Search results for: navier equation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1199

Search results for: navier equation

719 The Influences of Marketing Mix on Customer Purchasing Behavior at Chatuchak Plaza Market

Authors: Bundit Pungnirund

Abstract:

The objective of this research was to study the influence of marketing mix on customers purchasing behavior. A total of 397 respondents were collected from customers who were the patronages of the Chatuchak Plaza market. A questionnaire was utilized as a tool to collect data. Statistics utilized in this research included frequency, percentage, mean, standard deviation, and multiple regression analysis. Data were analyzed by using Statistical Package for the Social Sciences. The findings revealed that the majority of respondents were male with the age between 25-34 years old, hold undergraduate degree, married and stay together. The average income of respondents was between 10,001-20,000 baht. In terms of occupation, the majority worked for private companies. The research analysis disclosed that there were three variables of marketing mix which included price (X2), place (X3), and product (X1) which had an influence on the frequency of customer purchasing. These three variables can predict a purchase about 30 percent of the time by using the equation; Y1 = 6.851 + .921(X2) + .949(X3) + .591(X1). It also found that in terms of marketing mixed, there were two variables had an influence on the amount of customer purchasing which were physical characteristic (X6), and the process (X7). These two variables are 17 percent predictive of a purchasing by using the equation: Y2 = 2276.88 + 2980.97(X6) + 2188.09(X7).

Keywords: Influences, Marketing Mixed, Purchasing Behavior.

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718 Numerical Simulation of the Flow Channel in the Curved Plane Oil Skimmer

Authors: Xing Feng, Yuanbin Li

Abstract:

Oil spills at sea can cause severe marine environmental damage, including bringing huge hazards to living resources and human beings. In situ burning or chemical dispersant methods can be used to handle the oil spills sometimes, but these approaches will bring secondary pollution and fail in some situations. Oil recovery techniques have also been developed to recover oil using oil skimmer equipment installed on ships, while the hydrodynamic process of the oil flowing through the oil skimmer is very complicated and important for evaluating the recovery efficiency. Based on this, a two-dimensional numerical simulation platform for simulating the hydrodynamic process of the oil flowing through the oil skimmer is established based on the Navier-Stokes equations for viscous, incompressible fluid. Finally, the influence of the design of the flow channel in the curved plane oil skimmer on the hydrodynamic process of the oil flowing through the oil skimmer is investigated based on the established simulation platform.

Keywords: Curved plane oil skimmer, flow channel, CFD, VOF.

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717 Influences of Thermal Relaxation Times on Generalized Thermoelastic Longitudinal Waves in Circular Cylinder

Authors: Fatimah A. Alshaikh

Abstract:

This paper is concerned with propagation of thermoelastic longitudinal vibrations of an infinite circular cylinder, in the context of the linear theory of generalized thermoelasticity with two relaxation time parameters (Green and Lindsay theory). Three displacement potential functions are introduced to uncouple the equations of motion. The frequency equation, by using the traction free boundary conditions, is given in the form of a determinant involving Bessel functions. The roots of the frequency equation give the value of the characteristic circular frequency as function of the wave number. These roots, which correspond to various modes, are numerically computed and presented graphically for different values of the thermal relaxation times. It is found that the influences of the thermal relaxation times on the amplitudes of the elastic and thermal waves are remarkable. Also, it is shown in this study that the propagation of thermoelastic longitudinal vibrations based on the generalized thermoelasticity can differ significantly compared with the results under the classical formulation. A comparison of the results for the case with no thermal effects shows well agreement with some of the corresponding earlier results.

Keywords: Wave propagation, longitudinal vibrations, circular cylinder, generalized thermoelasticity, Thermal relaxation times.

