Search results for: Mass Diffusion
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1362

Search results for: Mass Diffusion

1242 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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1241 Robust Control Design and Analysis Using SCILAB for a Mass-Spring-Damper System

Authors: Yoonsoo Kim

Abstract:

This paper introduces an open-source software package SCILAB [1], an alternative of MATLAB [2], which can be used for robust control design and analysis of a typical mass-spring-damper (MSD) system. Using the previously published ideas in [3,4], this popular mechanical system is considered to provide another example of usefulness of SCILAB for advanced control design.

Keywords: Robust Control, SCILAB, Mass-Spring-Damper(MSD).

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1240 Civil Protection in Mass Methanol Poisoning in the Czech Republic

Authors: Michaela Vašková, Jan Hrdlička, Otakar J. Mika, Jiří Barta, Gabriela Clemensová

Abstract:

The paper is focused on the methods to solutions of the crisis situation in the Czech Republic associated with the mass methanol poisoning. The emphasis is put on tasks of individual state bodies and of Integrated Rescue System during the handling of the crisis. The theoretical part describes poisonings, ways of intoxication, types of intoxicants and cases of mass poisoning by dangerous substances in the world. The practical part describes the development, causes and solutions of extraordinary event, mass methanol poisoning in the Czech Republic. The main emphasis was put on the crisis management of the Czech Republic in solving this situation.

Keywords: Crisis management, poisoning, methanol, hazardous substances, extraordinary event.

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1239 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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1238 Body Composition Response to Lower Body Positive Pressure Training in Obese Children

Authors: Basant H. El-Refay, Nabeel T. Faiad

Abstract:

Background: The high prevalence of obesity in Egypt has a great impact on the health care system, economic and social situation. Evidence suggests that even a moderate amount of weight loss can be useful. Aim of the study: To analyze the effects of lower body positive pressure supported treadmill training, conducted with hypocaloric diet, on body composition of obese children. Methods: Thirty children aged between 8 and 14 years, were randomly assigned into two groups: intervention group (15 children) and control group (15 children). All of them were evaluated using body composition analysis through bioelectric impedance. The following parameters were measured before and after the intervention: body mass, body fat mass, muscle mass, body mass index (BMI), percentage of body fat and basal metabolic rate (BMR). The study group exercised with antigravity treadmill three times a week during 2 months, and participated in a hypocaloric diet program. The control group participated in a hypocaloric diet program only. Results: Both groups showed significant reduction in body mass, body fat mass and BMI. Only study group showed significant reduction in percentage of body fat (p = 0.0.043). Changes in muscle mass and BMR didn't reach statistical significance in both groups. No significant differences were observed between groups except for muscle mass (p = 0.049) and BMR (p = 0.042) favoring study group. Conclusion: Both programs proved effective in the reduction of obesity indicators, but lower body positive pressure supported treadmill training was more effective in improving muscle mass and BMR.

Keywords: Children, Hypocaloric diet, Lower body positive pressure supported treadmill, obesity.

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1237 Treatment of Low-Grade Iron Ore Using Two Stage Wet High-Intensity Magnetic Separation Technique

Authors: Moses C. Siame, Kazutoshi Haga, Atsushi Shibayama

Abstract:

