Search results for: singular differential equation.
411 Study on Robot Trajectory Planning by Robot End-Effector Using Dual Curvature Theory of the Ruled Surface
Authors: Y. S. Oh, P. Abhishesh, B. S. Ryuh
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This paper presents the method of trajectory planning by the robot end-effector which accounts for more accurate and smooth differential geometry of the ruled surface generated by tool line fixed with end-effector based on the methods of curvature theory of ruled surface and the dual curvature theory, and focuses on the underlying relation to unite them for enhancing the efficiency for trajectory planning. Robot motion can be represented as motion properties of the ruled surface generated by trajectory of the Tool Center Point (TCP). The linear and angular properties of the six degree-of-freedom motion of end-effector are computed using the explicit formulas and functions from curvature theory and dual curvature theory. This paper explains the complete dualization of ruled surface and shows that the linear and angular motion applied using the method of dual curvature theory is more accurate and less complex.
Keywords: Dual curvature theory, robot end effector, ruled surface, TCP, tool center point.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1354410 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia
Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah
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In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.
Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 970409 Effects of Catalyst Tubes Characteristics on a Steam Reforming Process in Ammonia
Authors: M.Boumaza
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The tubes in an Ammonia primary reformer furnace operate close to the limits of materials technology in terms of the stress induced as a result of very high temperatures, combined with large differential pressures across the tube wall. Operation at tube wall temperatures significantly above design can result in a rapid increase in the number of tube failures, since tube life is very sensitive to the absolute operating temperature of the tube. Clearly it is important to measure tube wall temperatures accurately in order to prevent premature tube failure by overheating.. In the present study, the catalyst tubes in an Ammonia primary reformer has been modeled taking into consideration heat, mass and momentum transfer as well as reformer characteristics.. The investigations concern the effects of tube characteristics and superficial tube wall temperatures on of the percentage of heat flux, unconverted methane and production of Hydrogen for various values of steam to carbon ratios. The results show the impact of catalyst tubes length and diameters on the performance of operating parameters in ammonia primary reformers.Keywords: Catalyst, tubes, reformer, performance
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3346408 Effects of Injection Conditions on Flame Structures in Gas-Centered Swirl Coaxial Injector
Authors: Wooseok Song, Sunjung Park, Jongkwon Lee, Jaye Koo
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The objective of this paper is to observe the effects of injection conditions on flame structures in gas-centered swirl coaxial injector. Gaseous oxygen and liquid kerosene were used as propellants. For different injection conditions, two types of injector, which only differ in the diameter of the tangential inlet, were used in this study. In addition, oxidizer injection pressure was varied to control the combustion chamber pressure in different types of injector. In order to analyze the combustion instability intensity, the dynamic pressure was measured in both the combustion chamber and propellants lines. With the increase in differential pressure between the propellant injection pressure and the combustion chamber pressure, the combustion instability intensity increased. In addition, the flame structure was recorded using a high-speed camera to detect CH* chemiluminescence intensity. With the change in the injection conditions in the gas-centered swirl coaxial injector, the flame structure changed.
Keywords: Liquid rocket engine, flame structure, combustion instability, dynamic pressure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 894407 Dynamics of a Vapour Bubble inside a Vertical Rigid Cylinder with a Deposit Rib
Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo
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In this paper dynamics of a vapour bubble generated due to a local energy input inside a vertical rigid cylinder and in the absence of buoyancy forces is investigated. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. The Boundary Integral Equation Method is employed for numerical simulation of the problem. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. Results also show that existence of a deposit rib inside the vertical rigid cylinder slightly increases the life time of the bubble. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1992406 Quantum Statistical Mechanical Formulations of Three-Body Problems via Non-Local Potentials
Authors: A. Maghari, V. H. Maleki
