Search results for: differential scanning calorimetry
771 Speeding up Nonlinear Time History Analysis of Base-Isolated Structures Using a Nonlinear Exponential Model
Authors: Nicolò Vaiana, Giorgio Serino
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The nonlinear time history analysis of seismically base-isolated structures can require a significant computational effort when the behavior of each seismic isolator is predicted by adopting the widely used differential equation Bouc-Wen model. In this paper, a nonlinear exponential model, able to simulate the response of seismic isolation bearings within a relatively large displacements range, is described and adopted in order to reduce the numerical computations and speed up the nonlinear dynamic analysis. Compared to the Bouc-Wen model, the proposed one does not require the numerical solution of a nonlinear differential equation for each time step of the analysis. The seismic response of a 3d base-isolated structure with a lead rubber bearing system subjected to harmonic earthquake excitation is simulated by modeling each isolator using the proposed analytical model. The comparison of the numerical results and computational time with those obtained by modeling the lead rubber bearings using the Bouc-Wen model demonstrates the good accuracy of the proposed model and its capability to reduce significantly the computational effort of the analysis.
Keywords: Base isolation, computational efficiency, nonlinear exponential model, nonlinear time history analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 962770 Effects of Thermal Radiation and Magnetic Field on Unsteady Stretching Permeable Sheet in Presence of Free Stream Velocity
Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha
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The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.
Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2260769 Biological Diagnosis and Physiopathology of von Willebrand-s Disease in a Part of the Algerian Population in the East and the South
Authors: H. Djaara, M. Yahia, H. Bousselsela, N Khelif, A. Zidani, S. Benbia.
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Von Willebrand-s disease is the most common inherited bleeding disorder in humans, it caused by qualitative abnormalities of the von Willebrand factor (vWF). Our objective is to determine the prevalence of this disease at part of the Algerian population in the East and the South by a biological diagnosis based on specific biological tests (automated platelet count, the bleeding time (TS), the time of cephalin + activator (TCA), measure of the prothrombin rate (TP), vWF rate and factor VIII rate, Molecular electrophoresis of vWF multimers in agarose gel in the presence of SDS). Four patients of type III or severe Willebrand-s disease were found on 200 suspect cases. All cases are showed a deficit in vWF rate (< 5%), and factor VIII (P<0, 0001), and lengthening very significantly high of the TCA (P<0, 0001) and of the bleeding time (P<0,0001), with a normal blood platelet rate (P=0,7433) and a normal prothrombin rate (P=0,5808), an absence of all the multimers of vWF in plasma patients. The severe Willebrand-s disease is not only one pathology of primary haemostasis, but it can be accompanied by coagulation-s anomaly due to deficit in factor VIII. At this studied population, von Willebrand-s disease is less frequent (2%) than other hemorrhagic syndromes identified by the differential diagnosis like the thrombocytopenia (36%).Keywords: Von Willebrand's disease, differential diagnosis, von Willebrand factor, factor VIII, biological diagnosis, thrombocytopenia.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1722768 Applying Element Free Galerkin Method on Beam and Plate
Authors: Mahdad M’hamed, Belaidi Idir
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This paper develops a meshless approach, called Element Free Galerkin (EFG) method, which is based on the weak form Moving Least Squares (MLS) of the partial differential governing equations and employs the interpolation to construct the meshless shape functions. The variation weak form is used in the EFG where the trial and test functions are approximated bye the MLS approximation. Since the shape functions constructed by this discretization have the weight function property based on the randomly distributed points, the essential boundary conditions can be implemented easily. The local weak form of the partial differential governing equations is obtained by the weighted residual method within the simple local quadrature domain. The spline function with high continuity is used as the weight function. The presently developed EFG method is a truly meshless method, as it does not require the mesh, either for the construction of the shape functions, or for the integration of the local weak form. Several numerical examples of two-dimensional static structural analysis are presented to illustrate the performance of the present EFG method. They show that the EFG method is highly efficient for the implementation and highly accurate for the computation. The present method is used to analyze the static deflection of beams and plate holeKeywords: Numerical computation, element-free Galerkin, moving least squares, meshless methods.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2425767 FEM Simulation of Triple Diffusive Magnetohydrodynamics Effect of Nanofluid Flow over a Nonlinear Stretching Sheet
