Search results for: compressive modulus elasticity
187 Impact of Rebar-Reinforcement on Flexural Response of Shear-Critical Ultrahigh-Performance Concrete Beams
Authors: Yassir M. Abbas, Mohammad Iqbal Khan, Galal Fares
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In the present work, the structural responses of 12 ultra-high-performance concrete (UHPC) beams to four-point loading conditions were experimentally and analytically studied. The inclusion of a fibrous system in the UHPC material increased its compressive and flexural strengths by 31.5% and 237.8%, respectively. Based on the analysis of the load-deflection curves of UHPC beams, it was found that UHPC beams with a low reinforcement ratio are prone to sudden brittle failure. This failure behavior was changed, however, to a ductile one in beams with medium to high ratios. The implication is that improving UHPC beam tensile reinforcement could result in a higher level of safety. More reinforcement bars also enabled the load-deflection behavior to be improved, particularly after yielding.
Keywords: Ultra-high-performance concrete, moment capacity, RC beams, hybrid fiber, ductility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 102186 Comprehensive Studies on Mechanical Stress Analysis of Functionally Graded Plates
Authors: Kyung-Su Na, Ji-Hwan Kim
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Stress analysis of functionally graded composite plates composed of ceramic, functionally graded material and metal layers is investigated using 3-D finite element method. In FGM layer, material properties are assumed to be varied continuously in the thickness direction according to a simple power law distribution in terms of the volume fraction of a ceramic and metal. The 3-D finite element model is adopted by using an 18-node solid element to analyze more accurately the variation of material properties in the thickness direction. Numerical results are compared for three types of materials. In the analysis, the tensile and the compressive stresses are summarized for various FGM thickness ratios, volume fraction distributions, geometric parameters and mechanical loads.Keywords: Functionally graded materials, Stress analysis, 3-D finite element method
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1729185 The Performance of PVD Coated Grade in Milling of ADI 800
Authors: M. Ibrahim Sadik, Toril Myrtveit
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The aim of this investigation is to study the performance of the new generation of the PVD coated grade and to map the influence of cutting conditions on the tool life in milling of ADI (Austempered Ductile Iron). The results show that chipping is the main wear mechanism which determines the tool life in dry condition and notch wear in wet condition for this application. This due to the different stress mechanisms and preexisting cracks in the coating. The wear development shows clearly that the new PVD coating (C20) has the best ability to delay the chipping growth. It was also found that a high content of Al in the new coating (C20) was especially favorable compared to a TiAlN multilayer with lower Al content (C30) or CVD coating. This is due to fine grains and low compressive stress level in the coating which increase the coating ability to withstand the mechanical and thermal impact. It was also found that the use of coolant decreases the tool life with 70-80% compare to dry milling.Keywords: Austempered Ductile Iron (ADI), coating, chipping, milling, tool performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1928184 Mechanical and Thermal Properties Characterisation of Vinyl Ester Matrix Nanocomposites Based On Layered Silicate
Authors: A. I. Alateyah, H. N. Dhakal, Z. Y. Zhang
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The mechanical properties including flexural and tensile of neat vinyl ester and polymer based on layered silicate nanocomposite materials are discussed. The addition of layered silicate into the polymer matrix increased the tensile and flexural modulus up to 1 wt.% clay loading. The incorporation of more clay resulted in decreasing the mechanical properties which was traced to the existence of aggregation layers. Likewise, up to 1 wt.% clay loading, the thermal behaviour showed significant improvements and at higher clay loading the thermal pattern was reduced. The aggregation layers imparted a negative impact on the overall mechanical and thermal properties. Wide Angle X-ray Diffraction, Scanning Electron Microscopy and Transmission Electron Microscopy were utilised in order to characterise the interlamellar structure of nanocomposites.
