Search results for: Diffusion driven instability
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1007

Search results for: Diffusion driven instability

887 Comparison of SVC and STATCOM in Static Voltage Stability Margin Enhancement

Authors: Mehrdad Ahmadi Kamarposhti, Mostafa Alinezhad

Abstract:

One of the major causes of voltage instability is the reactive power limit of the system. Improving the system's reactive power handling capacity via Flexible AC transmission System (FACTS) devices is a remedy for prevention of voltage instability and hence voltage collapse. In this paper, the effects of SVC and STATCOM in Static Voltage Stability Margin Enhancement will be studied. AC and DC representations of SVC and STATCOM are used in the continuation power flow process in static voltage stability study. The IEEE-14 bus system is simulated to test the increasing loadability. It is found that these controllers significantly increase the loadability margin of power systems.

Keywords: SVC, STATCOM, Voltage Collapse, Maximum Loading Point.

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886 An Optimal Control of Water Pollution in a Stream Using a Finite Difference Method

Authors: Nopparat Pochai, Rujira Deepana

Abstract:

Water pollution assessment problems arise frequently in environmental science. In this research, a finite difference method for solving the one-dimensional steady convection-diffusion equation with variable coefficients is proposed; it is then used to optimize water treatment costs.

Keywords: Finite difference, One-dimensional, Steady state, Waterpollution control, Optimization, Convection-diffusion equation.

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885 Modelling of Heating and Evaporation of Biodiesel Fuel Droplets

Authors: Mansour Al Qubeissi, Sergei S. Sazhin, Cyril Crua, Morgan R. Heikal

Abstract:

This paper presents the application of the Discrete Component Model for heating and evaporation to multi-component biodiesel fuel droplets in direct injection internal combustion engines. This model takes into account the effects of temperature gradient, recirculation and species diffusion inside droplets. A distinctive feature of the model used in the analysis is that it is based on the analytical solutions to the temperature and species diffusion equations inside the droplets. Nineteen types of biodiesel fuels are considered. It is shown that a simplistic model, based on the approximation of biodiesel fuel by a single component or ignoring the diffusion of components of biodiesel fuel, leads to noticeable errors in predicted droplet evaporation time and time evolution of droplet surface temperature and radius.

Keywords: Heat/Mass Transfer, Biodiesel, Multi-component Fuel, Droplet, Evaporation.

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884 Behavioral Modeling Accuracy for RF Power Amplifier with Memory Effects

Authors: Chokri Jebali, Noureddine Boulejfen, Ali Gharsallah, Fadhel M. Ghannouchi

Abstract:

In this paper, a system level behavioural model for RF power amplifier, which exhibits memory effects, and based on multibranch system is proposed. When higher order terms are included, the memory polynomial model (MPM) exhibits numerical instabilities. A set of memory orthogonal polynomial model (OMPM) is introduced to alleviate the numerical instability problem associated to MPM model. A data scaling and centring algorithm was applied to improve the power amplifier modeling accuracy. Simulation results prove that the numerical instability can be greatly reduced, as well as the model precision improved with nonlinear model.

Keywords: power amplifier, orthogonal model, polynomialmodel , memory effects.

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883 Diffusion of Mobile Entertainment in Malaysia: Drivers and Barriers

Authors: C. C. Wong, P. L. Hiew

Abstract:

This research aims to examine the key success factors for the diffusion of mobile entertainment services in Malaysia. The drivers and barriers observed in this research include perceived benefit; concerns pertaining to pricing, product and technological standardization, privacy and security; as well as influences from peers and community. An analysis of a Malaysian survey of 384 respondents between 18 to 25 years shows that subscribers placed greater importance on perceived benefit of mobile entertainment services compared to other factors. Results of the survey also show that there are strong positive correlations between all the factors, with pricing issue–perceived benefit showing the strongest relationship. This paper aims to provide an extensive study on the drivers and barriers that could be used to derive architecture for entertainment service provision to serve as a guide for telcos to outline suitable approaches in order to encourage mass market adoption of mobile entertainment services in Malaysia.

Keywords: Barriers, Correlations, Diffusion, Drivers, Mobile Entertainment.

