Search results for: skewness coefficient
2051 Effect of the Aluminium Concentration on the Laser Wavelength of Random Trimer Barrier AlxGa1-xAs Superlattices
Authors: Samir Bentata, Fatima Bendahma
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We have numerically investigated the effect of Aluminium concentration on the the laser wavelength of random trimer barrier AlxGa1-xAs superlattices (RTBSL). Such systems consist of two different structures randomly distributed along the growth direction, with the additional constraint that the barriers of one kind appear in triply. An explicit formula is given for evaluating the transmission coefficient of superlattices (SL's) with intentional correlated disorder. The method is based on Airy function formalism and the transfer-matrix technique. We discuss the impact of the Aluminium concentration associate to the structure profile on the laser wavelengths.Keywords: superlattices, correlated disorder, transmission coefficient, laser wavelength
Procedia PDF Downloads 3082050 Effect of Boundary Condition on Granular Pressure of Gas-Solid Flow in a Rotating Drum
Authors: Rezwana Rahman
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Various simulations have been conducted to understand the particle's macroscopic behavior in the solid-gas multiphase flow in rotating drums in the past. In these studies, the particle-wall no-slip boundary condition was usually adopted. However, the non-slip boundary condition is rarely encountered in real systems. A little effort has been made to investigate the particle behavior at slip boundary conditions. The paper represents a study of the gas-solid flow in a horizontal rotating drum at a slip boundary wall condition. Two different sizes of particles with the same density have been considered. The Eulerian–Eulerian multiphase model with the kinetic theory of granular flow was used in the simulations. The granular pressure at the rolling flow regime with specularity coefficient 1 was examined and compared with that obtained based on the no-slip boundary condition. The results reveal that the profiles of granular pressure distribution on the transverse plane of the drum are similar for both boundary conditions. But, overall, compared with those for the no-slip boundary condition, the values of granular pressure for specularity coefficient 1 are larger for the larger particle and smaller for the smaller particle.Keywords: boundary condition, eulerian–eulerian, multiphase, specularity coefficient, transverse plane
Procedia PDF Downloads 1902049 Retrieval of Aerosol Optical Depth and Correlation Analysis of PM2.5 Based on GF-1 Wide Field of View Images
Authors: Bo Wang
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This paper proposes a method that can estimate PM2.5 by the images of GF-1 Satellite that called WFOV images (Wide Field of View). AOD (Aerosol Optical Depth) over land surfaces was retrieved in Shanghai area based on DDV (Dark Dense Vegetation) method. PM2.5 information, gathered from ground monitoring stations hourly, was fitted with AOD using different polynomial coefficients, and then the correlation coefficient between them was calculated. The results showed that, the GF-1 WFOV images can meet the requirement of retrieving AOD, and the correlation coefficient between the retrieved AOD and PM2.5 was high. If more detailed and comprehensive data is provided, the accuracy could be improved and the parameters can be more precise in the future.Keywords: remote sensing retrieve, PM 2.5, GF-1, aerosol optical depth
Procedia PDF Downloads 2172048 Multilevel Gray Scale Image Encryption through 2D Cellular Automata
Authors: Rupali Bhardwaj