Keywords: Vinyl ester, nanocomposites, layered silicate, mechanical properties, thermal analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3993183 Effect of Aging Treatment on Mechanical Properties of Non-Flammable AZ91D Mg Alloy
Authors: Ju Hyun Won, Hyun Woo Lee, Seok Hong Min, Tae Kwon Ha
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Microstructure and mechanical properties of AZ91D Mg alloys for nonflammable use, containing Ca and Y, were investigated in this study. Solid solution treatment of AZ91D Mg alloy with Ca and Y was successfully conducted at 420oC and supersaturated microstructure with almost all beta phases resolved into matrix was obtained. After solid solution treatment, the alloy was annealed at temperatures of 180 and 200oC for time intervals from 1 min to 48 hrs and hardness of each condition was measured by micro-Vickers method. Peak aging conditions were deduced from the results as at the temperature of 200oC for 10 hrs. Hot rolling was also carried out at 400oC by the reduction ratio of 0.6 through 5 passes followed by recrystallization treatment. Tensile and compressive properties were measured at room temperature on the specimens of each process, i.e. as-cast, solution treatment, hot rolling, and recrystallization.Keywords: Mg alloy, AZ91D, nonflammable alloy, hot rolling, peak aging, tensile test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1553182 Finite Element Modeling for Clamping Stresses Developed in Hot-Driven Steel Structural Riveted Connections
Authors: Jackeline Kafie-Martinez, Peter B. Keating
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A three-dimensional finite element model is developed to capture the stress field generated in connected plates during the installation of hot-driven rivets. Clamping stress is generated when a steel rivet heated to approximately 1000 °C comes in contact with the material to be fastened at ambient temperature. As the rivet cools, thermal contraction subjects the rivet into tensile stress, while the material being fastened is subjected to compressive stress. Model characteristics and assumptions, as well as steel properties variation with respect to temperature are discussed. The thermal stresses developed around the rivet hole are assessed and reported. Results from the analysis are utilized to detect possible regions for fatigue crack propagation under cyclic loads.
Keywords: Jackeline Kafie-Martinez, Peter B. Keating.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1262181 Development and Characterization of Wheat Bread with Lupin Flour
Authors: Paula M. R. Correia, Marta Gonzaga, Luis M. Batista, Luísa Beirão-Costa, Raquel F. P. Guiné
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The purpose of the present work was to develop an innovative food product with good textural and sensorial characteristics. The product, a new type of bread, was prepared with wheat (90%) and lupin (10%) flours, without the addition of any conservatives. Several experiences were also done to find the most appropriate proportion of lupin flour. The optimized product was characterized considering the rheological, physical-chemical and sensorial properties. The water absorption of wheat flour with 10% of lupin was higher than that of the normal wheat flours, and Wheat Ceres flour presented the lower value, with lower dough development time and high stability time. The breads presented low moisture but a considerable water activity. The density of bread decreased with the introduction of lupin flour. The breads were quite white, and during storage the colour parameters decreased. The lupin flour clearly increased the number of alveolus, but the total area increased significantly just for the Wheat Cerealis bread. The addition of lupin flour increased the hardness and chewiness of breads, but the elasticity did not vary significantly. Lupin bread was sensorially similar to wheat bread produced with WCerealis flour, and the main differences are the crust rugosity, colour and alveolus characteristics.
Keywords: Lupin flour, physical-chemical properties, sensorial analysis, wheat flour.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2531180 Durability of Lime Treated Soil Reinforced by Natural Fiber under Bending Force
Authors: Vivi Anggraini, Afshin Asadi, Bujang B. K. Huat
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Earth structures constructed of marine clay soils have tendency to crack. In order to improve the flexural strength and brittleness, a technique of mixing short fibers is introduced to the soil lime mixture. Coir fiber was used in this study as reinforcing elements. An experimental investigation consisting primarily of flexural tensile tests was conducted to examine the influence of coir fibers on the flexural behaviour of the reinforced soils. The test results that the coir fibers were effective in improving the flexural strength and Young’s modulus of all soils examined and ductility after peak strength for reinforced marine clay soil treated by lime. 5% lime treated soil and 1% coir fiber reinforced soil specimens’ demonstrated good strength and durability when submerged in water and retained 45% of their air-cured strengths.Keywords: Flexural strength, Durabilty, Lime, Coir Fibers, Bending force, Ductility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2379179 Suitability of Class F Flyash for Construction Industry: An Indian Scenario
Authors: M. N. Akhtar, J. N. Akhtar
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The present study evaluates the properties of class F fly ash as a replacement of natural materials in civil engineering construction industry. The low-lime flash similar to class F is the prime variety generated in India, although it has significantly smaller volumes of high-lime fly ash as compared to class C. The chemical and physical characterization of the sample is carried out with the number of experimental approaches in order to investigate all relevant features present in the samples. For chemical analysis, elementary quantitative results from point analysis and scanning electron microscopy (SEM)/dispersive spectroscopy (EDS) techniques were used to identify the element images of different fractions. The physical properties found very close to the range of common soils. Furthermore, the fly ash-based bricks were prepared by the same sample of class F fly ash and the results of compressive strength similar to that of Standard Clay Brick Grade 1 available in the local market of India.
