Search results for: Eulerian formulation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 401

Search results for: Eulerian formulation.

71 Recommended Practice for Experimental Evaluation of the Seepage Sensitivity Damage of Coalbed Methane Reservoirs

Authors: Hao Liu, Lihui Zheng, Chinedu J. Okere, Chao Wang, Xiangchun Wang, Peng Zhang

Abstract:

The coalbed methane (CBM) extraction industry (an unconventional energy source) has not established guidelines for experimental evaluation of sensitivity damage for coal samples. The existing experimental process of previous researches mainly followed the industry standard for conventional oil and gas reservoirs (CIS). However, the existing evaluation method ignores certain critical differences between CBM reservoirs and conventional reservoirs, which could inevitably result in an inaccurate evaluation of sensitivity damage and, eventually, poor decisions regarding the formulation of formation damage prevention measures. In this study, we propose improved experimental guidelines for evaluating seepage sensitivity damage of CBM reservoirs by leveraging on the shortcomings of the existing methods. The proposed method was established via a theoretical analysis of the main drawbacks of the existing methods and validated through comparative experiments. The results show that the proposed evaluation technique provided reliable experimental results that can better reflect actual reservoir conditions and correctly guide the future development of CBM reservoirs. This study is pioneering the research on the optimization of experimental parameters for efficient exploration and development of CBM reservoirs.

Keywords: Coalbed methane, formation damage, permeability, unconventional energy source.

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70 Application of Pattern Search Method to Power System Security Constrained Economic Dispatch

Authors: A. K. Al-Othman, K. M. EL-Nagger

Abstract:

Direct search methods are evolutionary algorithms used to solve optimization problems. (DS) methods do not require any information about the gradient of the objective function at hand while searching for an optimum solution. One of such methods is Pattern Search (PS) algorithm. This paper presents a new approach based on a constrained pattern search algorithm to solve a security constrained power system economic dispatch problem (SCED). Operation of power systems demands a high degree of security to keep the system satisfactorily operating when subjected to disturbances, while and at the same time it is required to pay attention to the economic aspects. Pattern recognition technique is used first to assess dynamic security. Linear classifiers that determine the stability of electric power system are presented and added to other system stability and operational constraints. The problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Pattern search method is then applied to solve the constrained optimization formulation. In particular, the method is tested using one system. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that pattern search (PS) is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: Security Constrained Economic Dispatch, Direct Search method, optimization.

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69 Shape Sensing and Damage Detection of Thin-Walled Cylinders Using an Inverse Finite Element Method

Authors: Ionel D. Craiu, Mihai Nedelcu

Abstract:

Thin-walled cylinders are often used by the offshore industry as columns of floating installations. Based on observed strains, the inverse Finite Element Method (iFEM) may rebuild the deformation of structures. Structural Health Monitoring uses this approach extensively. However, the number of in-situ strain gauges is what determines how accurate it is, and for shell structures with complicated deformation, this number can easily become too high for practical use. Any thin-walled beam member's complicated deformation can be modeled by the Generalized Beam Theory (GBT) as a linear combination of pre-specified cross-section deformation modes. GBT uses bar finite elements as opposed to shell finite elements. This paper proposes an iFEM/GBT formulation for the shape sensing of thin-walled cylinders based on these benefits. This method significantly reduces the number of strain gauges compared to using the traditional inverse-shell finite elements. Using numerical simulations, dent damage detection is achieved by comparing the strain distributions of the undamaged and damaged members. The effect of noise on strain measurements is also investigated.

Keywords: Damage detection, generalized beam theory, inverse finite element method, shape sensing.

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68 Generalized Vortex Lattice Method for Predicting Characteristics of Wings with Flap and Aileron Deflection

Authors: Mondher Yahyaoui

Abstract:

A generalized vortex lattice method for complex lifting surfaces with flap and aileron deflection is formulated. The method is not restricted by the linearized theory assumption and accounts for all standard geometric lifting surface parameters: camber, taper, sweep, washout, dihedral, in addition to flap and aileron deflection. Thickness is not accounted for since the physical lifting body is replaced by a lattice of panels located on the mean camber surface. This panel lattice setup and the treatment of different wake geometries is what distinguish the present work form the overwhelming majority of previous solutions based on the vortex lattice method. A MATLAB code implementing the proposed formulation is developed and validated by comparing our results to existing experimental and numerical ones and good agreement is demonstrated. It is then used to study the accuracy of the widely used classical vortex-lattice method. It is shown that the classical approach gives good agreement in the clean configuration but is off by as much as 30% when a flap or aileron deflection of 30° is imposed. This discrepancy is mainly due the linearized theory assumption associated with the conventional method. A comparison of the effect of four different wake geometries on the values of aerodynamic coefficients was also carried out and it is found that the choice of the wake shape had very little effect on the results.

