Search results for: Diffusion Analysis.
8882 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
Abstract:
The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5618881 Pore Model Prediction of CH4 Separation from HS Using PTMSP and γ -Alumina Membranes
Authors: H. Mukhtar, N. M. Noor, R. Nasir, D. F. Mohshim
Abstract:
The main aim of this work is to develop a model of hydrogen sulfide (H2S) separation from natural gas by using membrane separation technology. The model is developed by incorporating three diffusion mechanisms which are Knudsen, viscous and surface diffusion towards membrane selectivity and permeability. The findings from the simulation result shows that the permeability of the gas is dependent toward the pore size of the membrane, operating pressure, operating temperature as well as feed composition. The permeability of methane has the highest value for Poly (1-trimethylsilyl-1-propyne ) PTMSP membrane at pore size of 0.1nm and decreasing toward a minimum peak at pore range 1 to 1.5 nm as pore size increased before it increase again for pore size is greater than 1.5 nm. On the other hand, the permeability of hydrogen sulfide is found to increase almost proportionally with the increase of membrane pore size. Generally, the increase of pressure will increase the permeability of gas since more driving force is provided to the system while increasing of temperature would decrease the permeability due to the surface diffusion drop off effect. A corroboration of the simulation result also showed a good agreement with the experimental data.
Keywords: Hydrogen Sulfide, Methane, Inorganic Membrane, Organic Membrane, Pore Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 37088880 Numerical Simulation of High Pressure Hydrogen Emerges to Air
Authors: Mohamed H. Elhsnawi, Mesbah M. Salem, Saleh B. Mohamed
Abstract:
Numerical simulation performed to investigate the behavior of the high pressure hydrogen jetting of air. High pressure hydrogen (30–40 MPa) was injected to air at atmospheric pressure through 2mm orifice. Numerical simulations were performed with Kiva3V code with 2D axisymmetric geometry. Numerical simulations showed that auto ignition of high pressure hydrogen to air are possible due to molecular diffusion. Auto ignition was predicted at hydrogen-air contact surface due to mass and energy exchange between high temperature hydrogen and air heated by shock wave.
Keywords: Spontaneous Ignition, Diffusion Ignition, Hydrogen ignition, Hydrogen Jet.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19078879 Membrane Distillation Process Modeling: Dynamical Approach
Authors: Fadi Eleiwi, Taous Meriem Laleg-Kirati
Abstract:
This paper presents a complete dynamic modeling of a membrane distillation process. The model contains two consistent dynamic models. A 2D advection-diffusion equation for modeling the whole process and a modified heat equation for modeling the membrane itself. The complete model describes the temperature diffusion phenomenon across the feed, membrane, permeate containers and boundary layers of the membrane. It gives an online and complete temperature profile for each point in the domain. It explains heat conduction and convection mechanisms that take place inside the process in terms of mathematical parameters, and justify process behavior during transient and steady state phases. The process is monitored for any sudden change in the performance at any instance of time. In addition, it assists maintaining production rates as desired, and gives recommendations during membrane fabrication stages. System performance and parameters can be optimized and controlled using this complete dynamic model. Evolution of membrane boundary temperature with time, vapor mass transfer along the process, and temperature difference between membrane boundary layers are depicted and included. Simulations were performed over the complete model with real membrane specifications. The plots show consistency between 2D advection-diffusion model and the expected behavior of the systems as well as literature. Evolution of heat inside the membrane starting from transient response till reaching steady state response for fixed and varying times is illustrated.