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716 Factors Influence Depositors- Withdrawal Behavior in Islamic Banks: A Theory of Reasoned Action

Authors: Muhamad Abduh, Jarita Duasa, Mohd. Azmi Omar

Abstract:

Unlike its conventional counterpart, Islamic principles forbid Islamic banks to take any interest-related income and thus makes deposits from depositors as an important source of fund for its operational and financing. Consequently, the risk of deposit withdrawal by depositors is an important aspect that should be wellmanaged in Islamic banking. This paper aims to investigate factors that influence depositors- withdrawal behavior in Islamic banks, particularly in Malaysia, using the framework of theory of reasoned action. A total of 368 respondents from Klang valley are involved in the analysis. The paper finds that all the constructs variable i.e. normative beliefs, subjective norms, behavioral beliefs, and attitude towards behavior are perceived to be distinct by the respondents. In addition, the structural equation model is able to verify the structural relationships between subjective norms, attitude towards behavior and behavioral intention. Subjective norms gives more influence to depositors- decision on deposit withdrawal compared to attitude towards behavior.

Keywords: Islamic bank, structural equation model, theory of reasoned action, withdrawal behavior

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715 Effect of Mesh Size on the Supersonic Viscous Flow Parameters around an Axisymmetric Blunt Body

Authors: Rabah Haoui

Abstract:

The aim of this work is to analyze a viscous flow around the axisymmetric blunt body taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier-Stokes equations is realized by using the finite volume method to determine the flow parameters and detached shock position. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, CFL coefficient and mesh size level are selected to ensure numerical convergence. The effect of the mesh size is significant on the shear stress and velocity profile. The best solution is obtained with using a very fine grid. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.

Keywords: Supersonic flow, viscous flow, finite volume, blunt body.

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714 Artificial Neural Network with Steepest Descent Backpropagation Training Algorithm for Modeling Inverse Kinematics of Manipulator

Authors: Thiang, Handry Khoswanto, Rendy Pangaldus

Abstract:

Inverse kinematics analysis plays an important role in developing a robot manipulator. But it is not too easy to derive the inverse kinematic equation of a robot manipulator especially robot manipulator which has numerous degree of freedom. This paper describes an application of Artificial Neural Network for modeling the inverse kinematics equation of a robot manipulator. In this case, the robot has three degree of freedoms and the robot was implemented for drilling a printed circuit board. The artificial neural network architecture used for modeling is a multilayer perceptron networks with steepest descent backpropagation training algorithm. The designed artificial neural network has 2 inputs, 2 outputs and varies in number of hidden layer. Experiments were done in variation of number of hidden layer and learning rate. Experimental results show that the best architecture of artificial neural network used for modeling inverse kinematics of is multilayer perceptron with 1 hidden layer and 38 neurons per hidden layer. This network resulted a RMSE value of 0.01474.

Keywords: Artificial neural network, back propagation, inverse kinematics, manipulator, robot.

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713 An Implicit Methodology for the Numerical Modeling of Locally Inextensible Membranes

Authors: Aymen Laadhari

Abstract:

We present in this paper a fully implicit finite element method tailored for the numerical modeling of inextensible fluidic membranes in a surrounding Newtonian fluid. We consider a highly simplified version of the Canham-Helfrich model for phospholipid membranes, in which the bending force and spontaneous curvature are disregarded. The coupled problem is formulated in a fully Eulerian framework and the membrane motion is tracked using the level set method. The resulting nonlinear problem is solved by a Newton-Raphson strategy, featuring a quadratic convergence behavior. A monolithic solver is implemented, and we report several numerical experiments aimed at model validation and illustrating the accuracy of the proposed method. We show that stability is maintained for significantly larger time steps with respect to an explicit decoupling method.

Keywords: Finite element method, Newton method, level set, Navier-Stokes, inextensible membrane, liquid drop.

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712 Fundamental Equation of Complete Factor Synergetics of Complex Systems with Normalization of Dimension

Authors: Li Zong-Cheng

Abstract:

It is by reason of the unified measure of varieties of resources and the unified processing of the disposal of varieties of resources, that these closely related three of new basic models called the resources assembled node and the disposition integrated node as well as the intelligent organizing node are put forth in this paper; the three closely related quantities of integrative analytical mechanics including the disposal intensity and disposal- weighted intensity as well as the charge of resource charge are set; and then the resources assembled space and the disposition integrated space as well as the intelligent organizing space are put forth. The system of fundamental equations and model of complete factor synergetics is preliminarily approached for the general situation in this paper, to form the analytical base of complete factor synergetics. By the essential variables constituting this system of equations we should set twenty variables respectively with relation to the essential dynamical effect, external synergetic action and internal synergetic action of the system.