Keywords: Aileron deflection, camber-surface-bound vortices, classical VLM, Generalized VLM, flap deflection.

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67 An Exploration of Sense of Place as Informative for Spatial Planning Guidelines: A Case Study of the Vredefort Dome World Heritage Site, South Africa

Authors: Karen Puren, Ernst Drewes, Vera Roos

Abstract:

This paper explores the sense of place in the Vredefort Dome World Heritage site, South Africa, as an essential input for the formulation of spatial planning proposals for the area. Intangible aspects such as personal and symbolic meanings of sites are currently not integrated in spatial planning in South Africa. This may have a detrimental effect on local inhabitants who have a long history with the site and built up a strong place identity. Involving local inhabitants at an early stage of the planning process and incorporating their attitudes and opinions in future intervention in the area, may also contribute to the acceptance of the legitimacy of future policy. An interdisciplinary and mixed-method research approach was followed in this study in order to identify possible ways to anchor spatial planning proposals in the identity of the place. In essence, the qualitative study revealed that inhabitants reflect a deep and personal relationship with and within the area, which contributes significantly to their sense of emotional security and selfidentity. Results include a strong conservation-orientated attitude with regard to the natural rural character of the site, especially in the inner core.

Keywords: Place identity, Sense of Place, Spatial Planning, Vredefort Dome World Heritage Site.

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66 Self-Adaptive Differential Evolution Based Power Economic Dispatch of Generators with Valve-Point Effects and Multiple Fuel Options

Authors: R.Balamurugan, S.Subramanian

Abstract:

This paper presents the solution of power economic dispatch (PED) problem of generating units with valve point effects and multiple fuel options using Self-Adaptive Differential Evolution (SDE) algorithm. The global optimal solution by mathematical approaches becomes difficult for the realistic PED problem in power systems. The Differential Evolution (DE) algorithm is found to be a powerful evolutionary algorithm for global optimization in many real problems. In this paper the key parameters of control in DE algorithm such as the crossover constant CR and weight applied to random differential F are self-adapted. The PED problem formulation takes into consideration of nonsmooth fuel cost function due to valve point effects and multi fuel options of generator. The proposed approach has been examined and tested with the numerical results of PED problems with thirteen-generation units including valve-point effects, ten-generation units with multiple fuel options neglecting valve-point effects and ten-generation units including valve-point effects and multiple fuel options. The test results are promising and show the effectiveness of proposed approach for solving PED problems.

Keywords: Multiple fuels, power economic dispatch, selfadaptivedifferential evolution and valve-point effects.

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65 Parametric and Analysis Study of the Melting in Slabs Heated by a Laminar Heat Transfer Fluid in Downward and Upward Flows

Authors: Radouane Elbahjaoui, Hamid El Qarnia

Abstract:

The present work aims to investigate numerically the thermal and flow characteristics of a rectangular latent heat storage unit (LHSU) during the melting process of a phase change material (PCM). The LHSU consists of a number of vertical and identical plates of PCM separated by rectangular channels. The melting process is initiated when the LHSU is heated by a heat transfer fluid (HTF: water) flowing in channels in a downward or upward direction. The proposed study is motivated by the need to optimize the thermal performance of the LHSU by accelerating the charging process. A mathematical model is developed and a fixed-grid enthalpy formulation is adopted for modeling the melting process coupling with convection-conduction heat transfer. The finite volume method was used for discretization. The obtained numerical results are compared with experimental, analytical and numerical ones found in the literature and reasonable agreement is obtained. Thereafter, the numerical investigations were carried out to highlight the effects of the HTF flow direction and the aspect ratio of the PCM slabs on the heat transfer characteristics and thermal performance enhancement of the LHSU.

Keywords: Phase change material, thermal energy storage, latent heat storage unit, melting.

