Search results for: Differential Quadrature Method
8146 Explicit Solution of an Investment Plan for a DC Pension Scheme with Voluntary Contributions and Return Clause under Logarithm Utility
Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase
Abstract:
The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.
Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2088145 Experimenting with Error Performance of Systems Employing Pulse Shaping Filters on a Software-Defined-Radio Platform
Authors: Chia-Yu Yao
Abstract:
This paper presents experimental results on testing the symbol-error-rate (SER) performance of quadrature amplitude modulation (QAM) systems employing symmetric pulse-shaping square-root (SR) filters designed by minimizing the roughness function and by minimizing the peak-to-average power ratio (PAR). The device used in the experiments is the 'bladeRF' software-defined-radio platform. PAR is a well-known measurement, whereas the roughness function is a concept for measuring the jitter-induced interference. The experimental results show that the system employing minimum-roughness pulse-shaping SR filters outperforms the system employing minimum-PAR pulse-shaping SR filters in the sense of SER performance.Keywords: Pulse-shaping filters, jitter, inter-symbol interference, symmetric FIR filters, QAM
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11788144 Effects of Thermal Radiation on Mixed Convection in a MHD Nanofluid Flow over a Stretching Sheet Using a Spectral Relaxation Method
Authors: Nageeb A. H. Haroun, Sabyasachi Mondal, Precious Sibanda
Abstract:
The effects of thermal radiation, Soret and Dufour parameters on mixed convection and nanofluid flow over a stretching sheet in the presence of a magnetic field are investigated. The flow is subject to temperature dependent viscosity and a chemical reaction parameter. It is assumed that the nanoparticle volume fraction at the wall may be actively controlled. The physical problem is modelled using systems of nonlinear differential equations which have been solved numerically using a spectral relaxation method. In addition to the discussion on heat and mass transfer processes, the velocity, nanoparticles volume fraction profiles as well as the skin friction coefficient are determined for different important physical parameters. A comparison of current findings with previously published results for some special cases of the problem shows an excellent agreement.Keywords: Non-isothermal wedge, thermal radiation, nanofluid, magnetic field, Soret and Dufour effects.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12718143 Weighted Harmonic Arnoldi Method for Large Interior Eigenproblems
Authors: Zhengsheng Wang, Jing Qi, Chuntao Liu, Yuanjun Li
Abstract:
The harmonic Arnoldi method can be used to find interior eigenpairs of large matrices. However, it has been shown that this method may converge erratically and even may fail to do so. In this paper, we present a new method for computing interior eigenpairs of large nonsymmetric matrices, which is called weighted harmonic Arnoldi method. The implementation of the method has been tested by numerical examples, the results show that the method converges fast and works with high accuracy.
Keywords: Harmonic Arnoldi method, weighted harmonic Arnoldi method, eigenpair, interior eigenproblem, non symmetric matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15498142 Dissipation of Higher Mode using Numerical Integration Algorithm in Dynamic Analysis
Authors: Jin Sup Kim, Woo Young Jung, Minho Kwon
Abstract:
In general dynamic analyses, lower mode response is of interest, however the higher modes of spatially discretized equations generally do not represent the real behavior and not affects to global response much. Some implicit algorithms, therefore, are introduced to filter out the high-frequency modes using intended numerical error. The objective of this study is to introduce the P-method and PC α-method to compare that with dissipation method and Newmark method through the stability analysis and numerical example. PC α-method gives more accuracy than other methods because it based on the α-method inherits the superior properties of the implicit α-method. In finite element analysis, the PC α-method is more useful than other methods because it is the explicit scheme and it achieves the second order accuracy and numerical damping simultaneously.Keywords: Dynamic, α-Method, P-Method, PC α-Method, Newmark method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30768141 Synthesis of New Bio-Based Solid Polymer Electrolyte Polyurethane-LiClO4 via Prepolymerization Method: Effect of NCO/OH Ratio on Their Chemical, Thermal Properties and Ionic Conductivity
Authors: C. S. Wong, K. H. Badri, N. Ataollahi, K. P. Law, M. S. Su’ait, N. I. Hassan
Abstract:
Novel bio-based polymer electrolyte was synthesized with LiClO4 as the main source of charge carrier. Initially, polyurethane-LiClO4 polymer electrolytes were synthesized via prepolymerization method with different NCO/OH ratios and labelled them as PU1, PU2, PU3 and PU4. Fourier transform infrared (FTIR) analysis indicates the co-ordination between Li+ ion and polyurethane in PU1. Differential scanning calorimetry (DSC) analysis indicates PU1 has the highest glass transition temperature (Tg) corresponds to the most abundant urethane group which is the hard segment in PU1. Scanning electron microscopy (SEM) shows the good miscibility between lithium salt and the polymer. The study found that PU1 possessed the greatest ionic conductivity and the lowest activation energy, Ea. All the polyurethanes exhibited linear Arrhenius variations indicating ion transport via simple lithium ion hopping in polyurethane. This research proves the NCO content in polyurethane plays an important role in affecting the ionic conductivity of this polymer electrolyte.
