Search results for: Homogeneousmodel and Liquid – Vapor flow.

Authors: Baha Tulu Tanju, Kamil Kahveci

Abstract:

Buoyancy driven heat transfer of nanofluids in a cylindrical enclosure used as a control unit in the subsea hydrocarbon injection wells is investigated in this study. The governing equations obtained with the Boussinesq approximation are solved using Comsol Multiphysics finite element analysis and simulation software. The base fluid is water and CuO is used as nanoparticles. Solution is obtained for nanoparticle solid volume fraction of 8% and for Rayleigh number in the range of 105-107. The results show that nanoparticle usage in the cylindrical electronic control unit has a significant effect on the flow and heat transfer.

Keywords: CuO, enclosure, nanofluid, natural convection

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Authors: M. S. Reza, M. Hamdi, S. H. Tomadi, A. R. Ismail

Abstract:

The operating control parameters of injection flushing type of electrical discharge machining process on stainless steel 304 workpiece using copper tools are being optimized according to its individual machining characteristic i.e. Electrode Wear Ratio (EWR). Higher EWR would give bad dimensional precision for the EDM machined workpiece because of high electrode wear. Hence, the quality characteristic for EWR is set to lower-the-better to achieve the optimum dimensional precision for the machined workpiece. Taguchi method has been used for the construction, layout and analysis of the experiment for EWR machining characteristic. The use of Taguchi method in the experiment saves a lot of time and cost of preparing and machining the experiment samples. Therefore, an L18 Orthogonal array which was the fundamental component in the statistical design of experiments has been used to plan the experiments and Analysis of Variance (ANOVA) is used to determine the optimum machining parameters for this machining characteristic. The control parameters selected for this optimization experiments are polarity, pulse on duration, discharge current, discharge voltage, machining depth, machining diameter and dielectric liquid pressure. The result had shown that negative polarity machining parameter setting will decreases EWR.

Keywords: ANOVA, EDM, Injection Flushing, L18Orthogonal Array, EWR, Stainless Steel 304

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Authors: A. Faro, D. Giordano, C. Spampinato

Abstract:

Traffic management in an urban area is highly facilitated by the knowledge of the traffic conditions in every street or highway involved in the vehicular mobility system. Aim of the paper is to propose a neuro-fuzzy approach able to compute the main parameters of a traffic system, i.e., car density, velocity and flow, by using the images collected by the web-cams located at the crossroads of the traffic network. The performances of this approach encourage its application when the traffic system is far from the saturation. A fuzzy model is also outlined to evaluate when it is suitable to use more accurate, even if more time consuming, algorithms for measuring traffic conditions near to saturation.

Keywords: Neuro-fuzzy networks, computer vision, Fuzzy systems, intelligent transportation system.

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Authors: M.Zadshakouyan, E.Abdi Sobbouhi, H.Jafarzadeh

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In this study, the precision heading process of spur gears has been investigated by means of numerical analysis. The effect of some parameters such as teeth number and module on the forming force and material flow were presented. The simulation works were performed rigid-plastic finite element method using DEFORM 3D software. In order to validate the estimated numerical results, they were compared with those obtained experimentally during heading of spur gear using lead as a model material. Results showed that the optimum number of gear teeth is between 10 to 20, that is because of being the specific pressure in its minimum value.

Keywords: Heading, spur gear, numerical analysis, experiments.

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Authors: Elias Akoury

Abstract:

Nuclear Magnetic Resonance (NMR) spectroscopy is an indispensable technique used in structure determination of small and macromolecules to study their physical properties, elucidation of characteristic interactions, dynamics and thermodynamic processes. Quantum mechanics defines the theoretical description of NMR spectroscopy and treatment of the dynamics of nuclear spin systems. The phenomenon of residual dipolar coupling (RDCs) has become a routine tool for accurate structure determination by providing global orientation information of magnetic dipole-dipole interaction vectors within a common reference frame. This offers accessibility of distance-independent angular information and insights to local relaxation. The measurement of RDCs requires an anisotropic orientation medium for the molecules to partially align along the magnetic field. This can be achieved by introduction of liquid crystals or attaching a paramagnetic center. Although anisotropic paramagnetic tags continue to mark achievements in the biomolecular NMR of large proteins, its application in small organic molecules remains unspread. Here, we propose a strategy for the synthesis of a lanthanide tag and the measurement of RDCs in organic molecules using paramagnetic lanthanide complexes.