Keywords: complex system, disposal of resources, completefactor synergetics, fundamental equation.

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711 Multi-Rate Exact Discretization based on Diagonalization of a Linear System - A Multiple-Real-Eigenvalue Case

Authors: T. Sakamoto, N. Hori

Abstract:

A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.

Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues

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710 Phase Behaviors and Fuel Properties of Bio-Oil-Diesel-Alcohol Blends

Authors: P. Weerachanchai, C. Tangsathitkulchai, M. Tangsathitkulchai

Abstract:

Attempt was made to improve certain characteristics of bio-oil derived from palm kernel pyrolysis by blending it with diesel fuel and alcohols. Two types of alcohol, ethanol or butanol, was used as cosolvent to stabilize the phase of ternary systems. Phase behaviors and basic fuel properties of palm kernel bio-oildiesel- alcohol systems were investigated in this study. Alcohol types showed a significant influence on the phase characteristics with palm kernel bio-oil-diesel-butanol system giving larger soluble area than that of palm kernel bio-oil-diesel-ethanol system. For fuel properties, blended fuels showed superior properties including lower values of density (~860 kg/m3 at 25°C), viscosity (~4.12 mm2/s at 40°C), carbon residue (1.02-2.53 wt%), ash (0.018-0.034 wt%) and pour point (<-25 to -7 °C), increased pH (~ 6.4) and giving reasonable heating values of 32.5-41.2 MJ/kg. To enable the prediction of some properties of fuel mixtures, the measured fuel properties including heating value, density, ash content and pH were fitted by Kay-s mixing rule, whereas the viscosities of blended fuels at different temperatures were correlated by the modified Grunberg-Nissan equation and Andrade equation.

Keywords: Bio-oil, fuel blend, fuel properties, phase behaviour.

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709 Study of Natural Convection in a Triangular Cavity Filled with Water: Application of the Lattice Boltzmann Method

Authors: Imen Mejri, Ahmed Mahmoudi, Mohamed A. Abbassi, Ahmed Omri

Abstract:

The Lattice Boltzmann Method (LBM) with double populations is applied to solve the steady-state laminar natural convective heat transfer in a triangular cavity filled with water. The bottom wall is heated, the vertical wall is cooled, and the inclined wall is kept adiabatic. The buoyancy effect was modeled by applying the Boussinesq approximation to the momentum equation. The fluid velocity is determined by D2Q9 LBM and the energy equation is discritized by D2Q4 LBM to compute the temperature field. Comparisons with previously published work are performed and found to be in excellent agreement. Numerical results are obtained for a wide range of parameters: the Rayleigh number from  to  and the inclination angle from 0° to 360°. Flow and thermal fields were exhibited by means of streamlines and isotherms. It is observed that inclination angle can be used as a relevant parameter to control heat transfer in right-angled triangular enclosures.

 

Keywords: Heat transfer, inclination angle, Lattice Boltzmann Method, Nusselt number, Natural convection, Rayleigh number.

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708 Perturbed-Chain Statistical Association Fluid Theory (PC-SAFT) Parameters for Propane, Ethylene, and Hydrogen under Supercritical Conditions

Authors: Ilke Senol

Abstract:

Perturbed-Chain Statistical Association Fluid Theory (PC-SAFT) equation of state (EOS) is a modified SAFT EOS with three pure component specific parameters: segment number (m), diameter (σ) and energy (ε). These PC-SAFT parameters need to be determined for each component under the conditions of interest by fitting experimental data, such as vapor pressure, density or heat capacity. PC-SAFT parameters for propane, ethylene and hydrogen in supercritical region were successfully estimated by fitting experimental density data available in literature. The regressed PCSAFT parameters were compared with the literature values by means of estimating pure component density and calculating average absolute deviation between the estimated and experimental density values. PC-SAFT parameters available in literature especially for ethylene and hydrogen estimated density in supercritical region reasonably well. However, the regressed PC-SAFT parameters performed better in supercritical region than the PC-SAFT parameters from literature.

Keywords: Equation of state, perturbed-chain, PC-SAFT, super critical.