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882 Countercurrent Flow Simulation of Gas-Solid System in a Purge Column Using Computational Fluid Dynamics Techniques

Authors: T. J. Jamaleddine

Abstract:

Purge columns or degasser vessels are widely used in the polyolefin process for removing trapped hydrocarbons and in-excess catalyst residues from the polymer particles. A uniform distribution of purged gases coupled with a plug-flow characteristic inside the column system is desirable to obtain optimum desorption characteristics of trapped hydrocarbon and catalyst residues. Computational Fluid Dynamics (CFD) approach is a promising tool for design optimization of these vessels. The success of this approach is profoundly dependent on the solution strategy and the choice of geometrical layout at the vessel outlet. Filling the column with solids and initially solving for the solids flow minimized numerical diffusion substantially. Adopting a cylindrical configuration at the vessel outlet resulted in less numerical instability and resembled the hydrodynamics flow of solids in the hopper segment reasonably well.

Keywords: CFD, gas-solids flow, gas purging, species transport, purge column, degasser vessel.

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881 An Efficient Backward Semi-Lagrangian Scheme for Nonlinear Advection-Diffusion Equation

Authors: Soyoon Bak, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, a backward semi-Lagrangian scheme combined with the second-order backward difference formula is designed to calculate the numerical solutions of nonlinear advection-diffusion equations. The primary aims of this paper are to remove any iteration process and to get an efficient algorithm with the convergence order of accuracy 2 in time. In order to achieve these objects, we use the second-order central finite difference and the B-spline approximations of degree 2 and 3 in order to approximate the diffusion term and the spatial discretization, respectively. For the temporal discretization, the second order backward difference formula is applied. To calculate the numerical solution of the starting point of the characteristic curves, we use the error correction methodology developed by the authors recently. The proposed algorithm turns out to be completely iteration free, which resolves the main weakness of the conventional backward semi-Lagrangian method. Also, the adaptability of the proposed method is indicated by numerical simulations for Burgers’ equations. Throughout these numerical simulations, it is shown that the numerical results is in good agreement with the analytic solution and the present scheme offer better accuracy in comparison with other existing numerical schemes.

Keywords: Semi-Lagrangian method, Iteration free method, Nonlinear advection-diffusion equation.

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880 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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879 Mechanical Properties and Chloride Diffusion of Ceramic Waste Aggregate Mortar Containing Ground Granulated Blast–Furnace Slag

Authors: H. Higashiyama, M. Sappakittipakorn, M. Mizukoshi, O. Takahashi

Abstract:

Ceramic Waste Aggregates (CWAs) were made from electric porcelain insulator wastes supplied from an electric power company, which were crushed and ground to fine aggregate sizes. In this study, to develop the CWA mortar as an eco–efficient, ground granulated blast–furnace slag (GGBS) as a Supplementary Cementitious Material (SCM) was incorporated. The water–to–binder ratio (W/B) of the CWA mortars was varied at 0.4, 0.5, and 0.6. The cement of the CWA mortar was replaced by GGBS at 20 and 40% by volume (at about 18 and 37% by weight). Mechanical properties of compressive and splitting tensile strengths, and elastic modulus were evaluated at the age of 7, 28, and 91 days. Moreover, the chloride ingress test was carried out on the CWA mortars in a 5.0% NaCl solution for 48 weeks. The chloride diffusion was assessed by using an electron probe microanalysis (EPMA). To consider the relation of the apparent chloride diffusion coefficient and the pore size, the pore size distribution test was also performed using a mercury intrusion porosimetry at the same time with the EPMA. The compressive strength of the CWA mortars with the GGBS was higher than that without the GGBS at the age of 28 and 91 days. The resistance to the chloride ingress of the CWA mortar was effective in proportion to the GGBS replacement level.

Keywords: Ceramic waste aggregate, Chloride diffusion, GGBS, Pore size distribution.