Keywords: Lanthanide Tags, NMR spectroscopy, residual dipolar coupling, quantum mechanics of spin dynamics.

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Authors: Masaumi Nakahara, Sou Watanabe, Hiromichi Ogi, Atsuhiro Shibata, Kazunori Nomura

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In the Japan Atomic Energy Agency, three types of experimental research, advanced reactor fuel reprocessing, radioactive waste disposal, and nuclear fuel cycle technology, have been carried out at the Chemical Processing Facility. The facility has generated high level radioactive liquid and solid wastes in hot cells. The high level radioactive solid waste is divided into three main categories, a flammable waste, a non-flammable waste, and a solid reagent waste. A plastic product is categorized into the flammable waste and molten with a heating mantle. The non-flammable waste is cut with a band saw machine for reducing the volume. Among the solid reagent waste, a used adsorbent after the experiments is heated, and an extractant is decomposed for its stabilization. All high level radioactive solid wastes in the hot cells are packed in a high level radioactive solid waste can. The high level radioactive solid waste can is transported to the 2nd High Active Solid Waste Storage in the Tokai Reprocessing Plant in the Japan Atomic Energy Agency.

Keywords: High level radioactive solid waste, advanced reactor fuel reprocessing, radioactive waste disposal, nuclear fuel cycle technology.

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Authors: R. Vetrimurugan, Terry Lim, M. J. Goodson, R. Nagarajan

Abstract:

This study investigates the cleaning performance of high intensity 360 kHz frequency on removal of nano-dimensional and sub-micron particles from various surfaces, uniformity of the cleaning tank and run to run variation of cleaning process. The uniformity of the cleaning tank was measured by two different methods i.e. 1. ppbTM meter and 2. Liquid Particle Counting (LPC) technique. The result indicates that the energy was distributed more uniformly throughout the entire cleaning vessel even at the corners and edges of the tank when megasonic sweeping technology is applied. The result also shows that rinsing the parts with 360 kHz frequency at final rinse gives lower particle counts, hence higher cleaning efficiency as compared to other frequencies. When megasonic sweeping technology is applied each piezoelectric transducers will operate at their optimum resonant frequency and generates stronger acoustic cavitational force and higher acoustic streaming velocity. These combined forces are helping to enhance the particle removal and at the same time improve the overall cleaning performance. The multiple extractions study was also carried out for various frequencies to measure the cleaning potential and asymptote value.

Keywords: Power distribution, megasonic sweeping, thickness mode transducers, cavitation intensity, particle removal, laser particle counting, nano, submicron.

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Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

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Authors: Moiz S. Vohra, Nagalingam Arun Prasanth, Wei L. Tan, S. H. Yeo

Abstract:

The understanding of generation and collapse of acoustic cavitation bubbles are prerequisites for application of cavitation erosion. Microbubbles generated due to rapid fluctuation of pressure induced by propagation of ultrasonic wave lead to formation of high velocity microjets and or shock waves upon collapse. Due to vast application of ultrasonic, it is important to characterize and understand cavitation collapse pressure under the radiating surface at different conditions. A comparative investigation is carried out to determine impact load and dynamic pressure distribution exerted upon bubble collapse using thin film pressure sensors. Measurements were recorded at different input conditions such as amplitude, stand-off distance, insertion depth of the horn inside the liquid and pulse on-off time of acoustic vibrations. Impact force of 2.97 N is recorded at amplitude of 108 μm and stand-off distance of 1 mm from the sensor film, whereas impulsive force as low as 0.4 N is recorded at amplitude of 12 μm and stand-off distance of 5 mm from the sensor film. The results drawn from the investigation indicated that variety of impact loads can be achieved by controlling generation and collapse of bubbles, making it suitable to use for numerous application.