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707 Chemical and Vibrational Nonequilibrium Hypersonic Viscous Flow around an Axisymmetric Blunt Body

Authors: R. Haoui

Abstract:

Hypersonic flows around spatial vehicles during their reentry phase in planetary atmospheres are characterized by intense aerothermodynamics phenomena. The aim of this work is to analyze high temperature flows around an axisymmetric blunt body taking into account chemical and vibrational non-equilibrium for air mixture species and the no slip condition at the wall. For this purpose, the Navier-Stokes equations system is resolved by the finite volume methodology to determine the flow parameters around the axisymmetric blunt body especially at the stagnation point and in the boundary layer along the wall of the blunt body. The code allows the capture of shock wave before a blunt body placed in hypersonic free stream. The numerical technique uses the Flux Vector Splitting method of Van Leer. CFL coefficient and mesh size level are selected to ensure the numerical convergence.

Keywords: Hypersonic flow, viscous flow, chemical kinetic, dissociation, finite volumes, frozen and non-equilibrium flow.

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706 Bubble Point Pressures of CO2+Ethyl Palmitate by a Cubic Equation of State and the Wong-Sandler Mixing Rule

Authors: M. A. Sedghamiz, S. Raeissi

Abstract:

This study presents three different approaches to estimate bubble point pressures for the binary system of CO2 and ethyl palmitate fatty acid ethyl ester. The first method involves the Peng-Robinson (PR) Equation of State (EoS) with the conventional mixing rule of Van der Waals. The second approach involves the PR EOS together with the Wong Sandler (WS) mixing rule, coupled with the UNIQUAC GE model. In order to model the bubble point pressures with this approach, the volume and area parameter for ethyl palmitate were estimated by the Hansen group contribution method. The last method involved the Peng-Robinson, combined with the Wong-Sandler method, but using NRTL as the GE model. Results using the Van der Waals mixing rule clearly indicated that this method has the largest errors among all three methods, with errors in the range of 3.96-6.22%. The PR-WS-UNIQUAC method exhibited small errors, with average absolute deviations between 0.95 to 1.97 percent. The PR-WS-NRTL method led to the least errors, where average absolute deviations ranged between 0.65-1.7%.

Keywords: Bubble pressure, Gibbs excess energy model, mixing rule, CO2 solubility, ethyl palmitate.

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705 Simulation of 3D Flow using Numerical Model at Open-channel Confluences

Authors: R.Goudarzizadeh, S.H.Mousavi Jahromi, N.Hedayat

Abstract:

This paper analytically investigates the 3D flow pattern at the confluences of two rectangular channels having 900 angles using Navier-Stokes equations based on Reynolds Stress Turbulence Model (RSM). The equations are solved by the Finite- Volume Method (FVM) and the flow is analyzed in terms of steadystate (single-phased) conditions. The Shumate experimental findings were used to test the validity of data. Comparison of the simulation model with the experimental ones indicated a close proximity between the flow patterns of the two sets. Effects of the discharge ratio on separation zone dimensions created in the main-channel downstream of the confluence indicated an inverse relation, where a decrease in discharge ratio, will entail an increase in the length and width of the separation zone. The study also found the model as a powerful analytical tool in the feasibility study of hydraulic engineering projects.

Keywords: 900 confluence angle, flow separation zone, numerical modeling, turbulent flow.

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704 E-Government Continuance Intention of Media Psychology: Some Insights from Psychographic Characteristics

Authors: Azlina Binti Abu Bakar, Fahmi Zaidi Bin Abdul Razak, Wan Salihin Wong Abdullah

Abstract:

Psychographic is a psychological study of values, attitudes, interests and it is used mostly in prediction, opinion research and social research. This study predicts the influence of performance expectancy, effort expectancy, social influence and facilitating condition on e-government acceptance among Malaysian citizens. The survey responses of 543 e-government users have been validated and analyzed by means of covariance-based Structural Equation Modeling. The findings indicate that e-government acceptance among Malaysian citizens are mainly influenced by performance expectancy (β = 0.66, t = 11.53, p < 0.01) and social influence (β = 0.20, t = 4.23, p < 0.01). Surprisingly, there is no significant effect of facilitating condition and effort expectancy on e-government continuance intention (β = 0.01, t = 0.27, p > 0.05; β = -0.01, t = -0.40, p > 0.05). This study offers government and vendors a frame of reference to analyze citizen’s situation before initiating new innovations. In case of Malaysian e-government technology, adoption strategies should be built around fostering level of citizens’ technological expectation and social influence on e-government usage.