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878 Mathematical Modeling of Cell Volume Alterations under Different Osmotic Conditions

Authors: Juliana A. Knocikova, Yann Bouret, Médéric Argentina, Laurent Counillon

Abstract:

Cell volume, together with membrane potential and intracellular hydrogen ion concentration, is an essential biophysical parameter for normal cellular activity. Cell volumes can be altered by osmotically active compounds and extracellular tonicity. In this study, a simple mathematical model of osmotically induced cell swelling and shrinking is presented. Emphasis is given to water diffusion across the membrane. The mathematical description of the cellular behavior consists in a system of coupled ordinary differential equations. We compare experimental data of cell volume alterations driven by differences in osmotic pressure with mathematical simulations under hypotonic and hypertonic conditions. Implications for a future model are also discussed.

Keywords: Eukaryotic cell, mathematical modeling, osmosis, volume alterations.

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877 Hot Workability of High Strength Low Alloy Steels

Authors: Seok Hong Min, Jung Ho Moon, Woo Young Jung, Tae Kwon Ha

Abstract:

The hot deformation behavior of high strength low alloy (HSLA) steels with different chemical compositions under hot working conditions in the temperature range of 900 to 1100℃ and strain rate range from 0.1 to 10 s-1 has been studied by performing a series of hot compression tests. The dynamic materials model has been employed for developing the processing maps, which show variation of the efficiency of power dissipation with temperature and strain rate. Also the Kumar-s model has been used for developing the instability map, which shows variation of the instability for plastic deformation with temperature and strain rate. The efficiency of power dissipation increased with decreasing strain rate and increasing temperature in the steel with higher Cr and Ti content. High efficiency of power dissipation over 20 % was obtained at a finite strain level of 0.1 under the conditions of strain rate lower than 1 s-1 and temperature higher than 1050 ℃ . Plastic instability was expected in the regime of temperatures lower than 1000 ℃ and strain rate lower than 0.3 s-1. Steel with lower Cr and Ti contents showed high efficiency of power dissipation at higher strain rate and lower temperature conditions.

Keywords: High strength low alloys steels, hot workability, Dynamic materials model, Processing maps.

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876 Role of Investment in the Course of Economic Growth in Pakistan

Authors: Maqbool Hussain Sial, Maaida Hussain Hashmi, Sofia Anwar

Abstract:

The present research was focused to investigate the role of investment in the course of economic growth with reference to Pakistan. The study analyzed the role of the public and private investment and impact of the political and macroeconomic uncertainty on economic growth of Pakistan by using the vector autoregressive approach (VAR). In long-run both public and private investment showed a positive impact on economic growth but the growth was largely driven by private investment as compared to public investment. Government consumption expenditure, economic uncertainty and political instability hampered the economic growth of Pakistan. In short-run the private investment positively influences the growth but there was negative and insignificant effect of the public investment and government consumption expenditure on the growth. There was a positive relationship found between economic uncertainty (proxy for inflation) and GDP in short run.

Keywords: Investment, Government Consumption, Growth, Co-integration, Pakistan.

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875 The Adoption and Diffusion of Electronic Wallets

Authors: Jean-Michel Sahut

Abstract:

Despite the strong and consistent increase in the use of electronic payment methods worldwide, the diffusion of electronic wallets is still far from widespread. Analysis of the failure of electronic wallet uptake has either focused on technical issues or chosen to analyse a specific scheme. This article proposes a joint approach to analysing key factors affecting the adoption of e-wallets by using the ‘Technology Acceptance Model” [1] which we have expanded to take into account the cost of using e-wallets. We use this model to analyse Monéo, the only French electronic wallet still in operation.

Keywords: Electronic wallet, adoption, ICT, TAM, Monéo, electronic payment.

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874 Speciation Analysis by Solid-Phase Microextraction and Application to Atrazine

Authors: K. Benhabib, X. Pierens, V-D Nguyen, G. Mimanne

Abstract:

The main hypothesis of the dynamics of solid phase microextraction (SPME) is that steady-state mass transfer is respected throughout the SPME extraction process. It considers steady-state diffusion is established in the two phases and fast exchange of the analyte at the solid phase film/water interface. An improved model is proposed in this paper to handle with the situation when the analyte (atrazine) is in contact with colloid suspensions (carboxylate latex in aqueous solution). A mathematical solution is obtained by substituting the diffusion coefficient by the mean of diffusion coefficient between analyte and carboxylate latex, and also thickness layer by the mean thickness in aqueous solution. This solution provides an equation relating the extracted amount of the analyte to the extraction a little more complicated than previous models. It also gives a better description of experimental observations. Moreover, the rate constant of analyte obtained is in satisfactory agreement with that obtained from the initial curve fitting.