Keywords: Ultrasonic cavitation, bubble collapse, pressure mapping sensor, impact load.

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Authors: M. S. Al-Qurashi

Abstract:

This work examines thermal convection in two porous layers. Flow in the upper layer is governed by Brinkman-s equations model and in the lower layer is governed by Darcy-s model. Legendre polynomials are used to obtain numerical solution when the lower layer is heated from below.

Keywords: Brinkman's law, Darcy's law, porous layers, Legendre polynomials, the Oberbeck-Boussineq approximation.

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Authors: Jian-hua Yeh, Shi-yi Kuo

Abstract:

This paper discusses the classification process for medical data. In this paper, we use the data from ACM KDDCup 2008 to demonstrate our classification process based on latent topic discovery. In this data set, the target set and outliers are quite different in their nature: target set is only 0.6% size in total, while the outliers consist of 99.4% of the data set. We use this data set as an example to show how we dealt with this extremely biased data set with latent topic discovery and noise reduction techniques. Our experiment faces two major challenge: (1) extremely distributed outliers, and (2) positive samples are far smaller than negative ones. We try to propose a suitable process flow to deal with these issues and get a best AUC result of 0.98.

Keywords: classification, latent topics, outlier adjustment, feature scaling

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Authors: M. Aghajani Haghighi, H. Emdad, K. Jafarpur, A. N. Ziaei

Abstract:

The effect of a uniform magnetic field on the formation of drops of specific size has been investigated numerically in a T-shaped microchannel. Previous researches indicated that the drop sizes of secondary stream decreases, with increasing main stream flow rate and decreasing interfacial tension. In the present study the effect of a uniform magnetic field on the main stream is considered, and it is proposed that by increasing the Hartmann number, the size of the drops of the secondary stream will be decreased.

Keywords: Drop formation, Magnetohydrodynamics, Microchannel, Volume-of-Fluid

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Authors: T. D. Kothalawala, A. Gatto, L. Wrobel

Abstract:

An exploratory computational investigation using RANS & URANS was carried out to understand the aerodynamics around an isolatedsingle rotating wheel with decreasing ground proximity. The wheel was initially modeled in free air conditions, then with decreasing ground proximity and increased yaw angle with rotational speeds. Three speeds of rotation were applied to the wheel so that the effect of different angular velocities can be investigated. In addition to rotation, three different yaw angles were applied to the rotating wheel in order to understand how these two variables combined affect the aerodynamic flow field around the wheel.

Keywords: Aerodynamics, CFD, Ground Proximity, Landing Gear, Wheel, Rotation, Yaw.

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Authors: Abdulrahman Alsuhaibani, Martin Macken

Abstract:

FACTS devices have great influence on the grid stability and power markets price. Recently, there is intent to integrate a large scale of renewable energy sources to the power system which in turn pushes the power system to operate closer to the security limits. This paper discusses the power system stability and reliability improvement that could be achieved by using FACTS. There is a comparison between FACTS devices to evaluate their performance for different functions. A case study has also been made about its effect on reducing generation cost and minimizing transmission losses which have good impact on efficient and economic operation of electricity markets.

Keywords: FACTS, grid stability, spot price, Optimal Power Flow.

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Authors: Snehasis Kundu, Koeli Ghoshal

Abstract:

In this paper, based on flume experimental data, the velocity distribution in open channel flows is re-investigated. From the analysis, it is proposed that the wake layer in outer region may be divided into two regions, the relatively weak outer region and the relatively strong outer region. Combining the log law for inner region and the parabolic law for relatively strong outer region, an explicit equation for mean velocity distribution of steady and uniform turbulent flow through straight open channels is proposed and verified with the experimental data. It is found that the sediment concentration has significant effect on velocity distribution in the relatively weak outer region.

Keywords: Inner and outer region, Log law, Parabolic law, Richardson number.