Keywords: Membrane distillation, Dynamical modeling, Advection-diffusion equation, Thermal equilibrium, Heat equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28538878 Spray Combustion Dynamics under Thermoacoustic Oscillations
Authors: Wajid A. Chishty, Stephen D. Lepera, Uri Vandsburger
Abstract:
Thermoacoustic instabilities in combustors have remained a topic of investigation for over a few decades due to the challenges it posses to the operation of low emission gas turbines. For combustors burning liquid fuel, understanding the cause-andeffect relationship between spray combustion dynamics and thermoacoustic oscillations is imperative for the successful development of any control methodology for its mitigation. The paper presents some very unique operating characteristics of a kerosene-fueled diffusion type combustor undergoing limit-cycle oscillations. Combustor stability limits were mapped using three different-sized injectors. The results show that combustor instability depends on the characteristics of the fuel spray. A simple analytic analysis is also reported in support of a plausible explanation for the unique combustor behavior. The study indicates that high amplitude acoustic pressure in the combustor may cause secondary breakdown of fuel droplets resulting in premixed pre-vaporized type burning of the diffusion type combustor.Keywords: Secondary droplet breakup, Spray dynamics, Taylor Analogy Breakup Model, Thermoacoustic instabilities.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18558877 Understanding the Selectional Preferences of the Twitter Mentions Network
Authors: R. Sudhesh Solomon, P. Y. K. L. Srinivas, Abhay Narayan, Amitava Das
Abstract:
Users in social networks either unicast or broadcast their messages. At mention is the popular way of unicasting for Twitter whereas general tweeting could be considered as broadcasting method. Understanding the information flow and dynamics within a Social Network and modeling the same is a promising and an open research area called Information Diffusion. This paper seeks an answer to a fundamental question - understanding if the at-mention network or the unicasting pattern in social media is purely random in nature or is there any user specific selectional preference? To answer the question we present an empirical analysis to understand the sociological aspects of Twitter mentions network within a social network community. To understand the sociological behavior we analyze the values (Schwartz model: Achievement, Benevolence, Conformity, Hedonism, Power, Security, Self-Direction, Stimulation, Traditional and Universalism) of all the users. Empirical results suggest that values traits are indeed salient cue to understand how the mention-based communication network functions. For example, we notice that individuals possessing similar values unicast among themselves more often than with other value type people. We also observe that traditional and self-directed people do not maintain very close relationship in the network with the people of different values traits.Keywords: Social network analysis, information diffusion, personality and values, Twitter Mentions Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7478876 In vitro Study of Antibacterial Activity of Cymbopogon citratus
Authors: C.K. Hindumathy
Abstract:
Alcohol and water extracts of Cymbopogon citratus was investigated for anti-bacterial properties and phytochemical constituents. The extract was screened against four gram-negative bacteria Escherichia coli, Klebsiella pneumoniae, Pseudomonas aeruginosa, Proteus vulgaris) and two grampositive bacteria Bacillus subtilis and Staphylococcus aureus at four different concentrations (1:1, 1:5, 1:10 and 1:20) using disc diffusion method. The antibacterial examination was by disc diffusion techniques, while the photochemical constituents were investigated using standard chemical methods. Results showed that the extracts inhibited the growth of standard and local strains of the organisms used. The treatments were significantly different (P = 0.05). The minimum inhibitory concentration of the extracts against the tested microorganisms ranged between 150mg/ml and 50mg/ml. The alcohol extracts were found to be generally more effective than the water extract. The photochemical analysis revealed the presence of alkaloids and phenol but absence of cardiac and cyanogenic glycosides. The presence of alkaloid and phenols were inferred as being responsible for the anti-bacterial properties of the extracts.Keywords: Cymbopogon citratus; gram negative and grampositive
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 48518875 The Status of BIM Adoption on Six Continents
Authors: Wooyoung Jung, Ghang Lee
Abstract:
This paper reports the worldwide status of building information modeling (BIM) adoption from the perspectives of the engagement level, the Hype Cycle model, the technology diffusion model, and BIM services. An online survey was distributed, and 156 experts from six continents responded. Overall, North America was the most advanced continent, followed by Oceania and Europe. Countries in Asia perceived their phase mainly as slope of enlightenment (mature) in the Hype Cycle model. In the technology diffusion model, the main BIM-users worldwide were “early majority” (third phase), but those in the Middle East/Africa and South America were “early adopters” (second phase). In addition, the more advanced the country, the more number of BIM services employed in general. In summary, North America, Europe, Oceania, and Asia were advancing rapidly toward the mature stage of BIM, whereas the Middle East/Africa and South America were still in the early phase. The simple indexes used in this study may be used to track the worldwide status of BIM adoption in long-term surveys.
