Search results for: Structural Equation Modeling
2176 A New Iterative Method for Solving Nonlinear Equations
Authors: Ibrahim Abu-Alshaikh
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In this study, a new root-finding method for solving nonlinear equations is proposed. This method requires two starting values that do not necessarily bracketing a root. However, when the starting values are selected to be close to a root, the proposed method converges to the root quicker than the secant method. Another advantage over all iterative methods is that; the proposed method usually converges to two distinct roots when the given function has more than one root, that is, the odd iterations of this new technique converge to a root and the even iterations converge to another root. Some numerical examples, including a sine-polynomial equation, are solved by using the proposed method and compared with results obtained by the secant method; perfect agreements are found.
Keywords: Iterative method, root-finding method, sine-polynomial equations, nonlinear equations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16932175 Mixed Convection Boundary Layer Flow from a Vertical Cone in a Porous Medium Filled with a Nanofluid
Authors: Ezzah Liana Ahmad Fauzi, Syakila Ahmad, Ioan Pop
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The steady mixed convection boundary layer flow from a vertical cone in a porous medium filled with a nanofluid is numerically investigated using different types of nanoparticles as Cu (copper), Al2O3 (alumina) and TiO2 (titania). The boundary value problem is solved by using the shooting technique by reducing it into an ordinary differential equation. Results of interest for the local Nusselt number with various values of the constant mixed convection parameter and nanoparticle volume fraction parameter are evaluated. It is found that dual solutions exist for a certain range of mixed convection parameter.Keywords: boundary layer, mixed convection, nanofluid, porous medium, vertical cone.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22912174 Approximated Solutions of Two-Point Nonlinear Boundary Problem by a Combination of Taylor Series Expansion and Newton Raphson Method
Authors: Chinwendu. B. Eleje, Udechukwu P. Egbuhuzor
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One of the difficulties encountered in solving nonlinear Boundary Value Problems (BVP) by many researchers is finding approximated solutions with minimum deviations from the exact solutions without so much rigor and complications. In this paper, we propose an approach to solve a two point BVP which involves a combination of Taylor series expansion method and Newton Raphson method. Furthermore, the fourth and sixth order approximated solutions are obtained and we compare their relative error and rate of convergence to the exact solution. Finally, some numerical simulations are presented to show the behavior of the solution and its derivatives.
Keywords: Newton Raphson method, non-linear boundary value problem, Taylor series approximation, Michaelis-Menten equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3262173 FWM Wavelength Conversion Analysis in a 3-Integrated Portion SOA and DFB Laser using Coupled Wave Approach and FD-BPM Method
Authors: M. K. Moazzam, A. Salmanpour, M. Nirouei
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In this paper we have numerically analyzed terahertzrange wavelength conversion using nondegenerate four wave mixing (NDFWM) in a SOA integrated DFB laser (experiments reported both in MIT electronics and Fujitsu research laboratories). For analyzing semiconductor optical amplifier (SOA), we use finitedifference beam propagation method (FDBPM) based on modified nonlinear SchrÖdinger equation and for distributed feedback (DFB) laser we use coupled wave approach. We investigated wavelength conversion up to 4THz probe-pump detuning with conversion efficiency -5dB in 1THz probe-pump detuning for a SOA integrated quantum-wellKeywords: distributed feedback laser, nondegenerate fourwave mixing, semiconductor optical amplifier, wavelengthconversion
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15062172 Some Preconditioners for Block Pentadiagonal Linear Systems Based on New Approximate Factorization Methods
Authors: Xian Ming Gu, Ting Zhu Huang, Hou Biao Li
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In this paper, getting an high-efficiency parallel algorithm to solve sparse block pentadiagonal linear systems suitable for vectors and parallel processors, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are appropriate when the desired target is to maximize parallelism. Moreover, some theoretical results about these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block pentadiagonal H-matrices is also described. In addition, the availability of these preconditioners is illustrated with some numerical experiments arising from two dimensional biharmonic equation.