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Authors: M. Kito, M. Takezaki, T. Shakouchi, K. Tsujimoto, T. Ando

Abstract:

Impinging jets are widely used in industrial cooling systems for their high heat transfer characteristics at stagnation points. However, the heat transfer characteristics are low in the downstream direction. In order to improve the heat transfer coefficient further downstream, investigations introducing ribs on jet-cooled flat plates have been conducted. Most studies regarding the heat-transfer enhancement using a rib-roughened wall have dealt with the rib pitch. In this paper, we focused on the rib spacing and demonstrated that the rib spacing must be more than 6 times the nozzle width to improve heat transfer at Reynolds number Re=5.0×103 because it is necessary to have enough space to allow reattachment of flow behind the first rib.

Keywords: Forced convection, heat transfer, impinging jet cooling, rib roughened wall

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Authors: Sharareh Sharifi, Pargol Ghavam Mostafavi, Ali Mashinchian Moradi, Mohammad Hadi Givianrad, Hassan Niknejad

Abstract:

Marine organisms such as soft coral, sponge, ascidians, and tunicate containing rich source of natural compound have been studied in last decades because of their special chemical compounds with anticancer properties. The aim of this study was to investigate anti-cancer property of ethyl acetate extracted from marine sea pen Virgularia gustaviana found from Persian Gulf coastal (Bandar Abbas). The extraction processes were carried out with ethyl acetate for five days. Thin layer chromatography (TLC) and high-performance liquid chromatography (HPLC) were used for qualitative identification of crude extract. The viability of HeLa and MDA-Mb-231 cancer cells was investigated using MTT assay at the concentration of 25, 50, and a 100 µl/ml of ethyl acetate is extracted. The crude extract of Virgularia gustaviana demonstrated ten fractions with different Retention factor (Rf) by TLC and Retention time (Rt) evaluated by HPLC. The crude extract dose-dependently decreased cancer cell viability compared to control group. According to the results, the ethyl acetate extracted from Virgularia gustaviana inhibits the growth of cancer cells, an effect which needs to be further investigated in the future studies.

Keywords: Virgularia gustaviana, Cembrane Diterpene, anti-cancer, HeLa cancer Cell, MDA-Md-231 Cancer cell.

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Authors: I. Jafari, A. Ershadi, E. Najafpour, N. Hedayat

Abstract:

Energy and exergy study of air-water combined solar collector which is called dual purpose solar collector (DPSC) is investigated. The method of ε - NTU is used. Analysis is performed for triangle channels. Parameters like the air flow rate and water inlet temperature are studied. Results are shown that DPSC has better energy and exergy efficiency than single collector. In addition, the triangle passage with water inlet temperature of 60O C has shown better exergy and energy efficiency.

Keywords: Efficiency, Exergy, Irreversibility, Solar collector.

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Authors: T. Magrakvelidze, N. Bantsadze, N. Lekveishvili, Kh. Lomidze

Abstract:

The results of an experimental study of the process of convective and boiling heat transfer in the vessel with stirrer for smooth and rough ring-shaped pipes are presented. It is established that creation of two-dimensional artificial roughness on the heated surface causes the essential (~100%) intensification of convective heat transfer. In case of boiling the influence of roughness appears on the initial stage of boiling and in case of fully developed nucleate boiling there was no intensification of heat transfer. The similitude equation for calculating convective heat transfer coefficient, which generalizes well experimental data both for the smooth and the rough surfaces is proposed.

Keywords: boiling, heat transfer, roughness.

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Authors: Demet Yavuz

Abstract:

Freeze-thaw cycles are one of the greatest threats to concrete durability. Lately, protection against this threat excites scientists’ attention. Air-entraining admixtures have been widely used to produce freeze-thaw resistant at concretes. The use of air-entraining agents (AEAs) enhances not only freeze-thaw endurance but also the properties of fresh concrete such as segregation, bleeding and flow ability. This paper examines the effects of air-entraining on compressive strength of concrete. Air-entraining is used between 0.05% and 0.4% by weight of cement. One control and four fiber reinforced concrete mixes are prepared and three specimens are tested for each mix. It is concluded from the test results that when air entraining is increased the compressive strength of concrete reduces for all mixes with AEAs.

Keywords: Concrete, air-entraining, compressive strength, mechanical properties.