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Cryptography is the science of using mathematics to encrypt and decrypt data; the data are converted into some other gibberish form, and then the encrypted data are transmitted. The primary purpose of this paper is to provide two levels of security through a two-step process, rather than transmitted the message bits directly, first encrypted it using 2D cellular automata and then scrambled with Arnold Cat Map transformation; it provides an additional layer of protection and reduces the chance of the transmitted message being detected. A comparative analysis on effectiveness of scrambling technique is provided by scrambling degree measurement parameters i.e. Gray Difference Degree (GDD) and Correlation Coefficient.Keywords: scrambling, cellular automata, Arnold cat map, game of life, gray difference degree, correlation coefficient
Procedia PDF Downloads 3462047 Flow Behavior and Performances of Centrifugal Compressor Stage Vaneless Diffusers
Authors: Y.Galerkin, O. Solovieva
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Flow parameters are calculated in vaneless diffusers with relative width 0,014 – 0,10 constant along radii. Inlet flow angles and similarity criteria were varied. Information about flow structure is presented – meridian streamlines configuration, information on flow full development, flow separation. Polytrophic efficiency, loss and recovery coefficient are used to compare diffusers’ effectiveness. The sample of narrow diffuser optimization by conical walls application is presented. Three tampered variants of a wide diffuser are compared too. The work is made in the R&D laboratory “Gas dynamics of turbo machines” of the TU SPb.Keywords: vaneless diffuser, relative width, flow angle, flow separation, loss coefficient, similarity criteria
Procedia PDF Downloads 4592046 Enhancing the Performance of Vapor Compression Refrigeration Systems Using HFC134a by Nanoparticles Suspensions
Authors: Hafsi Khebab, Zirari Mounir, Mohamed Nadjib Bouaziz
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High Global Warming Potential refrigerants (HydroFluroCarbons) are one of the worst greenhouse gases used in a wide variety of applications, including refrigeration and air-conditioning. Nanotechnology is a promising field in sustainable energy to reduce energy and ecological resource consumption for HVACR (heat, ventilation, air conditioning, and refrigeration) systems. Most researchers reported an improvement in heat transfer coefficient, Coefficient of performance. In this report, a brief summary has been done on the performance enhancement of the Vapor Compression Refrigeration system using HFC134a with nano refrigerants.Keywords: nanorefrigerant, HFCs, greenhouse gases, GWP, HVACR systems, energy saving
Procedia PDF Downloads 512045 Numerical Investigation of Hot Oil Velocity Effect on Force Heat Convection and Impact of Wind Velocity on Convection Heat Transfer in Receiver Tube of Parabolic Trough Collector System
Authors: O. Afshar
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A solar receiver is designed for operation under extremely uneven heat flux distribution, cyclic weather, and cloud transient cycle conditions, which can include large thermal stress and even receiver failure. In this study, the effect of different oil velocity on convection coefficient factor and impact of wind velocity on local Nusselt number by Finite Volume Method will be analyzed. This study is organized to give an overview of the numerical modeling using a MATLAB software, as an accurate, time efficient and economical way of analyzing the heat transfer trends over stationary receiver tube for different Reynolds number. The results reveal when oil velocity is below 0.33m/s, the value of convection coefficient is negligible at low temperature. The numerical graphs indicate that when oil velocity increases up to 1.2 m/s, heat convection coefficient increases significantly. In fact, a reduction in oil velocity causes a reduction in heat conduction through the glass envelope. In addition, the different local Nusselt number is reduced when the wind blows toward the concave side of the collector and it has a significant effect on heat losses reduction through the glass envelope.Keywords: receiver tube, heat convection, heat conduction, Nusselt number
Procedia PDF Downloads 3242044 Assessment of the Impact of CSR on the Business Performance of Australian Banks
Authors: Montoya C.A., Erina J., Erina I.