Keywords: Ionic conductivity, Palm kernel oil-based monoester polyol, polyurethane, solid polymer electrolyte.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31448140 Biodegradable Cellulose-Based Materials for the Use in Food Packaging
Authors: Azza A. Al-Ghamdi, Abir S. Abdel-Naby
Abstract:
Cellulose acetate (CA) is a natural biodegradable polymer. It forms transparent films by the casting technique. CA suffers from high degree of water permeability as well as the low thermal stability at high temperatures. To adjust the CA polymeric films to the manufacture of food packaging, its thermal and mechanical properties should be improved. The modification of CA by grafting it with N-Amino phenyl maleimide (N-APhM) led to the construction of hydrophobic branches throughout the polymeric matrix which reduced its wettability as compared to the parent CA. The branches built onto the polymeric chains had been characterized by UV/Vis, 13C-NMR and ESEM. The improvement of the thermal properties was investigated and compared to the parent CA using thermal gravimetric analysis (TGA), differential scanning calorimetry (DSC), differential thermal analysis (DTA), contact angle and mechanical testing measurements. The results revealed that the water-uptake was reduced by increasing the graft percentage. The thermal and mechanical properties were also improved.
Keywords: Cellulose acetate, food packaging, graft copolymerization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15938139 The Integrated Management of Health Care Strategies and Differential Diagnosis by Expert System Technology: A Single-Dimensional Approach
Authors: A. B. Adehor, P. R. Burrell
Abstract:
The Integrated Management of Child illnesses (IMCI) and the surveillance Health Information Systems (HIS) are related strategies that are designed to manage child illnesses and community practices of diseases. However, both strategies do not function well together because of classification incompatibilities and, as such, are difficult to use by health care personnel in rural areas where a majority of people lack the basic knowledge of interpreting disease classification from these methods. This paper discusses a single approach on how a stand-alone expert system can be used as a prompt diagnostic tool for all cases of illnesses presented. The system combines the action-oriented IMCI and the disease-oriented HIS approaches to diagnose malaria and typhoid fever in the rural areas of the Niger-delta region.
Keywords: Differential diagnosis, Health Information System(HIS), Integrated Management of Child Illnesses (IMCI), Malaria andTyphoid fever.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18688138 A Fault-Tolerant Full Adder in Double Pass CMOS Transistor
Authors: Abdelmonaem Ayachi, Belgacem Hamdi
Abstract:
This paper presents a fault-tolerant implementation for adder schemes using the dual duplication code. To prove the efficiency of the proposed method, the circuit is simulated in double pass transistor CMOS 32nm technology and some transient faults are voluntary injected in the Layout of the circuit. This fully differential implementation requires only 20 transistors which mean that the proposed design involves 28.57% saving in transistor count compared to standard CMOS technology.
Keywords: Semiconductors, digital electronics, double pass transistor technology, Full adder, fault tolerance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21078137 Study on Robot Trajectory Planning by Robot End-Effector Using Dual Curvature Theory of the Ruled Surface
Authors: Y. S. Oh, P. Abhishesh, B. S. Ryuh
Abstract:
This paper presents the method of trajectory planning by the robot end-effector which accounts for more accurate and smooth differential geometry of the ruled surface generated by tool line fixed with end-effector based on the methods of curvature theory of ruled surface and the dual curvature theory, and focuses on the underlying relation to unite them for enhancing the efficiency for trajectory planning. Robot motion can be represented as motion properties of the ruled surface generated by trajectory of the Tool Center Point (TCP). The linear and angular properties of the six degree-of-freedom motion of end-effector are computed using the explicit formulas and functions from curvature theory and dual curvature theory. This paper explains the complete dualization of ruled surface and shows that the linear and angular motion applied using the method of dual curvature theory is more accurate and less complex.