This study investigates the removal of silica, alumina and phosphorus as impurities from Sanje iron ore using wet high-intensity magnetic separation (WHIMS). Sanje iron ore contains low-grade hematite ore found in Nampundwe area of Zambia from which iron is to be used as the feed in the steelmaking process. The chemical composition analysis using X-ray Florence spectrometer showed that Sanje low-grade ore contains 48.90 mass% of hematite (Fe2O3) with 34.18 mass% as an iron grade. The ore also contains silica (SiO2) and alumina (Al2O3) of 31.10 mass% and 7.65 mass% respectively. The mineralogical analysis using X-ray diffraction spectrometer showed hematite and silica as the major mineral components of the ore while magnetite and alumina exist as minor mineral components. Mineral particle distribution analysis was done using scanning electron microscope with an X-ray energy dispersion spectrometry (SEM-EDS) and images showed that the average mineral size distribution of alumina-silicate gangue particles is in order of 100 μm and exists as iron-bearing interlocked particles. Magnetic separation was done using series L model 4 Magnetic Separator. The effect of various magnetic separation parameters such as magnetic flux density, particle size, and pulp density of the feed was studied during magnetic separation experiments. The ore with average particle size of 25 µm and pulp density of 2.5% was concentrated using pulp flow of 7 L/min. The results showed that 10 T was optimal magnetic flux density which enhanced the recovery of 93.08% of iron with 53.22 mass% grade. The gangue mineral particles containing 12 mass% silica and 3.94 mass% alumna remained in the concentrate, therefore the concentrate was further treated in the second stage WHIMS using the same parameters from the first stage. The second stage process recovered 83.41% of iron with 67.07 mass% grade. Silica was reduced to 2.14 mass% and alumina to 1.30 mass%. Accordingly, phosphorus was also reduced to 0.02 mass%. Therefore, the two stage magnetic separation process was established using these results.

Keywords: Sanje iron ore, magnetic separation, silica, alumina, recovery.

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1236 Design and Analysis of Low-Power, High Speed and Area Efficient 2-Bit Digital Magnitude Comparator in 90nm CMOS Technology Using Gate Diffusion Input

Authors: Fasil Endalamaw

Abstract:

Digital magnitude comparators based on Gate Diffusion Input (GDI) implementation technique are high speed and area-efficient, and they consume less power as compared to other implementation techniques. However, they are less efficient for some logic gates and have no full voltage swing. In this paper, we made a performance comparison between the GDI implementation technique and other implementation methods, such as Static CMOS, Pass Transistor Logic (PTL), and Transmission Gate (TG) in 90 nm, 120 nm, and 180 nm CMOS technologies using BSIM4 MOS model. We proposed a methodology (hybrid implementation) of implementing digital magnitude comparators which significantly improved the power, speed, area, and voltage swing requirements. Simulation results revealed that the hybrid implementation of digital magnitude comparators show a 10.84% (power dissipation), 41.6% (propagation delay), 47.95% (power-delay product (PDP)) improvement compared to the usual GDI implementation method. We used Microwind & Dsch Version 3.5 as well as the Tanner EDA 16.0 tools for simulation purposes.

Keywords: Efficient, gate diffusion input, high speed, low power, CMOS.

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1235 Gas-Solid Nitrocarburizing of Steels: Kinetic Modeling and Experimental Validation

Authors: L. Torchane

Abstract:

The study is devoted to define the optimal conditions for the nitriding of pure iron at atmospheric pressure by using NH3- Ar-C3H8 gas mixtures. After studying the mechanisms of phase formation and mass transfer at the gas-solid interface, a mathematical model is developed in order to predict the nitrogen transfer rate in the solid, the ε-carbonitride layer growth rate and the nitrogen and carbon concentration profiles. In order to validate the model and to show its possibilities, it is compared with thermogravimetric experiments, analyses and metallurgical observations (X-ray diffraction, optical microscopy and electron microprobe analysis). Results obtained allow us to demonstrate the sound correlation between the experimental results and the theoretical predictions.

Keywords: Gaseous Nitrocarburizing, Kinetic Model, Diffusion, Layer Growth Kinetic.

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1234 A Simple Heat and Mass Transfer Model for Salt Gradient Solar Ponds

Authors: Safwan Kanan, Jonathan Dewsbury, Gregory Lane-Serff

Abstract:

A salinity gradient solar pond is a free energy source system for collecting, convertingand storing solar energy as heat. In thispaper, the principles of solar pond are explained. A mathematical model is developed to describe and simulate heat and mass transferbehaviour of salinity gradient solar pond. MATLAB codes are programmed to solve the one dimensional finite difference method for heat and mass transfer equations. Temperature profiles and concentration distributions are calculated. The numerical results are validated with experimental data and the results arefound to be in good agreement.