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The purpose of this research is to assess the performance and impact of CSR on business in the banking sector in Australia by applying the financial indicators of 20 ASX banks for the period from 2016-2017. The authors carried out CSR assessment in several stages of research: 1) gathering the nonfinancial and financial indicators of 20 ASX listed banks (available were only 16) from the annual reports of Australian banks for 2016 and 2017; 2) calculation of bank performance indicators using such financial indicators as return on assets (ROA), return on equity (ROE), efficiency ratio and net interest margin; 3) analysis of financial data using cross-sectional regression and answers to the research questions. Based on the obtained research results, the authors obtained answers to the initially raised research questions and came to a conclusion that Q1 - Insignificant positive coefficient result - slight positive relationship between CSR disclosure and business performance 2016; Q2 - Insignificant negative coefficient result - slight negative relationship between CSR disclosure and business performance 2017; Q3 - Insignificant positive coefficient result - slight positive relationship between CSR disclosure and business performance.Keywords: Australia, banks, business performance, CSR
Procedia PDF Downloads 442043 Induced Thermo-Osmotic Convection for Heat and Mass Transfer
Authors: Francisco J. Arias
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Consideration is given to a mechanism of heat and mass transport in solutions similar than that of natural convection but with one important difference. Here the mechanism is not promoted by density differences in the fluid occurring due to temperature gradients (coefficient of thermal expansion) but rather by solubility differences due to the thermal dependence of the solubility (coefficient of thermal solubility). Utilizing a simplified physical model, it is shown that by the proper choice of the concentration of a given solution, convection might be induced by the alternating precipitation of the solute -when the solution becomes supersaturated, and its posterior recombination when changes in temperature occurs. The spontaneous change in the Gibbs free energy during the mixing is the driven force for the mechanism. The maximum extractable energy from this new type of thermal convection was derived. Experimental data from a closed-loop circuit was obtained demonstrating the feasibility for continuous separation and recombination of the solution. This type of heat and mass transport -which doesn’t depend on gravity, might potentially be interesting for heat and mass transport downwards (as in solar-roof collectors to inside homes), horizontal (e.g., microelectronic applications), and in microgravity (space technology). Also, because the coefficient of thermal solubility could be positive or negative, the investigated thermo-osmosis convection can be used either for heating or cooling.Keywords: natural convection, thermal gradient, solubility, osmotic pressure
Procedia PDF Downloads 2652042 Exact Solutions of Discrete Sine-Gordon Equation
Authors: Chao-Qing Dai
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Two families of exact travelling solutions for the discrete sine-Gordon equation are constructed based on the variable-coefficient Jacobian elliptic function method and different transformations. When the modulus of Jacobian elliptic function solutions tends to 1, soliton solutions can be obtained. Some soliton solutions degenerate into the known solutions in literatures. Moreover, dynamical properties of exact solutions are investigated. Our analysis and results may have potential values for certain applications in modern nonlinear science and textile engineering.Keywords: exact solutions, variable-coefficient Jacobian elliptic function method, discrete sine-Gordon equation, dynamical behaviors
Procedia PDF Downloads 3852041 Oxygen Transfer in Viscous Non-Newtonian Liquid in a Hybrid Bioreactor
Authors: Sérgio S. de Jesus, Aline Santana, Rubens Maciel Filho
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Global oxygen transfer coefficient (kLa) was characterized in a mechanically agitated airlift bio reactor. The experiments were carried out in an airlift bio reactor (3.2 L) with internal re circulation (a concentric draft-tube airlift vessel device); the agitation is carried out through a turbine Rushton impeller located along with the gas sparger in the region comprised in the riser. The experiments were conducted using xanthan gum (0.6%) at 250 C and a constant rotation velocity of 0 and 800 rpm, as well as in the absence of agitation (airlift mode); the superficial gas velocity varied from 0.0157 to 0.0262 ms-1. The volumetric oxygen transfer coefficient dependence of the rotational speed revealed that the presence of agitation increased up to two times the kLa value.Keywords: aeration, mass transfer, non-Newtonian fluids, stirred airlift bioreactor