Keywords: Dual curvature theory, robot end effector, ruled surface, TCP, tool center point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13508136 Pioneer Synthesis and Characterization of Boron Containing Hard Materials
Authors: G. Çelik Gül, F. Kurtuluş
Abstract:
The first laboratory synthesis of hard materials such as diamond proceeded to attack of developing materials with high hardness to compete diamond. Boron rich solids are good candidates owing to their short interatomic bond lengths and strong covalent character. Boron containing hard material was synthesized by modifiedmicrowave method under nitrogen atmosphere by using a fuel (glycine or urea), amorphous boron and/or boric acid in appropriate molar ratio. Characterizations were done by x-ray diffraction (XRD), Fourier transform infrared (FTIR) spectroscopy, scanning electron microscopy/energy dispersive analyze (SEM/EDS), thermo gravimetric/differential thermal analysis (TG/DTA).Keywords: Boron containing materials, hard materials, microwave synthesis, powder X-ray diffraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21828135 Dynamic Modeling and Simulation of Heavy Paraffin Dehydrogenation Reactor for Selective Olefin Production in Linear Alkyl Benzene Production Plant
Authors: G. Zahedi, H. Yaghoobi
Abstract:
Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30288134 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
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. However, most of the option pricing models have no analytical solution. 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, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5618133 STATCOM based Damping Controller in Power Systems for Enhance the Power System Stability
Authors: Sangram Keshori Mohapatra, Sidhartha Panda, Prasant Kumar Satpathy
Abstract:
This paper describes the power-system stability improvement by a static synchronous compensator (STATCOM) based damping controller with Differential evolution (DE) algorithm is used to find out the optimal controller parameters. The present study considered both local and remote signals with associated time delays. The performances of the proposed controllers have been compared with different disturbances for both single-machine infinite bus power system and multi-machine power system. The performance of the proposed controllers with variations in the signal transmission delays has also been investigated. To show the effectiveness and robustness of the proposed controller the Simulation results are presented under different disturbances and loading conditions.
Keywords: Controller Design, Differential Evolution Algorithm Static Synchronous Compensator, Time Delay, Power System Stability, Single Machine Infinite-bus Power System, Multi-Machine Power System.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27428132 Optimization of Distribution Network Configuration for Loss Reduction Using Artificial Bee Colony Algorithm
Authors: R. Srinivasa Rao, S.V.L. Narasimham, M. Ramalingaraju
Abstract:
Network reconfiguration in distribution system is realized by changing the status of sectionalizing switches to reduce the power loss in the system. This paper presents a new method which applies an artificial bee colony algorithm (ABC) for determining the sectionalizing switch to be operated in order to solve the distribution system loss minimization problem. The ABC algorithm is a new population based metaheuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 14, 33, and 119-bus systems and compared with different approaches available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.
Keywords: Distribution system, Network reconfiguration, Loss reduction, Artificial Bee Colony Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37628131 A Double Differential Chaos Shift Keying Scheme for Ultra-Wideband Chaotic Communication Technology Applied in Low-Rate Wireless Personal Area Network
Authors: Ghobad Gorji, Hasan Golabi
Abstract:
The goal of this paper is to describe the design of an ultra-wideband (UWB) system that is optimized for the low-rate wireless personal area network application. To this aim, we propose a system based on direct chaotic communication (DCC) technology. Based on this system, a 2-GHz wide chaotic signal is produced into the UWB spectrum lower band, i.e., 3.1–5.1 GHz. For this system, two simple modulation schemes, namely chaotic on-off keying (COOK) and differential chaos shift keying (DCSK) are evaluated first. We propose a modulation scheme, namely Double DCSK, to improve the performance of UWB DCC. Different characteristics of these systems, with Monte Carlo simulations based on the Additive White Gaussian Noise (AWGN) and the IEEE 802.15.4a standard channel models, are compared.