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Authors: S. Etaig, R. Hasan, N. Perera

Abstract:

This paper analyses the heat transfer performance and fluid flow using different nanofluids in a square enclosure. The energy equation and Navier-Stokes equation are solved numerically using finite volume scheme. The effect of volume fraction concentration on the enhancement of heat transfer has been studied icorporating the Brownian motion; the influence of effective thermal conductivity on the enhancement was also investigated for a range of volume fraction concentration. The velocity profile for different Rayleigh number. Water-Cu, water AL2O3 and water-TiO2 were tested.

Keywords: Computational fluid Dynamics, Natural convection, Nanofluid and Thermal conductivity.

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Authors: Vaclav Dvorak

Abstract:

The article deals with experimental and numerical investigation of axi-symmetric subsonic air to air ejector with diffuser adapted for boundary layer suction. The diffuser, which is placed behind the mixing chamber of the ejector, has high divergence angle and therefore low efficiency. To increase the efficiency, the diffuser is equipped with slot enabling boundary layer suction. The effect of boundary layer suction on flow in ejector, static pressure distribution on the mixing chamber wall and characteristic were measured and studied numerically. Both diffuser and ejector efficiency were evaluated. The diffuser efficiency was increased, however, the efficiency of ejector itself remained low.

Keywords: Air ejector, boundary layer suction, CFD, diffuser.

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Authors: Ki Ok Choi, Sung Ho Hong, Dong Suck Kim, Don Mook Choi

Abstract:

Rack type warehouses are different from general buildings in the kinds, amount, and arrangement of stored goods, so the fire risk of rack type warehouses is different from those buildings. The fire pattern of rack type warehouses is different in combustion characteristic and storing condition of stored goods. The initial fire burning rate is different in the surface condition of materials, but the running time of fire is closely related with the kinds of stored materials and stored conditions. The stored goods of the warehouse are consisted of diverse combustibles, combustible liquid, and so on. Fire detection time may be delayed because the residents are less than office and commercial buildings. If fire detectors installed in rack type warehouses are inadaptable, the fire of the warehouse may be the great fire because of delaying of fire detection. In this paper, we studied what kinds of fire detectors are optimized in early detecting of rack type warehouse fire by real-scale fire tests. The fire detectors used in the tests are rate of rise type, fixed type, photo electric type, and aspirating type detectors. We considered optimum fire detecting method in rack type warehouses suggested by the response characteristic and comparative analysis of the fire detectors.

Keywords: Fire detector, rack, response characteristic, warehouse.

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Authors: U. Rubins, Z. Marcinkevics, K.Volceka

Abstract:

The cardiovascular system has become the most important subject of clinical research, particularly measurement of arterial blood flow. Therefore correct determination of arterial diameter is crucial. We propose a novel, semi-automatic method for artery lumen detection. The method is based on Gaussian probability function. Usability of our proposed method was assessed by analyzing ultrasound B-mode CFA video sequences acquired from eleven healthy volunteers. The correlation coefficient between the manual and semi-automatic measurement of arterial diameter was 0.996. Our proposed method for detecting artery boundary is novel and accurate enough for the measurement of artery diameter.

Keywords: Ultrasound, boundary detection, artery diameter, curve fitting.

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Authors: Moghadazadeh Zahra, Towfighi Jafar, Mofarahi Masoud

Abstract:

This article is presented an experimental and modeling study of a four-bed pressure swing adsorption process using zeolite13X to provide oxygen-enriched air. The binary mixture N2/O2 (79/21 vol %) was used as a feed stream. The effects of purge/feed ratio (P/F), adsorption pressure, cyclic time and product flow rate on product purity and recovery under nonisothermal condition were studied. The adsorption dynamics of process were determined using a mathematical model incorporated mass and energy balances. A Mathlab code using finite difference method was developed to solve the set of coupled differential-algebraic equations, and the simulation results are agreed well with experimental results.

Keywords: Pressure swing adsorption (PSA), Oxygen, Zeolite 13X.