Authors: Rangoli Goyal, Rama Bhargava
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The triple diffusive boundary layer flow of nanofluid under the action of constant magnetic field over a non-linear stretching sheet has been investigated numerically. The model includes the effect of Brownian motion, thermophoresis, and cross-diffusion; slip mechanisms which are primarily responsible for the enhancement of the convective features of nanofluid. The governing partial differential equations are transformed into a system of ordinary differential equations (by using group theory transformations) and solved numerically by using variational finite element method. The effects of various controlling parameters, such as the magnetic influence number, thermophoresis parameter, Brownian motion parameter, modified Dufour parameter, and Dufour solutal Lewis number, on the fluid flow as well as on heat and mass transfer coefficients (both of solute and nanofluid) are presented graphically and discussed quantitatively. The present study has industrial applications in aerodynamic extrusion of plastic sheets, coating and suspensions, melt spinning, hot rolling, wire drawing, glass-fibre production, and manufacture of polymer and rubber sheets, where the quality of the desired product depends on the stretching rate as well as external field including magnetic effects.Keywords: FEM, Thermophoresis, Diffusiophoresis, Brownian motion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1438766 Application of Mapping and Superimposing Rule for Solution of Parabolic PDE in Porous Medium under Cyclic Loading
Authors: Mohammad M. Toufigh, Ahad Ouria
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This paper presents an analytical method to solve governing consolidation parabolic partial differential equation (PDE) for inelastic porous Medium (soil) with consideration of variation of equation coefficient under cyclic loading. Since under cyclic loads, soil skeleton parameters change, this would introduce variable coefficient of parabolic PDE. Classical theory would not rationalize consolidation phenomenon in such condition. In this research, a method based on time space mapping to a virtual time space along with superimposing rule is employed to solve consolidation of inelastic soils in cyclic condition. Changes of consolidation coefficient applied in solution by modification of loading and unloading duration by introducing virtual time. Mapping function is calculated based on consolidation partial differential equation results. Based on superimposing rule a set of continuous static loads in specified times used instead of cyclic load. A set of laboratory consolidation tests under cyclic load along with numerical calculations were performed in order to verify the presented method. Numerical solution and laboratory tests results showed accuracy of presented method.Keywords: Mapping, Consolidation, Inelastic porous medium, Cyclic loading, Superimposing rule.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1766765 Dynamic Analysis of a Moderately Thick Plate on Pasternak Type Foundation under Impact and Moving Loads
Authors: Neslihan Genckal, Reha Gursoy, Vedat Z. Dogan
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In this study, dynamic responses of composite plates on elastic foundations subjected to impact and moving loads are investigated. The first order shear deformation (FSDT) theory is used for moderately thick plates. Pasternak-type (two-parameter) elastic foundation is assumed. Elastic foundation effects are integrated into the governing equations. It is assumed that plate is first hit by a mass as an impact type loading then the mass continues to move on the composite plate as a distributed moving loading, which resembles the aircraft landing on airport pavements. Impact and moving loadings are modeled by a mass-spring-damper system with a wheel. The wheel is assumed to be continuously in contact with the plate after impact. The governing partial differential equations of motion for displacements are converted into the ordinary differential equations in the time domain by using Galerkin’s method. Then, these sets of equations are solved by using the Runge-Kutta method. Several parameters such as vertical and horizontal velocities of the aircraft, volume fractions of the steel rebar in the reinforced concrete layer, and the different touchdown locations of the aircraft tire on the runway are considered in the numerical simulation. The results are compared with those of the ABAQUS, which is a commercial finite element code.
