Search results for: iterative differential equation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1825

Search results for: iterative differential equation.

1225 Optimization of Reaction Rate Parameters in Modeling of Heavy Paraffins Dehydrogenation

Authors: Leila Vafajoo, Farhad Khorasheh, Mehrnoosh Hamzezadeh Nakhjavani, Moslem Fattahi

Abstract:

In the present study, a procedure was developed to determine the optimum reaction rate constants in generalized Arrhenius form and optimized through the Nelder-Mead method. For this purpose, a comprehensive mathematical model of a fixed bed reactor for dehydrogenation of heavy paraffins over Pt–Sn/Al2O3 catalyst was developed. Utilizing appropriate kinetic rate expressions for the main dehydrogenation reaction as well as side reactions and catalyst deactivation, a detailed model for the radial flow reactor was obtained. The reactor model composed of a set of partial differential equations (PDE), ordinary differential equations (ODE) as well as algebraic equations all of which were solved numerically to determine variations in components- concentrations in term of mole percents as a function of time and reactor radius. It was demonstrated that most significant variations observed at the entrance of the bed and the initial olefin production obtained was rather high. The aforementioned method utilized a direct-search optimization algorithm along with the numerical solution of the governing differential equations. The usefulness and validity of the method was demonstrated by comparing the predicted values of the kinetic constants using the proposed method with a series of experimental values reported in the literature for different systems.

Keywords: Dehydrogenation, Pt-Sn/Al2O3 Catalyst, Modeling, Nelder-Mead, Optimization

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1224 A Sliding Mesh Technique and Compressibility Correction Effects of Two-equation Turbulence Models for a Pintle-Perturbed Flow Analysis

Authors: J. Y. Heo, H. G. Sung

Abstract:

Numerical simulations have been performed for assessment of compressibility correction of two-equation turbulence models suitable for large scale separation flows perturbed by pintle strokes. In order to take into account pintle movement, a sliding mesh method was applied. The chamber pressure, mass flow rate, and thrust have been analyzed, and the response lag and sensitivity at the chamber and nozzle were estimated for a movable pintle. The nozzle performance for pintle reciprocating as its insertion and extraction processes, were analyzed to better understand the dynamic performance of the pintle nozzle.

Keywords: Pintle, sliding mesh, turbulent model, compressibility correction.

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1223 Periodic Solutions in a Delayed Competitive System with the Effect of Toxic Substances on Time Scales

Authors: Changjin Xu, Qianhong Zhang

Abstract:

In this paper, the existence of periodic solutions of a delayed competitive system with the effect of toxic substances is investigated by using the Gaines and Mawhin,s continuation theorem of coincidence degree theory on time scales. New sufficient conditions are obtained for the existence of periodic solutions. The approach is unified to provide the existence of the desired solutions for the continuous differential equations and discrete difference equations. Moreover, The approach has been widely applied to study existence of periodic solutions in differential equations and difference equations.

Keywords: Time scales, competitive system, periodic solution, coincidence degree, topological degree.

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1222 Einstein’s General Equation of the Gravitational Field

Authors: A. Benzian

Abstract:

The generalization of relativistic theory of gravity based essentially on the principle of equivalence stipulates that for all bodies, the grave mass is equal to the inert mass which leads us to believe that gravitation is not a property of the bodies themselves, but of space, and the conclusion that the gravitational field must curved space-time what allows the abandonment of Minkowski space (because Minkowski space-time being nonetheless null curvature) to adopt Riemannian geometry as a mathematical framework in order to determine the curvature. Therefore the work presented in this paper begins with the evolution of the concept of gravity then tensor field which manifests by Riemannian geometry to formulate the general equation of the gravitational field.

Keywords: Inertia, principle of equivalence, tensors, Riemannian geometry.

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1221 Interface Analysis of Annealed Al/Cu Cladded Sheet

Authors: Joon Ho Kim, Tae Kwon Ha

Abstract:

Effect of aging treatment on microstructural aspects of interfacial layers of the Cu/Al clad sheet produced by differential speed rolling (DSR) process were studied by electron back scattered diffraction (EBSD). Clad sheet of Al/Cu has been fabricated by using DSR, which caused severe shear deformation between Al and Cu plate to easily bond to each other. Rolling was carried out at 100oC with speed ratio of 2, in which the total thickness reduction was 45%. Interface layers of clad sheet were analyzed by EBSD after subsequent annealing at 400oC for 30 to 120min. With increasing annealing time, thickness of interface layer and fraction of high angle grain boundary were increased and average grain size was decreased.