Keywords: Continuance intention, Malaysian citizens, media psychology, structural equation modeling.

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703 Slip Effect Study of 4:1 Contraction Flow for Oldroyd-B Model

Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul

Abstract:

The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.

Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.

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702 Effects of Synthetic Jet in Suppressing Cavity Oscillations

Authors: S. Sarkar, R. Mandal

Abstract:

The three-dimensional incompressible flow past a rectangular open cavity is investigated, where the aspect ratio of the cavity is considered as 4. The principle objective is to use large-eddy simulation to resolve and control the large-scale structures, which are largely responsible for flow oscillations in a cavity. The flow past an open cavity is very common in aerospace applications and can be a cause of acoustic source due to hydrodynamic instability of the shear layer and its interactions with the downstream edge. The unsteady Navier-stokes equations have been solved on a staggered mesh using a symmetry-preserving central difference scheme. Synthetic jet has been used as an active control to suppress the cavity oscillations in wake mode for a Reynolds number of ReD = 3360. The effect of synthetic jet has been studied by varying the jet amplitude and frequency, which is placed at the upstream wall of the cavity. The study indicates that there exits a frequency band, which is larger than a critical value, is effective in attenuating cavity oscillations when blowing ratio is more than 1.0.

Keywords: Cavity oscillation, Large Eddy Simulation, Synthetic Jet, Flow Control, Turbulence

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701 Incident Shock Wave Interaction with an Axisymmetric Cone Body Placed in Shock Tube

Authors: Rabah Haoui

Abstract:

This work presents a numerical simulation of the interaction of an incident shock wave propagates from the left to the right with a cone placed in a tube at shock. The Mathematical model is based on a non stationary, viscous and axisymmetric flow. The Discretization of the Navier-stokes equations is carried out by the finite volume method in the integral form along with the Flux Vector Splitting method of Van Leer. Here, adequate combination of time stepping parameter, CFL coefficient and mesh size level is selected to ensure numerical convergence. The numerical simulation considers a shock tube filled with air. The incident shock wave propagates to the right with a determined Mach number and crosses the cone by leaving behind it a stationary detached shock wave in front of the nose cone. This type of interaction is observed according to the time of flow.

Keywords: Supersonic flow, viscous flow, finite volume, cone body

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700 Effect of Mesh Size on the Viscous Flow Parameters of an Axisymmetric Nozzle

Authors: Rabah Haoui

Abstract:

The aim of this work is to analyze a viscous flow in the axisymmetric nozzle taken into account the mesh size both in the free stream and into the boundary layer. The resolution of the Navier- Stokes equations is realized by using the finite volume method to determine the supersonic flow parameters at the exit of convergingdiverging nozzle. The numerical technique uses the Flux Vector Splitting method of Van Leer. Here, adequate time stepping parameter, along with CFL coefficient and mesh size level is selected to ensure numerical convergence. The effect of the boundary layer thickness is significant at the exit of the nozzle. The best solution is obtained with using a very fine grid, especially near the wall, where we have a strong variation of velocity, temperature and shear stress. This study enabled us to confirm that the determination of boundary layer thickness can be obtained only if the size of the mesh is lower than a certain value limits given by our calculations.

Keywords: Supersonic flow, viscous flow, finite volume, nozzle

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699 The Relationship between Fugacity and Stress Intensity Factor for Corrosive Environment in Presence of Hydrogen Embrittlement

Authors: A. R. Shahani, E. Mahdavi, M. Amidpour

Abstract:

Hydrogen diffusion is the main problem for corrosion fatigue in corrosive environment. In order to analyze the phenomenon, it is needed to understand their behaviors specially the hydrogen behavior during the diffusion. So, Hydrogen embrittlement and prediction its behavior as a main corrosive part of the fractions, needed to solve combinations of different equations mathematically. The main point to obtain the equation, having knowledge about the source of causing diffusion and running the atoms into materials, called driving force. This is produced by either gradient of electrical or chemical potential. In this work, we consider the gradient of chemical potential to obtain the property equation. In diffusion of atoms, some of them may be trapped but, it could be ignorable in some conditions. According to the phenomenon of hydrogen embrittlement, the thermodynamic and chemical properties of hydrogen are considered to justify and relate them to fracture mechanics. It is very important to get a stress intensity factor by using fugacity as a property of hydrogen or other gases. Although, the diffusive behavior and embrittlement event are common and the same for other gases but, for making it more clear, we describe it for hydrogen. This considering on the definite gas and describing it helps us to understand better the importance of this relation.

Keywords: Hydrogen embrittlement, Fracture mechanics, Thermodynamic, Stress intensity factor.

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698 On Discretization of Second-order Derivatives in Smoothed Particle Hydrodynamics

Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

Abstract:

Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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697 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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696 Horizontal and Vertical Illuminance Correlations in a Case Study for Shaded South Facing Surfaces

Authors: S. Matour, M. Mahdavinejad, R. Fayaz

Abstract:

Daylight utilization is a key factor in achieving visual and thermal comfort, and energy savings in integrated building design. However, lack of measured data related to this topic has become a major challenge with the increasing need for integrating lighting concepts and simulations in the early stages of design procedures. The current paper deals with the values of daylight illuminance on horizontal and south facing vertical surfaces; the data are estimated using IESNA model and measured values of the horizontal and vertical illuminance, and a regression model with an acceptable linear correlation is obtained. The resultant illuminance frequency curves are useful for estimating daylight availability on south facing surfaces in Tehran. In addition, the relationship between indirect vertical illuminance and the corresponding global horizontal illuminance is analyzed. A simple parametric equation is proposed in order to predict the vertical illumination on a shaded south facing surface. The equation correlates the ratio between the vertical and horizontal illuminance to the solar altitude and is used with another relationship for prediction of the vertical illuminance. Both equations show good agreement, which allows for calculation of indirect vertical illuminance on a south facing surface at any time throughout the year.

Keywords: Tehran daylight availability, horizontal illuminance, vertical illuminance, diffuse illuminance.

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695 Air flow and Heat Transfer Modeling of an Axial Flux Permanent Magnet Generator

Authors: Airoldi G., Bumby J. R., Dominy C., G.L. Ingram, Lim C. H., Mahkamov K., N. L. Brown, A. Mebarki, M. Shanel

Abstract:

Axial Flux Permanent Magnet (AFPM) Machines require effective cooling due to their high power density. The detrimental effects of overheating such as degradation of the insulation materials, magnets demagnetization, and increase of Joule losses are well known. This paper describes the CFD simulations performed on a test rig model of an air cooled Axial Flux Permanent Magnet (AFPM) generator built at Durham University to identify the temperatures and heat transfer coefficient on the stator. The Reynolds Averaged Navier-Stokes and the Energy equations are solved and the flow pattern and heat transfer developing inside the machine are described. The Nusselt number on the stator surfaces has been found. The dependency of the heat transfer on the flow field is described temperature field obtained. Tests on an experimental are undergoing in order to validate the CFD results.

Keywords: Axial flux permanent magnet machines, thermal modeling, CFD.

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694 Nonlinear Structural Behavior of Micro- and Nano-Actuators Using the Galerkin Discretization Technique

Authors: Hassen M. Ouakad

Abstract:

In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin method.

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693 Simulation of the Flow in a Packed-Bed with and without a Static Mixer by Using CFD Technique

Authors: Phavanee Narataruksa, Karn Pana-Suppamassadu, Sabaithip TungkamaniRungrote Kokoo, Prayut Jiamrittiwong

Abstract:

The major focus of this work was to characterize hydrodynamics in a packed-bed with and without static mixer by using Computational Fluid Dynamic (CFD). The commercial software: COMSOL MULTIPHYSICSTM Version 3.3 was used to simulate flow fields of mixed-gas reactants i.e. CO and H2. The packed-bed was a single tube with the inside diameter of 0.8 cm and the length of 1.2 cm. The static mixer was inserted inside the tube. The number of twisting elements was 1 with 0.8 cm in diameter and 1.2 cm in length. The packed-bed with and without static mixer were both packed with approximately 700 spherical structures representing catalyst pellets. Incompressible Navier-Stokes equations were used to model the gas flow inside the beds at steady state condition, in which the inlet Reynolds Number (Re) was 2.31. The results revealed that, with the insertion of static mixer, the gas was forced to flow radially inward and outward between the central portion of the tube and the tube wall. This could help improving the overall performance of the packed-bed, which could be utilized for heterogeneous catalytic reaction such as reforming and Fischer- Tropsch reactions.