Procedia PDF Downloads 4272040 Predicting the Relationship Between the Corona Virus Anxiety and Psychological Hardiness in Staff Working at Hospital in Shiraz Iran
Authors: Gholam Reza Mirzaei, Mehran Roost
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This research was conducted with the aim of predicting the relationship between coronavirus anxiety and psychological hardiness in employees working at Shahid Beheshti Hospital in Shiraz. The current research design was descriptive and correlational. The statistical population of the research consisted of all the employees of Shahid Beheshti Hospital in Shiraz in 2021. From among the statistical population, 220 individuals were selected and studied based on available sampling. To collect data, Kobasa's psychological hardiness questionnaire and coronavirus anxiety questionnaire were used. After collecting the data, the scores of the participants were analyzed using Pearson's correlation coefficient multiple regression analysis and SPSS-24 statistical software. The results of Pearson's correlation coefficient showed that there is a significant negative correlation between psychological hardiness and its components (challenge, commitment, and control) with coronavirus anxiety; also, psychological hardiness with a beta coefficient of 0.20 could predict coronavirus anxiety in hospital employees. Based on the results, plans can be made to enhance psychological hardiness through educational workshops to relieve the anxiety of the healthcare staff.Keywords: the corona virus, commitment, hospital employees, psychological hardiness
Procedia PDF Downloads 302039 Parametric Study and Modelling of Orthogonal Cutting Process for AISI 4340 and Ti-6Al-4V Alloy
Authors: Purnank Bhatt, Mit Shah, Pawan Nagda, Vimal Jasoliya
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The influence of parameters like velocity and depth of cut on cutting forces is investigated for the empirical relation of the coefficient of friction derived for CRS 1018 for different materials like AISI 4340 and Ti6Al4V. For this purpose, turning tests were carried out on the above materials using coated cemented carbide tool inserts for steel grade and uncoated cemented carbide cutting tool inserts for Titanium with different chip breaker geometries. The cutting forces were measured using a Kistler dynamometer where the multiplication factor taken is 200.The effect of cutting force variation was analyzed experimentally and are compared with the analytical results.Keywords: cutting forces, coefficient of friction, carbide tool inserts, titanium
Procedia PDF Downloads 3492038 Copula Markov Switching Multifractal Models for Forecasting Value-at-Risk
Authors: Giriraj Achari, Malay Bhattacharyya
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In this paper, the effectiveness of Copula Markov Switching Multifractal (MSM) models at forecasting Value-at-Risk of a two-stock portfolio is studied. The innovations are allowed to be drawn from distributions that can capture skewness and leptokurtosis, which are well documented empirical characteristics observed in financial returns. The candidate distributions considered for this purpose are Johnson-SU, Pearson Type-IV and α-Stable distributions. The two univariate marginal distributions are combined using the Student-t copula. The estimation of all parameters is performed by Maximum Likelihood Estimation. Finally, the models are compared in terms of accurate Value-at-Risk (VaR) forecasts using tests of unconditional coverage and independence. It is found that Copula-MSM-models with leptokurtic innovation distributions perform slightly better than Copula-MSM model with Normal innovations. Copula-MSM models, in general, produce better VaR forecasts as compared to traditional methods like Historical Simulation method, Variance-Covariance approach and Copula-Generalized Autoregressive Conditional Heteroscedasticity (Copula-GARCH) models.Keywords: Copula, Markov Switching, multifractal, value-at-risk
Procedia PDF Downloads 1422037 X̄ and S Control Charts based on Weighted Standard Deviation Method
Authors: Derya Karagöz