Keywords: Aluminum/Copper clad sheet, differential speed rolling, interface layer, microstructure, annealing, electron back scattered diffraction.

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1220 Interactive Effects in Blended Learning Mode: Exploring Hybrid Data Sources and Iterative Linkages

Authors: Hock Chuan, Lim

Abstract:

This paper presents an approach for identifying interactive effects using Network Science (NS) supported by Social Network Analysis (SNA) techniques. Based on general observations that learning processes and behaviors are shaped by the social relationships and influenced by learning environment, the central idea was to understand both the human and non-human interactive effects for a blended learning mode of delivery of computer science modules. Important findings include (a) the importance of non-human nodes to influence the centrality and transfer; (b) the degree of non-human and human connectivity impacts learning. This project reveals that the NS pattern and connectivity as measured by node relationships offer alternative approach for hypothesis generation and design of qualitative data collection. An iterative process further reinforces the analysis, whereas the experimental simulation option itself is an interesting alternative option, a hybrid combination of both experimental simulation and qualitative data collection presents itself as a promising and viable means to study complex scenario such as blended learning delivery mode. The primary value of this paper lies in the design of the approach for studying interactive effects of human (social nodes) and non-human (learning/study environment, Information and Communication Technologies (ICT) infrastructures nodes) components. In conclusion, this project adds to the understanding and the use of SNA to model and study interactive effects in blended social learning.

Keywords: Blended learning, network science, social learning, social network analysis, study environment.

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1219 Comparative Kinetic Study on Alkylation of p-cresol with Tert-butyl Alcohol using Different SO3-H Functionalized Ionic Liquid Catalysts

Authors: Pandian Elavarasan, Kishore Kondamudi, Sreedevi Upadhyayula

Abstract:

Ionic liquids are well known as green solvents, reaction media and catalysis. Here, three different sulfonic acid functional ionic liquids prepared in the laboratory are used as catalysts in alkylation of p-cresol with tert-butyl alcohol. The kinetics on each of the catalysts was compared and a kinetic model was developed based on the product distribution over these catalysts. The kinetic parameters were estimated using Marquadt's algorithm to minimize the error function. The Arrhenius plots show a curvature which is best interpreted by the extended Arrhenius equation.

Keywords: Alkylation, p-cresol, tert-butyl alcohol, kinetics, activation parameter, extended Arrhenius equation.

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1218 Optical Parametric Oscillators Lidar Sounding of Trace Atmospheric Gases in the 3-4 µm Spectral Range

Authors: Olga V. Kharchenko

Abstract:

Applicability of a KTA crystal-based laser system with optical parametric oscillators (OPO) generation to lidar sounding of the atmosphere in the spectral range 3–4 µm is studied in this work. A technique based on differential absorption lidar (DIAL) method and differential optical absorption spectroscopy (DOAS) is developed for lidar sounding of trace atmospheric gases (TAG). The DIAL-DOAS technique is tested to estimate its efficiency for lidar sounding of atmospheric trace gases.

Keywords: Atmosphere, lidar sounding, DIAL, DOAS, trace gases, nonlinear crystal.

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1217 Frictionless Contact Problem Between Two Orthotropic Elastic Layers

Authors: V. Kahya, A. Birinci, R. Erdol

Abstract:

A frictionless contact problem for a two-layer orthotropic elastic medium loaded through a rigid flat stamp is considered. It is assumed that tensile tractions are not allowed and only compressive tractions can be transmitted across the interface. In the solution, effect of gravity is taken into consideration. If the external load on the rigid stamp is less than or equal to a critical value, continuous contact between the layers is maintained. The problem is expressed in terms of a singular integral equation by using the theory of elasticity and the Fourier transforms. Numerical results for initial separation point, critical separation load and contact stress distribution are presented.

Keywords: Frictionless contact, Initial separation, Orthotropicmaterial, Singular integral equation.