Keywords: Pesticide, SPME methods, polyacrylate, steady state.

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873 New Gate Stack Double Diffusion MOSFET Design to Improve the Electrical Performances for Power Applications

Authors: Z. Dibi, F. Djeffal, N. Lakhdar

Abstract:

In this paper, we have developed an explicit analytical drain current model comprising surface channel potential and threshold voltage in order to explain the advantages of the proposed Gate Stack Double Diffusion (GSDD) MOSFET design over the conventional MOSFET with the same geometric specifications that allow us to use the benefits of the incorporation of the high-k layer between the oxide layer and gate metal aspect on the immunity of the proposed design against the self-heating effects. In order to show the efficiency of our proposed structure, we propose the simulation of the power chopper circuit. The use of the proposed structure to design a power chopper circuit has showed that the (GSDD) MOSFET can improve the working of the circuit in terms of power dissipation and self-heating effect immunity. The results so obtained are in close proximity with the 2D simulated results thus confirming the validity of the proposed model.

Keywords: Double-Diffusion, modeling, MOSFET, power.

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872 CFD Analysis of a Centrifugal Fan for Performance Enhancement using Converging Boundary Layer Suction Slots

Authors: K. Vasudeva Karanth, N. Yagnesh Sharma

Abstract:

Generally flow behavior in centrifugal fan is observed to be in a state of instability with flow separation zones on suction surface as well as near the front shroud. Overall performance of the diffusion process in a centrifugal fan could be enhanced by judiciously introducing the boundary layer suction slots. With easy accessibility of CFD as an analytical tool, an extensive numerical whole field analysis of the effect of boundary layer suction slots in discrete regions of suspected separation points is possible. This paper attempts to explore the effect of boundary layer suction slots corresponding to various geometrical locations on the impeller with converging configurations for the slots. The analysis shows that the converging suction slots located on the impeller blade about 25% from the trailing edge, significantly improves the static pressure recovery across the fan. Also it is found that Slots provided at a radial distance of about 12% from the leading and trailing edges marginally improve the static pressure recovery across the fan.

Keywords: Boundary layer suction converging slot, Flowseparation, Sliding mesh, Unsteady analysis, Recirculation zone, Jetsand wakes.

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871 Solution of Density Dependent Nonlinear Reaction-Diffusion Equation Using Differential Quadrature Method

Authors: Gülnihal Meral

Abstract:

In this study, the density dependent nonlinear reactiondiffusion equation, which arises in the insect dispersal models, is solved using the combined application of differential quadrature method(DQM) and implicit Euler method. The polynomial based DQM is used to discretize the spatial derivatives of the problem. The resulting time-dependent nonlinear system of ordinary differential equations(ODE-s) is solved by using implicit Euler method. The computations are carried out for a Cauchy problem defined by a onedimensional density dependent nonlinear reaction-diffusion equation which has an exact solution. The DQM solution is found to be in a very good agreement with the exact solution in terms of maximum absolute error. The DQM solution exhibits superior accuracy at large time levels tending to steady-state. Furthermore, using an implicit method in the solution procedure leads to stable solutions and larger time steps could be used.

Keywords: Density Dependent Nonlinear Reaction-Diffusion Equation, Differential Quadrature Method, Implicit Euler Method.