Keywords: Parallel algorithm, Pentadiagonal matrix, Polynomial approximate inverse, Preconditioners, Stair matrix.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22392171 Design and Development of Constant Stress Composite Cantilever Beam
Authors: Vinod B. Suryawanshi, Ajit D. Kelkar
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Composite materials, due to their unique properties such as high strength to weight ratio, corrosion resistance, and impact resistance have huge potential as structural materials in automotive, construction and transportation applications. However, these properties often come at higher cost owing to complex design methods, difficult manufacturing processes and raw material cost. Traditionally, tapered laminated composite structures are manufactured using autoclave manufacturing process by ply drop off technique. Autoclave manufacturing though very powerful suffers from high capital investment and higher energy consumption. As per the current trends in composite manufacturing, Out of Autoclave (OoA) processes are looked as emerging technologies for manufacturing the structural composite components for aerospace and defense applications. However, there is a need for improvement among these processes to make them reliable and consistent. In this paper, feasibility of using out of autoclave process to manufacture the variable thickness cantilever beam is discussed. The minimum weight design for the composite beam is obtained using constant stress beam concept by tailoring the thickness of the beam. Ply drop off techniques was used to fabricate the variable thickness beam from glass/epoxy prepregs. Experiments were conducted to measure bending stresses along the span of the cantilever beam at different intervals by applying the concentrated load at the free end. Experimental results showed that the stresses in the bean at different intervals were constant. This proves the ability of OoA process to manufacture the constant stress beam. Finite element model for the constant stress beam was developed using commercial finite element simulation software. It was observed that the simulation results agreed very well with the experimental results and thus validated design and manufacturing approach used.
Keywords: Beams, Composites, Constant Stress, Structures.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 43932170 Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials
Authors: Sanjeeb Kumar Kar
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The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13112169 Statistical Description of Wave Interactions in 1D Defect Turbulence
Authors: Yusuke Uchiyama, Hidetoshi Konno
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We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15512168 Inverse Matrix in the Theory of Dynamic Systems
Authors: R. Masarova, M. Juhas, B. Juhasova, Z. Sutova
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In dynamic system theory a mathematical model is often used to describe their properties. In order to find a transfer matrix of a dynamic system we need to calculate an inverse matrix. The paper contains the fusion of the classical theory and the procedures used in the theory of automated control for calculating the inverse matrix. The final part of the paper models the given problem by the Matlab.Keywords: Dynamic system, transfer matrix, inverse matrix, modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24122167 Acoustic Study on the Interactions of Coconut Oil Based Copper Oxide Nanofluid
Authors: M. Nabeel Rashin, J. Hemalatha
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Novel Coconut oil nanofluids of various concentrations have been prepared through ultrasonically assisted sol-gel method. The structural and morphological properties of the copper oxide nanoparticle have been analyzed with respectively and it revealed the monoclinic end-centered structure of crystallite and shuttle like flake morphology of agglomerates. Ultrasonic studies have been made for the nanofluids at different temperatures. The molecular interactions responsible for the changes in acoustical parameter with respect to concentration and temperature are discussed.
Keywords: Cutting Fluid, Molecular Interaction, Nanofluids, Ultrasonic
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30962166 ILMI Approach for Robust Output Feedback Control of Induction Machine
Authors: Abdelwahed Echchatbi, Adil Rizki, Ali Haddi, Nabil Mrani, Noureddine Elalami
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In this note, the robust static output feedback stabilisation of an induction machine is addressed. The machine is described by a non homogenous bilinear model with structural uncertainties, and the feedback gain is computed via an iterative LMI (ILMI) algorithm.Keywords: Induction machine, Static output feedback, robust stabilisation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18782165 Identification of Complex Sense-antisense Gene's Module on 17q11.2 Associated with Breast Cancer Aggressiveness and Patient's Survival
Authors: O. Grinchuk, E. Motakis, V. Kuznetsov
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Sense-antisense gene pair (SAGP) is a pair of two oppositely transcribed genes sharing a common region on a chromosome. In the mammalian genomes, SAGPs can be organized in more complex sense-antisense gene architectures (CSAGA) in which at least one gene could share loci with two or more antisense partners. Many dozens of CSAGAs can be found in the human genome. However, CSAGAs have not been systematically identified and characterized in context of their role in human diseases including cancers. In this work we characterize the structural-functional properties of a cluster of 5 genes –TMEM97, IFT20, TNFAIP1, POLDIP2 and TMEM199, termed TNFAIP1 / POLDIP2 module. This cluster is organized as CSAGA in cytoband 17q11.2. Affymetrix U133A&B expression data of two large cohorts (410 atients, in total) of breast cancer patients and patient survival data were used. For the both studied cohorts, we demonstrate (i) strong and reproducible transcriptional co-regulatory patterns of genes of TNFAIP1/POLDIP2 module in breast cancer cell subtypes and (ii) significant associations of TNFAIP1/POLDIP2 CSAGA with amplification of the CSAGA region in breast cancer, (ii) cancer aggressiveness (e.g. genetic grades) and (iv) disease free patient-s survival. Moreover, gene pairs of this module demonstrate strong synergetic effect in the prognosis of time of breast cancer relapse. We suggest that TNFAIP1/ POLDIP2 cluster can be considered as a novel type of structural-functional gene modules in the human genome.