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1216 Consideration Factors of Moving to a New Destination for Coastland Residents Under Global Warming

Authors: Ya-Fen Lee, Yun-Yao Chi, Cing-Hong Hung

Abstract:

Because of the global warming and the rising sea level, residents living in southwestern coastland, Taiwan are faced with the submerged land and may move to higher elevation area. It is desirable to discuss the key consideration factor for selecting the migration location under five dimensions of ಯ security”, “health”, “convenience”, “comfort” and “socio-economic” based on the document reviews. This paper uses the Structural Equation Modeling (SEM) and the questionnaire survey. The analysis results show that the convenience is the most key factor for residents in Taiwan. 

Keywords: Global warming, migration, structural equation modelling, questionnaire survey.

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1215 Inverter Based Gain-Boosting Fully Differential CMOS Amplifier

Authors: Alpana Agarwal, Akhil Sharma

Abstract:

This work presents a fully differential CMOS amplifier consisting of two self-biased gain boosted inverter stages, that provides an alternative to the power hungry operational amplifier. The self-biasing avoids the use of external biasing circuitry, thus reduces the die area, design efforts, and power consumption. In the present work, regulated cascode technique has been employed for gain boosting. The Miller compensation is also applied to enhance the phase margin. The circuit has been designed and simulated in 1.8 V 0.18 µm CMOS technology. The simulation results show a high DC gain of 100.7 dB, Unity-Gain Bandwidth of 107.8 MHz, and Phase Margin of 66.7o with a power dissipation of 286 μW and makes it suitable candidate for the high resolution pipelined ADCs.

Keywords: CMOS amplifier, gain boosting, inverter-based amplifier, self-biased inverter.

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1214 DEA-Based Variable Structure Position Control of DC Servo Motor

Authors: Ladan Maijama’a, Jibril D. Jiya, Ejike C. Anene

Abstract:

This paper presents Differential Evolution Algorithm (DEA) based Variable Structure Position Control (VSPC) of Laboratory DC servomotor (LDCSM). DEA is employed for the optimal tuning of Variable Structure Control (VSC) parameters for position control of a DC servomotor. The VSC combines the techniques of Sliding Mode Control (SMC) that gives the advantages of small overshoot, improved step response characteristics, faster dynamic response and adaptability to plant parameter variations, suppressed influences of disturbances and uncertainties in system behavior. The results of the simulation responses of the VSC parameters adjustment by DEA were performed in Matlab Version 2010a platform and yield better dynamic performance compared with the untuned VSC designed.

Keywords: Differential evolution algorithm, laboratory DC servomotor, sliding mode control, variable structure control.

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1213 Radiation Effect on MHD Casson Fluid Flow over a Power-Law Stretching Sheet with Chemical Reaction

Authors: Motahar Reza, Rajni Chahal, Neha Sharma

Abstract:

This article addresses the boundary layer flow and heat transfer of Casson fluid over a nonlinearly permeable stretching surface with chemical reaction in the presence of variable magnetic field. The effect of thermal radiation is considered to control the rate of heat transfer at the surface. Using similarity transformations, the governing partial differential equations of this problem are reduced into a set of non-linear ordinary differential equations which are solved by finite difference method. It is observed that the velocity at fixed point decreases with increasing the nonlinear stretching parameter but the temperature increases with nonlinear stretching parameter.

Keywords: Boundary layer flow, nonlinear stretching, Casson fluid, heat transfer, radiation.

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1212 Heat and Mass Transfer over an Unsteady Stretching Surface Embedded in a Porous Medium in the Presence of Variable Chemical Reaction

Authors: T. G. Emam

Abstract:

The effect of variable chemical reaction on heat and mass transfer characteristics over unsteady stretching surface embedded in a porus medium is studied. The governing time dependent boundary layer equations are transformed into ordinary differential equations containing chemical reaction parameter, unsteadiness parameter, Prandtl number and Schmidt number. These equations have been transformed into a system of first order differential equations. MATHEMATICA has been used to solve this system after obtaining the missed initial conditions. The velocity gradient, temperature, and concentration profiles are computed and discussed in details for various values of the different parameters.

Keywords: Heat and mass transfer, stretching surface, chemical reaction, porus medium.