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Authors: Pelin Demirçivi, Gülhayat Nasün-Saygılı

Abstract:

Boron minerals are very useful for various industrial activities, such as glass industry and detergent industry, due to its mechanical and chemical properties. During the production of boron compounds, many of these are introduced into the environment in the form of waste. Boron is also an important micro nutrient for the plants to vegetate but if it exists in high concentrations, it could have toxic effects. The maximum boron level in drinking water for human health is given as 0.3 mg/L in World Health Organization (WHO) standards. The toxic effects of boron should be noted especially for dry regions, thus, in recent years, increasing attention has been paid to remove the boron from waste waters. In this study, boron removal is implemented by ion exchange process using Amberlite IRA-743 resin. Amberlite IRA-743 resin is a boron specific resin and it belongs to the polymerizate sorbent group within the aminopolyol functional group. Batch studies were performed to investigate the effects of various experimental parameters, such as adsorbent dose, initial concentration and pH, on the removal of boron. It is found that, when the adsorbent dose increases removal of boron from the liquid phase increases. However, an increase in the initial concentration decreases the removal of boron. The effective pH values for removal of boron are determined between 8.5 and 9. Equilibrium isotherms were also analyzed by Langmuir and Freundlich isotherm models. The Langmuir isotherm is obeyed better than the Freundlich isotherm.

Keywords: Amberlite resin, boron removal, ion exchange, isotherm models.

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Authors: Ilya Popov, Steven Hulshoff

Abstract:

A numerical investigation of the effects of nanosecond barrier discharge on the stability of a two-dimensional free shear layer is performed. The computations are carried out using a compressible Navier-Stokes algorithm coupled with a thermodynamic model of the discharge. The results show that significant increases in the shear layer-s momentum thickness and Reynolds stresses occur due to actuation. Dependence on both frequency and amplitude of actuation are considered, and a comparison is made of the computed growth rates with those predicted by linear stability theory. Amplitude and frequency ranges for the efficient promotion of shear-layer instabilities are identified.

Keywords: NS-DBD, plasma, actuator, flow control, instability, shear layer

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Authors: Ashwani Kumar, Jitender Kumar

Abstract:

In this paper, an optimal power flow based approach has been applied for multi-transactions deregulated environment for ATC determination with SVC and STATCOM. The main contribution of the paper is (i) OPF based approach for evaluation of ATC with multi-transactions, (ii) ATC enhancement with FACTS devices viz. SVC and STATCOM for intact and line contingency cases, (iii) Impact of ZIP load on ATC determination and comparison of ATC obtained with SVC and STATCOM. The results have been determined for intact and line contingency cases taking simultaneous as well as single transaction cases for IEEE 24 bus RTS.

Keywords: Available transfer capability, FACTS devices, line contingency, multi-transactions, ZIP load model.

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Authors: Ali Mohamadi Sani

Abstract:

The aim of this study was to determine the antimicrobial effect of Helichrysum arenarium L. essential oil in "in-vitro" condition on the growth of seven microbial species including Bacillus subtilis, Escherichia coli, Staphylococcus aureus, Saccharomyces cereviciae, Candida albicans, Aspergillus flavus and Aspergillus parasiticus using micro-dilution method. The minimum inhibitory concentration (MIC) and minimum bactericidal or fungicidal concentration (MBC, MFC) were determined for the essential oil at ten concentrations. Finally, the sensitivity of tested microbes to essential oil of H. arenarium was investigated. Results showed that Bacillus subtilis (MIC=781.25 and MBC=6250 µg/ml) was more resistance than two other bacterial species. Among the tested yeasts, Saccharomyces cereviciae (MIC=97.65 and MFC=781.25 µg/ml) was more sensitive than Candida albicans while among the fungal species, growth of Aspergillus parasiticus inhibited at lower concentration of oil than the Aspergillus flavus. The extracted essential oil exhibited the same MIC value in the liquid medium against all fungal strains (48.82 µg/ml), while different activity against A. flavus and A. parasiticus was observed in this medium with MFC values of 6250 and 390.625µg/ml, respectively. The results of the present study indicated that Helichrysum arenarium L essential oil had significant (P<0.05) antimicrobial activity; therefore, it can be used as a natural preservation to increase the shelf life of food products.

 

Keywords: Helichrysum arenarium, Antimicrobial agent, Essential oil, MIC.

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Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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