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64 Early Age Behavior of Wind Turbine Gravity Foundations

Authors: J. Modu, J. F. Georgin, L. Briançon, E. Antoinet

Abstract:

Wind turbine gravity foundations are designed to resist overturning failure through gravitational forces resulting from their masses. Owing to the relatively high volume of the cementitious material present, the foundations tend to suffer thermal strains and internal cracking due to high temperatures and temperature gradients depending on factors such as geometry, mix design and level of restraint. This is a result of a fully coupled mechanism commonly known as THMC (Thermo- Hygro - Mechanical - Chemical) coupling whose kinetics peak during the early age of concrete. The focus of this paper is therefore to present and offer a discussion on the temperature and humidity evolutions occurring in mass pours such as wind turbine gravity foundations based on sensor results obtained from the monitoring of an actual wind turbine foundation. To offer prediction of the evolutions, the formulation of a 3D Thermal-Hydro-Chemical (THC) model that is mainly derived from classical fundamental physical laws is also presented and discussed. The THC model can be mathematically fully coupled in Finite Element analyses. In the current study, COMSOL Multi-physics software was used to simulate the 3D THC coupling that occurred in the monitored wind turbine foundation to predict the temperature evolution at five different points within the foundation from time of casting.

Keywords: Early age behavior, reinforced concrete, THC 3D models, wind turbines.

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63 Development and in vitro Characterization of Self-nanoemulsifying Drug Delivery Systems of Valsartan

Authors: P. S. Rajinikanth, Yeoh Suyu, Sanjay Garg

Abstract:

The present study is aim to prepare and evaluate the selfnanoemulsifying drug delivery (SNEDDS) system of a poorly water soluble drug valsartan in order to achieve a better dissolution rate which would further help in enhancing oral bioavailability. The present research work describes a SNEDDS of valsartan using labrafil M 1944 CS, Tween 80 and Transcutol HP. The pseudoternary phase diagrams with presence and absence of drug were plotted to check for the emulsification range and also to evaluate the effect of valsartan on the emulsification behavior of the phases. The mixtures consisting of oil (labrafil M 1944 CS) with surfactant (tween 80), co-surfactant (Transcutol HP) were found to be optimum formulations. Prepared formulations were evaluated for its particle size distribution, nanoemulsifying properties, robustness to dilution, self emulsication time, turbidity measurement, drug content and invitro dissolution. The optimized formulations are further evaluated for heating cooling cycle, centrifugation studies, freeze thaw cycling, particle size distribution and zeta potential were carried out to confirm the stability of the formed SNEDDS formulations. The prepared formulation revealed t a significant improvement in terms of the drug solubility as compared with marketed tablet and pure drug.

Keywords: Self Emulsifying Drug Delivery System, Valsartan, Bioavailability, poorly soluble drug.

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62 Analysis of a Self-Acting Air Journal Bearing: Effect of Dynamic Deformation of Bump Foil

Authors: H. Bensouilah, H. Boucherit, M. Lahmar

Abstract:

A theoretical investigation on the effects of both steady-state and dynamic deformations of the foils on the dynamic performance characteristics of a self-acting air foil journal bearing operating under small harmonic vibrations is proposed. To take into account the dynamic deformations of foils, the perturbation method is used for determining the gas-film stiffness and damping coefficients for given values of excitation frequency, compressibility number, and compliance factor of the bump foil. The nonlinear stationary Reynolds’ equation is solved by means of the Galerkins’ finite element formulation while the finite differences method are used to solve the first order complex dynamic equations resulting from the perturbation of the nonlinear transient compressible Reynolds’ equation. The stiffness of a bump is uniformly distributed throughout the bearing surface (generation I bearing). It was found that the dynamic properties of the compliant finite length journal bearing are significantly affected by the compliance of foils especially whenthe dynamic deformation of foils is considered in addition to the static one by applying the principle of superposition.

Keywords: Elasto-aerodynamic lubrication, Air foil bearing, Steady-state deformation, Dynamic deformation, Stiffness and damping coefficients, Perturbation method, Fluid-structure interaction, Galerk infinite element method, Finite difference method.

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61 Markov Game Controller Design Algorithms

Authors: Rajneesh Sharma, M. Gopal

Abstract:

Markov games are a generalization of Markov decision process to a multi-agent setting. Two-player zero-sum Markov game framework offers an effective platform for designing robust controllers. This paper presents two novel controller design algorithms that use ideas from game-theory literature to produce reliable controllers that are able to maintain performance in presence of noise and parameter variations. A more widely used approach for controller design is the H∞ optimal control, which suffers from high computational demand and at times, may be infeasible. Our approach generates an optimal control policy for the agent (controller) via a simple Linear Program enabling the controller to learn about the unknown environment. The controller is facing an unknown environment, and in our formulation this environment corresponds to the behavior rules of the noise modeled as the opponent. Proposed controller architectures attempt to improve controller reliability by a gradual mixing of algorithmic approaches drawn from the game theory literature and the Minimax-Q Markov game solution approach, in a reinforcement-learning framework. We test the proposed algorithms on a simulated Inverted Pendulum Swing-up task and compare its performance against standard Q learning.

