Search results for: mechanical models.

Authors: Vu Ngoc Pi

Abstract:

In this paper, a study on the applications of the optimization and regression techniques for optimal calculation of partial ratios of helical gearboxes with second-step double gear-sets for minimal cross section dimension is introduced. From the condition of the moment equilibrium of a mechanic system including three gear units and their regular resistance condition, models for calculation of the partial ratios of helical gearboxes with second-step double gear-sets were given. Especially, by regression analysis, explicit models for calculation of the partial ratios are introduced. These models allow determining the partial ratios accurately and simply.

Keywords: Gearbox design, optimal design, helical gearbox, transmission ratio.

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Authors: Guojia Ma, Guoqiang Lin, Shuili Gong, Gang Sun, Dawang Wang

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A diamond-like carbon (DLC) based solid-lubricant film was designed and DLC films were successfully prepared using a microwave plasma enhanced magnetron sputtering deposition technology. Post-test characterizations including Raman spectrometry, X-ray diffraction, nano-indentation test, adhesion test, friction coefficient test were performed to study the influence of substrate bias voltage on the mechanical properties of the W- and S-doped DLC films. The results indicated that the W- and S-doped DLC films also had the typical structure of DLC films and a better mechanical performance achieved by the application of a substrate bias of -200V.

Keywords: Adhesive Strength, Coefficient of Friction, Substrate Bias, W- and S-doped DLC film

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Authors: Baeza S. Roberto

Abstract:

The knitted fabric suffers a deformation in its dimensions due to stretching and tension factors, transverse and longitudinal respectively, during the process in rectilinear knitting machines so it performs a dry relaxation shrinkage procedure and thermal action of prefixed to obtain stable conditions in the knitting. This paper presents a dry relaxation shrinkage prediction of Bordeaux fiber using a feed forward neural network and linear regression models. Six operational alternatives of shrinkage were predicted. A comparison of the results was performed finding neural network models with higher levels of explanation of the variability and prediction. The presence of different reposes is included. The models were obtained through a neural toolbox of Matlab and Minitab software with real data in a knitting company of Southern Guanajuato. The results allow predicting dry relaxation shrinkage of each alternative operation.

Keywords: Neural network, dry relaxation, knitting, linear regression.

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Authors: G. R. Boroun, R. Harami

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Using form factors of the proton and the neutron for different of Q2, bag radius of the proton and the neutron can be obtained based on bag models. Then using static bag radius, magnetic moments of the proton and the neutron can be obtained and compared with other results.

Keywords: MIT bag model, proton and neutron, magnetic moment.

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Authors: K. Krizova, R. Hela, S. Keprdova

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This paper introduces selected composition of conventional concretes and their resulting mechanical properties at different ages of concrete. With respect to utilization of mineral admixtures, fly ash and ground limestone agents were included in addition to pure Portland binder. The proposal of concrete composition remained constant in basic concrete components such as cement and representation of individual contents of aggregate fractions; weight dosing of admixtures and water dose were only modified. Water dose was chosen in order to achieve identical consistence by settlement for all proposals of concrete composition. Mechanical properties monitored include compression strength, static and dynamic modulus of concrete elasticity, at ages of 7, 28, 90, and 180 days.

Keywords: Cement, mineral admixtures, microstructure of concrete, mechanical properties.

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Authors: Avellino I. Mondlane, Karin Hansson, Oliver Popov

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This paper discusses the application of extreme events distribution taking the Limpopo River Basin at Xai-Xai station, in Mozambique, as a case analysis. We analyze the extreme value concepts, namely Gumbel, Fréchet, Weibull and Generalized Extreme Value Distributions and then extrapolate the original data to 1000, 5000 and 10000 figures for further simulations and we compare their outcomes based on these three main distributions.

Keywords: Catastrophes, extreme event, disasters, mathematical models, simulation.