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A Shewhart chart based on normality assumption is not appropriate for skewed distributions since its Type-I error rate is inflated. This study presents X̄ and S control charts for monitoring the process variability for skewed distributions. We propose Weighted Standard Deviation (WSD) X̄ and S control charts. Standard deviation estimator is applied to monitor the process variability for estimating the process standard deviation, in the case of the W SD X̄ and S control charts as this estimator is simple and easy to compute. Unlike the Shewhart control chart, the proposed charts provide asymmetric limits in accordance with the direction and degree of skewness to construct the upper and lower limits. The performances of the proposed charts are compared with other heuristic charts for skewed distributions by using Simulation study. The Simulation studies show that the proposed control charts have good properties for skewed distributions and large sample sizes.Keywords: weighted standard deviation, MAD, skewed distributions, S control charts
Procedia PDF Downloads 3682036 Aerodynamic Analysis of a Frontal Deflector for Vehicles
Authors: C. Malça, N. Alves, A. Mateus
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This work was one of the tasks of the Manufacturing2Client project, whose objective was to develop a frontal deflector to be commercialized in the automotive industry, using new project and manufacturing methods. In this task, in particular, it was proposed to develop the ability to predict computationally the aerodynamic influence of flow in vehicles, in an effort to reduce fuel consumption in vehicles from class 3 to 8. With this aim, two deflector models were developed and their aerodynamic performance analyzed. The aerodynamic study was done using the Computational Fluid Dynamics (CFD) software Ansys CFX and allowed the calculation of the drag coefficient caused by the vehicle motion for the different configurations considered. Moreover, the reduction of diesel consumption and carbon dioxide (CO2) emissions associated with the optimized deflector geometry could be assessed.Keywords: erodynamic analysis, CFD, CO2 emissions, drag coefficient, frontal deflector, fuel consumption
Procedia PDF Downloads 3792035 Termite Mound Floors: Ready-to-Use Ecological Materials
Authors: Yanné Etienne
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The current climatic conditions necessarily impose the development and use of construction materials with low or no carbon footprint. The Far North Region of Cameroon has huge deposits of termite mounds. Various tests in this work have been carried out on these soils with the aim of using them as construction materials. They are mainly geotechnical tests, physical and mechanical tests. The different tests gave the following values: uniformity coefficient (4.95), curvature coefficient (1.80), plasticity index (12.85%), optimum moisture content (6.70%), maximum dry density (2.05 g.cm-³), friction angles (14.07°), and cohesion of 100.29 kN.m2. The results obtained show that termite mound soils, which are ecological materials, are plastic and water-stable can be used for the production of load-bearing elements in construction.Keywords: termite mound soil, ecological materials, building materials, geotechnical tests, physical and mechanical tests
Procedia PDF Downloads 1572034 Study of the Kinetic of the Reduction of Alpha and Beta PbO2 in H2SO4 on the Microcavity Electrode
Authors: N. Chahmana, I. Zerroual
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The aim of our work is the contribution to the improvement of the performances of the positive plate of the lead acid battery. For that, we synthesized two varieties of PbO2 used in industry, alpha and beta PbO2 by electrochemical way starting from the not formed industrial plates. We studied the kinetics of reduction of the alpha varieties and PbO2 beta on electrode with microcavity in sulphuric medium. The electrochemical study of the powders of α and β-PbO2 was made by cyclic voltamperometry with sweeping of potential by using a traditional assembly with three electrodes. Values of the coefficient of diffusion of the proton in α and β-PbO2 are respectively equal to 0.498*10-8cm2 /s and 0.793*10-8 cm2 /s. During the cycling of the two varieties of PbO2, we obtain a clear increase in the capacity.Keywords: lead accumulator, α and β - PbO2, synthesis, kinetics, cyclic voltametry, coefficient of diffusion
Procedia PDF Downloads 5452033 Experimental and Semi-Analytical Investigation of Wave Interaction with Double Vertical Slotted Walls
Authors: H. Ahmed, A. Schlenkhoff, R. Rousta, R. Abdelaziz