Keywords: Sense-antisense gene pair, complex genome architecture, TMEM97, IFT20, TNFAIP1, POLDIP2, TMEM199, 17q11.2, breast cancer, transcription regulation, survival analysis, prognosis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16702164 On Climbing Winding Stairs for a Robotic Wheelchair
Authors: Chun-Ta Chen, Te-Tan Liao, Hoang-Vuong Pham
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In this paper motion analysis on a winding stair-climbing is investigated using our proposed rotational arm type of robotic wheelchair. For now, the robotic wheelchair is operated in an open mode to climb winding stairs by a dynamic turning, therefore, the dynamics model is required to ensure a passenger-s safety. Equations of motion based on the skid-steering analysis are developed for the trajectory planning and motion analysis on climbing winding stairs. Since the robotic wheelchair must climb a winding staircase stably, the winding trajectory becomes a constraint equation to be followed, and the Baumgarte-s method is used to solve for the constrained dynamics equations. Experimental results validate the behavior of the prototype as it climbs a winding stair.Keywords: Climb, robotic wheelchair, skid-steering, windingstair .
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22642163 Color Shift of Printing with Hybrid Halftone Images for Overlay Misalignment
Authors: Xu Guoliang, Tan Qingping
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Color printing proceeds with multiple halftone separations overlay. Because of separation overlay misalignment in printing, the percentage of different primary color combination may vary and it will result in color shift. In traditional printing procedure with AM halftone, every separation has different screening angle to make the superposition pattern in a random style, which will reduce the color shift. To evaluate the color shift of printing with hybrid halftoning, we simulate printing procedure with halftone images overlay and calculate the color difference between expected color and color in different overlay misalignment configurations. The color difference for hybrid halftone and AM halftone is very close. So the color shift for hybrid halftone is acceptable with current color printing procedure.Keywords: color printing, AM halftone, Hybrid halftone, misalignment, color shift, Neugebauer Color Equation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16872162 Fifth Order Variable Step Block Backward Differentiation Formulae for Solving Stiff ODEs
Authors: S.A.M. Yatim, Z.B. Ibrahim, K.I. Othman, F. Ismail
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The implicit block methods based on the backward differentiation formulae (BDF) for the solution of stiff initial value problems (IVPs) using variable step size is derived. We construct a variable step size block methods which will store all the coefficients of the method with a simplified strategy in controlling the step size with the intention of optimizing the performance in terms of precision and computation time. The strategy involves constant, halving or increasing the step size by 1.9 times the previous step size. Decision of changing the step size is determined by the local truncation error (LTE). Numerical results are provided to support the enhancement of method applied.Keywords: Backward differentiation formulae, block backwarddifferentiation formulae, stiff ordinary differential equation, variablestep size.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22582161 An Efficient Method for Load−Flow Solution of Radial Distribution Networks
Authors: Smarajit Ghosh , Karma Sonam Sherpa
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This paper reports a new and accurate method for load-flow solution of radial distribution networks with minimum data preparation. The node and branch numbering need not to be sequential like other available methods. The proposed method does not need sending-node, receiving-node and branch numbers if these are sequential. The proposed method uses the simple equation to compute the voltage magnitude and has the capability to handle composite load modelling. The proposed method uses the set of nodes of feeder, lateral(s) and sub lateral(s). The effectiveness of the proposed method is compared with other methods using two examples. The detailed load-flow results for different kind of load-modellings are also presented.