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Authors: Olatunde I. Sekunowo, Stephen I. Durowaye, Oluwashina P. Gbenebor

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Copper being one of the major intrinsic residual impurities in steel possesses the tendency to induce severe microstructural distortions if not controlled within certain limits. Hence, this paper investigates the effect of this element on the mechanical properties of construction steel with a view to ascertain its safe limits for effective control. The experiment entails collection of statistically scheduled samples of hot rolled profiles with varied copper concentrations in the range of 0.12-0.39 wt. %. From these samples were prepared standard test specimens subjected to tensile, impact, hardness and microstructural analyses. Results show a rather huge compromise in mechanical properties as the specimens demonstrated 54.3%, 74.2% and 64.9% reduction in tensile strength, impact energy and hardness respectively as copper content increases from 0.12 wt. % to 0.39 wt. %. The steel’s abysmal performance is due to the severe distortion of the microstructure occasioned by the development of incoherent complex compounds which weaken the pearlite reinforcing phase. It is concluded that the presence of copper above 0.22 wt. % is deleterious to construction steel performance.

Keywords: Construction steel, mechanical properties, processing method, trace elements.

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Authors: Muhammad Shahid, Muhammad Mansoor

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Increasing demands of contemporary applications for high strength and lightweight materials prompted the development of metal-matrix composites (MMCs). After the discovery of carbon nanotubes (CNTs) in 1991 (revealing an excellent set of mechanical properties) became one of the most promising strengthening materials for MMC applications. Additionally, the relatively low density of the nanotubes imparted high specific strengths, making them perfect strengthening material to reinforce MMCs. In the present study, aluminum-multiwalled carbon nanotubes (Al-MWCNTs) composite was prepared in an air induction furnace. The dispersion of the nanotubes in molten aluminum was assisted by inherent string action of induction heating at 790°C. During the fabrication process, multifunctional fluxes were used to avoid oxidation of the nanotubes and molten aluminum. Subsequently, the melt was cast in to a copper mold and cold rolled to 0.5 mm thickness. During metallographic examination using a scanning electron microscope, it was observed that the nanotubes were effectively dispersed in the matrix. The mechanical properties of the composite were significantly increased as compared to pure aluminum specimen i.e. the yield strength from 65 to 115 MPa, the tensile strength from 82 to 125 MPa and hardness from 27 to 30 HV for pure aluminum and Al-CNTs composite, respectively. To recognize the associated strengthening mechanisms in the nanocomposites, three foremost strengthening models i.e. shear lag model, Orowan looping and Hall-Petch have been critically analyzed; experimental data were found to be closely satisfying the shear lag model.

Keywords: Carbon nanotubes, induction melting, nanocomposite, strengthening mechanism.

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Authors: Alireza BozorgianÏî Navid Majdi Nasab, Hassan Mirzazadeh

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In this paper, the effect of modified clay on the mechanical efficiency of epoxy resin is examined. Studies by X ray diffraction and microscopic transient electron method show that modified clay distribution in polymer area is intercalated kind. Examination the results of mechanical tests shows that existence of modified clay in epoxy area increases pressure yield strength, tension module and nano composite fracture toughness in relate of pure epoxy. By microscopic examinations it is recognized too that the action of toughness growth of this kind of nano composite is due to crack deflection, formation of new surfaces and fracture of clay piles.

Keywords: Nano clay, Epoxy, Toughness, Composite

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Authors: Mohamed S. Sasi, Adel M. Mlitan, Abdulfattah M. Alkherraz

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This research project aims to investigate difference in relative rates concerning phosphoryl transfer relevant to biological catalysis of DNA and RNA in the pH-independent reactions. Activated Models of DNA and RNA for alkyl-aryl phosphate diesters (with 4-nitrophenyl as a good leaving group) have successfully been prepared to gather kinetic parameters. Eyring plots for the pH– independent hydrolysis of 1 and 2 were established at different temperatures in the range 100–160 °C. These measurements have been used to provide a better estimate for the difference in relative rates between the reactivity of DNA and RNA cleavage. Eyring plot gave an extrapolated rate of kH2O = 1 × 10-10 s -1 for 1 (RNA model) and 2 (DNA model) at 25°C. Comparing the reactivity of RNA model and DNA model shows that the difference in relative rates in the pH-independent reactions is surprisingly very similar at 25°. This allows us to obtain chemical insights into how biological catalysts such as enzymes may have evolved to perform their current functions.