Keywords: Flyash, class F, class C, chemical, physical, SEM, EDS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 837178 Mechanical Properties and Released Gas Analysis of High Strength Concrete with Polypropylene and Raw Rice Husk under High Temperature Effect
Authors: B. Akturk, N. Yuzer, N. Kabay
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When concrete is exposed to high temperatures, some changes may occur in its physical and mechanical properties. Especially, high strength concrete (HSC), may exhibit damages such as cracks and spallings. To overcome this problem, incorporating polymer fibers such as polypropylene (PP) in concrete is a well-known method. In high temperatures, PP decomposes and releases harmful gases such as CO and CO2. This study researches the use of raw rice husk (RRH) as a sustainable material, instead of PP fibers considering its several favorable properties, and its usability in HSC. RRH and PP fibers were incorporated in concrete at 0.5-3% and 0.2-0.5% by weight of cement, respectively. Concrete specimens were exposed to 20 (control), 300, 600 and 900°C. Under these temperatures, residual compressive and splitting tensile strength was determined. During the high temperature effect, the amount of released harmful gases was measured by a gas detector.
Keywords: Gas analysis, high temperature, high strength concrete, polypropylene fibers, raw rice husk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2167177 Hybrid Method Using Wavelets and Predictive Method for Compression of Speech Signal
Authors: Karima Siham Aoubid, Mohamed Boulemden
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The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1326176 Grooving Method to Postpone Debonding of FRP Sheets Used for Shear Strengthening
Authors: Davood Mostofinejad, Seyed Amirali Mostafavizadeh, Amirhomayoon Tabatabaei Kashani
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One of the most common practices for strengthening the reinforced concrete structures is the application of FRP (Fiber Reinforce Plastic) sheets to increase the flexural and shear strengths of the member. The elastic modulus of FRP is considerably higher than that of concrete. This will result in debonding between the FRP sheets and concrete surface. With conventional surface preparation of concrete, the ultimate capacity of the FRP sheets can hardly be achieved. New methods for preparation of the bonding surface have shown improvements in reducing the premature debonding of FRP sheets from concrete surface. The present experimental study focuses on the application of grooving method to postpone debonding of the FRP sheets attached to the side faces of concrete beams for shear strengthening. Comparison has also been made with conventional surface preparation method. This study clearly shows the efficiency of grooving method compared to surface preparation method, in preventing the debonding phenomenon and in increasing the load carrying capacity of FRP.Keywords: FRP composite, grooving, rehabilitation, reinforced concrete, shear strengthening, surface preparation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2245175 The Experimental and Statistical Analysis of the Wood Strength against Pressure According to Different Wood Types, Sizes, and Coatings
Authors: Mustafa Altin, Sakir Tasdemir, Gamze Fahriye Pehlivan, Sadiye Didem Boztepe Erkis, Sevda Altin
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In this study, an experiment was executed related to the strength of wooden materials which have been commonly used both in the past and present against pressure and whether fire retardant materials used against fire have any effects or not. Totally 81 samples which included 3 different wood species, 3 different sizes, 2 different fire retardants and 2 unprocessed samples were prepared. Compressive pressure tests were applied to the prepared samples, their variance analyses were executed in accordance with the obtained results and it was aimed to determine the most convenient wooden materials and fire-retardant coating material. It was also determined that the species of wood and the species of coating caused the decrease and/or increase in the resistance against pressure.
Keywords: Resistance of wood against pressure, species of wood, variance analysis, wood coating, wood fire safety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1705174 Mechanical and Thermal Properties of Hybrid Blends of LLDPE/Starch/PVA
Authors: Rahmah, M., Farhan, M., Akidah, N.M.Y
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Polybag and mulch film in agricultural field are used plastics which caused environmental problems after transplantation and planting processes due to the discarded wastes. Thus a degradable polybag was designed in this study to replace non degradable polybag with natural biodegradable resin that is widely available, namely sago starch (SS) and polyvinyl alcohol (PVA). Hybrid blend consists of SS, PVA and linear low density polyethylene (LLDPE) was compounded at different ratios. The thermal and mechanical properties of the blends were investigated. Hybrid films underwent landfill degradation tests for up to 2 months. The films showed gelation and melting transition existed for all three systems with significant melting peaks by LLDPE and PVA. All hybrid blends loses its LLDPE semi crystalline characteristics as PVA and SS systems had disrupted crystallinity and enhanced the amorphosity of the hybrid system. Generally, blending SS with PVA improves the mechanical properties of the SS based materials. Tensile strength of each film was also decreased with the increase of SS contents while its modulus had increased with SS content.
