Data-Driven Localized Wave Solution of the Fokas-Lenells Equation using PINN

Authors: Gautam Kumar Saharia, Sagardeep Talukdar, Riki Dutta, Sudipta Nandy

Abstract:

The physics informed neural network (PINN) method opens up an approach for numerically solving nonlinear partial differential equations leveraging fast calculating speed and high precession of modern computing systems. We construct the PINN based on strong universal approximation theorem and apply the initial-boundary value data and residual collocation points to weekly impose initial and boundary condition to the neural network and choose the optimization algorithms adaptive moment estimation (ADAM) and Limited-memory Broyden-Fletcher-Golfard-Shanno (L-BFGS) algorithm to optimize learnable parameter of the neural network. Next, we improve the PINN with a weighted loss function to obtain both the bright and dark soliton solutions of Fokas-Lenells equation (FLE). We find the proposed scheme of adjustable weight coefficients into PINN has a better convergence rate and generalizability than the basic PINN algorithm. We believe that the PINN approach to solve the partial differential equation appearing in nonlinear optics would be useful to study various optical phenomena.

Keywords: deep learning, optical Soliton, neural network, partial differential equation

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2413 Comparison of Parametric and Bayesian Survival Regression Models in Simulated and HIV Patient Antiretroviral Therapy Data: Case Study of Alamata Hospital, North Ethiopia

Authors: Zeytu G. Asfaw, Serkalem K. Abrha, Demisew G. Degefu

Abstract:

Background: HIV/AIDS remains a major public health problem in Ethiopia and heavily affecting people of productive and reproductive age. We aimed to compare the performance of Parametric Survival Analysis and Bayesian Survival Analysis using simulations and in a real dataset application focused on determining predictors of HIV patient survival. Methods: A Parametric Survival Models - Exponential, Weibull, Log-normal, Log-logistic, Gompertz and Generalized gamma distributions were considered. Simulation study was carried out with two different algorithms that were informative and noninformative priors. A retrospective cohort study was implemented for HIV infected patients under Highly Active Antiretroviral Therapy in Alamata General Hospital, North Ethiopia. Results: A total of 320 HIV patients were included in the study where 52.19% females and 47.81% males. According to Kaplan-Meier survival estimates for the two sex groups, females has shown better survival time in comparison with their male counterparts. The median survival time of HIV patients was 79 months. During the follow-up period 89 (27.81%) deaths and 231 (72.19%) censored individuals registered. The average baseline cluster of differentiation 4 (CD4) cells count for HIV/AIDS patients were 126.01 but after a three-year antiretroviral therapy follow-up the average cluster of differentiation 4 (CD4) cells counts were 305.74, which was quite encouraging. Age, functional status, tuberculosis screen, past opportunistic infection, baseline cluster of differentiation 4 (CD4) cells, World Health Organization clinical stage, sex, marital status, employment status, occupation type, baseline weight were found statistically significant factors for longer survival of HIV patients. The standard error of all covariate in Bayesian log-normal survival model is less than the classical one. Hence, Bayesian survival analysis showed better performance than classical parametric survival analysis, when subjective data analysis was performed by considering expert opinions and historical knowledge about the parameters. Conclusions: Thus, HIV/AIDS patient mortality rate could be reduced through timely antiretroviral therapy with special care on the potential factors. Moreover, Bayesian log-normal survival model was preferable than the classical log-normal survival model for determining predictors of HIV patients survival.

Keywords: antiretroviral therapy (ART), Bayesian analysis, HIV, log-normal, parametric survival models

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2412 Nonparametric Estimation of Risk-Neutral Densities via Empirical Esscher Transform

Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

Abstract:

This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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2411 Effect of Rotation Rate on Chemical Segregation during Phase Change

Authors: Nouri Sabrina, Benzeghiba Mohamed, Ghezal Abderrahmane

Abstract:

Numerical parametric study is conducted to study the effects of ampoule rotation on the flows and the dopant segregation in vertical Bridgman (VB) crystal growth. Calculations were performed in unsteady state. The extended Darcy model, which includes the time derivative and Coriolis terms, has been employed in the momentum equation. It was found that the convection, and dopant segregation can be affected significantly by ampoule rotation, and the effect is similar to that by an axial magnetic field. Ampoule rotation decreases the intensity of convection and stretches the flow cell axially. When the convection is weak, the flow can be suppressed almost completely by moderate ampoule rotation and the dopant segregation becomes diffusion-controlled. For stronger convection, the elongated flow cell by ampoule rotation may bring dopant mixing into the bulk melt reducing axial segregation at the early stage of the growth. However, if the cellular flow cannot be suppressed completely, ampoule rotation may induce larger radial segregation due to poor mixing.