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Vertical slotted walls can be used as permeable breakwaters to provide economical and environmental protection from undesirable waves and currents inside the port. The permeable breakwaters are partially protection and have been suggested to overcome the environmental disadvantages of fully protection breakwaters. For regular waves a semi-analytical model is based on an eigenfunction expansion method and utilizes a boundary condition at the surface of each wall are developed to detect the energy dissipation through the slots. Extensive laboratory tests are carried out to validate the semi-analytic models. The structure of the physical model contains two walls and it consists of impermeable upper and lower part, where the draft is based a decimal multiple of the total depth. The middle part is permeable with a porosity of 50%. The second barrier is located at a distant of 0.5, 1, 1.5 and 2 times of the water depth from the first one. A comparison of the theoretical results with previous studies and experimental measurements of the present study show a good agreement and that, the semi-analytical model is able to adequately reproduce most the important features of the experiment.Keywords: permeable breakwater, double vertical slotted walls, semi-analytical model, transmission coefficient, reflection coefficient, energy dissipation coefficient
Procedia PDF Downloads 3552032 Electronic, Magnetic and Optic Properties in Halide Perovskites CsPbX3 (X= F, Cl, I)
Authors: B. Bouadjemi, S. Bentata, T. Lantri, Souidi Amel, W.Bensaali, A. Zitouni, Z. Aziz
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We performed first-principle calculations, the full-potential linearized augmented plane wave (FP-LAPW) method is used to calculate structural, optoelectronic and magnetic properties of cubic halide perovskites CsPbX3 (X= F,I). We employed for this study the GGA approach and for exchange is modeled using the modified Becke-Johnson (mBJ) potential to predicting the accurate band gap of these materials. The optical properties (namely: the real and imaginary parts of dielectric functions, optical conductivities and absorption coefficient absorption make this halide perovskites promising materials for solar cells applications.Keywords: halide perovskites, mBJ, solar cells, FP-LAPW, optoelectronic properties, absorption coefficient
Procedia PDF Downloads 2892031 The Hall Coefficient and Magnetoresistance in Rectangular Quantum Wires with Infinitely High Potential under the Influence of a Laser Radiation
Authors: Nguyen Thu Huong, Nguyen Quang Bau
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The Hall Coefficient (HC) and the Magnetoresistance (MR) have been studied in two-dimensional systems. The HC and the MR in Rectangular Quantum Wire (RQW) subjected to a crossed DC electric field and magnetic field in the presence of a Strong Electromagnetic Wave (EMW) characterized by electric field are studied in this work. Using the quantum kinetic equation for electrons interacting with optical phonons, we obtain the analytic expressions for the HC and the MR with a dependence on magnetic field, EMW frequency, temperatures of systems and the length characteristic parameters of RQW. These expressions are different from those obtained for bulk semiconductors and cylindrical quantum wires. The analytical results are applied to GaAs/GaAs/Al. For this material, MR depends on the ratio of the EMW frequency to the cyclotron frequency. Indeed, MR reaches a minimum at the ratio 5/4, and when this ratio increases, it tends towards a saturation value. The HC can take negative or positive values. Each curve has one maximum and one minimum. When magnetic field increases, the HC is negative, achieves a minimum value and then increases suddenly to a maximum with a positive value. This phenomenon differs from the one observed in cylindrical quantum wire, which does not have maximum and minimum values.Keywords: hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation
Procedia PDF Downloads 4572030 A Ratio-Weighted Decision Tree Algorithm for Imbalance Dataset Classification
Authors: Doyin Afolabi, Phillip Adewole, Oladipupo Sennaike
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Most well-known classifiers, including the decision tree algorithm, can make predictions on balanced datasets efficiently. However, the decision tree algorithm tends to be biased towards imbalanced datasets because of the skewness of the distribution of such datasets. To overcome this problem, this study proposes a weighted decision tree algorithm that aims to remove the bias toward the majority class and prevents the reduction of majority observations in imbalance datasets classification. The proposed weighted decision tree algorithm was tested on three imbalanced datasets- cancer dataset, german credit dataset, and banknote dataset. The specificity, sensitivity, and accuracy metrics were used to evaluate the performance of the proposed decision tree algorithm on the datasets. The evaluation results show that for some of the weights of our proposed decision tree, the specificity, sensitivity, and accuracy metrics gave better results compared to that of the ID3 decision tree and decision tree induced with minority entropy for all three datasets.Keywords: data mining, decision tree, classification, imbalance dataset