Keywords: Ultra-wideband, UWB, Direct Chaotic Communication, DCC, IEEE 802.15.4a, COOK, DCSK.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2098130 A Digitally Programmable Voltage-mode Multifunction Biquad Filter with Single-Output
Authors: C. Ketviriyakit, W. Kongnun, C. Chanapromma, P. Silapan
Abstract:
This article proposes a voltage-mode multifunction filter using differential voltage current controllable current conveyor transconductance amplifier (DV-CCCCTA). The features of the circuit are that: the quality factor and pole frequency can be tuned independently via the values of capacitors: the circuit description is very simple, consisting of merely 1 DV-CCCCTA, and 2 capacitors. Without any component matching conditions, the proposed circuit is very appropriate to further develop into an integrated circuit. Additionally, each function response can be selected by suitably selecting input signals with digital method. The PSpice simulation results are depicted. The given results agree well with the theoretical anticipation.Keywords: DV-CCCCTA, Voltage-mode, Multifunction filter
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13578129 The Effects of Multipath on OFDM Systems for Broadband Power-Line Communications a Case of Medium Voltage Channel
Authors: Justinian Anatory, N. Theethayi, R. Thottappillil, C. Mwase, N.H. Mvungi
Abstract:
Power-line networks are widely used today for broadband data transmission. However, due to multipaths within the broadband power line communication (BPLC) systems owing to stochastic changes in the network load impedances, branches, etc., network or channel capacity performances are affected. This paper attempts to investigate the performance of typical medium voltage channels that uses Orthogonal Frequency Division Multiplexing (OFDM) techniques with Quadrature Amplitude Modulation (QAM) sub carriers. It has been observed that when the load impedances are different from line characteristic impedance channel performance decreases. Also as the number of branches in the link between the transmitter and receiver increases a loss of 4dB/branch is found in the signal to noise ratio (SNR). The information presented in the paper could be useful for an appropriate design of the BPLC systems.
Keywords: Communication channel model, Power-line communication, Transfer function, Multipath, Branched network, OFDM, QAM, performance evaluation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18488128 Numerical Solutions of Boundary Layer Flow over an Exponentially Stretching/Shrinking Sheet with Generalized Slip Velocity
Authors: Ezad Hafidz Hafidzuddin, Roslinda Nazar, Norihan M. Arifin, Ioan Pop
Abstract:
In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.
Keywords: Boundary Layer, Exponentially Stretching/Shrinking Sheet, Generalized Slip, Heat Transfer, Numerical Solutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26988127 Prediction of the Total Decay Heat from Fast Neutron Fission of 235U and 239Pu
Authors: Sherif. S. Nafee, Ameer. K. Al-Ramady, Salem. A. Shaheen
Abstract:
The analytical prediction of the decay heat results from the fast neutron fission of actinides was initiated under a project, 10-MAT1134-3, funded by king Abdulaziz City of Science and Technology (KASCT), Long-Term Comprehensive National Plan for Science, Technology and Innovations, managed by a team from King Abdulaziz University (KAU), Saudi Arabia, and supervised by Argonne National Laboratory (ANL) has collaborated with KAU's team to assist in the computational analysis. In this paper, the numerical solution of coupled linear differential equations that describe the decays and buildups of minor fission product MFA, has been used to predict the total decay heat and its components from the fast neutron fission of 235U and 239Pu. The reliability of the present approach is illustrated via systematic comparisons with the measurements reported by the University of Tokyo, in YAYOI reactor.Keywords: Decay heat, fast neutron fission, and Numerical Solution of Linear Differential Equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14918126 Dynamics of the Moving Ship at Complex and Sudden Impact of External Forces
Authors: Bo Liu, Liangtian Gao, Idrees Qasim
Abstract:
The impact of the storm leads to accidents even in the case of vessels that meet the computed safety criteria for stability. That is why, in order to clarify the causes of the accident and shipwreck, it is necessary to study the dynamics of the ship under the complex sudden impact of external forces. The task is to determine the movement and landing of the ship in the complex and sudden impact of external forces, i.e. when the ship's load changes over a relatively short period of time. For the solution, a technique was used to study the ship's dynamics, which is based on the compilation of a system of differential equations of motion. A coordinate system was adopted for the equation of motion of the hull and the determination of external forces. As a numerical method of integration, the 4th order Runge-Kutta method was chosen. The results of the calculation show that dynamic deviations were lower for high-altitude vessels. The study of the movement of the hull under a difficult situation is performed: receiving of cargo, impact of a flurry of wind and subsequent displacement of the cargo. The risk of overturning and flooding was assessed.