Keywords: BIM adoption, BIM services, Hype Cycle model, Technology diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 105438874 A Nonlinear Parabolic Partial Differential Equation Model for Image Enhancement
Authors: Tudor Barbu
Abstract:
We present a robust nonlinear parabolic partial differential equation (PDE)-based denoising scheme in this article. Our approach is based on a second-order anisotropic diffusion model that is described first. Then, a consistent and explicit numerical approximation algorithm is constructed for this continuous model by using the finite-difference method. Finally, our restoration experiments and method comparison, which prove the effectiveness of this proposed technique, are discussed in this paper.Keywords: Image denoising and restoration, nonlinear PDE model, anisotropic diffusion, numerical approximation scheme, finite differences.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13038873 Transformative Leadership and Learning Management Systems Implementation: Leadership Practices in Instructional Design for Online Learning
Authors: Felix Brito
Abstract:
With the growth of online learning, several higher education institutions have attempted to incorporate technology in their curriculum. Successful technology implementation projects really on technology infrastructure and on the acceptance of education professionals towards innovation. This research study is aimed at illustrating the relevance of the human component in technology implementation projects in higher education by describing the Learning Management System implementation project executed by instructional designers working for a higher education institution in the southeast region of the United States. An analysis of the Transformative Leadership Theory, the Technology Acceptance Model, and the Diffusion of Innovation Process provide the support for a solid understanding of this issue and address recommendations for future technology implementation projects in higher education institutions.
Keywords: Learning management systems, transformative leadership theory, technology acceptance model, diffusion of innovation process, leadership, instructional design, online learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15668872 Energy Efficient In-Network Data Processing in Sensor Networks
Authors: Prakash G L, Thejaswini M, S H Manjula, K R Venugopal, L M Patnaik
Abstract:
The Sensor Network consists of densely deployed sensor nodes. Energy optimization is one of the most important aspects of sensor application design. Data acquisition and aggregation techniques for processing data in-network should be energy efficient. Due to the cross-layer design, resource-limited and noisy nature of Wireless Sensor Networks(WSNs), it is challenging to study the performance of these systems in a realistic setting. In this paper, we propose optimizing queries by aggregation of data and data redundancy to reduce energy consumption without requiring all sensed data and directed diffusion communication paradigm to achieve power savings, robust communication and processing data in-network. To estimate the per-node power consumption POWERTossim mica2 energy model is used, which provides scalable and accurate results. The performance analysis shows that the proposed methods overcomes the existing methods in the aspects of energy consumption in wireless sensor networks.Keywords: Data Aggregation, Directed Diffusion, Partial Aggregation, Packet Merging, Query Plan.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18338871 Chloride Transport in Ultra High Performance Concrete
Authors: R. Pernicová
Abstract:
Chloride resistance in Ultra High Performance Concrete (UHPC) is determined in this paper. This work deals with the one dimension chloride transport, which can be potentially dangerous particularly for the durability of concrete structures. Risk of reinforcement corrosion due to exposure to the concrete surface to direct the action of chloride ions (mainly in the form de-icing salts or groundwater) is dangerously increases. The measured data are investigated depending on the depth of penetration of chloride ions into the concrete structure. Comparative measurements with normal strength concrete are done as well. The experimental results showed that UHCP have improved resistance of chlorides penetration than NSC and also chloride diffusion depth is significantly lower in UHCP.