Keywords: Appearance peak, LLDPE, PVA, sago starch.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3020173 Performance Evaluation of an Aboveground LNG Storage Tank Cover using Nondestructive and Destructive Tests
Authors: Sungnam Hong, Sun-Kyu Park, Jieun Jeong, Jinwoong Choi
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In this study, a new procedure for inspecting damages on LNG storage tanks was proposed with the use of structural diagnostic techniques: i.e., nondestructive inspection techniques such as macrography, the hammer sounding test, the Schmidt hammer test, and the ultrasonic pulse velocity test, and destructive inspection techniques such as the compressive strength test, the chloride penetration test, and the carbonation test. From the analysis of all the test results, it was concluded that the LNG storage tank cover was in good condition. Such results were also compared with the Korean concrete standard specifications and design values. In addition, the remaining life of the LNG storage tank was estimated by using existing models. Based on the results, an LNG storage tank cover performance evaluation procedure was suggested.
Keywords: Destructive test, LNG storage tank, Nondestructive test, Performance evaluation procedure, Remaining life.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3179172 Compressive Strength Evaluation of Underwater Concrete Structures Integrating the Combination of Rebound Hardness and Ultrasonic Pulse Velocity Methods with Artificial Neural Networks
Authors: Seunghee Park, Junkyeong Kim, Eun-Seok Shin, Sang-Hun Han
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In this study, two kinds of nondestructive evaluation (NDE) techniques (rebound hardness and ultrasonic pulse velocity methods) are investigated for the effective maintenance of underwater concrete structures. A new methodology to estimate the underwater concrete strengths more effectively, named “artificial neural network (ANN) – based concrete strength estimation with the combination of rebound hardness and ultrasonic pulse velocity methods” is proposed and verified throughout a series of experimental works.
Keywords: Underwater Concrete, Rebound Hardness, Schmidt hammer, Ultrasonic Pulse Velocity, Ultrasonic Sensor, Artificial Neural Networks, ANN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3650171 Long-Term Study for the Effect of Ovariectomy on Rat Bone - Use of In-Vivo Micro-CT -
Authors: Dae Gon Woo, Chang Yong Ko, Tae Woo Lee, Han Sung Kim, Beob Yi Lee
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In the present study, changes of morphology and mechanical characteristics in the lumbar vertebrae of the ovariectomised (OVX) rat were investigated. In previous researches, there were many studies about morphology like volume fraction and trabecular thickness based on Micro - Computed Tomography (Micro - CT). However, detecting and tracking long-term changes in the trabecular bone of the lumbar vertebrae for the OVX rat were few. For this study, one female Sprague-Dawley rat was used: an OVX rat. The 4th Lumbar of the OVX rat was subjected to in-vivo micro-CT. Detecting and tracking long-term changes could be investigated in the trabecular bone of the lumbar vertebrae for an OVX rat using in-vivo micro-CT. An OVX rat was scanned at week 0 (just before surgery), at week 4, at week 8, week 16, week 22 and week 56 after surgery. Finite element (FE) analysis was used to investigate mechanical characteristics of the lumbar vertebrae for an OVX rat. When the OVX rat (at week 56) was compared with the OVX rat (at week 0), volume fraction was decreased by 80% and effective modulus was decreased by 75%.Keywords: OVX rats, Trabecular bone, In-vivo Micro-CT, FE analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1601170 Evaluation of Applicability of High Strength Stirrup for Prestressed Concrete Members
Authors: J.-Y. Lee, H.-S. Lim, S.-E. Kim
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Recently, the use of high-strength materials is increasing as the construction of large structures and high-rise structures increases. This paper presents an analysis of the shear behavior of prestressed concrete members with various types of materials by simulating a finite element (FE) analysis. The analytical results indicated that the shear strength and shear failure mode were strongly influenced by not only the shear reinforcement ratio but also the yield strength of shear reinforcement and the compressive strength of concrete. Though the yield strength of shear reinforcement increased the shear strength of prestressed concrete members, there was a limit to the increase in strength because of the change of shear failure modes. According to the results of FE analysis on various parameters, the maximum yield strength of the steel stirrup that can be applied to prestressed concrete members was about 860 MPa.