Keywords: Dynamics, statics, roll, trim, dynamic load, tilt, vertical displacement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6428125 Dynamic Modeling and Simulation of Industrial Naphta Reforming Reactor
Authors: Gholamreza Zahedi, M. Tarin, M. Biglari
Abstract:
This work investigated the steady state and dynamic simulation of a fixed bed industrial naphtha reforming reactors. The performance of the reactor was investigated using a heterogeneous model. For process simulation, the differential equations are solved using the 4th order Runge-Kutta method .The models were validated against measured process data of an existing naphtha reforming plant. The results of simulation in terms of components yields and temperature of the outlet were in good agreement with empirical data. The simple model displays a useful tool for dynamic simulation, optimization and control of naphtha reforming.Keywords: Dynamic simulation, fixed bed reactor, modeling, reforming
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29658124 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
Abstract:
This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 678123 Type–2 Fuzzy Programming for Optimizing the Heat Rate of an Industrial Gas Turbine via Absorption Chiller Technology
Authors: T. Ganesan, M. S. Aris, I. Elamvazuthi, Momen Kamal Tageldeen
Abstract:
Terms set in power purchase agreements (PPA) challenge power utility companies in balancing between the returns (from maximizing power production) and securing long term supply contracts at capped production. The production limitation set in the PPA has driven efforts to maximize profits through efficient and economic power production. In this paper, a combined industrial-scale gas turbine (GT) - absorption chiller (AC) system is considered to cool the GT air intake for reducing the plant’s heat rate (HR). This GT-AC system is optimized while considering power output limitations imposed by the PPA. In addition, the proposed formulation accounts for uncertainties in the ambient temperature using Type-2 fuzzy programming. Using the enhanced chaotic differential evolution (CEDE), the Pareto frontier was constructed and the optimization results are analyzed in detail.Keywords: Absorption chillers, turbine inlet air cooling, power purchase agreement, multiobjective optimization, type-2 fuzzy programming, chaotic differential evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9348122 Data Centers’ Temperature Profile Simulation Optimized by Finite Elements and Discretization Methods
Authors: José Alberto García Fernández, Zhimin Du, Xinqiao Jin
Abstract:
Nowadays, data center industry faces strong challenges for increasing the speed and data processing capacities while at the same time is trying to keep their devices a suitable working temperature without penalizing that capacity. Consequently, the cooling systems of this kind of facilities use a large amount of energy to dissipate the heat generated inside the servers, and developing new cooling techniques or perfecting those already existing would be a great advance in this type of industry. The installation of a temperature sensor matrix distributed in the structure of each server would provide the necessary information for collecting the required data for obtaining a temperature profile instantly inside them. However, the number of temperature probes required to obtain the temperature profiles with sufficient accuracy is very high and expensive. Therefore, other less intrusive techniques are employed where each point that characterizes the server temperature profile is obtained by solving differential equations through simulation methods, simplifying data collection techniques but increasing the time to obtain results. In order to reduce these calculation times, complicated and slow computational fluid dynamics simulations are replaced by simpler and faster finite element method simulations which solve the Burgers‘ equations by backward, forward and central discretization techniques after simplifying the energy and enthalpy conservation differential equations. The discretization methods employed for solving the first and second order derivatives of the obtained Burgers‘ equation after these simplifications are the key for obtaining results with greater or lesser accuracy regardless of the characteristic truncation error.
