Search results for: extended Arrhenius equation.
601 Damage Localization of Deterministic-Stochastic Systems
Authors: Yen-Po Wang, Ming-Chih Huang, Ming-Lian Chang
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A scheme integrated with deterministic–stochastic subspace system identification and the method of damage localization vector is proposed in this study for damage detection of structures based on seismic response data. A series of shaking table tests using a five-storey steel frame has been conducted in National Center for Research on Earthquake Engineering (NCREE), Taiwan. Damage condition is simulated by reducing the cross-sectional area of some of the columns at the bottom. Both single and combinations of multiple damage conditions at various locations have been considered. In the system identification analysis, either full or partial observation conditions have been taken into account. It has been shown that the damaged stories can be identified from global responses of the structure to earthquakes if sufficiently observed. In addition to detecting damage(s) with respect to the intact structure, identification of new or extended damages of the as-damaged (ill-conditioned) counterpart has also been studied. The proposed scheme proves to be effective.
Keywords: Damage locating vectors, deterministic-stochastic subspace system, shaking table tests, system identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1686600 A New Iterative Method for Solving Nonlinear Equations
Authors: Ibrahim Abu-Alshaikh
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In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.
Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1666599 Mixed Convection Boundary Layer Flow from a Vertical Cone in a Porous Medium Filled with a Nanofluid
Authors: Ezzah Liana Ahmad Fauzi, Syakila Ahmad, Ioan Pop
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The steady mixed convection boundary layer flow from a vertical cone in a porous medium filled with a nanofluid is numerically investigated using different types of nanoparticles as Cu (copper), Al2O3 (alumina) and TiO2 (titania). The boundary value problem is solved by using the shooting technique by reducing it into an ordinary differential equation. Results of interest for the local Nusselt number with various values of the constant mixed convection parameter and nanoparticle volume fraction parameter are evaluated. It is found that dual solutions exist for a certain range of mixed convection parameter.Keywords: boundary layer, mixed convection, nanofluid, porous medium, vertical cone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2278598 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method
Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor
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One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.
Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 291597 Mathematical Modeling of Surface Roughness in Surface Grinding Operation
Authors: M.A. Kamely, S.M. Kamil, C.W. Chong
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A mathematical model of the surface roughness has been developed by using response surface methodology (RSM) in grinding of AISI D2 cold work tool steels. Analysis of variance (ANOVA) was used to check the validity of the model. Low and high value for work speed and feed rate are decided from design of experiment. The influences of all machining parameters on surface roughness have been analyzed based on the developed mathematical model. The developed prediction equation shows that both the feed rate and work speed are the most important factor that influences the surface roughness. The surface roughness was found to be the lowers with the used of low feed rate and low work speed. Accuracy of the best model was proved with the testing data.Keywords: Mathematical Modeling, Response surfacemethodology, Surface roughness, Cylindrical Grinding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3237596 FWM Wavelength Conversion Analysis in a 3-Integrated Portion SOA and DFB Laser using Coupled Wave Approach and FD-BPM Method
Authors: M. K. Moazzam, A. Salmanpour, M. Nirouei
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In this paper we have numerically analyzed terahertzrange wavelength conversion using nondegenerate four wave mixing (NDFWM) in a SOA integrated DFB laser (experiments reported both in MIT electronics and Fujitsu research laboratories). For analyzing semiconductor optical amplifier (SOA), we use finitedifference beam propagation method (FDBPM) based on modified nonlinear SchrÖdinger equation and for distributed feedback (DFB) laser we use coupled wave approach. We investigated wavelength conversion up to 4THz probe-pump detuning with conversion efficiency -5dB in 1THz probe-pump detuning for a SOA integrated quantum-wellKeywords: distributed feedback laser, nondegenerate fourwave mixing, semiconductor optical amplifier, wavelengthconversion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1492595 Some Preconditioners for Block Pentadiagonal Linear Systems Based on New Approximate Factorization Methods
Authors: Xian Ming Gu, Ting Zhu Huang, Hou Biao Li
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In this paper, getting an high-efficiency parallel algorithm to solve sparse block pentadiagonal linear systems suitable for vectors and parallel processors, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are appropriate when the desired target is to maximize parallelism. Moreover, some theoretical results about these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block pentadiagonal H-matrices is also described. In addition, the availability of these preconditioners is illustrated with some numerical experiments arising from two dimensional biharmonic equation.