Keywords: PSC members, shear failure mode, high strength stirrups, high strength concrete, shear behavior.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1379169 Partial Replacement of Lateritic Soil with Crushed Rock Sand (Stone Dust) in Compressed Earth Brick Production
Authors: A. M. Jungudo, M. A. Lasan
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Affordable housing has long been one of the basic necessities of life to man. The ever rising prices of building materials are one of the major causes of housing shortage in many developing countries. Breaching the gap of housing needs in developing countries like Nigeria is an awaiting task longing for attention. This is due to lack of research in the development of local materials that will suit the troubled economies of these countries. The use of earth material to meet the housing needs is a sustainable option and its material is freely available universally. However, people are doubtful of using the earth material due to its modest outlook and uncertain durability. This research aims at enhancing the durability of Compressed Earth Bricks (CEBs) using stone dust as a stabilizer. The result indicates that partial replacement of lateritic soil with stone dust at 30% improves its compressive strength along with abrasive resistance.
Keywords: Laterite, stone dust, compressed earth bricks, durability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 527168 Improving TNT Curing Process by Using Infrared Camera
Authors: O. Srihakulung, Y. Soongsumal
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Among the chemicals used for ammunition production, TNT (Trinitrotoluene) play a significant role since World War I and II. Various types of military weapon utilize TNT in casting process. However, the TNT casting process for warhead is difficult to control the cooling rate of the liquid TNT. This problem occurs because the casting process lacks the equipment to detect the temperature during the casting procedure This study presents the temperature detected by infrared camera to illustrate the cooling rate and cooling zone of curing, and demonstrates the optimization of TNT condition to reduce the risk of air gap occurred in the warhead which can result in the destruction afterward. Premature initiation of explosive-filled projectiles in response to set-back forces during gunfiring cause by casting defects. Finally the study can help improving the process of the TNT casting. The operators can control the curing of TNT inside the case by rising up the heating rod at the proper time. Consequently this can reduce tremendous time of rework if the air gaps occur and increase strength to lower elastic modulus. Therefore, it can be clearly concluded that the use of Infrared Cameras in this process is another method to improve the casting procedure.
Keywords: Infrared camera, TNT casting, warhead, curing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2254167 Recurring as a Means of Partial Strength Recovery of Concrete Subjected to Elevated Temperatures
Authors: Shree Laxmi Prashant, Subhash C. Yaragal, K. S. Babu Narayan
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Concrete is found to undergo degradation when subjected to elevated temperatures and loose substantial amount of its strength. The loss of strength in concrete is mainly attributed to decomposition of C-S-H and release of physically and chemically bound water, which begins when the exposure temperature exceeds 100°C. When such a concrete comes in contact with moisture, the cement paste is found rehydrate and considerable amount of strength lost is found to recover. This paper presents results of an experimental program carried out to investigate the effect of recuring on strength gain of OPC concrete specimens subjected to elevated temperatures from 200°C to 800°C, which were subjected to retention time of two hours and four hours at the designated temperature. Strength recoveries for concrete subjected to 7 designated elevated temperatures are compared. It is found that the efficacy of recuring as a measure of strength recovery reduces with increase in exposure temperature.
Keywords: Elevated Temperature, Recuring, Strength Recovery, Compressive strength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2431166 Hydrogel Based on Cellulose Acetate Used as Scaffold for Cell Growth
Authors: A. Maria G. Melero, A. M. Senna, J. A. Domingues, M. A. Hausen, E. Aparecida R. Duek, V. R. Botaro
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A hydrogel from cellulose acetate cross linked with ethylenediaminetetraacetic dianhydride (HAC-EDTA) was synthesized by our research group, and submitted to characterization and biological tests. Cytocompatibility analysis was performed by confocal microscopy using human adipocyte derived stem cells (ASCs). The FTIR analysis showed characteristic bands of cellulose acetate and hydroxyl groups and the tensile tests evidence that HAC-EDTA present a Young’s modulus of 643.7 MPa. The confocal analysis revealed that there was cell growth at the surface of HAC-EDTA. After one day of culture the cells presented spherical morphology, which may be caused by stress of the sequestration of Ca2+ and Mg2+ ions at the cell medium by HAC-EDTA, as demonstrated by ICP-MS. However, after seven days and 14 days of culture, the cells present fibroblastoid morphology, phenotype expected by this cellular type. The results give efforts to indicate this new material as a potential biomaterial for tissue engineering, in the future in vivo approach.