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870 Forecasting Foreign Direct Investment with Modified Diffusion Model

Authors: Bi-Huei Tsai

Abstract:

Prior research has not effectively investigated how the profitability of Chinese branches affect FDIs in China [1, 2], so this study for the first time incorporates realistic earnings information to systematically investigate effects of innovation, imitation, and profit factors of FDI diffusions from Taiwan to China. Our nonlinear least square (NLS) model, which incorporates earnings factors, forms a nonlinear ordinary differential equation (ODE) in numerical simulation programs. The model parameters are obtained through a genetic algorithms (GA) technique and then optimized with the collected data for the best accuracy. Particularly, Taiwanese regulatory FDI restrictions are also considered in our modified model to meet the realistic conditions. To validate the model-s effectiveness, this investigation compares the prediction accuracy of modified model with the conventional diffusion model, which does not take account of the profitability factors. The results clearly demonstrate the internal influence to be positive, as early FDI adopters- consistent praises of FDI attract potential firms to make the same move. The former erects a behavior model for the latter to imitate their foreign investment decision. Particularly, the results of modified diffusion models show that the earnings from Chinese branches are positively related to the internal influence. In general, the imitating tendency of potential consumers is substantially hindered by the losses in the Chinese branches, and these firms would invest less into China. The FDI inflow extension depends on earnings of Chinese branches, and companies will adjust their FDI strategies based on the returns. Since this research has proved that earning is an influential factor on FDI dynamics, our revised model explicitly performs superior in prediction ability than conventional diffusion model.

Keywords: diffusion model, genetic algorithms, nonlinear leastsquares (NLS) model, prediction error.

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869 Numerical Modeling of Benzene Transport in Andosol and Sand: Adequacy of Diffusion and Equilibrium Adsorption Equations

Authors: Ping Du, Masaki Sagehashi, Akihiko Terada, Masaaki Hosomi

Abstract:

Prediction of benzene transport in soil and volatilization from soil to the atmosphere is important for the preservation of human health and management of contaminated soils. The adequacy of a simple numerical model, assuming two-phase diffusion and equilibrium of liquid/solid adsorption, was investigated by experimental data of benzene concentration in a flux chamber (with headspace) where Andosol and sand were filled. Adsorption experiment for liquid phase was performed to determine an adsorption coefficient. Furthermore, adequacy of vapor phase adsorption was also studied through two runs of experiment using sand with different water content. The results show that the model adequately predicted benzene transport and volatilization from Andosol and sand with water content of 14.0%. In addition, the experiment additionally revealed that vapor phase adsorption should be considered in diffusion model for sand with very low water content.

Keywords: Benzene; Transport Model, Adsorption, Soil Contaminant.

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868 A Numerical Study on the Effects of N2 Dilution on the Flame Structure and Temperature Distribution of Swirl Diffusion Flames

Authors: Yasaman Tohidi, Shidvash Vakilipour, Saeed Ebadi Tavallaee, Shahin Vakilipoor Takaloo, Hossein Amiri

Abstract:

The numerical modeling is performed to study the effects of N2 addition to the fuel stream on the flame structure and temperature distribution of methane-air swirl diffusion flames with different swirl intensities. The Open source Field Operation and Manipulation (OpenFOAM) has been utilized as the computational tool. Flamelet approach along with modified k-ε model is employed to model the flame characteristics.  The results indicate that the presence of N2 in the fuel stream leads to the flame temperature reduction. By increasing of swirl intensity, the flame structure changes significantly. The flame has a conical shape in low swirl intensity; however, it has an hour glass-shape with a shorter length in high swirl intensity. The effects of N2 dilution decrease the flame length in all swirl intensities; however, the rate of reduction is more noticeable in low swirl intensity.

Keywords: Swirl diffusion flame, N2 dilution, OpenFOAM, Swirl intensity.

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867 Contaminant Transport Modeling Due to Thermal Diffusion Effects with the Effect of Biodegradation

Authors: Nirmala P. Ratchagar, S. Senthamilselvi

Abstract:

The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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866 Dispersed Error Control based on Error Filter Design for Improving Halftone Image Quality

Authors: Sang-Chul Kim, Sung-Il Chien

Abstract:

The error diffusion method generates worm artifacts, and weakens the edge of the halftone image when the continuous gray scale image is reproduced by a binary image. First, to enhance the edges, we propose the edge-enhancing filter by considering the quantization error information and gradient of the neighboring pixels. Furthermore, to remove worm artifacts often appearing in a halftone image, we add adaptively random noise into the weights of an error filter.