Keywords: Reinforcement learning, Markov Decision Process, Matrix Games, Markov Games, Smooth Fictitious play, Controller, Inverted Pendulum.

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60 A Causal Model for Environmental Design of Residential Community for Elderly Well-Being in Thailand

Authors: Porntip Ruengtam

Abstract:

This article is an extension of previous research presenting the relevant factors related to environmental perceptions, residential community, and the design of a healing environment, which have effects on the well-being and requirements of Thai elderly. Research methodology began with observations and interviews in three case studies in terms of the management processes and environment design of similar existing projects in Thailand. The interview results were taken to summarize with related theories and literature. A questionnaire survey was designed for data collection to confirm the factors of requirements in a residential community intended for the Thai elderly. A structural equation model (SEM) was formulated to explain the cause-effect factors for the requirements of a residential community for Thai elderly. The research revealed that the requirements of a residential community for Thai elderly were classified into three groups when utilizing a technique for exploratory factor analysis. The factors were comprised of (1) requirements for general facilities and activities, (2) requirements for facilities related to health and security, and (3) requirements for facilities related to physical exercise in the residential community. The results from the SEM showed the background of elderly people had a direct effect on their requirements for a residential community from various aspects. The results should lead to the formulation of policies for design and management of residential communities for the elderly in order to enhance quality of life as well as both the physical and mental health of the Thai elderly.

Keywords: Elderly, environmental design, residential community, structural equation modeling.

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59 Application of GA Optimization in Analysis of Variable Stiffness Composites

Authors: Nasim Fallahi, Erasmo Carrera, Alfonso Pagani

Abstract:

Variable angle tow describes the fibres which are curvilinearly steered in a composite lamina. Significantly, stiffness tailoring freedom of VAT composite laminate can be enlarged and enabled. Composite structures with curvilinear fibres have been shown to improve the buckling load carrying capability in contrast with the straight laminate composites. However, the optimal design and analysis of VAT are faced with high computational efforts due to the increasing number of variables. In this article, an efficient optimum solution has been used in combination with 1D Carrera’s Unified Formulation (CUF) to investigate the optimum fibre orientation angles for buckling analysis. The particular emphasis is on the LE-based CUF models, which provide a Lagrange Expansions to address a layerwise description of the problem unknowns. The first critical buckling load has been considered under simply supported boundary conditions. Special attention is lead to the sensitivity of buckling load corresponding to the fibre orientation angle in comparison with the results which obtain through the Genetic Algorithm (GA) optimization frame and then Artificial Neural Network (ANN) is applied to investigate the accuracy of the optimized model. As a result, numerical CUF approach with an optimal solution demonstrates the robustness and computational efficiency of proposed optimum methodology.

Keywords: Beam structures, layerwise, optimization, variable angle tow, neural network

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58 MHD Boundary Layer Flow of a Nanofluid Past a Wedge Shaped Wick in Heat Pipe

Authors: Ziya Uddin

Abstract:

This paper deals with the theoretical and numerical investigation of magneto hydrodynamic boundary layer flow of a nanofluid past a wedge shaped wick in heat pipe used for the cooling of electronic components and different type of machines. To incorporate the effect of nanoparticle diameter, concentration of nanoparticles in the pure fluid, nanothermal layer formed around the nanoparticle and Brownian motion of nanoparticles etc., appropriate models are used for the effective thermal and physical properties of nanofluids. To model the rotation of nanoparticles inside the base fluid, microfluidics theory is used. In this investigation ethylene glycol (EG) based nanofluids, are taken into account. The non-linear equations governing the flow and heat transfer are solved by using a very effective particle swarm optimization technique along with Runge-Kutta method. The values of heat transfer coefficient are found for different parameters involved in the formulation viz. nanoparticle concentration, nanoparticle size, magnetic field and wedge angle etc. It is found that, the wedge angle, presence of magnetic field, nanoparticle size and nanoparticle concentration etc. have prominent effects on fluid flow and heat transfer characteristics for the considered configuration.

Keywords: Heat transfer, Heat pipe, numerical modeling, nanofluid applications, particle swarm optimization, wedge shaped wick.