Procedia PDF Downloads 942029 Qsar Studies of Certain Novel Heterocycles Derived From bis-1, 2, 4 Triazoles as Anti-Tumor Agents
Authors: Madhusudan Purohit, Stephen Philip, Bharathkumar Inturi
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In this paper we report the quantitative structure activity relationship of novel bis-triazole derivatives for predicting the activity profile. The full model encompassed a dataset of 46 Bis- triazoles. Tripos Sybyl X 2.0 program was used to conduct CoMSIA QSAR modeling. The Partial Least-Squares (PLS) analysis method was used to conduct statistical analysis and to derive a QSAR model based on the field values of CoMSIA descriptor. The compounds were divided into test and training set. The compounds were evaluated by various CoMSIA parameters to predict the best QSAR model. An optimum numbers of components were first determined separately by cross-validation regression for CoMSIA model, which were then applied in the final analysis. A series of parameters were used for the study and the best fit model was obtained using donor, partition coefficient and steric parameters. The CoMSIA models demonstrated good statistical results with regression coefficient (r2) and the cross-validated coefficient (q2) of 0.575 and 0.830 respectively. The standard error for the predicted model was 0.16322. In the CoMSIA model, the steric descriptors make a marginally larger contribution than the electrostatic descriptors. The finding that the steric descriptor is the largest contributor for the CoMSIA QSAR models is consistent with the observation that more than half of the binding site area is occupied by steric regions.Keywords: 3D QSAR, CoMSIA, triazoles, novel heterocycles
Procedia PDF Downloads 4182028 Tribological Properties of Non-Stick Coatings Used in Bread Baking Process
Authors: Maurice Brogly, Edwige Privas, Rajesh K. Gajendran, Sophie Bistac
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Anti-sticky coatings based on perfluoroalkoxy (PFA) coatings are widely used in food processing industry especially for bread making. Their tribological performance, such as low friction coefficient, low surface energy and high heat resistance, make them an appropriate choice for anti-sticky coating application in moulds for food processing industry. This study is dedicated to evidence the transfer of contaminants from the coating due to wear and thermal ageing of the mould. The risk of contamination is induced by the damage of the coating by bread crust during the demoulding stage. The study focuses on the wear resistance and potential transfer of perfluorinated polymer from the anti-sticky coating. Friction between perfluorinated coating and bread crust is modeled by a tribological pin-on-disc test. The cellular nature of the bread crust is modeled by a polymer foam. FTIR analysis of the polymer foam after friction allow the evaluation of the transfer from the perfluorinated coating to polymer foam. Influence of thermal ageing on the physical, chemical and wear properties of the coating are also investigated. FTIR spectroscopic results show that the increase of PFA transfer onto the foam counterface is associated to the decrease of the friction coefficient. Increasing lubrication by film transfer results in the decrease of the friction coefficient. Moreover increasing the friction test parameters conditions (load, speed and sliding distance) also increase the film transfer onto the counterface. Thermal ageing increases the hydrophobic character of the PFA coating and thus also decreases the friction coefficient.Keywords: fluorobased polymer coatings, FTIR spectroscopy, non-stick food moulds, wear and friction
Procedia PDF Downloads 2872027 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing
Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan
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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium
Procedia PDF Downloads 2762026 Production of Ultra-Low Temperature by the Vapor Compression Refrigeration Cycles with Environment Friendly Working Fluids
Authors: Sameh Frikha, Mohamed Salah Abid
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We investigate the performance of an integrated cascade (IC) refrigeration system which uses environment friendly zeotropic mixtures. Computational calculation has been carried out by varying pressure level at the evaporator and the condenser of the system. Effects of mass flow rate of the refrigerant on the coefficient of performance (COP) are presented. We show that the integrated cascade system produces ultra-low temperatures in the evaporator by using environment friendly zeotropic mixture.Keywords: coefficient of performance, environment friendly zeotropic mixture, integrated cascade, ultra low temperature, vapor compression refrigeration cycles