Keywords: Finite Difference method, Salt-gradient solar-pond, Solar energy, Transient heat and mass transfer.

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1233 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.

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1232 Conjugate Heat and Mass Transfer for MHD Mixed Convection with Viscous Dissipation and Radiation Effect for Viscoelastic Fluid past a Stretching Sheet

Authors: Kai-Long Hsiao, BorMing Lee

Abstract:

In this study, an analysis has been performed for conjugate heat and mass transfer of a steady laminar boundary-layer mixed convection of magnetic hydrodynamic (MHD) flow with radiation effect of second grade subject to suction past a stretching sheet. Parameters E Nr, Gr, Gc, Ec and Sc represent the dominance of the viscoelastic fluid heat and mass transfer effect which have presented in governing equations, respectively. The similar transformation and the finite-difference method have been used to analyze the present problem. The conjugate heat and mass transfer results show that the non-Newtonian viscoelastic fluid has a better heat transfer effect than the Newtonian fluid. The free convection with a larger r G or c G has a good heat transfer effect better than a smaller r G or c G , and the radiative convection has a good heat transfer effect better than non-radiative convection.

Keywords: Conjugate heat and mass transfer, Radiation effect, Magnetic effect, Viscoelastic fluid, Viscous dissipation, Stretchingsheet.

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1231 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.

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1230 Study Concerning the Energy-to-Mass Ratio in Pneumatic Muscles

Authors: Tudor Deaconescu, Andrea Deaconescu

Abstract:

The utilization of pneumatic muscles in the actuation of industrial systems is still in its early stages, hence studies on the constructive solutions which include an assessment of their functional performance with a focus on one of the most important characteristics-energy efficiency are required. A quality indicator that adequately reflects the energy efficiency of an actuator is the energy-to-mass ratio. This ratio is computed in the paper for various types and sizes of pneumatic muscles manufactured by Festo, and is subsequently compared to the similar ratios determined for two categories of pneumatic cylinders.

Keywords: Pneumatic cylinders, pneumatic muscles, energy-to-mass ratio, muscle stroke.

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1229 Influence of Flame-Holder on Existence Important Parameters in a Duct Combustion Simulator

Authors: M. M. Doustdar, M. Mojtahedpoor

Abstract:

The effects of flame-holder position, the ratio of flame holder diameter to combustion chamber diameter and injection angle on fuel propulsive droplets sizing and effective mass fraction have been studied by a cold flow. We named the mass of fuel vapor inside the flammability limit as the effective mass fraction. An empty cylinder as well as a flame-holder which are a simulator for duct combustion has been considered. The airflow comes into the cylinder from one side and injection operation will be done by four nozzles which are located on the entrance of cylinder. To fulfill the calculations a modified version of KIVA-3V code which is a transient, three-dimensional, multiphase, multi component code for the analysis of chemically reacting flows with sprays, is used.

Keywords: KIVA-3V, flame-holder, duct combustion, effective mass fraction, mean diameter of droplets.

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1228 Nonlinearity and Spectrum Analysis of Drill Strings with Component Mass Unbalance

Authors: F. Abdul Majeed, H. Karki, Y. Abdel Magid, M. Karkoub

Abstract:

This paper analyses the non linear properties exhibited by a drill string system under various un balanced mass conditions. The drill string is affected by continuous friction in the form of drill bit and well bore hole interactions. This paper proves the origin of limit cycling and increase of non linearity with increase in speed of the drilling in the presence of friction. The spectrum of the frequency response is also studied to detect the presence of vibration abnormalities arising during the drilling process.