Keywords: Packed Bed, Static Mixer, Computational Fluid Dynamic (CFD).

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692 Application of Computational Intelligence Techniques for Economic Load Dispatch

Authors: S.C. Swain, S. Panda, A.K. Mohanty, C. Ardil

Abstract:

This paper presents the applications of computational intelligence techniques to economic load dispatch problems. The fuel cost equation of a thermal plant is generally expressed as continuous quadratic equation. In real situations the fuel cost equations can be discontinuous. In view of the above, both continuous and discontinuous fuel cost equations are considered in the present paper. First, genetic algorithm optimization technique is applied to a 6- generator 26-bus test system having continuous fuel cost equations. Results are compared to conventional quadratic programming method to show the superiority of the proposed computational intelligence technique. Further, a 10-generator system each with three fuel options distributed in three areas is considered and particle swarm optimization algorithm is employed to minimize the cost of generation. To show the superiority of the proposed approach, the results are compared with other published methods.

Keywords: Economic Load Dispatch, Continuous Fuel Cost, Quadratic Programming, Real-Coded Genetic Algorithm, Discontinuous Fuel Cost, Particle Swarm Optimization.

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691 A New Solution for Natural Convection of Darcian Fluid about a Vertical Full Cone Embedded in Porous Media Prescribed Wall Temperature by using a Hybrid Neural Network-Particle Swarm Optimization Method

Authors: M.A.Behrang, M. Ghalambaz, E. Assareh, A.R. Noghrehabadi

Abstract:

Fluid flow and heat transfer of vertical full cone embedded in porous media is studied in this paper. Nonlinear differential equation arising from similarity solution of inverted cone (subjected to wall temperature boundary conditions) embedded in porous medium is solved using a hybrid neural network- particle swarm optimization method. To aim this purpose, a trial solution of the differential equation is defined as sum of two parts. The first part satisfies the initial/ boundary conditions and does contain an adjustable parameter and the second part which is constructed so as not to affect the initial/boundary conditions and involves adjustable parameters (the weights and biases) for a multi-layer perceptron neural network. Particle swarm optimization (PSO) is applied to find adjustable parameters of trial solution (in first and second part). The obtained solution in comparison with the numerical ones represents a remarkable accuracy.

Keywords: Porous Media, Ordinary Differential Equations (ODE), Particle Swarm Optimization (PSO), Neural Network (NN).

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690 Optimal Portfolio Selection in a DC Pension with Multiple Contributors and the Impact of Stochastic Additional Voluntary Contribution on the Optimal Investment Strategy

Authors: Edikan E. Akpanibah, Okwigbedi Oghen’Oro

Abstract:

In this paper, we studied the optimal portfolio selection in a defined contribution (DC) pension scheme with multiple contributors under constant elasticity of variance (CEV) model and the impact of stochastic additional voluntary contribution on the investment strategies. We assume that the voluntary contributions are stochastic and also consider investments in a risk free asset and a risky asset to increase the expected returns of the contributing members. We derived a stochastic differential equation which consists of the members’ monthly contributions and the invested fund and obtained an optimized problem with the help of Hamilton Jacobi Bellman equation. Furthermore, we find an explicit solution for the optimal investment strategy with stochastic voluntary contribution using power transformation and change of variables method and the corresponding optimal fund size was obtained. We discussed the impact of the voluntary contribution on the optimal investment strategy with numerical simulations and observed that the voluntary contribution reduces the optimal investment strategy of the risky asset.

Keywords: DC pension fund, Hamilton-Jacobi-Bellman, optimal investment strategies, power transformation method, stochastic, voluntary contribution.

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