Keywords: Elastic foundation, impact, moving load, thick plate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1464764 Synthesis and Fluorescence Spectroscopy of Sulphonic Acid-Doped Polyaniline When Exposed to Oxygen Gas
Authors: S.F.S. Draman, R. Daik, A. Musa
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Three sulphonic acid-doped polyanilines were synthesized through chemical oxidation at low temperature (0-5 oC) and potential of these polymers as sensing agent for O2 gas detection in terms of fluorescence quenching was studied. Sulphuric acid, dodecylbenzene sulphonic acid (DBSA) and camphor sulphonic acid (CSA) were used as doping agents. All polymers obtained were dark green powder. Polymers obtained were characterized by Fourier transform infrared spectroscopy, ultraviolet-visible absorption spectroscopy, thermogravimetry analysis, elemental analysis, differential scanning calorimeter and gel permeation chromatography. Characterizations carried out showed that polymers were successfully synthesized with mass recovery for sulphuric aciddoped polyaniline (SPAN), DBSA-doped polyaniline (DBSA-doped PANI) and CSA-doped polyaniline (CSA-doped PANI) of 71.40%, 75.00% and 39.96%, respectively. Doping level of SPAN, DBSAdoped PANI and CSA-doped PANI were 32.86%, 33.13% and 53.96%, respectively as determined based on elemental analysis. Sensing test was carried out on polymer sample in the form of solution and film by using fluorescence spectrophotometer. Samples of polymer solution and polymer film showed positive response towards O2 exposure. All polymer solutions and films were fully regenerated by using N2 gas within 1 hour period. Photostability study showed that all samples of polymer solutions and films were stable towards light when continuously exposed to xenon lamp for 9 hours. The relative standard deviation (RSD) values for SPAN solution, DBSA-doped PANI solution and CSA-doped PANI solution for repeatability were 0.23%, 0.64% and 0.76%, respectively. Meanwhile RSD values for reproducibility were 2.36%, 6.98% and 1.27%, respectively. Results for SPAN film, DBSAdoped PANI film and CSA-doped PANI film showed the same pattern with RSD values for repeatability of 0.52%, 4.05% and 0.90%, respectively. Meanwhile RSD values for reproducibility were 2.91%, 10.05% and 7.42%, respectively. The study on effect of the flow rate on response time was carried out using 3 different rates which were 0.25 mL/s, 1.00 mL/s and 2.00 mL/s. Results obtained showed that the higher the flow rate, the shorter the response time.Keywords: conjugated polymer, doping, fluorescence quenching, oxygen gas.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2382763 MHD Chemically Reacting Viscous Fluid Flow towards a Vertical Surface with Slip and Convective Boundary Conditions
Authors: Ibrahim Yakubu Seini, Oluwole Daniel Makinde
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MHD chemically reacting viscous fluid flow towards a vertical surface with slip and convective boundary conditions has been conducted. The temperature and the chemical species concentration of the surface and the velocity of the external flow are assumed to vary linearly with the distance from the vertical surface. The governing differential equations are modeled and transformed into systems of ordinary differential equations, which are then solved numerically by a shooting method. The effects of various parameters on the heat and mass transfer characteristics are discussed. Graphical results are presented for the velocity, temperature, and concentration profiles whilst the skin-friction coefficient and the rate of heat and mass transfers near the surface are presented in tables and discussed. The results revealed that increasing the strength of the magnetic field increases the skin-friction coefficient and the rate of heat and mass transfers toward the surface. The velocity profiles are increased towards the surface due to the presence of the Lorenz force, which attracts the fluid particles near the surface. The rate of chemical reaction is seen to decrease the concentration boundary layer near the surface due to the destructive chemical reaction occurring near the surface.Keywords: Boundary layer, surface slip, MHD flow, chemical reaction, heat transfer, mass transfer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2228762 Comparative Dynamic Performance of Load Frequency Control of Nonlinear Interconnected Hydro-Thermal System Using Intelligent Techniques
Authors: Banaja Mohanty, Prakash Kumar Hota
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This paper demonstrates dynamic performance evaluation of load frequency control (LFC) with different intelligent techniques. All non-linearities and physical constraints have been considered in simulation studies such as governor dead band (GDB), generation rate constraint (GRC) and boiler dynamics. The conventional integral time absolute error has been considered as objective function. The design problem is formulated as an optimisation problem and particle swarm optimisation (PSO), bacterial foraging optimisation algorithm (BFOA) and differential evolution (DE) are employed to search optimal controller parameters. The superiority of the proposed approach has been shown by comparing the results with published fuzzy logic control (FLC) for the same interconnected power system. The comparison is done using various performance measures like overshoot, undershoot, settling time and standard error criteria of frequency and tie-line power deviation following a step load perturbation (SLP). It is noticed that, the dynamic performance of proposed controller is better than FLC. Further, robustness analysis is carried out by varying the time constants of speed governor, turbine, tie-line power in the range of +40% to -40% to demonstrate the robustness of the proposed DE optimized PID controller.Keywords: Automatic generation control, governor dead band, generation rate constraint, differential evolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1054761 Study of Encapsulation of Quantum Dots in Polystyrene and Poly (E-Caprolactone)Microreactors Prepared by Microvolcanic Eruption of Freeze Dried Microspheres