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57 Gluten-Free Cookies Enriched with Blueberry Pomace: Optimization of Baking Process

Authors: Aleksandra Mišan, Bojana Šarić, Nataša Nedeljković, Mladenka Pestorić, Pavle Jovanov, Milica Pojić, Jelena Tomić, Bojana Filipčev, Miroslav Hadnađev, Anamarija Mandić

Abstract:

With the aim of improving nutritional profile and antioxidant capacity of gluten-free cookies, blueberry pomace, by-product of juice production, was processed into a new food ingredient by drying and grinding and used for a gluten-free cookie formulation. Since the quality of a baked product is highly influenced by the baking conditions, the objective of this work was to optimize the baking time and thickness of dough pieces, by applying Response Surface Methodology (RSM) in order to obtain the best technological quality of the cookies. The experiments were carried out according to a Central Composite Design (CCD) by selecting the dough thickness and baking time as independent variables, while hardness, color parameters (L*, a* and b* values), water activity, diameter and short/long ratio were response variables. According to the results of RSM analysis, the baking time of 13.74min and dough thickness of 4.08mm was found to be the optimal for the baking temperature of 170°C. As similar optimal parameters were obtained by previously conducted experiment based on sensory analysis, response surface methodology (RSM) can be considered as a suitable approach to optimize the baking process.

Keywords: Baking process, blueberry pomace, gluten-free cookies, Response Surface Methodology.

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56 A New Composition Method of Admissible Support Vector Kernel Based on Reproducing Kernel

Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang

Abstract:

Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.

Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression

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55 Controlled Release of Glucosamine from Pluronic-Based Hydrogels for the Treatment of Osteoarthritis

Authors: Papon Thamvasupong, Kwanchanok Viravaidya-Pasuwat

Abstract:

Osteoarthritis affects a lot of people worldwide. Local injection of glucosamine is one of the alternative treatment methods to replenish the natural lubrication of cartilage. However, multiple injections can potentially lead to possible bacterial infection. Therefore, a drug delivery system is desired to reduce the frequencies of injections. A hydrogel is one of the delivery systems that can control the release of drugs. Thermo-reversible hydrogels can be beneficial to the drug delivery system especially in the local injection route because this formulation can change from liquid to gel after getting into human body. Once the gel is in the body, it will slowly release the drug in a controlled manner. In this study, various formulations of Pluronic-based hydrogels were synthesized for the controlled release of glucosamine. One of the challenges of the Pluronic controlled release system is its fast dissolution rate. To overcome this problem, alginate and calcium sulfate (CaSO4) were added to the polymer solution. The characteristics of the hydrogels were investigated including the gelation temperature, gelation time, hydrogel dissolution and glucosamine release mechanism. Finally, a mathematical model of glucosamine release from Pluronic-alginate-hyaluronic acid hydrogel was developed. Our results have shown that crosslinking Pluronic gel with alginate did not significantly extend the dissolution rate of the gel. Moreover, the gel dissolution profiles and the glucosamine release mechanisms were best described using the zeroth-order kinetic model, indicating that the release of glucosamine was primarily governed by the gel dissolution.

Keywords: Controlled release, drug delivery system, glucosamine, Pluronic® F-127, thermoreversible hydrogel.

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54 Multi-Modal Film Boiling Simulations on Adaptive Octree Grids

Authors: M. Wasy Akhtar

Abstract:

Multi-modal film boiling simulations are carried out on adaptive octree grids. The liquid-vapor interface is captured using the volume-of-fluid framework adjusted to account for exchanges of mass, momentum, and energy across the interface. Surface tension effects are included using a volumetric source term in the momentum equations. The phase change calculations are conducted based on the exact location and orientation of the interface; however, the source terms are calculated using the mixture variables to be consistent with the one field formulation used to represent the entire fluid domain. The numerical model on octree representation of the computational grid is first verified using test cases including advection tests in severely deforming velocity fields, gravity-based instabilities and bubble growth in uniformly superheated liquid under zero gravity. The model is then used to simulate both single and multi-modal film boiling simulations. The octree grid is dynamically adapted in order to maintain the highest grid resolution on the instability fronts using markers of interface location, volume fraction, and thermal gradients. The method thus provides an efficient platform to simulate fluid instabilities with or without phase change in the presence of body forces like gravity or shear layer instabilities.

Keywords: Boiling flows, dynamic octree grids, heat transfer, interface capturing, phase change.