Keywords: Drill strings, Nonlinear, Spectrum analysis, Unbalanced mass

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1227 Influence of Channel Depth on the Performance of Wavy Fin Absorber Solar Air Heater

Authors: Abhishek Priyam, Prabha Chand

Abstract:

Channel depth is an important design parameter to be fixed in designing a solar air heater. In this paper, a mathematical model has been developed to study the influence of channel duct on the thermal performance of solar air heaters. The channel depth has been varied from 1.5 cm to 3.5 cm for the mass flow range 0.01 to 0.11 kg/s. Based on first law of thermodynamics, the channel depth of 1.5 cm shows better thermal performance for all the mass flow range. Also, better thermohydraulic performance has been found up to 0.05 kg/s, and beyond this, thermohydraulic efficiency starts decreasing. It has been seen that, with the increase in the mass flow rate, the difference between thermal and thermohydraulic efficiency increases because of the increase in pressure drop. At lower mass flow rate, 0.01 kg/s, the thermal and thermohydraulic efficiencies for respective channel depth remain the same.

Keywords: Channel depth, thermal efficiency, wavy fin, thermohydraulic efficiency.

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1226 Effects of High-Protein, Low-Energy Diet on Body Composition in Overweight and Obese Adults: A Clinical Trial

Authors: Makan Cheraghpour, Seyed Ahmad Hosseini, Damoon Ashtary-Larky, Saeed Shirali, Matin Ghanavati, Meysam Alipour

Abstract:

Background: In addition to reducing body weight, the low-calorie diets can reduce the lean body mass. It is hypothesized that in addition to reducing the body weight, the low-calorie diets can maintain the lean body mass. So, the current study aimed at evaluating the effects of high-protein diet with calorie restriction on body composition in overweight and obese individuals. Methods: 36 obese and overweight subjects were divided randomly into two groups. The first group received a normal-protein, low-energy diet (RDA), and the second group received a high-protein, low-energy diet (2×RDA). The anthropometric indices including height, weight, body mass index, body fat mass, fat free mass, and body fat percentage were evaluated before and after the study. Results: A significant reduction was observed in anthropometric indices in both groups (high-protein, low-energy diets and normal-protein, low-energy diets). In addition, more reduction in fat free mass was observed in the normal-protein, low-energy diet group compared to the high -protein, low-energy diet group. In other the anthropometric indices, significant differences were not observed between the two groups. Conclusion: Independently of the type of diet, low-calorie diet can improve the anthropometric indices, but during a weight loss, high-protein diet can help the fat free mass to be maintained.

Keywords: Diet, high-protein, body mass index, body fat percentage.

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1225 Analysis of a Spatiotemporal Phytoplankton Dynamics: Higher Order Stability and Pattern Formation

Authors: Randhir Singh Baghel, Joydip Dhar, Renu Jain

Abstract:

In this paper, for the understanding of the phytoplankton dynamics in marine ecosystem, a susceptible and an infected class of phytoplankton population is considered in spatiotemporal domain. Here, the susceptible phytoplankton is growing logistically and the growth of infected phytoplankton is due to the instantaneous Holling type-II infection response function. The dynamics are studied in terms of the local and global stabilities for the system and further explore the possibility of Hopf -bifurcation, taking the half saturation period as (i.e., ) the bifurcation parameter in temporal domain. It is also observe that the reaction diffusion system exhibits spatiotemporal chaos and pattern formation in phytoplankton dynamics, which is particularly important role play for the spatially extended phytoplankton system. Also the effect of the diffusion coefficient on the spatial system for both one and two dimensional case is obtained. Furthermore, we explore the higher-order stability analysis of the spatial phytoplankton system for both linear and no-linear system. Finally, few numerical simulations are carried out for pattern formation.

Keywords: Phytoplankton dynamics, Reaction-diffusion system, Local stability, Hopf-bifurcation, Global stability, Chaos, Pattern Formation, Higher-order stability analysis.