Keywords: numerical simulation, heat and mass transfer, vertical solidification, chemical segregation

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2410 A Double-Blind, Randomized, Controlled Trial on N-Acetylcysteine for the Prevention of Acute Kidney Injury in Patients Undergoing Allogeneic Hematopoietic Stem Cell Transplantation

Authors: Sara Ataei, Molouk Hadjibabaie, Amirhossein Moslehi, Maryam Taghizadeh-Ghehi, Asieh Ashouri, Elham Amini, Kheirollah Gholami, Alireza Hayatshahi, Mohammad Vaezi, Ardeshir Ghavamzadeh

Abstract:

Acute kidney injury (AKI) is one of the complications of hematopoietic stem cell transplantation and is associated with increased mortality. N-acetylcysteine (NAC) is a thiol compound with antioxidant and vasodilatory properties that has been investigated for the prevention of AKI in several clinical settings. In the present study, we evaluated the effects of intravenous NAC on the prevention of AKI in allogeneic hematopoietic stem cell transplantation patients. A double-blind randomized placebo-controlled trial was conducted, and 80 patients were recruited to receive 100 mg/kg/day NAC or placebo as intermittent intravenous infusion from day -6 to day +15. AKI was determined on the basis of the Risk-Injury-Failure-Loss-Endstage renal disease and AKI Network criteria as the primary outcome. We assessed urine neutrophil gelatinase-associated lipocalin (uNGAL) on days -6, -3, +3, +9, and +15 as the secondary outcome. Moreover, transplant-related outcomes and NAC adverse reactions were evaluated during the study period. Statistical analysis was performed using appropriate parametric and non-parametric methods including Kaplan–Meier for AKI and generalized estimating equation for uNGAL. At the end of the trial, data from 72 patients were analyzed (NAC: 33 patients and placebo: 39 patients). Participants of each group were not different considering baseline characteristics. AKI was observed in 18% of NAC recipients and 15% of placebo group patients, and the occurrence pattern was not significantly different (p = 0.73). Moreover, no significant difference was observed between groups for uNGAL measures (p = 0.10). Transplant-related outcomes were similar for both groups, and all patients had successful engraftment. Three patients did not tolerate NAC because of abdominal pain, shortness of breath and rash with pruritus and were dropped from the intervention group before transplantation. However, the frequency of adverse reactions was not significantly different between groups. In conclusion, our findings could not show any clinical benefits from high-dose NAC particularly for AKI prevention in allogeneic hematopoietic stem cell transplantation patients.

Keywords: acute kidney injury, N-acetylcysteine, hematopoietic stem cell transplantation, urine neutrophil gelatinase-associated lipocalin, randomized controlled trial

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2409 Nonparametric Quantile Regression for Multivariate Spatial Data

Authors: S. H. Arnaud Kanga, O. Hili, S. Dabo-Niang

Abstract:

Spatial prediction is an issue appealing and attracting several fields such as agriculture, environmental sciences, ecology, econometrics, and many others. Although multiple non-parametric prediction methods exist for spatial data, those are based on the conditional expectation. This paper took a different approach by examining a non-parametric spatial predictor of the conditional quantile. The study especially observes the stationary multidimensional spatial process over a rectangular domain. Indeed, the proposed quantile is obtained by inverting the conditional distribution function. Furthermore, the proposed estimator of the conditional distribution function depends on three kernels, where one of them controls the distance between spatial locations, while the other two control the distance between observations. In addition, the almost complete convergence and the convergence in mean order q of the kernel predictor are obtained when the sample considered is alpha-mixing. Such approach of the prediction method gives the advantage of accuracy as it overcomes sensitivity to extreme and outliers values.

Keywords: conditional quantile, kernel, nonparametric, stationary

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2408 Fourier Galerkin Approach to Wave Equation with Absorbing Boundary Conditions

Authors: Alexandra Leukauf, Alexander Schirrer, Emir Talic

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Numerical computation of wave propagation in a large domain usually requires significant computational effort. Hence, the considered domain must be truncated to a smaller domain of interest. In addition, special boundary conditions, which absorb the outward travelling waves, need to be implemented in order to describe the system domains correctly. In this work, the linear one dimensional wave equation is approximated by utilizing the Fourier Galerkin approach. Furthermore, the artificial boundaries are realized with absorbing boundary conditions. Within this work, a systematic work flow for setting up the wave problem, including the absorbing boundary conditions, is proposed. As a result, a convenient modal system description with an effective absorbing boundary formulation is established. Moreover, the truncated model shows high accuracy compared to the global domain.