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53 A Shape Optimization Method in Viscous Flow Using Acoustic Velocity and Four-step Explicit Scheme

Authors: Yoichi Hikino, Mutsuto Kawahara

Abstract:

The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be transformed into the minimization problem without constraint conditions by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimization technique, the Galerkin finite element method is used as a spatial discretization and the four-step explicit scheme is used as a temporal discretization to solve the state equation and the adjoint equation. As the interpolation, the orthogonal basis bubble function for velocity and the linear function for pressure are employed. In case that the orthogonal basis bubble function is used, the mass matrix can be diagonalized without any artificial centralization. The shape optimization is performed by the presented method.

Keywords: Shape Optimization, Optimal Control Theory, Finite Element Method, Weighted Gradient Method, Fluid Force, Orthogonal Basis Bubble Function, Four-step Explicit Scheme, Acoustic Velocity.

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52 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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51 New Simultaneous High Performance Liquid Chromatographic Method for Determination of NSAIDs and Opioid Analgesics in Advanced Drug Delivery Systems and Human Plasma

Authors: Asad Ullah Madni, Mahmood Ahmad, Naveed Akhtar, Muhammad Usman

Abstract:

A new and cost effective RP-HPLC method was developed and validated for simultaneous analysis of non steroidal anti inflammatory dugs Diclofenac sodium (DFS), Flurbiprofen (FLP) and an opioid analgesic Tramadol (TMD) in advanced drug delivery systems (Liposome and Microcapsules), marketed brands and human plasma. Isocratic system was employed for the flow of mobile phase consisting of 10 mM sodium dihydrogen phosphate buffer and acetonitrile in molar ratio of 67: 33 with adjusted pH of 3.2. The stationary phase was hypersil ODS column (C18, 250×4.6 mm i.d., 5 μm) with controlled temperature of 30 C°. DFS in liposomes, microcapsules and marketed drug products was determined in range of 99.76-99.84%. FLP and TMD in microcapsules and brands formulation were 99.78 - 99.94 % and 99.80 - 99.82 %, respectively. Single step liquid-liquid extraction procedure using combination of acetonitrile and trichloroacetic acid (TCA) as protein precipitating agent was employed. The detection limits (at S/N ratio 3) of quality control solutions and plasma samples were 10, 20, and 20 ng/ml for DFS, FLP and TMD, respectively. The Assay was acceptable in linear dynamic range. All other validation parameters were found in limits of FDA and ICH method validation guidelines. The proposed method is sensitive, accurate and precise and could be applicable for routine analysis in pharmaceutical industry as well as in human plasma samples for bioequivalence and pharmacokinetics studies.

Keywords: Diclofenac Sodium, Flurbiprofen, Tramadol, HPLCUV detection, Validation.

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50 A Non-Linear Eddy Viscosity Model for Turbulent Natural Convection in Geophysical Flows

Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD.

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49 The Effects of Applying Wash and Green-A Syrups as Substitution of Sugar on Dough and Cake Properties

Authors: Banafsheh Aghamohammadi, Masoud Honarvar, Babak Ghiassi Tarzi

Abstract:

Usage of different components has been considered to improve the quality and nutritional properties of cakes in recent years. The effects of applying some sweeteners, instead of sugar, have been evaluated in cakes and many bread formulas up to now; but there has not been any research about the usage of by-products of sugar factories such as Wash and Green-A Syrups in cake formulas. In this research, the effects of substituting 25%, 50%, 75% and 100% of sugar with Wash and Green-A Syrups on some dough and cake properties, such as pH, viscosity, density, volume, weight loss, moisture, water activity, texture, staling, color and sensory evaluations, are studied. The results of these experiments showed that the pH values were not significantly different among any of the all cake batters and also most of the cake samples. Although differences among viscosity and specific gravity of all treatments were both significant and insignificant, these two parameters resulted in higher volume in all samples than the blank one. The differences in weight loss, moisture content and water activity of samples were insignificant. Evaluating of texture showed that the softness of most of samples is increased and the staling is decreased. Crumb color and sensory evaluations of samples were also affected by the replacement of sucrose with Wash and Green-A Syrups. According to the results, we can increase the shelf life and improve the quality and nutritional values of cake by using these kinds of syrups in the formulation.

Keywords: Cake, green-A syrup, quality tests, sensory evaluation, wash syrup.