Keywords: Load−flow, Feeder, Lateral, Power, Voltage, Composite, Exponential
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 57072160 Low resistivity Hf/Al/Ni/Au Ohmic Contact Scheme to n-Type GaN
Authors: Y. Liu, M. K. Bera, L. M. Kyaw, G. Q. Lo, E. F. Chor
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The electrical and structural properties of Hf/Al/Ni/Au (20/100/25/50 nm) ohmic contact to n-GaN are reported in this study. Specific contact resistivities of Hf/Al/Ni/Au based contacts have been investigated as a function of annealing temperature and achieve the lowest value of 1.09´10-6 Ω·cm2 after annealing at 650 oC in vacuum. A detailed mechanism of ohmic contact formation is discussed. By using different chemical analyses, it is anticipated that the formation of Hf-Al-N alloy might be responsible to form low temperature ohmic contacts for the Hf-based scheme to n-GaN.Keywords: Gallium nitride, ohmic contact, Hafnium
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25932159 Seismic Fragility Assessment of Strongback Steel Braced Frames Subjected to Near-Field Earthquakes
Authors: Mohammadreza Salek Faramarzi, Touraj Taghikhany
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In this paper, seismic fragility assessment of a recently developed hybrid structural system, known as the strongback system (SBS) is investigated. In this system, to mitigate the occurrence of the soft-story mechanism and improve the distribution of story drifts over the height of the structure, an elastic vertical truss is formed. The strengthened members of the braced span are designed to remain substantially elastic during levels of excitation where soft-story mechanisms are likely to occur and impose a nearly uniform story drift distribution. Due to the distinctive characteristics of near-field ground motions, it seems to be necessary to study the effect of these records on seismic performance of the SBS. To this end, a set of 56 near-field ground motion records suggested by FEMA P695 methodology is used. For fragility assessment, nonlinear dynamic analyses are carried out in OpenSEES based on the recommended procedure in HAZUS technical manual. Four damage states including slight, moderate, extensive, and complete damage (collapse) are considered. To evaluate each damage state, inter-story drift ratio and floor acceleration are implemented as engineering demand parameters. Further, to extend the evaluation of the collapse state of the system, a different collapse criterion suggested in FEMA P695 is applied. It is concluded that SBS can significantly increase the collapse capacity and consequently decrease the collapse risk of the structure during its life time. Comparing the observing mean annual frequency (MAF) of exceedance of each damage state against the allowable values presented in performance-based design methods, it is found that using the elastic vertical truss, improves the structural response effectively.
Keywords: Strongback System, Near-fault, Seismic fragility, Uncertainty, IDA, Probabilistic performance assessment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5742158 Controller Design for Euler-Bernoulli Smart Structures Using Robust Decentralized POF via Reduced Order Modeling
Authors: T.C. Manjunath, B. Bandyopadhyay
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This paper features the proposed modeling and design of a Robust Decentralized Periodic Output Feedback (RDPOF) control technique for the active vibration control of smart flexible multimodel Euler-Bernoulli cantilever beams for a multivariable (MIMO) case by retaining the first 6 vibratory modes. The beam structure is modeled in state space form using the concept of piezoelectric theory, the Euler-Bernoulli beam theory and the Finite Element Method (FEM) technique by dividing the beam into 4 finite elements and placing the piezoelectric sensor / actuator at two finite element locations (positions 2 and 4) as collocated pairs, i.e., as surface mounted sensor / actuator, thus giving rise to a multivariable model of the smart structure plant with two inputs and two outputs. Five such multivariable models are obtained by varying the dimensions (aspect ratios) of the aluminum beam, thus giving rise to a multimodel of the smart structure system. Using model order reduction technique, the reduced order model of the higher order system is obtained based on dominant eigen value retention and the method of Davison. RDPOF controllers are designed for the above 5 multivariable-multimodel plant. The closed loop responses with the RDPOF feedback gain and the magnitudes of the control input are observed and the performance of the proposed multimodel smart structure system with the controller is evaluated for vibration control.Keywords: Smart structure, Euler-Bernoulli beam theory, Periodic output feedback control, Finite Element Method, State space model, SISO, Embedded sensors and actuators, Vibration control, Reduced order model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20282157 Gate Voltage Controlled Humidity Sensing Using MOSFET of VO2 Particles