Keywords: Chloride, One dimensional diffusion, Transport, Salinity, UHPC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21008870 Demand and Price Evolution Forecasting as Tools for Facilitating the RoadMapping Process of the Photonic Component Industry
Authors: T. Kamalakis, I. Neokosmidis, D. Varoutas, T. Sphicopoulos
Abstract:
The photonic component industry is a highly innovative industry with a large value chain. In order to ensure the growth of the industry much effort must be devoted to road mapping activities. In such activities demand and price evolution forecasting tools can prove quite useful in order to help in the roadmap refinement and update process. This paper attempts to provide useful guidelines in roadmapping of optical components and considers two models based on diffusion theory and the extended learning curve for demand and price evolution forecasting.Keywords: Roadmapping, Photonic Components, Forecasting, Diffusion Theory.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13798869 Regional Development Programs: A Reason for Them Failing
Abstract:
This paper contributes to the analysis of the design of regional development programs. This is a case study the birth, life, death and afterlife of a stately development program in Norway, supporting diffusion of innovations by promoting e-business in SMEs (small and medium sized enterprises).
The study shows that joint projects like regional development programs have to be designed such that the present value of the future benefits always exceeds the present value of the future effort for all stakeholders vital for the survival of the project. The study also indicate that a development program not always have one common goal which all the stakeholders agree upon. There are several stakeholders who may have different goals by playing a part in the realization of the program.
Even if some parties evaluate the results of a development program as a failure, other may have attained their goals. The lessons learned from this study may advise the designers of development programs involving many independent stakeholders. There is a lack of research examining failing development programs, investigating the reasons for it to be considered a failure. This paper shows why a development program was terminated and gives hint to how joint programs could be designed in order for the program to deliver the wanted results to all the key stakeholders.
Keywords: Regional development initiatives, development program, stakeholders, diffusion of innovations, goal fulfillment, design of development programs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17278868 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme
Authors: Salah Alrabeei, Mohammad Yousuf
Abstract:
The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5008867 A Model to Study the Effect of Na+ ions on Ca2+diffusion under Rapid Buffering Approximation
Authors: Vikas Tewari, K.R. Pardasani
Abstract:
Calcium is very important for communication among the neurons. It is vital in a number of cell processes such as secretion, cell movement, cell differentiation. To reduce the system of reactiondiffusion equations of [Ca2+] into a single equation, two theories have been proposed one is excess buffer approximation (EBA) other is rapid buffer approximation (RBA). The RBA is more realistic than the EBA as it considers both the mobile and stationary endogenous buffers. It is valid near the mouth of the channel. In this work we have studied the effects of different types of buffers on calcium diffusion under RBA. The novel thing studied is the effect of sodium ions on calcium diffusion. The model has been made realistic by considering factors such as variable [Ca2+], [Na+] sources, sodium-calcium exchange protein(NCX), Sarcolemmal Calcium ATPase pump. The proposed mathematical leads to a system of partial differential equations which has been solved numerically to study the relationships between different parameters such as buffer concentration, buffer disassociation rate, calcium permeability. We have used Forward Time Centred Space (FTCS) approach to solve the system of partial differential equations.Keywords: rapid buffer approximation, sodium-calcium exchangeprotein, Sarcolemmal Calcium ATPase pump, buffer disassociationrate, forward time centred space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15208866 Septic B-spline Collocation Method for Solving One-dimensional Hyperbolic Telegraph Equation
Authors: Marzieh Dosti, Alireza Nazemi
Abstract:
Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.
Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17968865 Species Spreading due to Environmental Hostility, Dispersal Adaptation and Allee Effects
Authors: Sanjeeva Balasuriya
Abstract:
A phenomenological model for species spreading which incorporates the Allee effect, a species- maximum attainable growth rate, collective dispersal rate and dispersal adaptability is presented. This builds on a well-established reaction-diffusion model for spatial spreading of invading organisms. The model is phrased in terms of the “hostility" (which quantifies the Allee threshold in relation to environmental sustainability) and dispersal adaptability (which measures how a species is able to adapt its migratory response to environmental conditions). The species- invading/retreating speed and the sharpness of the invading boundary are explicitly characterised in terms of the fundamental parameters, and analysed in detail.