Keywords: Parallel algorithm, Pentadiagonal matrix, Polynomial approximate inverse, Preconditioners, Stair matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2226594 Optimization of Design Parameters for Wire Mesh Fin Arrays as a Heat Sink Using Taguchi Method
Authors: Kavita H. Dhanawade, Hanamant S. Dhanawade
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Heat transfer enhancement objects like extended surfaces, fins etc. are chosen for their thermal performance as well as for other design parameters depending on various applications. The present paper is on experimental study to investigate the heat transfer enhancement through wire mesh fin arrays equipped with horizontal base plate. The data used in performance analysis were obtained experimentally for the material (mild steel) for different heat inputs such as 40, 60, 80, 100 and 120 watt, by varying wire mesh diameter, fin height and spacing between two fin arrays. Using the Taguchi experimental design method, optimum design parameters and their levels were investigated. Average heat transfer coefficient was considered as a performance characteristic parameter. An L9 (33) orthogonal array was selected as an experimental plan. Optimum results were found by experimenting. It is observed that the wire mesh diameter and fin height have a higher impact on heat transfer coefficient as compared to spacing between two fin arrays.Keywords: Heat transfer enhancement, finned surface, wire mesh diameter, natural convection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 802593 Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials
Authors: Sanjeeb Kumar Kar
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The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1300592 Statistical Description of Wave Interactions in 1D Defect Turbulence
Authors: Yusuke Uchiyama, Hidetoshi Konno
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We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541591 On Climbing Winding Stairs for a Robotic Wheelchair
Authors: Chun-Ta Chen, Te-Tan Liao, Hoang-Vuong Pham
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In this paper motion analysis on a winding stair-climbing is investigated using our proposed rotational arm type of robotic wheelchair. For now, the robotic wheelchair is operated in an open mode to climb winding stairs by a dynamic turning, therefore, the dynamics model is required to ensure a passenger-s safety. Equations of motion based on the skid-steering analysis are developed for the trajectory planning and motion analysis on climbing winding stairs. Since the robotic wheelchair must climb a winding staircase stably, the winding trajectory becomes a constraint equation to be followed, and the Baumgarte-s method is used to solve for the constrained dynamics equations. Experimental results validate the behavior of the prototype as it climbs a winding stair.Keywords: Climb, robotic wheelchair, skid-steering, windingstair .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2230590 Color Shift of Printing with Hybrid Halftone Images for Overlay Misalignment
Authors: Xu Guoliang, Tan Qingping
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Color printing proceeds with multiple halftone separations overlay. Because of separation overlay misalignment in printing, the percentage of different primary color combination may vary and it will result in color shift. In traditional printing procedure with AM halftone, every separation has different screening angle to make the superposition pattern in a random style, which will reduce the color shift. To evaluate the color shift of printing with hybrid halftoning, we simulate printing procedure with halftone images overlay and calculate the color difference between expected color and color in different overlay misalignment configurations. The color difference for hybrid halftone and AM halftone is very close. So the color shift for hybrid halftone is acceptable with current color printing procedure.Keywords: color printing, AM halftone, Hybrid halftone, misalignment, color shift, Neugebauer Color Equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1670589 Fifth Order Variable Step Block Backward Differentiation Formulae for Solving Stiff ODEs
Authors: S.A.M. Yatim, Z.B. Ibrahim, K.I. Othman, F. Ismail
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The implicit block methods based on the backward differentiation formulae (BDF) for the solution of stiff initial value problems (IVPs) using variable step size is derived. We construct a variable step size block methods which will store all the coefficients of the method with a simplified strategy in controlling the step size with the intention of optimizing the performance in terms of precision and computation time. The strategy involves constant, halving or increasing the step size by 1.9 times the previous step size. Decision of changing the step size is determined by the local truncation error (LTE). Numerical results are provided to support the enhancement of method applied.Keywords: Backward differentiation formulae, block backwarddifferentiation formulae, stiff ordinary differential equation, variablestep size.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2232588 An Efficient Method for Load−Flow Solution of Radial Distribution Networks
Authors: Smarajit Ghosh , Karma Sonam Sherpa
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This paper reports a new and accurate method for load-flow solution of radial distribution networks with minimum data preparation. The node and branch numbering need not to be sequential like other available methods. The proposed method does not need sending-node, receiving-node and branch numbers if these are sequential. The proposed method uses the simple equation to compute the voltage magnitude and has the capability to handle composite load modelling. The proposed method uses the set of nodes of feeder, lateral(s) and sub lateral(s). The effectiveness of the proposed method is compared with other methods using two examples. The detailed load-flow results for different kind of load-modellings are also presented.