Keywords: Cellulose acetate, hydrogel, biomaterial, cellular growth.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1150165 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance
Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman
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Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.
Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 360164 NonStationary CMA for Decision Feedback Equalization of Markovian Time Varying Channels
Authors: S. Cherif, M. Turki-Hadj Alouane
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In this paper, we propose a modified version of the Constant Modulus Algorithm (CMA) tailored for blind Decision Feedback Equalizer (DFE) of first order Markovian time varying channels. The proposed NonStationary CMA (NSCMA) is designed so that it explicitly takes into account the Markovian structure of the channel nonstationarity. Hence, unlike the classical CMA, the NSCMA is not blind with respect to the channel time variations. This greatly helps the equalizer in the case of realistic channels, and avoids frequent transmissions of training sequences. This paper develops a theoretical analysis of the steady state performance of the CMA and the NSCMA for DFEs within a time varying context. Therefore, approximate expressions of the mean square errors are derived. We prove that in the steady state, the NSCMA exhibits better performance than the classical CMA. These new results are confirmed by simulation. Through an experimental study, we demonstrate that the Bit Error Rate (BER) is reduced by the NSCMA-DFE, and the improvement of the BER achieved by the NSCMA-DFE is as significant as the channel time variations are severe.Keywords: Time varying channel, Markov model, Blind DFE, CMA, NSCMA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1288163 Experimental Investigation on Effect of Different Heat Treatments on Phase Transformation and Superelasticity of NiTi Alloy
Authors: Erfan Asghari Fesaghandis, Reza Ghaffari Adli, Abbas Kianvash, Hossein Aghajani, Homa Homaie
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NiTi alloys possess magnificent superelastic, shape memory, high strength and biocompatible properties. For improving mechanical properties, foremost, superelasticity behavior, heat treatment process is carried out. In this paper, two different heat treatment methods were undertaken: (1) solid solution, and (2) aging. The effect of each treatment in a constant time is investigated. Five samples were prepared to study the structure and optimize mechanical properties under different time and temperature. For measuring the upper plateau stress, lower plateau stress and residual strain, tensile test is carried out. The samples were aged at two different temperatures to see difference between aging temperatures. The sample aged at 500 °C has a bigger crystallite size and lower amount of Ni which causes the mentioned sample to possess poor pseudo elasticity behaviour than the other aged sample. The sample aged at 460 °C has shown remarkable superelastic properties. The mentioned sample’s higher plateau is 580 MPa with the lowest residual strain (0.17%) while other samples have possessed higher residual strains. X-ray diffraction was used to investigate the produced phases.
Keywords: Heat treatment, phase transformation, superelasticity, NiTi alloy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 687162 Characterization and Degradation Analysis of Tapioca Starch Based Biofilms
Authors: R. R. Ali, W. A. W. A. Rahman, R. M. Kasmani, H. Hasbullah, N. Ibrahim, A. N. Sadikin, U. A. Asli
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In this study, tapioca starch, which acts as natural polymer, was added in the blend in order to produce biodegradable product. Low density polyethylene (LDPE) and tapioca starch blends were prepared by extrusion and the test sample by injection moulding process. Ethylene vinyl acetate (EVA) acts as compatibilizer while glycerol as processing aid was added in the blend. The blends were characterized by using melt flow index (MFI), fourier transform infrared (FTIR) and the effects of water absorption to the sample. As the starch content increased, MFI of the blend was decreased. Tensile testing were conducted shows the tensile strength and elongation at break decreased while the modulus increased as the starch increased. For the biodegradation, soil burial test was conducted and the loss in weight was studied as the starch content increased. Morphology studies were conducted in order to show the distribution between LDPE and starch.