Keywords: DNA & RNA Models, Relative Rates, Reactivity.

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Authors: Khine Phyu, Aung Myint Aye

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This paper presents results of measurements campaign carried out at a carrier frequency of 24GHz with the help of TPLINK router in indoor line-of-sight (LOS) scenarios. Firstly, the radio wave propagation strategies are analyzed in some rooms with router of point to point Ad hoc network. Then floor attenuation is defined for 3 floors in experimental region. The free space model and dual slope models are modified by considering the influence of corridor conditions on each floor. Using these models, indoor signal attenuation can be estimated in modeling of indoor radio wave propagation. These results and modified models can also be used in planning the networks of future personal communications services.

Keywords: radio wave signal analyzing, LOS radio wavepropagation, indoor radio wave propagation, free space model, tworay model and indoor attenuation.

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Authors: Michael Tupý, Dagmar Měřínská, Alice Tesaříková-Svobodová, Christian Carrot, Caroline Pillon, Vít Petránek

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The mechanical properties of blends consisting of plasticized poly(vinyl butyral) (PVB) and plasticized poly(vinyl chloride) (PVC) are studied, in order to evaluate the possibility of using recycled PVB waste derived from windshields. PVC was plasticized with 38% of diisononyl phthalate (DINP), while PVB was plasticized with 28% of triethylene glycol, bis(2-ethylhexanoate) (3GO). The optimal process conditions for the PVB/PVC blend in 1:1 ratio were determined. Entropy was used in order to theoretically predict the blends miscibility. The PVB content of each blend composition used was ranging from zero to 100%. Tensile strength and strain were tested. In addition, a comparison between recycled and original PVB, used as constituents of the blend, was performed.

Keywords: Poly(vinyl butyral), poly(vinyl chloride), windshield, polymer waste, mechanical properties.

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Authors: Costin Pribeanu

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The model-based approach to user interface design relies on developing separate models that are capturing various aspects about users, tasks, application domain, presentation and dialog representations. This paper presents a task modeling approach for user interface design and aims at exploring the mappings between task, domain and presentation models. The basic idea of our approach is to identify typical configurations in task and domain models and to investigate how they relate each other. A special emphasis is put on application-specific functions and mappings between domain objects and operational task structures. In this respect, we will distinguish between three layers in the task decomposition: a functional layer, a planning layer, and an operational layer.

Keywords: task modeling, user interface design, unit tasks, basic tasks, operational task model

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Authors: M. A. S. Fahim, J. Sužiedelytė Visockienė

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With the growing concern over air pollution (AP), it is clear that this has gained more prominence than ever before. The level of consciousness has increased and a sense of knowledge now has to be forwarded as a duty by those enlightened enough to disseminate it to others. This realization often comes after an understanding of how poor air quality indices (AQI) damage human health. The study focuses on assessing air pollution prediction models specifically for Lithuania, addressing a substantial need for empirical research within the region. Concentrating on Vilnius, it specifically examines particulate matter concentrations 10 micrometers or less in diameter (PM10). Utilizing Gaussian Process Regression (GPR) and Regression Tree Ensemble, and Regression Tree methodologies, predictive forecasting models are validated and tested using hourly data from January 2020 to December 2022. The study explores the classification of AP data into anthropogenic and natural sources, the impact of AP on human health, and its connection to cardiovascular diseases. The study revealed varying levels of accuracy among the models, with GPR achieving the highest accuracy, indicated by an RMSE of 4.14 in validation and 3.89 in testing.

Keywords: Air pollution, anthropogenic and natural sources, machine learning, Gaussian process regression, tree ensemble, forecasting models, particulate matter.