Authors: Deepak Kukkar, Inderpreet Kaur, Jagtar Singh, Lalit M Bharadwaj
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Polymeric microreactors have emerged as a new generation of carriers that hold tremendous promise in the areas of cancer therapy, controlled delivery of drugs, for removal of pollutants etc. Present work reports a simple and convenient methodology for synthesis of polystyrene and poly caprolactone microreactors. An aqueous suspension of carboxylated (1μm) polystyrene latex particles was mixed with toluene solution followed by freezing with liquid nitrogen. Freezed particles were incubated at -20°C and characterized for formation of voids on the surface of polymer microspheres by Field Emission Scanning Electron Microscope. The hollow particles were then overnight incubated at 40ºC with unfunctionalized quantum dots (QDs) in 5:1 ratio. QDs Encapsulated polystyrene microcapsules were characterized by fluorescence microscopy. Likewise Poly ε-caprolactone microreactors were prepared by micro-volcanic rupture of freeze dried microspheres synthesized using emulsification of polymer with aqueous Poly vinyl alcohol and freezed with liquid nitrogen. Microreactors were examined with Field Emission Scanning Electron Microscope for size and morphology. Current study is an attempt to create hollow polymer particles which can be employed for microencapsulation of nanoparticles and drug molecules.Keywords: FE-SEM, Microreactors, Microvolcanic rupture, Poly (ε-caprolactone), Polystyrene
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2349760 Modeling and Visualizing Seismic Wave Propagation in Elastic Medium Using Multi-Dimension Wave Digital Filtering Approach
Authors: Jason Chien-Hsun Tseng, Nguyen Dong-Thai Dao, Chong-Ching Chang
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A novel PDE solver using the multidimensional wave digital filtering (MDWDF) technique to achieve the solution of a 2D seismic wave system is presented. In essence, the continuous physical system served by a linear Kirchhoff circuit is transformed to an equivalent discrete dynamic system implemented by a MD wave digital filtering (MDWDF) circuit. This amounts to numerically approximating the differential equations used to describe elements of a MD passive electronic circuit by a grid-based difference equations implemented by the so-called state quantities within the passive MDWDF circuit. So the digital model can track the wave field on a dense 3D grid of points. Details about how to transform the continuous system into a desired discrete passive system are addressed. In addition, initial and boundary conditions are properly embedded into the MDWDF circuit in terms of state quantities. Graphic results have clearly demonstrated some physical effects of seismic wave (P-wave and S–wave) propagation including radiation, reflection, and refraction from and across the hard boundaries. Comparison between the MDWDF technique and the finite difference time domain (FDTD) approach is also made in terms of the computational efficiency.Keywords: Seismic Wave Propagation, Multi-dimension WaveDigital Filters, Partial Differential Equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1426759 Inulinase Immobilization on Functionalized Magnetic Nanoparticles Prepared with Soy Protein Isolate Conjugated Bovine Serum Albumin for High Fructose Syrup Production
Authors: Homa Torabizadeh, Mohaddeseh Mikani
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Inulinase from Aspergillus niger was covalently immobilized on magnetic nanoparticles (MNPs/Fe3O4) covered with soy protein isolate (SPI/Fe3O4) functionalized by bovine serum albumin (BSA) nanoparticles. MNPs are promising enzyme carriers because they separate easily under external magnetic fields and have enhanced immobilized enzyme reusability. As MNPs aggregate simply, surface coating strategy was employed. SPI functionalized by BSA was a suitable candidate for nanomagnetite coating due to its superior biocompatibility and hydrophilicity. Fe3O4@SPI-BSA nanoparticles were synthesized as a novel carrier with narrow particle size distribution. Step by step fabrication monitoring of Fe3O4@SPI-BSA nanoparticles was performed using field emission scanning electron microscopy and dynamic light scattering. The results illustrated that nanomagnetite with the spherical morphology was well monodispersed with the diameter of about 35 nm. The average size of the SPI-BSA nanoparticles was 80 to 90 nm, and their zeta potential was around −34 mV. Finally, the mean diameter of fabricated Fe3O4@SPI-BSA NPs was less than 120 nm. Inulinase enzyme from Aspergillus niger was covalently immobilized through gluteraldehyde on Fe3O4@SPI-BSA nanoparticles successfully. Fourier transform infrared spectra and field emission scanning electron microscopy images provided sufficient proof for the enzyme immobilization on the nanoparticles with 80% enzyme loading.