Keywords: Allee effect, dispersal, migration speed, diffusion, invasion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12658864 Resistance to Chloride Penetration of High Strength Self-Compacting Concretes: Pumice and Zeolite Effect
Authors: Kianoosh Samimi, Siham Kamali-Bernard, Ali Akbar Maghsoudi
Abstract:
This paper aims to contribute to the characterization and the understanding of fresh state, compressive strength and chloride penetration tendency of high strength self-compacting concretes (HSSCCs) where Portland cement type II is partially substituted by 10% and 15% of natural pumice and zeolite. First, five concrete mixtures with a control mixture without any pozzolan are prepared and tested in both fresh and hardened states. Then, resistance to chloride penetration for all formulation is investigated in non-steady state and steady state by measurement of chloride penetration and diffusion coefficient. In non-steady state, the correlation between initial current and chloride penetration with diffusion coefficient is studied. Moreover, the relationship between diffusion coefficient in non-steady state and electrical resistivity is determined. The concentration of free chloride ions is also measured in steady state. Finally, chloride penetration for all formulation is studied in immersion and tidal condition. The result shows that, the resistance to chloride penetration for HSSCC in immersion and tidal condition increases by incorporating pumice and zeolite. However, concrete with zeolite displays a better resistance. This paper shows that the HSSCC with 15% pumice and 10% zeolite is suitable in fresh, hardened, and durability characteristics.Keywords: Chloride penetration, immersion, pumice, HSSCC, tidal, zeolite.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8038863 Fatigue Analysis of Crack Growing Rate and Stress Intensity Factor for Stress Corrosion Cracking in a Pipeline System
Authors: A. R. Shahani, E. Mahdavi, M. Amidpour
Abstract:
Environment-assisted cracking (EAC) is one of the most serious causes of structural failure over a broad range of industrial applications including offshore structures. In EAC condition there is not a definite relation such as Paris equation in Linear Elastic Fracture Mechanics (LEFM). According to studying and searching a lot what the researchers said either a material has contact with hydrogen or any other corrosive environment, phenomenon of electrical and chemical reactions of material with its environment will be happened. In the literature, there are many different works to consider fatigue crack growing and solve it but they are experimental works. Thus, in this paper, authors have an aim to evaluate mathematically the pervious works in LEFM. Obviously, if an environment is more sour and corrosive, the changes of stress intensity factor is more and the calculation of stress intensity factor is difficult. A mathematical relation to deal with the stress intensity factor during the diffusion of sour environment especially hydrogen in a marine pipeline is presented. By using this relation having and some experimental relation an analytical formulation will be presented which enables the fatigue crack growth and critical crack length under cyclic loading to be predicted. In addition, we can calculate KSCC and stress intensity factor in the pipeline caused by EAC.
Keywords: Embrittlement, Fracture mechanics, Hydrogen diffusion, Stress intensity factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23378862 The Strategy of Creating a Virtual Interactive Platform for the Low-Carbon Open Innovations Relay
Authors: Mykola S. Shestavin
Abstract:
A strategy for the creation of a Virtual Interactive Platform (or Networking Platform) to combine the four web-baseness of expert systems on the transfer and diffusion of low-carbon technologies. It used the concept of “Open Innovation” and “Triple Helix” with regard to theories of “Green Growth” and “Carbon Footprint”. Interpreters expert systems operate on the basis of models of the “Predator-Prey” for the process of transfer and diffusion of technologies, taking into account the features caused by the need to mitigate the effects of climate change.