Keywords: Load−flow, Feeder, Lateral, Power, Voltage, Composite, Exponential
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5691587 Applying Theory of Perceived Risk and Technology Acceptance Model in the Online Shopping Channel
Authors: Yong-Hui Li, Jing-Wen Huang
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As the advancement of technology, online shopping channel develops rapidly in recent years. According to the report of Taiwan Network Information Center, there are almost eighty percents of internet population shopping in online channel. Synthesizing insights from the previous research, this study develops the conceptual model to integrate Theory of Perceived Risk (TPR) and Technology Acceptance Model (TAM) to apply in online shopping. Using data collected from 637 respondents from online survey website, we use structural equation modeling to test measurement and structural models. The results suggest the need for consideration of perceived risk as an antecedent in the Technology Acceptance Model. The limitations and implications are discussed.
Keywords: perceived risk, perceived usefulness, perceived ease of use, behavioral intention, actual purchase behavior
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6385586 Gate Voltage Controlled Humidity Sensing Using MOSFET of VO2 Particles
Authors: A. A. Akande, B. P. Dhonge, B. W. Mwakikunga, A. G. J. Machatine
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This article presents gate-voltage controlled humidity sensing performance of vanadium dioxide nanoparticles prepared from NH4VO3 precursor using microwave irradiation technique. The X-ray diffraction, transmission electron diffraction, and Raman analyses reveal the formation of VO2 (B) with V2O5 and an amorphous phase. The BET surface area is found to be 67.67 m2/g. The humidity sensing measurements using the patented lateral-gate MOSFET configuration was carried out. The results show the optimum response at 5 V up to 8 V of gate voltages for 10 to 80% of relative humidity. The dose-response equation reveals the enhanced resilience of the gated VO2 sensor which may saturate above 272% humidity. The response and recovery times are remarkably much faster (about 60 s) than in non-gated VO2 sensors which normally show response and recovery times of the order of 5 minutes (300 s).
Keywords: VO2, VO2 (B), V2O5, MOSFET, gate voltage, humidity sensor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1128585 Finite-Horizon Tracking Control for Repetitive Systems with Uncertain Initial Conditions
Authors: Sung Wook Yun, Yun Jong Choi, Kyong-min Lee, Poogyeon Park*
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Repetitive systems stand for a kind of systems that perform a simple task on a fixed pattern repetitively, which are widely spread in industrial fields. Hence, many researchers have been interested in those systems, especially in the field of iterative learning control (ILC). In this paper, we propose a finite-horizon tracking control scheme for linear time-varying repetitive systems with uncertain initial conditions. The scheme is derived both analytically and numerically for state-feedback systems and only numerically for output-feedback systems. Then, it is extended to stable systems with input constraints. All numerical schemes are developed in the forms of linear matrix inequalities (LMIs). A distinguished feature of the proposed scheme from the existing iterative learning control is that the scheme guarantees the tracking performance exactly even under uncertain initial conditions. The simulation results demonstrate the good performance of the proposed scheme.Keywords: Finite time horizon, linear matrix inequality (LMI), repetitive system, uncertain initial condition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1876584 Dynamics Analyses of Swing Structure Subject to Rotational Forces
Authors: Buntheng Chhorn, WooYoung Jung
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Large-scale swing has been used in entertainment and performance, especially in circus, for a very long time. To increase the safety of this type of structure, a thorough analysis for displacement and bearing stress was performed for an extreme condition where a full cycle swing occurs. Different masses, ranging from 40 kg to 220 kg, and velocities were applied on the swing. Then, based on the solution of differential dynamics equation, swing velocity response to harmonic force was obtained. Moreover, the resistance capacity was estimated based on ACI steel structure design guide. Subsequently, numerical analysis was performed in ABAQUS to obtain the stress on each frame of the swing. Finally, the analysis shows that the expansion of swing structure frame section was required for mass bigger than 150kg.
Keywords: Swing structure, displacement, bearing stress, dynamic loads response, finite element analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1247583 Acceptance of Mobile Learning: a Respecification and Validation of Information System Success
Authors: Chin-Cheh Yi, Pei-Wen Liao, Chin-Feng Huang, I-Hui Hwang
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With the proliferation of mobile computing technology, mobile learning (m-learning) will play a vital role in the rapidly growing electronic learning market. However, the acceptance of m-learning by individuals is critical to the successful implementation of m-learning systems. Thus, there is a need to research the factors that affect users- intention to use m-learning. Based on an updated information system (IS) success model, data collected from 350 respondents in Taiwan were tested against the research model using the structural equation modeling approach. The data collected by questionnaire were analyzed to check the validity of constructs. Then hypotheses describing the relationships between the identified constructs and users- satisfaction were formulated and tested.