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1224 An Exploration on On-line Mass Collaboration: Focusing on its Motivation Structure

Authors: Jae Kyung Ha, Yong-Hak Kim

Abstract:

The Internet has become an indispensable part of our lives. Witnessing recent web-based mass collaboration, e.g. Wikipedia, people are questioning whether the Internet has made fundamental changes to the society or whether it is merely a hyperbolic fad. It has long been assumed that collective action for a certain goal yields the problem of free-riding, due to its non-exclusive and non-rival characteristics. Then, thanks to recent technological advances, the on-line space experienced the following changes that enabled it to produce public goods: 1) decrease in the cost of production or coordination 2) externality from networked structure 3) production function which integrates both self-interest and altruism. However, this research doubts the homogeneity of on-line mass collaboration and argues that a more sophisticated and systematical approach is required. The alternative that we suggest is to connect the characteristics of the goal to the motivation. Despite various approaches, previous literature fails to recognize that motivation can be structurally restricted by the characteristic of the goal. First we draw a typology of on-line mass collaboration with 'the extent of expected beneficiary' and 'the existence of externality', and then we examine each combination of motivation using Benkler-s framework. Finally, we explore and connect such typology with its possible dominant participating motivation.

Keywords: On-line cooperation, typology, mass collaboration, motivation, wikinomics.

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1223 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.

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1222 An Investigation on the Effects of Injection Spray Cone on Propulsive Droplets in a Duct

Authors: M. Mojtahedpoor

Abstract:

This paper addresses one important aspect of combustion system analysis, the spray evaporation and dispersion modeling. In this study we assume an empty cylinder which is as a simulator for a ramjet engine and the cylinder has been studied by cold flow. Four nozzles have the duties of injection which are located in the entrance of cylinder. The air flow comes into the cylinder from one side and injection operation will be done. By changing injection velocity and entrance air flow velocity, we have studied droplet sizing and efficient mass fraction of fuel vapor near and at the exit area. We named the mass of fuel vapor inside the flammability limit as the efficient mass fraction. Further, we decreased the initial temperature of fuel droplets and we have repeated the investigating again. To fulfill the calculation we used a modified version of KIVA-3V.

Keywords: Ramjet, droplet sizing, injection velocity, air flowvelocity, efficient mass fraction..

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1221 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.

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1220 A Consideration on the Offset Frontal Impact Modeling Using Spring-Mass Model

Authors: Jaemoon Lim

Abstract:

To construct the lumped spring-mass model considering the occupants for the offset frontal crash, the SISAME software and the NHTSA test data were used. The data on 56 kph 40% offset frontal vehicle to deformable barrier crash test of a MY2007 Mazda 6 4-door sedan were obtained from NHTSA test database. The overall behaviors of B-pillar and engine of simulation models agreed very well with the test data. The trends of accelerations at the driver and passenger head were similar but big differences in peak values. The differences of peak values caused the large errors of the HIC36 and 3 ms chest g’s. To predict well the behaviors of dummies, the spring-mass model for the offset frontal crash needs to be improved.

Keywords: Chest g’s, HIC36, lumped spring-mass model, offset frontal impact, SISAME.

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1219 A Numerical Study of the Effect of Side-Dump Angle on Fuel Droplets Sizing in a Three- Dimensional Side-Dump Combustor

Authors: M. Mojtahedpoor, M. M. Doustdar

Abstract:

A numerical study on the effect of side-dump angle on fuel droplets sizing and effective mass fraction have been investigated in present paper. The mass of fuel vapor inside the flammability limit is named as the effective mass fraction. In the first step we have considered a side-dump combustor with dump angle of 0o (acrossthe cylinder) and by increasing the entrance airflow velocity from 20 to 30, 40 and 50 (m/s) respectively, the mean diameter of fuel droplets sizing and effective mass fraction have been studied. After this step, we have changed the dump angle from 0o to 30o,45o and finally 60o in direction of cylinderand also we have increased the entrance airflow velocity from 20 up to 50 (m/s) with the amount of growth of 10(m/s) in each step, to examine its effects on fuel droplets sizing as well as effective mass fraction. With rise of entrance airflow velocity, these calculations are repeated in each step too. The results show, with growth of dump-angle the effective mass fraction has been decreased and the mean diameter of droplets sizing has been increased. To fulfill the calculations a modified version of KIVA-3V code which is a transient, three-dimensional, multiphase, multicomponent code for the analysis of chemically reacting flows with sprays, is used.