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48 Vibration Characteristics of Functionally Graded Material Skew Plate in Thermal Environment

Authors: Gulshan Taj M. N. A., Anupam Chakrabarti, Vipul Prakash

Abstract:

In the present investigation, free vibration of functionally graded material (FGM) skew plates under thermal environment is studied. Kinematics equations are based on the Reddy’s higher order shear deformation theory and a nine noded isoparametric Lagrangian element is adopted to mesh the plate geometry. The issue of C1 continuity requirement related to the assumed displacement field has been circumvented effectively to develop C0 finite element formulation. Effective mechanical properties of the constituents of the plate are considered to be as position and temperature dependent and assumed to vary in the thickness direction according to a simple power law distribution. The displacement components of a rectangular plate are mapped into skew plate geometry by means of suitable transformation rule. One dimensional Fourier heat conduction equation is used to ascertain the temperature profile of the plate along thickness direction. Influence of different parameters such as volume fraction index, boundary condition, aspect ratio, thickness ratio and temperature field on frequency parameter of the FGM skew plate is demonstrated by performing various examples and the related findings are discussed briefly. New results are generated for vibration of the FGM skew plate under thermal environment, for the first time, which may be implemented in the future research involving similar kind of problems.

Keywords: Functionally graded material, finite element method, higher order shear deformation theory, skew plate, thermal vibration.

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47 Adaptive Kalman Filter for Noise Estimation and Identification with Bayesian Approach

Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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46 Conceptual Synthesis of Multi-Source Renewable Energy Based Microgrid

Authors: Bakari M. M. Mwinyiwiwa, Mighanda J. Manyahi, Nicodemu Gregory, Alex L. Kyaruzi

Abstract:

Microgrids are increasingly being considered to provide electricity for the expanding energy demand in the grid distribution network and grid isolated areas. However, the technical challenges associated with the operation and controls are immense. Management of dynamic power balances, power flow, and network voltage profiles imposes unique challenges in the context of microgrids. Stability of the microgrid during both grid-connected and islanded mode is considered as the major challenge during its operation. Traditional control methods have been employed are based on the assumption of linear loads. For instance the concept of PQ, voltage and frequency control through decoupled PQ are some of very useful when considering linear loads, but they fall short when considering nonlinear loads. The deficiency of traditional control methods of microgrid suggests that more research in the control of microgrids should be done. This research aims at introducing the dq technique concept into decoupled PQ for dynamic load demand control in inverter interfaced DG system operating as isolated LV microgrid. Decoupled PQ in exact mathematical formulation in dq frame is expected to accommodate all variations of the line parameters (resistance and inductance) and to relinquish forced relationship between the DG variables such as power, voltage and frequency in LV microgrids and allow for individual parameter control (frequency and line voltages). This concept is expected to address and achieve accurate control, improve microgrid stability and power quality at all load conditions.

Keywords: Decoupled PQ, microgrid, multisource, renewable energy, dq control.

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45 Determining Optimum Time Multiplier Setting of Overcurrent Relays Using Mixed Integer Linear Programming

Authors: P. N. Korde, P. P. Bedekar

Abstract:

The time coordination of overcurrent relays (OCR) in a power distribution network is of great importance, as it reduces the power outages by avoiding the mal-operation of the backup relays. For this, the optimum value of the time multiplier setting (TMS) of OCRs should be chosen. The problem of determining the optimum value of TMS of OCRs in power distribution networks is formulated as a constrained optimization problem. The objective is to find the optimum value of TMS of OCRs to minimize the time of operation of relays under the constraint of maintaining the coordination of relays. A power distribution network can have a combination of numerical and electromechanical relays. The TMS of numerical relays can be set to any real value (which satisfies the constraints of the problem), whereas the TMS of electromechanical relays can be set in fixed step (0 to 1 in steps of 0.05). The main contribution of this paper is a formulation of the problem as a mixed-integer linear programming (MILP) problem and application of Gomory's cutting plane method to find the optimum value of TMS of OCRs. The TMS of electromechanical relays are taken as integers in the range 1 to 20 in the step of 1, and these values are mapped to 0.05 to 1 in the step of 0.05. The results obtained are compared with those obtained using a simplex method and its variants. It has been shown that the mixed-integer linear programming method outperforms the simplex method (and its variants) in the case of a system having a combination of numerical and electromechanical relays.

Keywords: Backup protection, constrained optimization, Gomory's cutting plane method, mixed-integer linear programming, overcurrent relay coordination, simplex method.