Keywords: Climate Change, Expert Systems, Low-Carbon Technology, Open Innovation, Virtual Interactive Platform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18938861 Percolation Transition with Hidden Variables in Complex Networks
Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng
Abstract:
A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.Keywords: complex networks, percolation transition, hidden variable, occupied probability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16088860 On the Early Development of Dispersion in Flow through a Tube with Wall Reactions
Abstract:
This is a study on numerical simulation of the convection-diffusion transport of a chemical species in steady flow through a small-diameter tube, which is lined with a very thin layer made up of retentive and absorptive materials. The species may be subject to a first-order kinetic reversible phase exchange with the wall material and irreversible absorption into the tube wall. Owing to the velocity shear across the tube section, the chemical species may spread out axially along the tube at a rate much larger than that given by the molecular diffusion; this process is known as dispersion. While the long-time dispersion behavior, well described by the Taylor model, has been extensively studied in the literature, the early development of the dispersion process is by contrast much less investigated. By early development, that means a span of time, after the release of the chemical into the flow, that is shorter than or comparable to the diffusion time scale across the tube section. To understand the early development of the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Flux Corrected Transport Algorithm (FCTA). The computation has enabled us to investigate the combined effects on the early development of the dispersion coefficient due to the reversible and irreversible wall reactions. One of the results is shown that the dispersion coefficient may approach its steady-state limit in a short time under the following conditions: (i) a high value of Damkohler number (say Da ≥ 10); (ii) a small but non-zero value of absorption rate (say Γ* ≤ 0.5).
Keywords: Dispersion coefficient, early development of dispersion, FCTA, wall reactions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13398859 A New Application of Stochastic Transformation
Authors: Nilar Win Kyaw
Abstract:
In cryptography, confusion and diffusion are very important to get confidentiality and privacy of message in block ciphers and stream ciphers. There are two types of network to provide confusion and diffusion properties of message in block ciphers. They are Substitution- Permutation network (S-P network), and Feistel network. NLFS (Non-Linear feedback stream cipher) is a fast and secure stream cipher for software application. NLFS have two modes basic mode that is synchronous mode and self synchronous mode. Real random numbers are non-deterministic. R-box (random box) based on the dynamic properties and it performs the stochastic transformation of data that can be used effectively meet the challenges of information is protected from international destructive impacts. In this paper, a new implementation of stochastic transformation will be proposed.Keywords: S-P network, Feistel network, R-block, stochastic transformation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15148858 Investigation of Water Transport Dynamics in Polymer Electrolyte Membrane Fuel Cells Based on a Gas Diffusion Media Layers
Authors: Saad S. Alrwashdeh, Henning Markötter, Handri Ammari, Jan Haußmann, Tobias Arlt, Joachim Scholta, Ingo Manke
Abstract:
In this investigation, synchrotron X-ray imaging is used to study water transport inside polymer electrolyte membrane fuel cells. Two measurement techniques are used, namely in-situ radiography and quasi-in-situ tomography combining together in order to reveal the relationship between the structures of the microporous layers (MPLs) and the gas diffusion layers (GDLs), the operation temperature and the water flow. The developed cell is equipped with a thick GDL and a high back pressure MPL. It is found that these modifications strongly influence the overall water transport in the whole adjacent GDM.Keywords: Polymer electrolyte membrane fuel cell, microporous layer, water transport, radiography, tomography.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7668857 The Effect of Bath Composition for Hot-Dip Aluminizing of AISI 4140 Steel
Authors: Aptullah Karakaş, Murat Baydoğan
Abstract:
In the HDA process, Al or Al-Si molten baths are mostly used. However, in this study, three different Al alloys such as Al4043 (Al-Mg), Al5356 (Al-Si) and Al7020 (Al-Zn) were used as the molten bath in order to see their effects on morphological and mechanical properties of the resulting aluminide layers. AISI 4140 low alloyed steel was used as the substrate. Parameters of the HDA process were bath composition, bath temperature, and dipping time. These parameters were considered within a Taguchi L9 orthogonal array. After the HDA process and subsequent diffusion annealing, coating thickness measurement, microstructural analysis and hardness measurement of the aluminide layers were conducted. The optimum process parameters were evaluated according to coating morphology such as cracks, Kirkendall porosity and hardness of the coatings. According to the results, smooth and clean aluminide layer with less Kirkendall porosity and cracks were observed on the sample, which was aluminized in the molten Al7020 bath at 700 C for 10 minutes, and subsequently diffusion annealed at 750 C. Hardness of the aluminide layer was in between 1100-1300 hardness of Vickers (HV) and the coating thickness was approximately 400 µm. The results were promising such that a hard and thick aluminide layer with less Kirkendall porosity and cracks could be formed. It is therefore, concluded that Al7020 bath may be used in the HDA process of AISI 4140 steel substrate.