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Authors: A. Buasri, N. Chaiyut, K. Borvornchettanuwat, N. Chantanachai, K. Thonglor

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Inorganic nanoparticles filled polymer composites have extended their multiple functionalities to various applications, including mechanical reinforcement, gas barrier, dimensional stability, heat distortion temperature, flame-retardant, and thermal conductivity. Sodium stearate-modified calcium carbonate (CaCO3) nanoparticles were prepared using surface modification method. The results showed that sodium stearate attached to the surface of CaCO3 nanoparticles with the chemical bond. The effect of modified CaCO3 nanoparticles on thermal properties of polypropylene (PP) was studied by means of differential scanning calorimetry (DSC) and Thermogravimetric analysis (TGA). It was found that CaCO3 significantly affected the crystallization temperature and crystallization degree of PP. Effect of the modified CaCO3 content on mechanical properties of PP/CaCO3 nanocomposites was also studied. The results showed that the modified CaCO3 can effectively improve the mechanical properties of PP. In comparison with PP, the impact strength of PP/CaCO3 nanocomposites increased by about 65% and the hardness increased by about 5%.

Keywords: Polypropylene Nanocomposites, Modified Calcium Carbonate, Sodium Stearate, Surface Treatment

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Authors: M. O. Oke, T. S. Workneh

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Drying behavior of blanched sweet potato in a cabinet dryer using different five air temperatures (40-80°C) and ten sweet potato varieties sliced to 5mm thickness were investigated. The drying data were fitted to eight models. The Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data obtained during the drying of all the varieties while Newton (Lewis) and Wang and Singh models gave the least fit. The values of Deff obtained for Bophelo variety (1.27 x 10-9 to 1.77 x 10-9 m2/s) was the least while that of S191 (1.93 x 10-9 to 2.47 x 10-9 m2/s) was the highest which indicates that moisture diffusivity in sweet potato is affected by the genetic factor. Activation energy values ranged from 0.27-6.54 kJ/mol. The lower activation energy indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method. The drying behavior of blanched sweet potato was investigated in a cabinet dryer. Drying time decreased considerably with increase in hot air temperature. Out of the eight models fitted, the Modified Henderson and Pabis model gave the best fit to the experimental moisture ratio data on all the varieties while Newton, Wang and Singh models gave the least. The lower activation energy (0.27 - 6.54 kJ/mol) obtained indicates that drying of sweet potato slices requires less energy and is hence a cost and energy saving method.

Keywords: Sweet Potato Slice, Drying Models, Moisture Ratio, Moisture Diffusivity, Activation Energy.

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Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos

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This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.

Keywords: Metaphor detection, deep learning, representation learning, embeddings.

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Authors: Iliana Marinova, Valentin Mateev

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For investigations of electromagnetic field distributions in biological structures by Finite Element Method (FEM), a method for automatic 3D model building of human anatomical objects is developed. Models are made by meshed structures and specific electromagnetic material properties for each tissue type. Mesh is built according to specific FEM criteria for achieving good solution accuracy. Several FEM models of anatomical objects are built. Formulation using magnetic vector potential and scalar electric potential (A-V, A) is used for modeling of electromagnetic fields in human tissue objects. The developed models are suitable for investigations of electromagnetic field distributions in human tissues exposed in external fields during magnetic stimulation, defibrillation, impedance tomography etc.

Keywords: electromagnetic field, finite element method, humantissue.

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Authors: Eun Mi Ryu, Ah Young An, Ji Yeon Kang, Yeong Soo Shin, Hee Sun Kim

Abstract:

When high strength reinforced concrete is exposed to high temperature due to a fire, deteriorations occur such as loss in strength and elastic modulus, cracking and spalling of the concrete. Therefore, it is important to understand risk of structural safety in building structures by studying structural behaviors and rehabilitation of fire damaged high strength concrete structures. This paper aims at investigating rehabilitation effect on fire damaged high strength concrete beams using experimental and analytical methods. In the experiments, flexural specimens with high strength concrete are exposed to high temperatures according to ISO 834 standard time temperature curve. From four-point loading test, results show that maximum loads of the rehabilitated beams are similar to or higher than those of the non-fire damaged RC beam. In addition, structural analyses are performed using ABAQUS 6.10-3 with same conditions as experiments to provide accurate predictions on structural and mechanical behaviors of rehabilitated RC beams. The parameters are the fire cover thickness and strengths of repairing mortar. Analytical results show good rehabilitation effects, when the results predicted from the rehabilitated models are compared to structural behaviors of the non-damaged RC beams. In this study, fire damaged high strength concrete beams are rehabilitated using polymeric cement mortar. The predictions from the finite element (FE) models show good agreements with the experimental results and the modeling approaches can be used to investigate applicability of various rehabilitation methods for further study.