Keywords: Burgers’ equations, CFD simulation, data center, discretization methods, FEM simulation, temperature profile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5168121 Effect of Gamma Irradiation on the Crystalline Structure of Poly(Vinylidene Fluoride)
Authors: Adriana Souza M. Batista, Cláubia Pereira, Luiz O. Faria
Abstract:
The irradiation of polymeric materials has received much attention because it can produce diverse changes in chemical structure and physical properties. Thus, studying the chemical and structural changes of polymers is important in practice to achieve optimal conditions for the modification of polymers. The effect of gamma irradiation on the crystalline structure of poly(vinylidene fluoride) (PVDF) has been investigated using differential scanning calorimetry (DSC) and X-ray diffraction techniques (XRD). Gamma irradiation was carried out in atmosphere air with doses between 100 kGy at 3,000 kGy with a Co-60 source. In the melting thermogram of the samples irradiated can be seen a bimodal melting endotherm is detected with two melting temperature. The lower melting temperature is attributed to melting of crystals originally present and the higher melting peak due to melting of crystals reorganized upon heat treatment. These results are consistent with those obtained by XRD technique showing increasing crystallinity with increasing irradiation dose, although the melting latent heat is decreasing.Keywords: Differential scanning calorimetry, gamma irradiation, PVDF, X-ray diffraction technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16178120 Forming the Differential-Algebraic Model of Radial Power Systems for Simulation of both Transient and Steady-State Conditions
Authors: Saleh A. Al-Jufout
Abstract:
This paper presents a procedure of forming the mathematical model of radial electric power systems for simulation of both transient and steady-state conditions. The research idea has been based on nodal voltages technique and on differentiation of Kirchhoff's current law (KCL) applied to each non-reference node of the radial system, the result of which the nodal voltages has been calculated by solving a system of algebraic equations. Currents of the electric power system components have been determined by solving their respective differential equations. Transforming the three-phase coordinate system into Cartesian coordinate system in the model decreased the overall number of equations by one third. The use of Cartesian coordinate system does not ignore the DC component during transient conditions, but restricts the model's implementation for symmetrical modes of operation only. An example of the input data for a four-bus radial electric power system has been calculated.Keywords: Mathematical Modelling, Radial Power System, Steady-State, Transients
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12478119 An Approximate Lateral-Torsional Buckling Mode Function for Cantilever I-Beams
Authors: H. Ozbasaran
Abstract:
Lateral torsional buckling is a global buckling mode which should be considered in design of slender structural members under flexure about their strong axis. It is possible to compute the load which causes lateral torsional buckling of a beam by finite element analysis, however, closed form equations are needed in engineering practice for calculation ease which can be obtained by using energy method. In lateral torsional buckling applications of energy method, a proper function for the critical lateral torsional buckling mode should be chosen which can be thought as the variation of twisting angle along the buckled beam. Accuracy of the results depends on how close is the chosen function to the exact mode. Since critical lateral torsional buckling mode of the cantilever I-beams varies due to material properties, section properties and loading case, the hardest step is to determine a proper mode function in application of energy method. This paper presents an approximate function for critical lateral torsional buckling mode of doubly symmetric cantilever I-beams. Coefficient matrices are calculated for concentrated load at free end, uniformly distributed load and constant moment along the beam cases. Critical lateral torsional buckling modes obtained by presented function and exact solutions are compared. It is found that the modes obtained by presented function coincide with differential equation solutions for considered loading cases.Keywords: Buckling mode, cantilever, lateral-torsional buckling, I-beam.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25668118 Study of a Four-Bed Pressure Swing Adsorption for Oxygen Separation from Air
Authors: Moghadazadeh Zahra, Towfighi Jafar, Mofarahi Masoud
Abstract:
This article is presented an experimental and modeling study of a four-bed pressure swing adsorption process using zeolite13X to provide oxygen-enriched air. The binary mixture N2/O2 (79/21 vol %) was used as a feed stream. The effects of purge/feed ratio (P/F), adsorption pressure, cyclic time and product flow rate on product purity and recovery under nonisothermal condition were studied. The adsorption dynamics of process were determined using a mathematical model incorporated mass and energy balances. A Mathlab code using finite difference method was developed to solve the set of coupled differential-algebraic equations, and the simulation results are agreed well with experimental results.Keywords: Pressure swing adsorption (PSA), Oxygen, Zeolite 13X.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 38658117 Trust and Reputation Mechanism with Path Optimization in Multipath Routing
Authors: Ramya Dorai, M. Rajaram
Abstract:
A Mobile Adhoc Network (MANET) is a collection of mobile nodes that communicate with each other with wireless links and without pre-existing communication infrastructure. Routing is an important issue which impacts network performance. As MANETs lack central administration and prior organization, their security concerns are different from those of conventional networks. Wireless links make MANETs susceptible to attacks. This study proposes a new trust mechanism to mitigate wormhole attack in MANETs. Different optimization techniques find available optimal path from source to destination. This study extends trust and reputation to an improved link quality and channel utilization based Adhoc Ondemand Multipath Distance Vector (AOMDV). Differential Evolution (DE) is used for optimization.
Keywords: Mobile Adhoc Network (MANET), Adhoc Ondemand Multi-Path Distance Vector (AOMDV), Trust and Reputation, Differential Evolution (DE), Link Quality, Channel Utilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1659