Keywords: Biofilms, degradable polymers, starch based polyethylene, injection moulding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3126161 Traffic Forecasting for Open Radio Access Networks Virtualized Network Functions in 5G Networks
Authors: Khalid Ali, Manar Jammal
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In order to meet the stringent latency and reliability requirements of the upcoming 5G networks, Open Radio Access Networks (O-RAN) have been proposed. The virtualization of O-RAN has allowed it to be treated as a Network Function Virtualization (NFV) architecture, while its components are considered Virtualized Network Functions (VNFs). Hence, intelligent Machine Learning (ML) based solutions can be utilized to apply different resource management and allocation techniques on O-RAN. However, intelligently allocating resources for O-RAN VNFs can prove challenging due to the dynamicity of traffic in mobile networks. Network providers need to dynamically scale the allocated resources in response to the incoming traffic. Elastically allocating resources can provide a higher level of flexibility in the network in addition to reducing the OPerational EXpenditure (OPEX) and increasing the resources utilization. Most of the existing elastic solutions are reactive in nature, despite the fact that proactive approaches are more agile since they scale instances ahead of time by predicting the incoming traffic. In this work, we propose and evaluate traffic forecasting models based on the ML algorithm. The algorithms aim at predicting future O-RAN traffic by using previous traffic data. Detailed analysis of the traffic data was carried out to validate the quality and applicability of the traffic dataset. Hence, two ML models were proposed and evaluated based on their prediction capabilities.
Keywords: O-RAN, traffic forecasting, NFV, ARIMA, LSTM, elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 514160 An Overview of Sludge Utilization into Fired Clay Brick
Authors: Aeslina Binti Abdul Kadir, Ahmad Shayuti Bin Abdul Rahim
Abstract:
Brick is one of the most common masonry units used as building material. Due to the demand, different types of waste have been investigated to be incorporated into the bricks. Many types of sludge have been incorporated in fired clay brick for example marble sludge, stone sludge, water sludge, sewage sludge, and ceramic sludge. The utilization of these waste materials in fired clay bricks usually has positive effects on the properties such as lightweight bricks with improved shrinkage, porosity, and strength. This paper reviews on utilization of different types of sludge wastes into fired clay bricks. Previous investigations have demonstrated positive effects on the physical and mechanical properties as well as less impact towards the environment. Thus, the utilizations of sludge waste could produce a good quality of brick and could be one of alternative disposal methods for the sludge wastes.
Keywords: Fired Clay Brick, Sludge waste, Compressive strength, Shrinkage, Water absorption.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5459159 Applications of Carbon Fibers Produced from Polyacrylonitrile Fibers
Authors: R. Eslami Farsani, R. Fazaeli
Abstract:
Carbon fibers have specific characteristics in comparison with industrial and structural materials used in different applications. Special properties of carbon fibers make them attractive for reinforcing and fabrication of composites. These fibers have been utilized for composites of metals, ceramics and plastics. However, it-s mainly used in different forms to reinforce lightweight polymer materials such as epoxy resin, polyesters or polyamides. The composites of carbon fiber are stronger than steel, stiffer than titanium, and lighter than aluminum and nowadays they are used in a variety of applications. This study explains applications of carbon fibers in different fields such as space, aviation, transportation, medical, construction, energy, sporting goods, electronics, and the other commercial/industrial applications. The last findings of composites with polymer, metal and ceramic matrices containing carbon fibers and their applications in the world investigated. Researches show that carbon fibers-reinforced composites due to unique properties (including high specific strength and specific modulus, low thermal expansion coefficient, high fatigue strength, and high thermal stability) can be replaced with common industrial and structural materials.Keywords: Polyacrylonitrile Fibers, Carbon Fibers, Application
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4836158 Physical and Mechanical Performance of Mortars with Ashes from Straw and Bagasse Sugarcane
Authors: Débora C. G. Oliveira, Julio D. Salles, Bruna A. Moriy, João A. Rossignolo, Holmer Savastano JR.
Abstract:
The objective of this study was to identify the optimal level of partial replacement of Portland cement by the ashes originating from burning straw and bagasse from sugar cane (ASB). Order to this end, were made five series of flat plates and cylindrical bodies: control and others with the partial replacement in 20, 30, 40 and 50% of ASB in relation to the mass of the Ordinary Portland cement, and conducted a mechanical testing of simple axial compression (cylindrical bodies) and the four-point bending (flat plates) and determined water absorption (WA), bulk density (BD) and apparent void volume (AVV) on both types of specimens. Based on the data obtained, it may be noted that the control treatment containing only Portland cement, obtained the best results. However, the cylindrical bodies with 20% ashes showed better results compared to the other treatments. And in the formulations plates, the treatment which showed the best results was 30% cement replacement by ashes.
Keywords: Modulus of rupture, simple axial compression, waste.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680