Authors: A. A. Akande, B. P. Dhonge, B. W. Mwakikunga, A. G. J. Machatine
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This article presents gate-voltage controlled humidity sensing performance of vanadium dioxide nanoparticles prepared from NH4VO3 precursor using microwave irradiation technique. The X-ray diffraction, transmission electron diffraction, and Raman analyses reveal the formation of VO2 (B) with V2O5 and an amorphous phase. The BET surface area is found to be 67.67 m2/g. The humidity sensing measurements using the patented lateral-gate MOSFET configuration was carried out. The results show the optimum response at 5 V up to 8 V of gate voltages for 10 to 80% of relative humidity. The dose-response equation reveals the enhanced resilience of the gated VO2 sensor which may saturate above 272% humidity. The response and recovery times are remarkably much faster (about 60 s) than in non-gated VO2 sensors which normally show response and recovery times of the order of 5 minutes (300 s).
Keywords: VO2, VO2 (B), V2O5, MOSFET, gate voltage, humidity sensor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11392156 Dynamics Analyses of Swing Structure Subject to Rotational Forces
Authors: Buntheng Chhorn, WooYoung Jung
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Large-scale swing has been used in entertainment and performance, especially in circus, for a very long time. To increase the safety of this type of structure, a thorough analysis for displacement and bearing stress was performed for an extreme condition where a full cycle swing occurs. Different masses, ranging from 40 kg to 220 kg, and velocities were applied on the swing. Then, based on the solution of differential dynamics equation, swing velocity response to harmonic force was obtained. Moreover, the resistance capacity was estimated based on ACI steel structure design guide. Subsequently, numerical analysis was performed in ABAQUS to obtain the stress on each frame of the swing. Finally, the analysis shows that the expansion of swing structure frame section was required for mass bigger than 150kg.
Keywords: Swing structure, displacement, bearing stress, dynamic loads response, finite element analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12672155 Finite Element Investigation of Transmission Conditions for Non-Monotonic Temperature Interphases
Authors: Hamid Mozafari, Andreas Öchsner, Amran Alias
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Imperfect transmission conditions modeling a thin reactive 2D interphases layer between two dissimilar bonded strips have been extracted. In this paper, the soundness of these transmission conditions for heat conduction problems are examined by the finite element method for a strong temperature-dependent source or sink and non-monotonic temperature distributions around the faces..
Keywords: Imperfect interface, Transmission conditions, Finiteelement analysis, Interphase
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15092154 Stiffness Modeling of 3-PRS Mechanism
Authors: Xiaohui Han, Yuhan Wang, Jing Shi
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This paper proposed a stiffness analysis method for a 3-PRS mechanism for welding thick aluminum plate using FSW technology. In the molding process, elastic deformation of lead-screws and links are taken into account. This method is based on the virtual work principle. Through a survey of the commonly used stiffness performance indices, the minimum and maximum eigenvalues of the stiffness matrix are used to evaluate the stiffness of the 3-PRS mechanism. Furthermore, A FEA model has been constructed to verify the method. Finally, we redefined the workspace using the stiffness analysis method.Keywords: 3-PRS, parallel mechanism, stiffness analysis, workspace.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22662153 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method
Authors: Pan Cheng, Jin Huang, Guang Zeng
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Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36452152 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model
Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma
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An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.
Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5062151 Two-dimensional Heat Conduction of Direct Cooling in the Rotor of an Electrical Generator(Numerical Analysis)
Authors: A. Kargar, A. Kianifar, H. Mohammadiun
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Two-dimensional heat conduction within a composed solid material with a constant internal heat generation has been investigated numerically in a sector of the rotor a generator. The heat transfer between two adjacent materials is assumed to be purely conduction. Boundary conditions are assumed to be forced convection on the fluid side and adiabatic on symmetry lines. The control volume method is applied for the diffusion energy equation. Physical coordinates are transformed to the general curvilinear coordinates. Then by using a line-by-line method, the temperature distribution in a sector of the rotor has been determined. Finally, the results are normalized and the effect of cooling fluid on the maximum temperature of insulation is investigated.
Keywords: general curvilinear coordinates , jacobian, controlvolume.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18152150 Analytical Solution of Stress Distribution ona Hollow Cylindrical Fiber of a Composite with Cylindrical Volume Element under Axial Loading
Authors: M. H. Kargarnovin, K. Momeni
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The study of the stress distribution on a hollow cylindrical fiber placed in a composite material is considered in this work and an analytical solution for this stress distribution has been constructed. Finally some parameters such as fiber-s thickness and fiber-s length are considered and their effects on the distribution of stress have been investigated. For finding the governing relations, continuity equations for the axisymmetric problem in cylindrical coordinate (r,o,z) are considered. Then by assuming some conditions and solving the governing equations and applying the boundary conditions, an equation relates the stress applied to the representative volume element with the stress distribution on the fiber has been found.Keywords: Axial Loading, Composite, Hollow CylindricalFiber, Stress Distribution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16112149 Target and Equalizer Design for Perpendicular Heat-Assisted Magnetic Recording
Authors: P. Tueku, P. Supnithi, R. Wongsathan
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Heat-Assisted Magnetic Recording (HAMR) is one of the leading technologies identified to enable areal density beyond 1 Tb/in2 of magnetic recording systems. A key challenge to HAMR designing is accuracy of positioning, timing of the firing laser, power of the laser, thermo-magnetic head, head-disk interface and cooling system. We study the effect of HAMR parameters on transition center and transition width. The HAMR is model using Thermal Williams-Comstock (TWC) and microtrack model. The target and equalizer are designed by the minimum mean square error (MMSE). The result shows that the unit energy constraint outperforms other constraints.
Keywords: Heat-Assisted Magnetic Recording, Thermal Williams-Comstock equation, Microtrack model, Equalizer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18842148 Simulating Pathogen Transport with in a Naturally Ventilated Hospital Ward
Authors: C. A. Gilkeson, C. J. Noakes, P. A. Sleigh, M. A. I. Khan, M. A. Camargo-Valero
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Understanding how airborne pathogens are transported through hospital wards is essential for determining the infection risk to patients and healthcare workers. This study utilizes Computational Fluid Dynamics (CFD) simulations to explore possible pathogen transport within a six-bed partitioned Nightingalestyle hospital ward. Grid independence of a ward model was addressed using the Grid Convergence Index (GCI) from solutions obtained using three fullystructured grids. Pathogens were simulated using source terms in conjunction with a scalar transport equation and a RANS turbulence model. Errors were found to be less than 4% in the calculation of air velocities but an average of 13% was seen in the scalar field. A parametric study of variations in the pathogen release point illustrated that its distribution is strongly influenced by the local velocity field and the degree of air mixing present.Keywords: Natural, Ventilation, Pathogen, Transport
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14932147 Tensile Test of Corroded Strand and Maintenance of Corroded Prestressed Concrete Girders
Authors: Jeon Chi-Ho, Lee Jae-Bin, Shim Chang-Su
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National bridge inventory in Korea shows that the number of old prestressed concrete (PSC) bridgeover 30 years of service life is rapidly increasing. Recently tendon corrosion is one of the most critical issues in the maintenance of PSC bridges. In this paper, mechanical properties of corroded strands, which were removed from old bridges, were evaluated using tensile test. In the result, the equations to express the mechanical behavior of corroded strand were derived and compared to existing equation. For the decision of tendon replacement, it is necessary to evaluate the effect of corrosion level on strength and ductility of the structure. Considerations on analysis of PSC girders were introduced, and decision making on tendon replacement was also proposed.
Keywords: Prestressed concrete bridge, prestressing steel, corrosion, strength, ductility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1309