Keywords: High fructose syrup, inulinase immobilization, functionalized magnetic nanoparticles, soy protein isolate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1244758 Nonlinear Dynamic Analysis of Base-Isolated Structures Using a Partitioned Solution Approach and an Exponential Model
Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino
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The solution of the nonlinear dynamic equilibrium equations of base-isolated structures adopting a conventional monolithic solution approach, i.e. an implicit single-step time integration method employed with an iteration procedure, and the use of existing nonlinear analytical models, such as differential equation models, to simulate the dynamic behavior of seismic isolators can require a significant computational effort. In order to reduce numerical computations, a partitioned solution method and a one dimensional nonlinear analytical model are presented in this paper. A partitioned solution approach can be easily applied to base-isolated structures in which the base isolation system is much more flexible than the superstructure. Thus, in this work, the explicit conditionally stable central difference method is used to evaluate the base isolation system nonlinear response and the implicit unconditionally stable Newmark’s constant average acceleration method is adopted to predict the superstructure linear response with the benefit in avoiding iterations in each time step of a nonlinear dynamic analysis. The proposed mathematical model is able to simulate the dynamic behavior of seismic isolators without requiring the solution of a nonlinear differential equation, as in the case of widely used differential equation model. The proposed mixed explicit-implicit time integration method and nonlinear exponential model are adopted to analyze a three dimensional seismically isolated structure with a lead rubber bearing system subjected to earthquake excitation. The numerical results show the good accuracy and the significant computational efficiency of the proposed solution approach and analytical model compared to the conventional solution method and mathematical model adopted in this work. Furthermore, the low stiffness value of the base isolation system with lead rubber bearings allows to have a critical time step considerably larger than the imposed ground acceleration time step, thus avoiding stability problems in the proposed mixed method.
Keywords: Base-isolated structures, earthquake engineering, mixed time integration, nonlinear exponential model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1569757 Laser Ultrasonic Imaging Based on Synthetic Aperture Focusing Technique Algorithm
Authors: Sundara Subramanian Karuppasamy, Che Hua Yang
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In this work, the laser ultrasound technique has been used for analyzing and imaging the inner defects in metal blocks. To detect the defects in blocks, traditionally the researchers used piezoelectric transducers for the generation and reception of ultrasonic signals. These transducers can be configured into the sparse and phased array. But these two configurations have their drawbacks including the requirement of many transducers, time-consuming calculations, limited bandwidth, and provide confined image resolution. Here, we focus on the non-contact method for generating and receiving the ultrasound to examine the inner defects in aluminum blocks. A Q-switched pulsed laser has been used for the generation and the reception is done by using Laser Doppler Vibrometer (LDV). Based on the Doppler effect, LDV provides a rapid and high spatial resolution way for sensing ultrasonic waves. From the LDV, a series of scanning points are selected which serves as the phased array elements. The side-drilled hole of 10 mm diameter with a depth of 25 mm has been introduced and the defect is interrogated by the linear array of scanning points obtained from the LDV. With the aid of the Synthetic Aperture Focusing Technique (SAFT) algorithm, based on the time-shifting principle the inspected images are generated from the A-scan data acquired from the 1-D linear phased array elements. Thus the defect can be precisely detected with good resolution.
Keywords: Laser ultrasonics, linear phased array, nondestructive testing, synthetic aperture focusing technique, ultrasonic imaging.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 933756 Physicochemical Characterization of MFI–Ceramic Hollow Fibres Membranes for CO2 Separation with Alkali Metal Cation
Authors: A. Alshebani, Y. Swesi, S. Mrayed, F. Altaher
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This paper present some preliminary work on the preparation and physicochemical caracterization of nanocomposite MFI-alumina structures based on alumina hollow fibres. The fibers are manufactured by a wet spinning process. α-alumina particles were dispersed in a solution of polysulfone in NMP. The resulting slurry is pressed through the annular gap of a spinneret into a precipitation bath. The resulting green fibres are sintered. The mechanical strength of the alumina hollow fibres is determined by a three-point-bending test while the pore size is characterized by bubble-point testing. The bending strength is in the range of 110 MPa while the average pore size is 450 nm for an internal diameter of 1 mm and external diameter of 1.7 mm. To characterize the MFI membranes various techniques were used for physicochemical characterization of MFI–ceramic hollow fibres membranes: The nitrogen adsorption, X-ray diffractometry, scanning electron microscopy combined with X emission microanalysis. Scanning Electron Microscopy (SEM) and Energy Dispersive Microanalysis by the X-ray were used to observe the morphology of the hollow fibre membranes (thickness, infiltration into the carrier, defects, homogeneity). No surface film, has been obtained, as observed by SEM and EDX analysis and confirmed by high temperature variation of N2 and CO2 gas permeances before cation exchange. Local analysis and characterise (SEM and EDX) and overall (by ICP elemental analysis) were conducted on two samples exchanged to determine the quantity and distribution of the cation of cesium on the cross section fibre of the zeolite between the cavities.