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In this paper, we present a quantum statistical mechanical formulation from our recently analytical expressions for partial-wave transition matrix of a three-particle system. We report the quantum reactive cross sections for three-body scattering processes 1+(2,3)→1+(2,3) as well as recombination 1+(2,3)→1+(3,1) between one atom and a weakly-bound dimer. The analytical expressions of three-particle transition matrices and their corresponding cross-sections were obtained from the threedimensional Faddeev equations subjected to the rank-two non-local separable potentials of the generalized Yamaguchi form. The equilibrium quantum statistical mechanical properties such partition function and equation of state as well as non-equilibrium quantum statistical properties such as transport cross-sections and their corresponding transport collision integrals were formulated analytically. This leads to obtain the transport properties, such as viscosity and diffusion coefficient of a moderate dense gas.Keywords: Statistical mechanics, Nonlocal separable potential, three-body interaction, Faddeev equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2122405 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model
Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes
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In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1181404 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 4373403 Development and Characterization of a Polymer Composite Electrolyte to Be Used in Proton Exchange Membranes Fuel Cells
Authors: B. A. Berns, V. Romanovicz, M. M. de Camargo Forte, D. E. O. S. Carpenter
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The Proton Exchange Membranes (PEM) are largely studied because they operate at low temperatures and they are suitable for mobile applications. However, there are some deficiencies in their operation, mainly those that use ethanol as a hydrogen source, that require a certain attention. Therefore, this research aimed to develop Nafion® composite membranes, mixing clay minerals, kaolin and halloysite to the polymer matrix in order to improve the ethanol molecule retentions and, at the same time, to keep the system’s protonic conductivity. The modified Nafion/Kaolin, Nafion/Halloysite composite membranes were prepared in weight proportion of 0.5, 1.0 and 1.5. The membranes obtained were characterized as to their ethanol permeability, protonic conductivity and water absorption. The composite morphology and structure are characterized by SEM and EDX and the thermal behavior is determined by TGA and DSC. The analysis of the results shows ethanol permeability reduction from 48% to 63%. However, the protonic conductivity results are lower in relation to pure Nafion®. As to the thermal behavior, the Nafion® composite membranes were stable up to a temperature of 325ºC.
Keywords: Polymer-matrix composites (PMCs), Thermal properties, Nanoclay, Differential scanning calorimetry.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2555402 Gendered Power Relations in the School:Construction of Schoolgirl Femininities in a Turkish High School
Authors: Alev Ozkazanc, Fevziye Sayılan
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In this paper our aim is to explore the construction of schoolgirl femininities, drawing on the results of an ethnographic study conducted in a high school in Ankara, Turkey. In this case study which tries to explore the complexities of gender discourses, we were initially motivated by the questions that have been put forward by critical and feminist literature on education which emphasize the necessarily conflicting and partial nature of both reproduction and resistance and the importance of gendered power relations in the school context. Drawing on this paradigm our research tries to address to a more specific question: how are multiple schoolgirl femininities constructed within the context of gendered school culture, and especially in relation to hegemonic masculinity? Our study reveals that the general framework of multiple femininities is engendered by a tension between two inter-related positions. The first one is different strategies of accommodation and resistance to the gender-related problems of education. The second one is the school experience of girls which is conditioned by their differential position vis-à-vis the masculine resistance culture that is dominant in the school.
Keywords: Femininity, gender relations, masculinity, school, education in Turkey
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558401 Contributions to Design of Systems Actuated by Shape Memory Active Elements
Authors: Daniel Amariei, Calin O. Miclosina, Ion Vela, Marius Tufoi, Cornel Mituletu
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Even it has been recognized that Shape Memory Alloys (SMA) have a significant potential for deployment actuators, the number of applications of SMA-based actuators to the present day is still quite small, due to the need of deep understanding of the thermo-mechanical behavior of SMA, causing an important need for a mathematical model able to describe all thermo-mechanical properties of SMA by relatively simple final set of constitutive equations. SMAs offer attractive potentials such as: reversible strains of several percent, generation of high recovery stresses and high power / weight ratios. The paper tries to provide an overview of the shape memory functions and a presentation of the designed and developed temperature control system used for a gripper actuated by two pairs of differential SMA active springs. An experimental setup was established, using electrical energy for actuator-s springs heating process. As for holding the temperature of the SMA springs at certain level for a long time was developed a control system in order to avoid the active elements overheating.Keywords: active element, actuator, model, Nitinol, prehension
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1538400 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing
Authors: Changhong Guo, Shaomei Fang, Yong He
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In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 877399 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model
Authors: Catherine Maware, Olufemi Adetunji
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The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.
Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1228398 Numerical Simulation of the Air Pollutants Dispersion Emitted by CHP Using ANSYS CFX
Authors: Oliver Mărunţălu, Gheorghe Lăzăroiu, Elena Elisabeta Manea, Dana Andreya Bondrea, Lăcrămioara Diana Robescu
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This paper presents the results obtained by numerical simulation using the software ANSYS CFX-CFD for the air pollutants dispersion in the atmosphere coming from the evacuation of combustion gases resulting from the fuel combustion in an electric thermal power plant. The model uses the Navier-Stokes equation to simulate the dispersion of pollutants in the atmosphere. It is considered as important factors in elaboration of simulation the atmospheric conditions (pressure, temperature, wind speed, wind direction), the exhaust velocity of the combustion gases, chimney height and the obstacles (buildings). Using the air quality monitoring stations it is measured the concentrations of main pollutants (SO2, NOx and PM). The pollutants were monitored over a period of 3 months, after that the average concentration are calculated, which is used by the software. The concentrations are: 8.915 μg/m3 (NOx), 9.587 μg/m3 (SO2) and 42 μg/m3 (PM). A comparison of test data with simulation results demonstrated that CFX was able to describe the dispersion of the pollutant as well the concentration of this pollutants in the atmosphere.Keywords: Air pollutants, computational fluid dynamics, dispersion, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4481397 Relationships among Tourists’ Needs for Uniqueness, Perceived Authenticity and Behavioral Intentions
Authors: Deniz Karagöz Yüncü
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This study tested a structural model which investigates the relationships among tourists’ need for uniqueness, perceived authenticity (object-based authenticity and existential authenticity) and behavioral intentions to consume cultural and heritage destinations. The sample of the study comprised of 281 participants in a cultural heritage site, in Cappadocia, Turkey. The data were provided via face to face interviews in two months (September and October) which considered the high season. Structural equation modeling was employed to test the causal relationships among the hypotheses. Findings revealed tourists’ creative choice had an influence on object-based authenticity and existential authenticity. Tourists’ avoidance had an influence on object-based authenticity. The study concluded that two dimensions, namely, the object based authenticity and existential authenticity had significant impact on behavioral intentions.
Keywords: Needs for uniqueness, object-based authenticity, existential authenticity, behavioral intentions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1654396 On the use of Ionic Liquids for CO2 Capturing
Authors: Emad Ali, Inas Alnashef, Abdelhamid Ajbar, Mohamed HadjKali, Sarwono Mulyono
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In this work, ionic liquids (ILs) for CO2 capturing in typical absorption/stripper process are considered. The use of ionic liquids is considered to be cost-effective because it requires less energy for solvent recovery compared to other conventional processes. A mathematical model is developed for the process based on Peng-Robinson (PR) equation of state (EoS) which is validated with experimental data for various solutions involving CO2. The model is utilized to study the sorbent and energy demand for three types of ILs at specific CO2 capturing rates. The energy demand is manifested by the vapor-liquid equilibrium temperature necessary to remove the captured CO2 from the used solvent in the regeneration step. It is found that higher recovery temperature is required for solvents with higher solubility coefficient. For all ILs, the temperature requirement is less than that required by the typical monoethanolamine (MEA) solvent. The effect of the CO2 loading in the sorbent stream on the process performance is also examined.
Keywords: Ionic liquid, CO2 capturing, CO2 solubility, Vaporliquid equilibrium.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2719395 A Spatial Repetitive Controller Applied to an Aeroelastic Model for Wind Turbines
Authors: Riccardo Fratini, Riccardo Santini, Jacopo Serafini, Massimo Gennaretti, Stefano Panzieri
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This paper presents a nonlinear differential model, for a three-bladed horizontal axis wind turbine (HAWT) suited for control applications. It is based on a 8-dofs, lumped parameters structural dynamics coupled with a quasi-steady sectional aerodynamics. In particular, using the Euler-Lagrange Equation (Energetic Variation approach), the authors derive, and successively validate, such model. For the derivation of the aerodynamic model, the Greenbergs theory, an extension of the theory proposed by Theodorsen to the case of thin airfoils undergoing pulsating flows, is used. Specifically, in this work, the authors restricted that theory under the hypothesis of low perturbation reduced frequency k, which causes the lift deficiency function C(k) to be real and equal to 1. Furthermore, the expressions of the aerodynamic loads are obtained using the quasi-steady strip theory (Hodges and Ormiston), as a function of the chordwise and normal components of relative velocity between flow and airfoil Ut, Up, their derivatives, and section angular velocity ε˙. For the validation of the proposed model, the authors carried out open and closed-loop simulations of