Keywords: absorbing boundary conditions, boundary control, Fourier Galerkin approach, modal approach, wave equation

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2407 Nonparametric Specification Testing for the Drift of the Short Rate Diffusion Process Using a Panel of Yields

Authors: John Knight, Fuchun Li, Yan Xu

Abstract:

Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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2406 Numerical Simulation of the Rotating Vertical Bridgman Growth

Authors: Nouri Sabrina

Abstract:

Numerical parametric study is conducted to study the effects of ampoule rotation on the flows and the dopant segregation in Vertical Bridgman (VB) crystal growth. Calculations were performed in unsteady state. The extended darcy model, whıch includes the time derivative and coriolis terms, has been employed in the momentum equation. It is found that the convection, and dopant segregation can be affected significantly by ampoule rotation, and the effect is similar to that by an axial magnetıc field. Ampoule rotation decreases the intensity of convection and stretches the flow cell axıally. When the convectıon is weak, the flow can be suppressed almost completely by moderate ampoule rotation and the dopant segregation becomes diffusion-controlled. For stronger convection, the elongated flow cell by ampoule rotation may bring dopant mixing into the bulk melt reducing axial segregation at the early stage of the growth. However, if the cellular flow cannot be suppressed completely, ampoule rotation may induce larger radial segregation due to poor mixing.

Keywords: rotating vertical solidification, Finite Volume Method, heat and mass transfer, porous medium, phase change

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2405 Optimal Perturbation in an Impulsively Blocked Channel Flow

Authors: Avinash Nayak, Debopam Das

Abstract:

The current work implements the variational principle to find the optimum initial perturbation that provides maximum growth in an impulsively blocked channel flow. The conventional method for studying temporal stability has always been through modal analysis. In most of the transient flows, this modal analysis is still followed with the quasi-steady assumption, i.e. change in base flow is much slower compared to perturbation growth rate. There are other studies where transient analysis on time dependent flows is done by formulating the growth of perturbation as an initial value problem. But the perturbation growth is sensitive to the initial condition. This study intends to find the initial perturbation that provides the maximum growth at a later time. Here, the expression of base flow for blocked channel is derived and the formulation is based on the two dimensional perturbation with stream function representing the perturbation quantity. Hence, the governing equation becomes the Orr-Sommerfeld equation. In the current context, the cost functional is defined as the ratio of disturbance energy at a terminal time 'T' to the initial energy, i.e. G(T) = ||q(T)||2/||q(0)||2 where q is the perturbation and ||.|| defines the norm chosen. The above cost functional needs to be maximized against the initial perturbation distribution. It is achieved with the constraint that perturbation follows the basic governing equation, i.e. Orr-Sommerfeld equation. The corresponding adjoint equation is derived and is solved along with the basic governing equation in an iterative manner to provide the initial spatial shape of the perturbation that provides the maximum growth G (T). The growth rate is plotted against time showing the development of perturbation which achieves an asymptotic shape. The effects of various parameters, e.g. Reynolds number, are studied in the process. Thus, the study emphasizes on the usage of optimal perturbation and its growth to understand the stability characteristics of time dependent flows. The assumption of quasi-steady analysis can be verified against these results for the transient flows like impulsive blocked channel flow.

Keywords: blocked channel flow, calculus of variation, hydrodynamic stability, optimal perturbation

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2404 2D RF ICP Torch Modelling with Fluid Plasma

Authors: Mokhtar Labiod, Nabil Ikhlef, Keltoum Bouherine, Olivier Leroy

Abstract:

A numerical model for the radio-frequency (RF) Argon discharge chamber is developed to simulate the low pressure low temperature inductively coupled plasma. This model will be of fundamental importance in the design of the plasma magnetic control system. Electric and magnetic fields inside the discharge chamber are evaluated by solving a magnetic vector potential equation. To start with, the equations of the ideal magnetohydrodynamics theory will be presented describing the basic behaviour of magnetically confined plasma and equations are discretized with finite element method in cylindrical coordinates. The discharge chamber is assumed to be axially symmetric and the plasma is treated as a compressible gas. Plasma generation due to ionization is added to the continuity equation. Magnetic vector potential equation is solved for the electromagnetic fields. A strong dependence of the plasma properties on the discharge conditions and the gas temperature is obtained.

Keywords: direct-coupled model, magnetohydrodynamic, modelling, plasma torch simulation

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2403 Unsteady Similarity Solution for a Slender Dry Patch in a Thin Newtonian Fluid Film

Authors: S. S. Abas, Y. M. Yatim

Abstract:

In this paper the unsteady, slender, symmetric dry patch in an infinitely wide and thin liquid film of Newtonian fluid draining under gravity down an inclined plane in the presence of strong surface-tension effect is considered. A similarity transformation, named a travelling-wave similarity solution is used to reduce the governing partial differential equation into the ordinary differential equation which is then solved numerically using a shooting method. The introduction of surface-tension effect on the flow leads to a fourth-order ordinary differential equation. The solution obtained predicts that the dry patch has a quartic shape and the free surface has a capillary ridge near the contact line which decays in an oscillatory manner far from it.

Keywords: dry patch, Newtonian fluid, similarity solution, surface-tension effect, travelling-wave, unsteady thin-film flow

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2402 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1

Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti

Abstract:

In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.

Keywords: feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation

Procedia PDF Downloads 156