Procedia PDF Downloads 2352025 Seasonal Variation in Aerosols Characteristics over Ahmedabad
Authors: Devansh Desai, Chamandeep Kaur, Nirmal Kullu, George Christopher
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Study of aerosols has become very important tool in assuming the climatic changes over a region.Spectral and temporal variability’s in aerosol optical depth(AOD) and size distribution are investigated using ground base measurements over Ahmedabad during the months of January(2013) to may (2013). Angstrom coefficient (ἁ) was found to be higher in winter season (January to march) indicating the dominance of fine mode aerosol concentration over Ahmedabad, and the Angstrom coefficient (ἁ) was found to be lower indicating the dominance of coarse mode aerosol concentration over Ahmedabad. The different values of alpha are observed when calculated over different wavelength ranges indicating bimodal aerosol size distribution. Discrimination of aerosol size during different seasons is made using the coefficient of polynomial fit (ἁ1 and ἁ2) which shows the presence of changing dominant aerosol types as a function of season over Ahmedabad. The ἁ2- ἁ1 value is used to get the confirmation on the dominant aerosol mode over Ahmedabad in both seasons. During pre-monsoon about 90% of AOD spectra is dominated by coarse mode aerosols and during winter about 60% of AOD spectra is dominated by fine mode aerosols. This characterization of aerosols is important in assessing the response of different aerosols type in radiative forcing and over climate of Ahmedabad.Keywords: radiative forcing, aerosol optical depth, fine mode, coarse mode
Procedia PDF Downloads 4722024 Hall Coefficient in the Presence of Strong Electromagnetic Waves Caused by Confined Electrons and Phonons in a Rectangular Quantum Wire
Authors: Nguyen Quang Bau, Nguyen Thu Huong, Dang Thi Thanh Thuy
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The analytic expression for the Hall Coefficient (HC) caused by the confined electrons in the presence of a strong electromagnetic wave (EMW) including the effect of phonon confinement in rectangular quantum wires (RQWs) is calculated by using the quantum kinetic equation for electrons in the case of electron - optical phonon scattering. It is because the expression of the HC for the confined phonon case contains indexes m, m’ which are specific to the phonon confinement. The expression in a RQW is different from that for the case of unconfined phonons in a RQW or in 2D. The results are numerically calculated and discussed for a GaAs/GaAsAl RQW. The numerical results show that HC in a RQW can have both negative and positive values. This is different from the case of the absence of EMW and the case presence of EMW including the effect of phonon unconfinement in a RQW. These results are also compared with those in the case of unconfined phonons in a RQW and confined phonons in a quantum well. The conductivity in the case of confined phonon has more resonance peaks compared with that in case of unconfined phonons in a RQW. This new property is the same in quantum well. All results are compared with the case of unconfined phonons to see differences.Keywords: Hall coefficient, rectangular quantum wires, electron-optical phonon interaction, quantum kinetic equation, confined phonons
Procedia PDF Downloads 2522023 Experimental Analysis on Heat Transfer Enhancement in Double Pipe Heat Exchanger Using Al2O3/Water Nanofluid and Baffled Twisted Tape Inserts
Authors: Ratheesh Radhakrishnan, P. C. Sreekumar, K. Krishnamoorthy
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Heat transfer augmentation techniques ultimately results in the reduction of thermal resistance in a conventional heat exchanger by generating higher convective heat transfer coefficient. It also results in reduction of size, increase in heat duty, decrease in approach temperature difference and reduction in pumping power requirements for heat exchangers. Present study deals with compound augmentation technique, which is not widely used. The study deals with the use of Alumina (Al2O3)/water nanofluid and baffled twisted tape inserts in double pipe heat exchanger as compound augmentation technique. Experiments were conducted to evaluate the heat transfer coefficient and friction factor for the flow through the inner tube of heat exchanger in turbulent flow range (80002022 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
Abstract:
The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying
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