Keywords: Physicochemical characterization of MFI, Ceramic hollow fibre, CO2, Ion-exchange.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2055755 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 568754 Time and Wavelength Division Multiplexing Passive Optical Network Comparative Analysis: Modulation Formats and Channel Spacings
Authors: A. Fayad, Q. Alqhazaly, T. Cinkler
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In light of the substantial increase in end-user requirements and the incessant need of network operators to upgrade the capabilities of access networks, in this paper, the performance of the different modulation formats on eight-channels Time and Wavelength Division Multiplexing Passive Optical Network (TWDM-PON) transmission system has been examined and compared. Limitations and features of modulation formats have been determined to outline the most suitable design to enhance the data rate and transmission reach to obtain the best performance of the network. The considered modulation formats are On-Off Keying Non-Return-to-Zero (NRZ-OOK), Carrier Suppressed Return to Zero (CSRZ), Duo Binary (DB), Modified Duo Binary (MODB), Quadrature Phase Shift Keying (QPSK), and Differential Quadrature Phase Shift Keying (DQPSK). The performance has been analyzed by varying transmission distances and bit rates under different channel spacing. Furthermore, the system is evaluated in terms of minimum Bit Error Rate (BER) and Quality factor (Qf) without applying any dispersion compensation technique, or any optical amplifier. Optisystem software was used for simulation purposes.
Keywords: Bit Error Rate, BER, Carrier Suppressed Return to Zero, CSRZ, Duo Binary, DB, Differential Quadrature Phase Shift Keying, DQPSK, Modified Duo Binary, MODB, On-Off Keying Non-Return-to-Zero, NRZ-OOK, Quality factor, Qf, Time and Wavelength Division Multiplexing Passive Optical Network, TWDM-PON.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1019753 Verification of Space System Dynamics Using the MATLAB Identification Toolbox in Space Qualification Test
Authors: Y. V. Kim
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This article presents an approach with regards to the Functional Testing of Space System (SS) that could be a space vehicle (spacecraft-S/C) and/or its equipment and components – S/C subsystems. This test should finalize the Space Qualification Tests (SQT) campaign. It could be considered as a generic test and used for a wide class of SS that, from the point of view of System Dynamics and Control Theory, may be described by the ordinary differential equations. The suggested methodology is based on using semi-natural experiment laboratory stand that does not require complicated, precise and expensive technological control-verification equipment. However, it allows for testing totally assembled system during Assembling, Integration and Testing (AIT) activities at the final phase of SQT, involving system hardware (HW) and software (SW). The test physically activates system input (sensors) and output (actuators) and requires recording their outputs in real time. The data are then inserted in a laboratory computer, where it is post-experiment processed by the MATLAB/Simulink Identification Toolbox. It allows for estimating the system dynamics in the form of estimation of its differential equation coefficients through the verification experimental test and comparing them with expected mathematical model, prematurely verified by mathematical simulation during the design process. Mathematical simulation results presented in the article show that this approach could be applicable and helpful in SQT practice. Further semi-natural experiments should specify detail requirements for the test laboratory equipment and test-procedures.
Keywords: system dynamics, space system ground tests, space qualification, system dynamics identification, satellite attitude control, assembling integration and testing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 527752 On the Mathematical Model of Vascular Endothelial Growth Connected with a Tumor Proliferation
Authors: N. Khatiashvili, Ch. Pirumova, V. Akhobadze
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In the paper the mathematical model of tumor growth is considered. New capillary network formation, which supply cancer cells with the nutrients, is taken into the account. A formula estimating a tumor growth in connection with the number of capillaries is obtained.Keywords: Differential Equations, Mathematical Models, Vascular Endothelial, Tumor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1218751 The Impact of Surface Roughness and PTFE/TiF3/FeF3 Additives in Plain ZDDP Oil on the Friction and Wear Behavior Using Thermal and Tribological Analysis under Extreme Pressure Condition
Authors: Gabi N. Nehme, Saeed Ghalambor
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The use of titanium fluoride and iron fluoride (TiF3/FeF3) catalysts in combination with polutetrafluoroethylene (PTFE) in plain zinc- dialkyldithiophosphate (ZDDP) oil is important for the study of engine tribocomponents and is increasingly a strategy to improve the formation of tribofilm and provide low friction and excellent wear protection in reduced phosphorus plain ZDDP oil. The influence of surface roughness and the concentration of TiF3/FeF3/PTFE were investigated using bearing steel samples dipped in lubricant solution at 100°C for two different heating time durations. This paper addresses the effects of water drop contact angle using different surface; finishes after treating them with different lubricant combination. The calculated water drop contact angles were analyzed using Design of Experiment software (DOE) and it was determined that a 0.05 μm Ra surface roughness would provide an excellent TiF3/FeF3/PTFE coating for antiwear resistance as reflected in the Scanning electron microscopy (SEM) images and the tribological testing under extreme pressure conditions. Both friction and wear performance depend greatly on the PTFE/and catalysts in plain ZDDP oil with 0.05 % phosphorous and on the surface finish of bearing steel. The friction and wear reducing effects, which was observed in the tribological tests, indicated a better micro lubrication effect of the 0.05 μm Ra surface roughness treated at 100°C for 24 hours when compared to the 0.1 μm Ra surface roughness with the same treatment.