a 5 MW HAWT, characterized by radius R =61.5 m and by mean chord c = 3 m, with a nominal angular velocity Ωn = 1.266rad/sec. The first analysis performed is the steady state solution, where a uniform wind Vw = 11.4 m/s is considered and a collective pitch angle θ = 0.88◦ is imposed. During this step, the authors noticed that the proposed model is intrinsically periodic due to the effect of the wind and of the gravitational force. In order to reject this periodic trend in the model dynamics, the authors propose a collective repetitive control algorithm coupled with a PD controller. In particular, when the reference command to be tracked and/or the disturbance to be rejected are periodic signals with a fixed period, the repetitive control strategies can be applied due to their high precision, simple implementation and little performance dependency on system parameters. The functional scheme of a repetitive controller is quite simple and, given a periodic reference command, is composed of a control block Crc(s) usually added to an existing feedback control system. The control block contains and a free time-delay system eτs in a positive feedback loop, and a low-pass filter q(s). It should be noticed that, while the time delay term reduces the stability margin, on the other hand the low pass filter is added to ensure stability. It is worth noting that, in this work, the authors propose a phase shifting for the controller and the delay system has been modified as e^(−(T−γk)), where T is the period of the signal and γk is a phase shifting of k samples of the same periodic signal. It should be noticed that, the phase shifting technique is particularly useful in non-minimum phase systems, such as flexible structures. In fact, using the phase shifting, the iterative algorithm could reach the convergence also at high frequencies. Notice that, in our case study, the shifting of k samples depends both on the rotor angular velocity Ω and on the rotor azimuth angle Ψ: we refer to this controller as a spatial repetitive controller. The collective repetitive controller has also been coupled with a C(s) = PD(s), in order to dampen oscillations of the blades. The performance of the spatial repetitive controller is compared with an industrial PI controller. In particular, starting from wind speed velocity Vw = 11.4 m/s the controller is asked to maintain the nominal angular velocity Ωn = 1.266rad/s after an instantaneous increase of wind speed (Vw = 15 m/s). Then, a purely periodic external disturbance is introduced in order to stress the capabilities of the repetitive controller. The results of the simulations show that, contrary to a simple PI controller, the spatial repetitive-PD controller has the capability to reject both external disturbances and periodic trend in the model dynamics. Finally, the nominal value of the angular velocity is reached, in accordance with results obtained with commercial software for a turbine of the same type.Keywords: Wind turbines, aeroelasticity, repetitive control, periodic systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1302394 Torsional Statics of Circular Nanostructures: Numerical Approach
Authors: M.Z. Islam, C.W. Lim
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Based on the standard finite element method, a new finite element method which is known as nonlocal finite element method (NL-FEM) is numerically implemented in this article to study the nonlocal effects for solving 1D nonlocal elastic problem. An Eringen-type nonlocal elastic model is considered. In this model, the constitutive stress-strain law is expressed interms of integral equation which governs the nonlocal material behavior. The new NL-FEM is adopted in such a way that the postulated nonlocal elastic behavior of material is captured by a finite element endowed with a set of (cross-stiffness) element itself by the other elements in mesh. An example with their analytical solutions and the relevant numerical findings for various load and boundary conditions are presented and discussed in details. It is observed from the numerical solutions that the torsional deformation angle decreases with increasing nonlocal nanoscale parameter. It is also noted that the analytical solution fails to capture the nonlocal effect in some cases where numerical solutions handle those situation effectively which prove the reliability and effectiveness of numerical techniques.Keywords: NL-FEM, nonlocal elasticity, nanoscale, torsion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1758393 Application of Strong Optical Feedback to Enhance the Modulation Bandwidth of Semiconductor Lasers to the Millimeter-Wave Band
Authors: Moustafa Ahmed, Ahmed Bakry, Fumio Koyama
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We report on the use of strong external optical feedback to enhance the modulation response of semiconductor lasers over a frequency passband around modulation frequencies higher than 60 GHz. We show that this modulation enhancement is a type of photon-photon resonance (PPR) of oscillating modes in the external cavity formed between the laser and the external reflector. The study is based on a time-delay rate equation model that takes into account both the strong feedback and multiple reflections in the external cavity. We examine the harmonic and intermodulation distortions associated with single and two-tone modulations in the mm-wave band of the resonant modulation. We show that compared with solitary lasers modulated around the carrier-photon resonance frequency, the present mm-wave modulated signal has lower distortions.