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1211 Fermat’s Last Theorem a Simple Demonstration

Authors: Jose William Porras Ferreira

Abstract:

This paper presents two solutions to the Fermat’s Last Theorem (FLT). The first one using some algebraic basis related to the Pythagorean theorem, expression of equations, an analysis of their behavior, when compared with power  and power  and using " the “Well Ordering Principle” of natural numbers it is demonstrated that in Fermat equation . The second one solution is using the connection between  and power  through the Pascal’s triangle or  Newton’s binomial coefficients, where de Fermat equation do not fulfill the first coefficient, then it is impossible that:

zn=xn+yn for n>2 and (x, y, z) E Z+ - {0}

 

Keywords: Fermat’s Last Theorem, Pythagorean Theorem, Newton Binomial Coefficients, Pascal’s Triangle, Well Ordering Principle.

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1210 Power Series Solution to Sliding Velocity in Three-Dimensional Multibody Systems with Impact and Friction

Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

Abstract:

The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge- Kutta solution using 38 time steps.

Keywords: Impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision.

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1209 Control of Pendulum on a Cart with State Dependent Riccati Equations

Authors: N. M. Singh, Jayant Dubey, Ghanshyam Laddha

Abstract:

State Dependent Riccati Equation (SDRE) approach is a modification of the well studied LQR method. It has the capability of being applied to control nonlinear systems. In this paper the technique has been applied to control the single inverted pendulum (SIP) which represents a rich class of nonlinear underactuated systems. SIP modeling is based on Euler-Lagrange equations. A procedure is developed for judicious selection of weighting parameters and constraint handling. The controller designed by SDRE technique here gives better results than existing controllers designed by energy based techniques.

Keywords: State Dependent Riccati Equation (SDRE), Single Inverted Pendulum (SIP), Linear Quadratic Regulator (LQR)

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1208 3D Dynamic Modeling of Transition Zones

Authors: Edina Koch, Péter Hudacsek

Abstract:

In railways transition zone is present at the boundaries of zones with different stiffness. When a train rides from an embankment onto a stiff structure, such as a bridge, tunnel or culvert, an abrupt change in the support stiffness occurs possibly inducing differential settlements. This in long term can yield to the degradation of the tracks and foundations in the transition zones. A number of techniques have been proposed or implemented to provide gradual stiffness transition at the problem zones, such as methods to ensure gradually changing pad stiffness, application of long sleepers or installation of auxiliary rails in the transition zone. Aim of the research presented in this paper is to analyze the 3D and the dynamic effects induced by the passing train over an area where significant difference in the support stiffness exists. The effects were analyzed for different arrangements associated with certain differential settlement mitigation strategies of the transition zones.

Keywords: Culvert, dynamic load, HS small model, railway transition zone.

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1207 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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1206 Pension Plan Member’s Investment Strategies with Transaction Cost and Couple Risky Assets Modelled by the O-U Process

Authors: Udeme O. Ini, Edikan E. Akpanibah

Abstract:

This paper studies the optimal investment strategies for a plan member (PM) in a defined contribution (DC) pension scheme with transaction cost, taxes on invested funds and couple risky assets (stocks) under the Ornstein-Uhlenbeck (O-U) process. The PM’s portfolio is assumed to consist of a risk-free asset and two risky assets where the two risky assets are driven by the O-U process. The Legendre transformation and dual theory is use to transform the resultant optimal control problem which is a nonlinear partial differential equation (PDE) into linear PDE and the resultant linear PDE is then solved for the explicit solutions of the optimal investment strategies for PM exhibiting constant absolute risk aversion (CARA) using change of variable technique. Furthermore, theoretical analysis is used to study the influences of some sensitive parameters on the optimal investment strategies with observations that the optimal investment strategies for the two risky assets increase with increase in the dividend and decreases with increase in tax on the invested funds, risk averse coefficient, initial fund size and the transaction cost.

Keywords: Ornstein-Uhlenbeck process, portfolio management, Legendre transforms, CARA utility.