Keywords: Scanning Electron Microscopy (SEM), ZDDP, catalysts, PTFE, friction, wear.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1621750 Two-Dimensional Observation of Oil Displacement by Water in a Petroleum Reservoir through Numerical Simulation and Application to a Petroleum Reservoir
Authors: Ahmad Fahim Nasiry, Shigeo Honma
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We examine two-dimensional oil displacement by water in a petroleum reservoir. The pore fluid is immiscible, and the porous media is homogenous and isotropic in the horizontal direction. Buckley-Leverett theory and a combination of Laplacian and Darcy’s law are used to study the fluid flow through porous media, and the Laplacian that defines the dispersion and diffusion of fluid in the sand using heavy oil is discussed. The reservoir is homogenous in the horizontal direction, as expressed by the partial differential equation. Two main factors which are observed are the water saturation and pressure distribution in the reservoir, and they are evaluated for predicting oil recovery in two dimensions by a physical and mathematical simulation model. We review the numerical simulation that solves difficult partial differential reservoir equations. Based on the numerical simulations, the saturation and pressure equations are calculated by the iterative alternating direction implicit method and the iterative alternating direction explicit method, respectively, according to the finite difference assumption. However, to understand the displacement of oil by water and the amount of water dispersion in the reservoir better, an interpolated contour line of the water distribution of the five-spot pattern, that provides an approximate solution which agrees well with the experimental results, is also presented. Finally, a computer program is developed to calculate the equation for pressure and water saturation and to draw the pressure contour line and water distribution contour line for the reservoir.Keywords: Numerical simulation, immiscible, finite difference, IADI, IADE, waterflooding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1076749 Effect of Spray Stand-off on Hardness of Thermally Sprayed Coatings
Authors: M.Jalali Azizpour, S.Norouzi, H.Mohammadi Majd
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The mechanical and tribological properties in WC-Co coatings are strongly affected by hardness and elasticity specifications. The results revealed the effect of spraying distance on microhardness and elasticity modulus of coatings. The metallurgical studies have been made on coated samples using optical microscopy, scanning electron microscopy (SEM).Keywords: HVOF, Micro-indentation, Thermal spray, WC-Co.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2320748 Investigating the Thermal Characteristics of Reclaimed Solid Waste from a Landfill Site Using Thermogravimetry
Authors: S. M. Al-Salem, G.A. Leeke, H. J. Karam, R. Al-Enzi, A. T. Al-Dhafeeri, J. Wang
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Thermogravimetry has been popularized as a thermal characterization technique since the 1950s. It aims at investigating the weight loss against both reaction time and temperature, whilst being able to characterize the evolved gases from the volatile components of the organic material being tested using an appropriate hyphenated analytical technique. In an effort to characterize and identify the reclaimed waste from an unsanitary landfill site, this approach was initiated. Solid waste (SW) reclaimed from an active landfill site in the State of Kuwait was collected and prepared for characterization in accordance with international protocols. The SW was segregated and its major components were identified after washing and air drying. Shredding and cryomilling was conducted on the plastic solid waste (PSW) component to yield a material that is representative for further testing and characterization. The material was subjected to five heating rates (b) with minimal repeatable weight for high accuracy thermogravimetric analysis (TGA) following the recommendation of the International Confederation for Thermal Analysis and Calorimetry (ICTAC). The TGA yielded thermograms that showed an off-set from typical behavior of commercial grade resin which was attributed to contact of material with soil and thermal/photo-degradation.
Keywords: Polymer, TGA, Pollution, Landfill, Waste, Plastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 686747 The Use of the Limit Cycles of Dynamic Systems for Formation of Program Trajectories of Points Feet of the Anthropomorphous Robot
Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev
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The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.