Keywords: m-learning, information system success, users' satisfaction, perceived value.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1958582 Thermal and Mechanical Properties of Modified CaCO3 /PP Nanocomposites
Authors: A. Buasri, N. Chaiyut, K. Borvornchettanuwat, N. Chantanachai, K. Thonglor
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Inorganic nanoparticles filled polymer composites have extended their multiple functionalities to various applications, including mechanical reinforcement, gas barrier, dimensional stability, heat distortion temperature, flame-retardant, and thermal conductivity. Sodium stearate-modified calcium carbonate (CaCO3) nanoparticles were prepared using surface modification method. The results showed that sodium stearate attached to the surface of CaCO3 nanoparticles with the chemical bond. The effect of modified CaCO3 nanoparticles on thermal properties of polypropylene (PP) was studied by means of differential scanning calorimetry (DSC) and Thermogravimetric analysis (TGA). It was found that CaCO3 significantly affected the crystallization temperature and crystallization degree of PP. Effect of the modified CaCO3 content on mechanical properties of PP/CaCO3 nanocomposites was also studied. The results showed that the modified CaCO3 can effectively improve the mechanical properties of PP. In comparison with PP, the impact strength of PP/CaCO3 nanocomposites increased by about 65% and the hardness increased by about 5%.Keywords: Polypropylene Nanocomposites, Modified Calcium Carbonate, Sodium Stearate, Surface Treatment
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4355581 Finite Element Analysis and Feasibility of Simple Stochastic Modeling in the Analysis of Fissuring in Grains during Soaking
Authors: Jonathan H. Perez, Fumihiko Tanaka, Daisuke Hamanaka, Toshitaka Uchino
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A finite element analysis was conducted to determine the effect of moisture diffusion and hygroscopic swelling in rice. A parallel simple stochastic modeling was performed to predict the number of grains cracked as a result of moisture absorption and hygroscopic swelling. Rice grains were soaked in thermally (25 oC) controlled water and then tested for compressive stress. The destructive compressive stress tests revealed through compressive stress calculation that the peak force required to cause cracking in grains soaked in water reduced with time as soaking duration was extended. Results of the experiment showed that several grains had their value of the predicted compressive stress below the von Mises stress and were interpreted as grains which become cracked and/or broke during soaking. The technique developed in this experiment will facilitate the approximation of the number of grains which will crack during soaking.
Keywords: Cracking, Finite element analysis, hygroscopic swelling, moisture diffusion, von Mises stress.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1909580 A Proxy Multi-Signature Scheme with Anonymous Vetoable Delegation
Authors: Pei-yih Ting, Dream-Ming Huang, Xiao-Wei Huang
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Frequently a group of people jointly decide and authorize a specific person as a representative in some business/poitical occasions, e.g., the board of a company authorizes the chief executive officer to close a multi-billion acquisition deal. In this paper, an integrated proxy multi-signature scheme that allows anonymously vetoable delegation is proposed. This protocol integrates mechanisms of private veto, distributed proxy key generation, secure transmission of proxy key, and existentially unforgeable proxy multi-signature scheme. First, a provably secure Guillou-Quisquater proxy signature scheme is presented, then the “zero-sharing" protocol is extended over a composite modulus multiplicative group, and finally the above two are combined to realize the GQ proxy multi-signature with anonymously vetoable delegation. As a proxy signature scheme, this protocol protects both the original signers and the proxy signer. The modular design allows simplified implementation with less communication overheads and better computation performance than a general secure multi-party protocol.Keywords: GQ proxy signature, proxy multi-signature, zero-sharing protocol, secure multi-party protocol, private veto protocol
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1532579 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method
Authors: Pan Cheng, Jin Huang, Guang Zeng
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Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3633578 Variation of Spot Price and Profits of Andhra Pradesh State Grid in Deregulated Environment
Authors: Chava Sunil Kumar, P.S. Subrahmanyan, J. Amarnath
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In this paper variation of spot price and total profits of the generating companies- through wholesale electricity trading are discussed with and without Central Generating Stations (CGS) share and seasonal variations are also considered. It demonstrates how proper analysis of generators- efficiencies and capabilities, types of generators owned, fuel costs, transmission losses and settling price variation using the solutions of Optimal Power Flow (OPF), can allow companies to maximize overall revenue. It illustrates how solutions of OPF can be used to maximize companies- revenue under different scenarios. And is also extended to computation of Available Transfer Capability (ATC) is very important to the transmission system security and market forecasting. From these results it is observed that how crucial it is for companies to plan their daily operations and is certainly useful in an online environment of deregulated power system. In this paper above tasks are demonstrated on 124 bus real-life Indian utility power system of Andhra Pradesh State Grid and results have been presented and analyzed.Keywords: OPF, ATC, Electricity Market, Bid, Spot Price
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1805577 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 493576 Two-dimensional Heat Conduction of Direct Cooling in the Rotor of an Electrical Generator(Numerical Analysis)
Authors: A. Kargar, A. Kianifar, H. Mohammadiun
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Two-dimensional heat conduction within a composed solid material with a constant internal heat generation has been investigated numerically in a sector of the rotor a generator. The heat transfer between two adjacent materials is assumed to be purely conduction. Boundary conditions are assumed to be forced convection on the fluid side and adiabatic on symmetry lines. The control volume method is applied for the diffusion energy equation. Physical coordinates are transformed to the general curvilinear coordinates. Then by using a line-by-line method, the temperature distribution in a sector of the rotor has been determined. Finally, the results are normalized and the effect of cooling fluid on the maximum temperature of insulation is investigated.