Keywords: Artifact suppression, Edge enhancement, Error diffusion method, Halftone image

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865 About the Structural Stability of the Model of the Nonelectroneutral Current Sheath

Authors: V.V. Lyahov, V.M. Neshchadim

Abstract:

The structural stability of the model of a nonelectroneutral current sheath is investigated. The stationary model of a current sheath represents the system of four connected nonlinear differential first-order equations and thus they should manifest structural instability property, i.e. sensitivity to the infinitesimal changes of parameters and starting conditions. Domains of existence of the solutions of current sheath type are found. Those solutions of the current sheath type are realized only in some regions of sevendimensional space of parameters of the problem. The phase volume of those regions is small in comparison with the whole phase volume of the definition range of those parameters. It is shown that the offered model of a nonelectroneutral current sheath is applicable for theoretical interpretation of the bifurcational current sheaths observed in the magnetosphere.

Keywords: Distribution function, electromagnetic field, magnetoactive plasma, nonelectroneutral current sheath, structural instability, bifurcational current sheath.

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864 A Conceptual Query-Driven Design Framework for Data Warehouse

Authors: Resmi Nair, Campbell Wilson, Bala Srinivasan

Abstract:

Data warehouse is a dedicated database used for querying and reporting. Queries in this environment show special characteristics such as multidimensionality and aggregation. Exploiting the nature of queries, in this paper we propose a query driven design framework. The proposed framework is general and allows a designer to generate a schema based on a set of queries.

Keywords: Conceptual schema, data warehouse, queries, requirements.

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863 A Robotic Rehabilitation Arm Driven by Somatosensory Brain-Computer Interface

Authors: Jiewei Li, Hongyan Cui, Chunqi Chang, Yong Hu

Abstract:

It was expected to benefit patient with hemiparesis after stroke by extensive arm rehabilitation, to partially regain forearm and hand function. This paper propose a robotic rehabilitation arm in assisting the hemiparetic patient to learn new ways of using and moving their weak arms. In this study, the robotic arm was driven by a somatosensory stimulated brain computer interface (BCI), which is a new modality BCI. The use of somatosensory stimulation is not only an input for BCI, but also a electrical stimulation for treatment of hemiparesis to strengthen the arm and improve its range of motion. A trial of this robotic rehabilitation arm was performed in a stroke patient with pure motor hemiparesis. The initial trial showed a promising result from the patient with great motivation and function improvement. It suggests that robotic rehabilitation arm driven by somatosensory BCI can enhance the rehabilitation performance and progress for hemiparetic patients after stroke.

Keywords: Robotic rehabilitation arm, brain computer interface (BCI), hemiparesis, stroke, somatosensory stimulation.

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862 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.

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861 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

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860 Model-Driven and Data-Driven Approaches for Crop Yield Prediction: Analysis and Comparison

Authors: Xiangtuo Chen, Paul-Henry Cournéde

Abstract:

Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Keywords: Crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest.

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859 Gray Level Image Encryption

Authors: Roza Afarin, Saeed Mozaffari

Abstract:

The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.

Keywords: Correlation coefficients, Genetic algorithm, Image encryption, Image entropy.

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858 A Middleware Transparent Framework for Applying MDA to SOA

Authors: Ali Taee Zade, Siamak Rasulzadeh, Reza Torkashvan

Abstract:

Although Model Driven Architecture has taken successful steps toward model-based software development, this approach still faces complex situations and ambiguous questions while applying to real world software systems. One of these questions - which has taken the most interest and focus - is how model transforms between different abstraction levels, MDA proposes. In this paper, we propose an approach based on Story Driven Modeling and Aspect Oriented Programming to ease these transformations. Service Oriented Architecture is taken as the target model to test the proposed mechanism in a functional system. Service Oriented Architecture and Model Driven Architecture [1] are both considered as the frontiers of their own domain in the software world. Following components - which was the greatest step after object oriented - SOA is introduced, focusing on more integrated and automated software solutions. On the other hand - and from the designers' point of view - MDA is just initiating another evolution. MDA is considered as the next big step after UML in designing domain.

Keywords: SOA, MDA, SDM, Model Transformation, Middleware Transparency, Aspects and Jini.

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