Keywords: Side-Dump combustor, Droplets sizing, Side-Dump angle, KIVA-3V

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1218 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.

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1217 Estimation of Natural Frequency of the Bearing System under Periodic Force Based on Principal of Hydrodynamic Mass of Fluid

Authors: M. H. Pol, A. Bidi, A. V. Hoseini

Abstract:

Estimation of natural frequency of structures is very important and isn-t usually calculated simply and sometimes complicated. Lack of knowledge about that caused hard damage and hazardous effects. In this paper, with using from two different models in FEM method and based on hydrodynamic mass of fluids, natural frequency of an especial bearing (Fig. 1) in an electric field (or, a periodic force) is calculated in different stiffness and different geometric. In final, the results of two models and analytical solution are compared.

Keywords: Natural frequency of the bearing, Hydrodynamic mass of fluid method.

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1216 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.

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1215 Influence of Internal Heat Source on Thermal Instability in a Horizontal Porous Layer with Mass Flow and Inclined Temperature Gradient

Authors: Anjanna Matta, P. A. L. Narayana

Abstract:

An investigation has been presented to analyze the effect of internal heat source on the onset of Hadley-Prats flow in a horizontal fluid saturated porous medium. We examine a better understanding of the combined influence of the heat source and mass flow effect by using linear stability analysis. The resultant eigenvalue problem is solved by using shooting and Runga-Kutta methods for evaluate critical thermal Rayleigh number with respect to various flow governing parameters. It is identified that the flow is switch from stabilizing to destabilizing as the horizontal thermal Rayleigh number is enhanced. The heat source and mass flow increases resulting a stronger destabilizing effect.

Keywords: Linear stability analysis, heat source, porous medium, mass flow.

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1214 Effects of Injection Velocity and Entrance Airflow Velocity on Droplets Sizing in a Duct

Authors: M. M. Doustdar , M. Mojtahedpoor

Abstract:

This paper addresses one important aspect of combustion system analysis, the spray evaporation and dispersion modeling. In this study we assume an empty cylinder which is as a simulator for a ramjet engine and the cylinder has been studied by cold flow. Four nozzles have the duties of injection which are located in the entrance of cylinder. The air flow comes into the cylinder from one side and injection operation will be done. By changing injection velocity and entrance air flow velocity, we have studied droplet sizing and efficient mass fraction of fuel vapor near and at the exit area. We named the mass of fuel vapor inside the flammability limit as the efficient mass fraction. Further, we decreased the initial temperature of fuel droplets and we have repeated the investigating again. To fulfill the calculation we used a modified version of KIVA-3V.

Keywords: Ramjet, droplet sizing, injection velocity, air flow velocity, efficient mass fraction.

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1213 Heat and Mass Transfer of Triple Diffusive Convection in a Rotating Couple Stress Liquid Using Ginzburg-Landau Model

Authors: Sameena Tarannum, S. Pranesh

Abstract:

A nonlinear study of triple diffusive convection in a rotating couple stress liquid has been analysed. It is performed to study the effect of heat and mass transfer by deriving Ginzburg-Landau equation. Heat and mass transfer are quantified in terms of Nusselt number and Sherwood numbers, which are obtained as a function of thermal and solute Rayleigh numbers. The obtained Ginzburg-Landau equation is Bernoulli equation, and it has been elucidated numerically by using Mathematica. The effects of couple stress parameter, solute Rayleigh numbers, and Taylor number on the onset of convection and heat and mass transfer have been examined. It is found that the effects of couple stress parameter and Taylor number are to stabilize the system and to increase the heat and mass transfer.

Keywords: Couple stress liquid, Ginzburg-Landau model, rotation, triple diffusive convection.

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