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1205 Improvement of Parallel Compressor Model in Dealing Outlet Unequal Pressure Distribution

Authors: Kewei Xu, Jens Friedrich, Kevin Dwinger, Wei Fan, Xijin Zhang

Abstract:

Parallel Compressor Model (PCM) is a simplified approach to predict compressor performance with inlet distortions. In PCM calculation, it is assumed that the sub-compressors’ outlet static pressure is uniform and therefore simplifies PCM calculation procedure. However, if the compressor’s outlet duct is not long and straight, such assumption frequently induces error ranging from 10% to 15%. This paper provides a revised calculation method of PCM that can correct the error. The revised method employs energy equation, momentum equation and continuity equation to acquire needed parameters and replace the equal static pressure assumption. Based on the revised method, PCM is applied on two compression system with different blades types. The predictions of their performance in non-uniform inlet conditions are yielded through the revised calculation method and are employed to evaluate the method’s efficiency. Validating the results by experimental data, it is found that although little deviation occurs, calculated result agrees well with experiment data whose error ranges from 0.1% to 3%. Therefore, this proves the revised calculation method of PCM possesses great advantages in predicting the performance of the distorted compressor with limited exhaust duct.

Keywords: Parallel Compressor Model (PCM), Revised Calculation Method, Inlet Distortion, Outlet Unequal Pressure Distribution.

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1204 A Thermodynamic Solution for the Static and Dynamic Characteristics of a Two-Lobe Journal Bearing

Authors: B. Chetti, W. A. Crosby

Abstract:

The work described in this paper is an investigation of the static and dynamic characteristics of two-lobe journal bearings taking into consideration the thermal effects. A thermo-hydrodynamic solution of a finite two-lobe journal bearing is performed by solving the generalized form Reynolds equation with the energy equation, taking into consideration viscosity variation across the film thickness. The static and dynamic characteristics were numerically obtained. The results are evaluated for different values of viscosity-temperature coefficient and Peclet number. The results show that considering the thermal effects in the solution of the two-lobe journal bearing has a marked on the study of its stability.

Keywords: Two-lobe bearing, thermal effect, static and dynamic characteristics.

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1203 Ruin Probability for a Markovian Risk Model with Two-type Claims

Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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1202 Study and Enhancement of Flash Evaporation Desalination Utilizing the Ocean Thermocline and Discharged heat

Authors: Sami Mutair, Yasuyuki Ikegami

Abstract:

This paper reports on the results of experimental investigations of flash evaporation from superheated jet issues vertically upward from a round straight nozzle of 81.3 mm diameter. For the investigated range of jet superheat degree and velocity, it was shown that flash evaporation enhances with initial temperature increase. Due to the increase of jet inertia and subsequently the delay of jet shattering, increase of jet velocity was found to result in increase of evaporation "delay period". An empirical equation predicts the jet evaporation completion height was developed, this equation is thought to be useful in designing the flash evaporation chamber. In attempts for enhancement of flash evaporation, use of steel wire mesh located at short distance downstream was found effective with no consequent pressure drop.

Keywords: Enhancement; Flash Evaporation; OTEC; superheated jet

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1201 Load Discontinuity in Shock Response and Its Remedies

Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

It has been shown that a load discontinuity at the end of an impulse will result in an extra impulse and hence an extra amplitude distortion if a step-by-step integration method is employed to yield the shock response. In order to overcome this difficulty, three remedies are proposed to reduce the extra amplitude distortion. The first remedy is to solve the momentum equation of motion instead of the force equation of motion in the step-by-step solution of the shock response, where an external momentum is used in the solution of the momentum equation of motion. Since the external momentum is a resultant of the time integration of external force, the problem of load discontinuity will automatically disappear. The second remedy is to perform a single small time step immediately upon termination of the applied impulse while the other time steps can still be conducted by using the time step determined from general considerations. This is because that the extra impulse caused by a load discontinuity at the end of an impulse is almost linearly proportional to the step size. Finally, the third remedy is to use the average value of the two different values at the integration point of the load discontinuity to replace the use of one of them for loading input. The basic motivation of this remedy originates from the concept of no loading input error associated with the integration point of load discontinuity. The feasibility of the three remedies are analytically explained and numerically illustrated.

Keywords: Dynamic analysis, load discontinuity, shock response, step-by-step integration

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1200 Matrix Valued Difference Equations with Spectral Singularities

Authors: Serifenur Cebesoy, Yelda Aygar, Elgiz Bairamov

Abstract:

In this study, we examine some spectral properties of non-selfadjoint matrix-valued difference equations consisting of a polynomial-type Jost solution. The aim of this study is to investigate the eigenvalues and spectral singularities of the difference operator L which is expressed by the above-mentioned difference equation. Firstly, thanks to the representation of polynomial type Jost solution of this equation, we obtain asymptotics and some analytical properties. Then, using the uniqueness theorems of analytic functions, we guarantee that the operator L has a finite number of eigenvalues and spectral singularities.