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44 Effect of Sodium Hydroxide Treatment on the Mechanical Properties of Crushed and Uncrushed Luffa cylindrica Fibre Reinforced rLDPE Composites

Authors: Paschal A. Ubi, Salawu Abdul Rahman Asipita

Abstract:

Sustainability and eco-friendly requirement of engineering materials are sort for in recent times, thus giving rise to the development of bio-composites. However, the natural fibres to matrix interface interactions remain a key issue in getting the desired mechanical properties from such composites. Treatment of natural fibres is essential in improving matrix to filler adhesion, hence improving its mechanical properties. In this study, investigations were carried out to determine the effect of sodium hydroxide treatment on the tensile, flexural, impact and hardness properties of crushed and uncrushed Luffa cylindrica fibre reinforced recycled low density polyethylene composites. The LC (Luffa cylindrica) fibres were treated with 0%, 2%, 4%, 6%, 8% and 10% wt. sodium hydroxide (NaOH) concentrations for a period of 24 hours under room temperature conditions. A formulation ratio of 80/20 g (matrix to reinforcement) was maintained for all developed samples. Analysis of the results showed that the uncrushed luffa fibre samples gave better mechanical properties compared with the crushed luffa fibre samples. The uncrushed luffa fibre composites had a maximum tensile and flexural strength of 7.65 MPa and 17.08 Mpa respectively corresponding to a young modulus and flexural modulus of 21.08 MPa and 232.22 MPa for the 8% and 4% wt. NaOH concentration respectively. Results obtained in the research showed that NaOH treatment with the 8% NaOH concentration improved the mechanical properties of the LC fibre reinforced composites when compared with other NaOH treatment concentration values.

Keywords: Flexural strength, LC fibres, LC/rLDPE composite, Tensile strength.

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43 Case Study of the Roma Tomato Distribution Chain: A Dynamic Interface for an Agricultural Enterprise in Mexico

Authors: Ernesto A. Lagarda-Leyva, Manuel A. Valenzuela L., José G. Oshima C., Arnulfo A. Naranjo-Flores

Abstract:

From August to December of 2016, a diagnostic and strategic planning study was carried out on the supply chain of the company Agropecuaria GABO S.A. de C.V. The final product of the study was the development of the strategic plan and a project portfolio to meet the demands of the three links in the supply chain of the Roma tomato exported annually to the United States of America. In this project, the strategic objective of ensuring the proper handling of the product was selected and one of the goals associated with this was the employment of quantitative methods to support decision making. Considering the antecedents, the objective of this case study was to develop a model to analyze the behavioral dynamics in the distribution chain, from the logistics of storage and shipment of Roma tomato in 81-case pallets (11.5 kg per case), to the two pre-cooling rooms and eventual loading onto transports, seeking to reduce the bottleneck and the associated costs by means of a dynamic interface. The methodology used was that of system dynamics, considering four phases that were adapted to the purpose of the study: 1) the conceptualization phase; 2) the formulation phase; 3) the evaluation phase; and 4) the communication phase. The main practical conclusions lead to the possibility of reducing both the bottlenecks in the cooling rooms and the costs by simulating scenarios and modifying certain policies. Furthermore, the creation of the dynamic interface between the model and the stakeholders was achieved by generating interaction with buttons and simple instructions that allow making modifications and observing diverse behaviors.

Keywords: Agrilogistics, distribution, scenarios, system dynamics.

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42 A New Multi-Target, Multi-Agent Search-and-Rescue Path Planning Approach

Authors: Jean Berger, Nassirou Lo, Martin Noel

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Perfectly suited for natural or man-made emergency and disaster management situations such as flood, earthquakes, tornadoes, or tsunami, multi-target search path planning for a team of rescue agents is known to be computationally hard, and most techniques developed so far come short to successfully estimate optimality gap. A novel mixed-integer linear programming (MIP) formulation is proposed to optimally solve the multi-target multi-agent discrete search and rescue (SAR) path planning problem. Aimed at maximizing cumulative probability of successful target detection, it captures anticipated feedback information associated with possible observation outcomes resulting from projected path execution, while modeling agent discrete actions over all possible moving directions. Problem modeling further takes advantage of network representation to encompass decision variables, expedite compact constraint specification, and lead to substantial problem-solving speed-up. The proposed MIP approach uses CPLEX optimization machinery, efficiently computing near-optimal solutions for practical size problems, while giving a robust upper bound obtained from Lagrangean integrality constraint relaxation. Should eventually a target be positively detected during plan execution, a new problem instance would simply be reformulated from the current state, and then solved over the next decision cycle. A computational experiment shows the feasibility and the value of the proposed approach.

Keywords: Search path planning, search and rescue, multi-agent, mixed-integer linear programming, optimization.

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