Keywords: Distortion, intensity modulation, optical feedback, semiconductor laser.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2587392 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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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 568391 Effect of Turbulence Models on Simulated Iced Aircraft Airfoil
Authors: Muhammad Afzal, Cao Yihua, Zhao Ming
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The present work describes a computational study of aerodynamic characteristics of GLC305 airfoil clean and with 16.7 min ice shape (rime 212) and 22.5 min ice shape (glaze 944).The performance of turbulence models SA, Kε, Kω Std, and Kω SST model are observed against experimental flow fields at different Mach numbers 0.12, 0.21, 0.28 in a range of Reynolds numbers 3x106, 6x106, and 10.5x106 on clean and iced aircraft airfoil GLC305. Numerical predictions include lift, drag and pitching moment coefficients at different Mach numbers and at different angle of attacks were done. Accuracy of solutions with respect to the effects of turbulence models, variation of Mach number, initial conditions, grid resolution and grid spacing near the wall made the study much sensitive. Navier Stokes equation based computational technique is used. Results are very close to the experimental results. It has seen that SA and SST models are more efficient than Kε and Kω standard in under study problem.Keywords: Aerodynamics, Airfoil GLC305, Iced Airfoil, Turbulence Model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2472390 Solving the Nonlinear Heat Conduction in a Spherical Coordinate with Electrical Simulation
Authors: A. M. Gheitaghy, H. Saffari, G. Q. Zhang
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Numerical approach based on the electrical simulation method is proposed to solve a nonlinear transient heat conduction problem with nonlinear boundary for a spherical body. This problem represents a strong nonlinearity in both the governing equation for temperature dependent thermal property and the boundary condition for combined convective and radiative cooling. By analysing the equivalent electrical model using the electrical circuit simulation program HSPICE, transient temperature and heat flux distributions at sphere can be obtained easily and fast. The solutions clearly illustrate the effect of the radiation-conduction parameter Nrc, the Biot number and the linear coefficient of temperature dependent conductivity and heat capacity. On comparing the results with corresponding numerical solutions, the accuracy and efficiency of this computational method is found to be good.Keywords: Convective boundary, radiative boundary, electrical simulation method, nonlinear heat conduction, spherical coordinate.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1394389 Optimization of Distribution Network Configuration for Loss Reduction Using Artificial Bee Colony Algorithm
Authors: R. Srinivasa Rao, S.V.L. Narasimham, M. Ramalingaraju
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Network reconfiguration in distribution system is realized by changing the status of sectionalizing switches to reduce the power loss in the system. This paper presents a new method which applies an artificial bee colony algorithm (ABC) for determining the sectionalizing switch to be operated in order to solve the distribution system loss minimization problem. The ABC algorithm is a new population based metaheuristic approach inspired by intelligent foraging behavior of honeybee swarm. The advantage of ABC algorithm is that it does not require external parameters such as cross over rate and mutation rate as in case of genetic algorithm and differential evolution and it is hard to determine these parameters in prior. The other advantage is that the global search ability in the algorithm is implemented by introducing neighborhood source production mechanism which is a similar to mutation process. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 14, 33, and 119-bus systems and compared with different approaches available in the literature. The proposed method has outperformed the other methods in terms of the quality of solution and computational efficiency.
Keywords: Distribution system, Network reconfiguration, Loss reduction, Artificial Bee Colony Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3768388 Parametric Study of Vertical Diffusion Still for Water Desalination
Authors: A. Seleem, M. Mortada, M. El Morsi, M. Younan
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Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semianalytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55- 90°C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).
Keywords: Analytical Model, Solar Distillation, Sustainable Water Systems, Vertical Diffusion Still.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2406387 A Semi-Implicit Phase Field Model for Droplet Evolution
Authors: M. H. Kazemi, D. Salac
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A semi-implicit phase field method for droplet evolution is proposed. Using the phase field Cahn-Hilliard equation, we are able to track the interface in multiphase flow. The idea of a semi-implicit finite difference scheme is reviewed and employed to solve two nonlinear equations, including the Navier-Stokes and the Cahn-Hilliard equations. The use of a semi-implicit method allows us to have larger time steps compared to explicit schemes. The governing equations are coupled and then solved by a GMRES solver (generalized minimal residual method) using modified Gram-Schmidt orthogonalization. To show the validity of the method, we apply the method to the simulation of a rising droplet, a leaky dielectric drop and the coalescence of drops. The numerical solutions to the phase field model match well with existing solutions over a defined range of variables.