Keywords: Difference Equations, Jost Functions, Asymptotics, Eigenvalues, Continuous Spectrum, Spectral Singularities.

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1199 Liver Tumor Detection by Classification through FD Enhancement of CT Image

Authors: N. Ghatwary, A. Ahmed, H. Jalab

Abstract:

In this paper, an approach for the liver tumor detection in computed tomography (CT) images is represented. The detection process is based on classifying the features of target liver cell to either tumor or non-tumor. Fractional differential (FD) is applied for enhancement of Liver CT images, with the aim of enhancing texture and edge features. Later on, a fusion method is applied to merge between the various enhanced images and produce a variety of feature improvement, which will increase the accuracy of classification. Each image is divided into NxN non-overlapping blocks, to extract the desired features. Support vector machines (SVM) classifier is trained later on a supplied dataset different from the tested one. Finally, the block cells are identified whether they are classified as tumor or not. Our approach is validated on a group of patients’ CT liver tumor datasets. The experiment results demonstrated the efficiency of detection in the proposed technique.

Keywords: Fractional differential (FD), Computed Tomography (CT), fusion.

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1198 Numerical Evaluation of Turbulent Friction on Walls in the Penstock of the Trois-Gorges Dam by the Swamee-Jain Method

Authors: T. Tchawe Moukam, N. Ngongang François, D. Thomas, K. Bienvenu, T. -Toko Dénis

Abstract:

Since the expression of the coefficient of friction by Colebrook-White which turns out to be an implicit equation, equations have been developed to facilitate their applicability. In this work, this equation was applied to the penstock of the Three Gorges dam in order to observe the evolution of the turbulent boundary layer and the friction along the walls. Thus, the study is being carried out using a 3D digital approach in FLUENT in order to take into account the wall effects. It appears that according to the position of the portions, we have a variation in the evolutions of the turbulent friction and of the values of the boundary layer. We also observe that the inclination of the pipe has a significant influence on this turbulent friction; similarly, one could not make a fair evaluation of the latter without specifying the choice and location of the wall.

Keywords: Hydroelectric dam, penstock, turbulent friction, boundary layer, CFD.

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1197 Radiation Effect on Unsteady MHD Flow over a Stretching Surface

Authors: Zanariah Mohd Yusof, Siti Khuzaimah Soid, Ahmad Sukri Abd Aziz, Seripah Awang Kechil

Abstract:

Unsteady magnetohydrodynamics (MHD) boundary layer flow and heat transfer over a continuously stretching surface in the presence of radiation is examined. By similarity transformation, the governing partial differential equations are transformed to a set of ordinary differential equations. Numerical solutions are obtained by employing the Runge-Kutta-Fehlberg method scheme with shooting technique in Maple software environment. The effects of unsteadiness parameter, radiation parameter, magnetic parameter and Prandtl number on the heat transfer characteristics are obtained and discussed. It is found that the heat transfer rate at the surface increases as the Prandtl number and unsteadiness parameter increase but decreases with magnetic and radiation parameter.

Keywords: Heat transfer, magnetohydrodynamics, radiation, unsteadiness.

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1196 EML-Estimation of Multivariate t Copulas with Heuristic Optimization

Authors: Jin Zhang, Wing Lon Ng

Abstract:

In recent years, copulas have become very popular in financial research and actuarial science as they are more flexible in modelling the co-movements and relationships of risk factors as compared to the conventional linear correlation coefficient by Pearson. However, a precise estimation of the copula parameters is vital in order to correctly capture the (possibly nonlinear) dependence structure and joint tail events. In this study, we employ two optimization heuristics, namely Differential Evolution and Threshold Accepting to tackle the parameter estimation of multivariate t distribution models in the EML approach. Since the evolutionary optimizer does not rely on gradient search, the EML approach can be applied to estimation of more complicated copula models such as high-dimensional copulas. Our experimental study shows that the proposed method provides more robust and more accurate estimates as compared to the IFM approach.

Keywords: Copula Models, Student t Copula, Parameter Inference, Differential Evolution, Threshold Accepting.

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