Keywords: Fire, High strength concrete, Rehabilitation, Reinforced concrete beam.

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Authors: M. Li, V. D. Thi, M. Khelifa, M. El Ganaoui

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This study presents an overview of the work carried out by the use of wood waste as coarse aggregate in mortar. The paper describes experimental and numerical investigations carried on pervious concrete made of wood chips and also sheds lights on the mechanical properties of this new product. The properties of pervious wood-concrete such as strength, elastic modulus, and failure modes are compared and evaluated. The characterization procedure of the mechanical properties of wood waste ash are presented and discussed. The numerical and tested load–deflection response results are compared. It was observed that the numerical results are in good agreement with the experimental results.

Keywords: Wood waste ash, characterization, mechanical properties, finite element analysis, flexural behavior, bending tests.

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Authors: S. I. Durowaye, O. P. Gbenebor, B. O. Bolasodun, I. O. Rufai, V. O. Durowaye

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Particles are the most common and cheapest reinforcement producing discontinuous reinforced composites with isotropic properties. Conventional fabrication methods can be used to produce a wide range of product forms, making them relatively inexpensive. Optimising composite development must include consideration of all the fundamental aspect of particles including their size, shape, volume fraction, distribution and mechanical properties. Research has shown that the challenges of low fracture toughness, poor crack growth resistance and low thermal stability can be overcome by reinforcement with particles. The unique properties exhibited by micro particles reinforced ceramic composites have made them to be highly attractive in a vast array of applications.

Keywords: Ceramic composites, Mechanical properties, Microparticles, Thermal stability.

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Authors: Olesia Mikhailova, Pavel Rovnaník

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In the present work, metakaolin-based geopolymer including different polymer admixtures was studied. Different types of commercial polymer admixtures VINNAPAS^® and polyethylene glycol of different relative molecular weight were used as polymer admixtures. The main objective of this work is to investigate the influence of different types of admixtures on the properties of metakaolin-based geopolymer mortars considering their different dosage. Mechanical properties, such as flexural and compressive strength were experimentally determined. Also, study of the microstructure of selected specimens by using a scanning electron microscope was performed. The results showed that the specimen with addition of 1.5% of VINNAPAS^® 7016 F and 10% of polyethylene glycol 400 achieved maximum mechanical properties.

Keywords: Metakaolin, geopolymer, polymer admixtures, mechanical properties, microstructure.

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Authors: A. Rouili

Abstract:

In the present paper the results of a numerical study are presented, numerical models were developed to simulate the behaviour of vertical massive dikes. The proposed models were developed according to the geometry, boundary conditions, loading conditions and initial conditions of a physical model taken as reference. The results obtained were compared to the experimental data. As far as the overall behaviour, the displacements and the failure mechanisms of the dikes is concerned, the numerical results were in good agreement with the experimental results, which clearly indicates a good quality of numerical modelling. The validated numerical models were used in a parametric study were the displacements and failure mechanisms were fully investigated. Out of the results obtained, some conclusions and recommendations related to the design of massive dikes are proposed.

Keywords: Water conservation, dikes, risk assessment and numerical modelling.

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Authors: Donglan Zha, Jiansong Si

Abstract:

Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.

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Authors: Adarsh Venkataraman Ganesan, Sundaram Swaminathan, Rama Jayaraj

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Human middle-ear is the key component of the auditory system. Its function is to transfer the sound waves through the ear canal to provide sufficient stimulus to the fluids of the inner ear. Degradation of the ossicles that transmit these sound waves from the eardrum to the inner ear leads to hearing loss. This problem can be overcome by replacing one or more of these ossicles by middleear prosthesis. Designing such prosthesis requires a comprehensive knowledge of the biomechanics of the middle-ear. There are many finite element modeling approaches developed to understand the biomechanics of the middle ear. The available models in the literature, involve high computation time. In this paper, we propose a simplified model which provides a reasonably accurate result with much less computational time. Simulation results indicate a maximum sound pressure gain of 10 dB at 5500 Hz.

Keywords: Ear, Ossicles, COMSOL, Stapes.