Keywords: Control, limits cycle, robot, stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 757746 Bond Strength in Thermally Sprayed Gas Turbine Shafts
Authors: M.Jalali Azizpour, S.Norouzi, D.Sajedipour, H.Mohammadi majd, S.A.Hosseini, H.Talebi, A.Ghamari
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In this paper, the bond strength of thermal spray coatings in high speed shafts has been studied. The metallurgical and mechanical studies has been made on the coated samples and shaft using optical microscopy, scanning electron microscopy (SEM).Keywords: Thermal spray, Residual stress, Wear mechanism, HVOF, Gas compressor shafts
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1782745 Parameter Optimization and Thermal Simulation in Laser Joining of Coach Peel Panels of Dissimilar Materials
Authors: Masoud Mohammadpour, Blair Carlson, Radovan Kovacevic
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The quality of laser welded-brazed (LWB) joints were strongly dependent on the main process parameters, therefore the effect of laser power (3.2–4 kW), welding speed (60–80 mm/s) and wire feed rate (70–90 mm/s) on mechanical strength and surface roughness were investigated in this study. The comprehensive optimization process by means of response surface methodology (RSM) and desirability function was used for multi-criteria optimization. The experiments were planned based on Box– Behnken design implementing linear and quadratic polynomial equations for predicting the desired output properties. Finally, validation experiments were conducted on an optimized process condition which exhibited good agreement between the predicted and experimental results. AlSi3Mn1 was selected as the filler material for joining aluminum alloy 6022 and hot-dip galvanized steel in coach peel configuration. The high scanning speed could control the thickness of IMC as thin as 5 µm. The thermal simulations of joining process were conducted by the Finite Element Method (FEM), and results were validated through experimental data. The Fe/Al interfacial thermal history evidenced that the duration of critical temperature range (700–900 °C) in this high scanning speed process was less than 1 s. This short interaction time leads to the formation of reaction-control IMC layer instead of diffusion-control mechanisms.
Keywords: Laser welding-brazing, finite element, response surface methodology, multi-response optimization, cross-beam laser.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 951744 Thermodynamic Approach of Lanthanide-Iron Double Oxides Formation
Authors: Vera Varazashvili, Murman Tsarakhov, Tamar Mirianashvili, Teimuraz Pavlenishvili, Tengiz Machaladze, Mzia Khundadze
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Standard Gibbs energy of formation ΔGfor(298.15) of lanthanide-iron double oxides of garnet-type crystal structure R3Fe5O12 - RIG (R – are rare earth ions) from initial oxides are evaluated. The calculation is based on the data of standard entropies S298.15 and standard enthalpies ΔH298.15 of formation of compounds which are involved in the process of garnets synthesis. Gibbs energy of formation is presented as temperature function ΔGfor(T) for the range 300-1600K. The necessary starting thermodynamic data were obtained from calorimetric study of heat capacity – temperature functions and by using the semi-empirical method for calculation of ΔH298.15 of formation. Thermodynamic functions for standard temperature – enthalpy, entropy and Gibbs energy - are recommended as reference data for technological evaluations. Through the structural series of rare earth-iron garnets the correlation between thermodynamic properties and characteristics of lanthanide ions are elucidated.Keywords: Calorimetry, entropy, enthalpy, heat capacity, gibbs energy of formation, rare earth iron garnets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1919743 Elasticity Model for Easing Peak Hour Demand for Metrorail Transport System
Authors: P. K. Sarkar, Amit Kumar Jain
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The demand for Urban transportation is characterised by a large scale temporal and spatial variations which causes heavy congestion inside metro trains in peak hours near Centre Business District (CBD) of the city. The conventional approach to address peak hour congestion, metro trains has been to increase the supply by way of introduction of more trains, increasing the length of the trains, optimising the time table to increase the capacity of the system. However, there is a limitation of supply side measures determined by the design capacity of the systems beyond which any addition in the capacity requires huge capital investments. The demand side interventions are essentially required to actually spread the demand across the time and space. In this study, an attempt has been made to identify the potential Transport Demand Management tools applicable to Urban Rail Transportation systems with a special focus on differential pricing. A conceptual price elasticity model has been developed to analyse the effect of various combinations of peak and nonpeak hoursfares on demands. The elasticity values for peak hour, nonpeak hour and cross elasticity have been assumed from the relevant literature available in the field. The conceptual price elasticity model so developed is based on assumptions which need to be validated with actual values of elasticities for different segments of passengers. Once validated, the model can be used to determine the peak and nonpeak hour fares with an objective to increase overall ridership, revenue, demand levelling and optimal utilisation of assets.Keywords: Congestion, differential pricing, elasticity, transport demand management, urban transportation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1671742 Displacement Solution for a Static Vertical Rigid Movement of an Interior Circular Disc in a Transversely Isotropic Tri-Material Full-Space
Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi
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This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.
Keywords: Transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space.
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