Keywords: Aluminum alloys, coating, hot-dip aluminizing, microstructure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 928856 Microbial Leaching Process to Recover Valuable Metals from Spent Petroleum Catalyst Using Iron Oxidizing Bacteria
Authors: Debabrata Pradhan, Dong J. Kim, Jong G. Ahn, Seoung W. Lee
Abstract:
Spent petroleum catalyst from Korean petrochemical industry contains trace amount of metals such as Ni, V and Mo. Therefore an attempt was made to recover those trace metal using bioleaching process. Different leaching parameters such as Fe(II) concentration, pulp density, pH, temperature and particle size of spent catalyst particle were studied to evaluate their effects on the leaching efficiency. All the three metal ions like Ni, V and Mo followed dual kinetics, i.e., initial faster followed by slower rate. The percentage of leaching efficiency of Ni and V were higher than Mo. The leaching process followed a diffusion controlled model and the product layer was observed to be impervious due to formation of ammonium jarosite (NH4)Fe3(SO4)2(OH)6. In addition, the lower leaching efficiency of Mo was observed due to a hydrophobic coating of elemental sulfur over Mo matrix in the spent catalyst.Keywords: Bioleaching, diffusion control, shrinking core, spentpetroleum catalyst.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20218855 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries
Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale
Abstract:
This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).
Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17318854 Removal of Malachite Green from Aqueous Solution using Hydrilla verticillata -Optimization, Equilibrium and Kinetic Studies
Authors: R. Rajeshkannan, M. Rajasimman, N. Rajamohan
Abstract:
In this study, the sorption of Malachite green (MG) on Hydrilla verticillata biomass, a submerged aquatic plant, was investigated in a batch system. The effects of operating parameters such as temperature, adsorbent dosage, contact time, adsorbent size, and agitation speed on the sorption of Malachite green were analyzed using response surface methodology (RSM). The proposed quadratic model for central composite design (CCD) fitted very well to the experimental data that it could be used to navigate the design space according to ANOVA results. The optimum sorption conditions were determined as temperature - 43.5oC, adsorbent dosage - 0.26g, contact time - 200min, adsorbent size - 0.205mm (65mesh), and agitation speed - 230rpm. The Langmuir and Freundlich isotherm models were applied to the equilibrium data. The maximum monolayer coverage capacity of Hydrilla verticillata biomass for MG was found to be 91.97 mg/g at an initial pH 8.0 indicating that the optimum sorption initial pH. The external and intra particle diffusion models were also applied to sorption data of Hydrilla verticillata biomass with MG, and it was found that both the external diffusion as well as intra particle diffusion contributes to the actual sorption process. The pseudo-second order kinetic model described the MG sorption process with a good fitting.
Keywords: Response surface methodology, Hydrilla verticillata, malachite green, adsorption, central composite design
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19908853 Numerical Simulation of Bio-Chemical Diffusion in Bone Scaffolds
Authors: Masoud Madadelahi, Amir Shamloo, Seyedeh Sara Salehi
Abstract:
Previously, some materials like solid metals and their alloys have been used as implants in human’s body. In order to amend fixation of these artificial hard human tissues, some porous structures have been introduced. In this way, tissues in vicinity of the porous structure can be attached more easily to the inserted implant. In particular, the porous bone scaffolds are useful since they can deliver important biomolecules like growth factors and proteins. This study focuses on the properties of the degradable porous hard tissues using a three-dimensional numerical Finite Element Method (FEM). The most important studied properties of these structures are diffusivity flux and concentration of different species like glucose, oxygen, and lactate. The process of cells migration into the scaffold is considered as a diffusion process, and related parameters are studied for different values of production/consumption rates.Keywords: Bone scaffolds, diffusivity, numerical simulation, tissue engineering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1782