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Authors: Amir Atrian, Javad Jafari Fesharaki, Gh. Hossein Majzoobi, Mahsa Sheidaee

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The analytical solution of functionally graded piezoelectric hollow cylinder which is under radial electric potential and non-axisymmetric thermo-mechanical loads, are presented in this paper. Using complex Fourier series and estimation of power law for variations of material characterizations through the thickness, the electro thermo mechanical behavior of the FGPM cylinder is obtained. The stress and displacement distributions and the effect of electric potential field on the cylinder behavior are also presented and some applicable results are offered at the end of the paper.

Keywords: Analytical, FGM, Fourier series, Non-axisymmetric, Piezoelectric, Thermo-elasticity

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Authors: Mingren Shi, Michael Renton

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There is a world-wide need for the development of sustainable management strategies to control pest infestation and the development of phosphine (PH3) resistance in lesser grain borer (Rhyzopertha dominica). Computer simulation models can provide a relatively fast, safe and inexpensive way to weigh the merits of various management options. However, the usefulness of simulation models relies on the accurate estimation of important model parameters, such as mortality. Concentration and time of exposure are both important in determining mortality in response to a toxic agent. Recent research indicated the existence of two resistance phenotypes in R. dominica in Australia, weak and strong, and revealed that the presence of resistance alleles at two loci confers strong resistance, thus motivating the construction of a two-locus model of resistance. Experimental data sets on purified pest strains, each corresponding to a single genotype of our two-locus model, were also available. Hence it became possible to explicitly include mortalities of the different genotypes in the model. In this paper we described how we used two generalized linear models (GLM), probit and logistic models, to fit the available experimental data sets. We used a direct algebraic approach generalized inverse matrix technique, rather than the traditional maximum likelihood estimation, to estimate the model parameters. The results show that both probit and logistic models fit the data sets well but the former is much better in terms of small least squares (numerical) errors. Meanwhile, the generalized inverse matrix technique achieved similar accuracy results to those from the maximum likelihood estimation, but is less time consuming and computationally demanding.

Keywords: mortality estimation, probit models, logistic model, generalized inverse matrix approach, pest control simulation

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Authors: Salma Siddika, Fayeka Mansura, Mahbub Hasan

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The term hybrid composite refers to the composite containing more than one type of fiber material as reinforcing fillers. It has become attractive structural material due to the ability of providing better combination of properties with respect to single fiber containing composite. The eco-friendly nature as well as processing advantage, light weight and low cost have enhanced the attraction and interest of natural fiber reinforced composite. The objective of present research is to study the mechanical properties of jute-coir fiber reinforced hybrid polypropylene (PP) composite according to filler loading variation. In the present work composites were manufactured by using hot press machine at four levels of fiber loading (5, 10, 15 and 20 wt %). Jute and coir fibers were utilized at a ratio of (1:1) during composite manufacturing. Tensile, flexural, impact and hardness tests were conducted for mechanical characterization. Tensile test of composite showed a decreasing trend of tensile strength and increasing trend of the Young-s modulus with increasing fiber content. During flexural, impact and hardness tests, the flexural strength, flexural modulus, impact strength and hardness were found to be increased with increasing fiber loading. Based on the fiber loading used in this study, 20% fiber reinforced composite resulted the best set of mechanical properties.

Keywords: Mechanical Properties; Coir, Jute, Polypropylene, Hybrid Composite.

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Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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Authors: Jamuna Konda, Umamaheswara Reddy Karumuri, Sriramya Muthugi, Varun Pishati, Ravi Shakya,

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This paper investigates the challenges involved in mathematical modeling of plant simulation models ensuring the performance of the plant models much closer to the real time physical model. The paper includes the analysis performed and investigation on different methods of modeling, design and development for plant model. Issues which impact the design time, model accuracy as real time model, tool dependence are analyzed. The real time hardware plant would be a combination of multiple physical models. It is more challenging to test the complete system with all possible test scenarios. There are possibilities of failure or damage of the system due to any unwanted test execution on real time.

Keywords: Model Based Design, MATLAB, Simulink, Stateflow, plant model, real time model, real-time workshop, target language compiler.

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