Keywords: general curvilinear coordinates , jacobian, controlvolume.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1800575 Satisfaction Evaluation on the Fundamental Public Services for a Large-Scale Indemnificatory Residential Community: A Case Study of Nanjing
Authors: Dezhi Li, Peng Cui, Bo Zhang, Tengyuan Chang
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In order to solve the housing problem for the low-income families, the construction of affordable housing is booming in China. However, due to various reasons, the service facilities and systems in the indemnificatory residential community meet many problems. This article established a Satisfaction Evaluation System of the Fundamental Public Services for Large-scale Indemnificatory Residential Community based on the national standards and local criteria and developed evaluation methods and processes. At last, in the case of Huagang project in Nanjing, the satisfaction of basic public service is calculated according to a survey of local residents.Keywords: Indemnificatory residential community, public services, satisfaction evaluation, structural equation modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1591574 Analytical Solution of Stress Distribution ona Hollow Cylindrical Fiber of a Composite with Cylindrical Volume Element under Axial Loading
Authors: M. H. Kargarnovin, K. Momeni
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The study of the stress distribution on a hollow cylindrical fiber placed in a composite material is considered in this work and an analytical solution for this stress distribution has been constructed. Finally some parameters such as fiber-s thickness and fiber-s length are considered and their effects on the distribution of stress have been investigated. For finding the governing relations, continuity equations for the axisymmetric problem in cylindrical coordinate (r,o,z) are considered. Then by assuming some conditions and solving the governing equations and applying the boundary conditions, an equation relates the stress applied to the representative volume element with the stress distribution on the fiber has been found.Keywords: Axial Loading, Composite, Hollow CylindricalFiber, Stress Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1596573 Conservation and Repair Works for Traditional Timber Mosque in Malaysia: A Review on Techniques
Authors: N.K.F. Mustafa, S. Johar, A.G. Ahmad, S.H. Zulkarnain, M.Y. A. Rahman, A.I. Che Ani
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Building life cycle will never be excused from the existence of defects and deterioration. They are common problems in building, existed in newly build or in aged building. Buildings constructed from wood are indeed affected by its agent and serious defects and damages can reduce values to a building. In repair works, it is important to identify the causes and repair techniques that best suites with the condition. This paper reviews the conservation of traditional timber mosque in Malaysia comprises the concept, principles and approaches of mosque conservation in general. As in conservation practice, wood in historic building can be conserved by using various restoration and conservation techniques which this can be grouped as Fully and Partial Replacement, Mechanical Reinforcement, Consolidation by Impregnation and Reinforcement, Removing Paint and also Preservation of Wood and Control Insect Invasion, as to prolong and extended the function of a timber in a building. It resulted that the common techniques adopted in timber mosque conservation are from the conventional ways and the understanding of the repair technique requires the use of only preserve wood to prevent the future immature defects.
Keywords: Building conservation, conservation principles, repair works, traditional timber mosque.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3669572 Target and Equalizer Design for Perpendicular Heat-Assisted Magnetic Recording
Authors: P. Tueku, P. Supnithi, R. Wongsathan
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Heat-Assisted Magnetic Recording (HAMR) is one of the leading technologies identified to enable areal density beyond 1 Tb/in2 of magnetic recording systems. A key challenge to HAMR designing is accuracy of positioning, timing of the firing laser, power of the laser, thermo-magnetic head, head-disk interface and cooling system. We study the effect of HAMR parameters on transition center and transition width. The HAMR is model using Thermal Williams-Comstock (TWC) and microtrack model. The target and equalizer are designed by the minimum mean square error (MMSE). The result shows that the unit energy constraint outperforms other constraints.
Keywords: Heat-Assisted Magnetic Recording, Thermal Williams-Comstock equation, Microtrack model, Equalizer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1872