Keywords: Coalescence, leaky dielectric, numerical method, phase field, rising droplet, semi-implicit method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 882386 Bioconversion of Biodiesel Derived Crude Glycerol by Immobilized Clostridium pasteurianum: Effect of Temperature
Authors: Swati Khanna, Arun Goyal, Vijayanand S. Moholkar
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Batch fermentation of 5, 10 and 25 g/L biodiesel derived crude glycerol was carried out at 30, 37 and 450C by Clostridium pasteurianum cells immobilized on silica. Maximum yield of 1,3-propanediol (PDO) (0.60 mol/mol), and ethanol (0.26 mol/mol) were obtained from 10 g/L crude glycerol at 30 and 370C respectively. Maximum yield of butanol (0.28 mol/mol substrate added) was obtained at 370C with 25 g/L substrate. None of the three products were detected at 45oC even after 10 days of fermentation. Only traces of ethanol (0.01 mol/mol) were detected at 450C with 5 g/L substrate. The results obtained for 25 g/L substrate utilization were fitted in first order rate equation to obtain the values of rate constant at three different temperatures for bioconversion of glycerol. First order rate constants for bioconversion of glycerol at 30, 37 and 45oC were found to be 0.198, 0.294 and 0.029/day respectively. Activation energy (Ea) for crude glycerol bioconversion was calculated to be 57.62 kcal/mol.Keywords: activation energy, Clostridium pasteurianum, crude glycerol, immobilization
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2090385 Novel Anti-leukemia Calanone Compounds by Quantitative Structure-Activity Relationship AM1 Semiempirical Method
Authors: Ponco Iswanto, Mochammad Chasani, Muhammad Hanafi, Iqmal Tahir, Eva Vaulina YD, Harjono, Lestari Solikhati, Winkanda S. Putra, Yayuk Yuliantini
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Quantitative Structure-Activity Relationship (QSAR) approach for discovering novel more active Calanone derivative as anti-leukemia compound has been conducted. There are 6 experimental activities of Calanone compounds against leukemia cell L1210 that are used as material of the research. Calculation of theoretical predictors (independent variables) was performed by AM1 semiempirical method. The QSAR equation is determined by Principle Component Regression (PCR) analysis, with Log IC50 as dependent variable and the independent variables are atomic net charges, dipole moment (μ), and coefficient partition of noctanol/ water (Log P). Three novel Calanone derivatives that obtained by this research have higher activity against leukemia cell L1210 than pure Calanone.Keywords: AM1 semiempirical calculation, Calanone, Principle Component Regression, QSAR approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1483384 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction
Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat
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Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.
Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 679383 Stature Estimation Based On Lower Limb Dimensions in the Malaysian Population
Authors: F. M. Nor, N. Abdullah, Al-M. Mustapa, L. Q. Wen, N. A. Faisal, D. A. A. Ahmad Nazari
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Estimation of stature is an important step in developing a biological profile for human identification. It may provide a valuable indicator for unknown individual in a population. The aim of this study was to analyses the relationship between stature and lower limb dimensions in the Malaysian population. The sample comprised 100 corpses, which included 69 males and 31 females between age ranges of 20 to 90 years old. The parameters measured were stature, thigh length, lower leg length, leg length, foot length, foot height and foot breadth. Results showed that mean values in males were significantly higher than those in females (P < 0.05). There were significant correlations between lower limb dimensions and stature. Cross-validation of the equation on 100 individuals showed close approximation between known stature and estimated stature. It was concluded that lower limb dimensions were useful for estimation of stature, which should be validated in future studies.
Keywords: Forensic anthropology population data, lower leg length, Malaysian, stature.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3213382 Modes of Collapse of Compress–Expand Member under Axial Loading
Authors: Shigeyuki Haruyama, Aidil Khaidir Bin Muhamad, Ken Kaminishi, Dai-Heng Chen
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In this paper, a study on the modes of collapse of compress- expand members are presented. Compress- expand member is a compact, multiple-combined cylinders, to be proposed as energy absorbers. Previous studies on the compress- expand member have clarified its energy absorption efficiency, proposed an approximate equation to describe its deformation characteristics and also highlighted the improvement that it has brought. However, for the member to be practical, the actual range of geometrical dimension that it can maintain its applicability must be investigated. In this study, using a virtualized materials that comply the bilinear hardening law, Finite element Method (FEM) analysis on the collapse modes of compress- expand member have been conducted. Deformation maps that plotted the member's collapse modes with regards to the member's geometric and material parameters were then presented in order to determine the dimensional range of each collapse modes.Keywords: Axial collapse, compress-expand member, tubular member, finite element method, modes of collapse, thin-walled cylindrical tube.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2031