Search results for: flow equation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3197

Search results for: flow equation.

1187 A Deterministic Dynamic Programming Approach for Optimization Problem with Quadratic Objective Function and Linear Constraints

Authors: S. Kavitha, Nirmala P. Ratchagar

Abstract:

This paper presents the novel deterministic dynamic programming approach for solving optimization problem with quadratic objective function with linear equality and inequality constraints. The proposed method employs backward recursion in which computations proceeds from last stage to first stage in a multi-stage decision problem. A generalized recursive equation which gives the exact solution of an optimization problem is derived in this paper. The method is purely analytical and avoids the usage of initial solution. The feasibility of the proposed method is demonstrated with a practical example. The numerical results show that the proposed method provides global optimum solution with negligible computation time.

Keywords: Backward recursion, Dynamic programming, Multi-stage decision problem, Quadratic objective function.

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1186 Factors of Vocational Identity for Social Welfare University Students in Japan

Authors: J. Sakano, Y. Yajima, W. Ono, Y. Yamazaki, S. Sasahara, Y. Tomotsune, Y. Ohi, S. Suzuki, A. Seki, I. Matsuzaki

Abstract:

The study aimed to verify a hypothesis that a sense of fulfillment in student life and perceived stress in training in the facilities could affect vocational identity among social welfare university students, in order to acquire implications for enhancing the vocational consciousness. A questionnaire survey was conducted with 388 third- and fourth-year students of training course for certified social workers in three universities in A prefecture in Japan. The questionnaire was returned by 338 students, and 288 responses (85.2%) were valid and used for the analysis. As a SEM result, the hypothesized model proved to be fit to the data. Path coefficient of sense of fulfillment of student life to vocational identity was statistically positive. Path coefficient of training stress to vocational identity was statistically negative.

Keywords: Training stress, Physical health, Sense of fulfillment of student life, structural equation modeling (SEM)

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1185 What Factors Contributed to the Adaptation Gap during School Transition in Japan?

Authors: What Factors Contributed to the Adaptation Gap during School Transition in Japan?

Abstract:

The present study was aimed to examine the structure of children’s adaptation during school transition and to identify a commonality and dissimilarity at the elementary and junior high school. 1,983 students in the 6th grade and 2,051 students in the 7th grade were extracted by stratified two-stage random sampling and completed the ASSESS that evaluated the school adaptation from the view point of ‘general satisfaction’, ‘teachers’ support’, ‘friends’ support’, ‘anti-bullying relationship’, ‘prosocial skills’, and ‘academic adaptation’. The 7th graders tend to be worse adaptation than the 6th graders. A structural equation modeling showed the goodness of fit for each grades. Both models were very similar but the 7th graders’ model showed a lower coefficient at the pass from ‘teachers’ support’ to ‘friends’ support’. The role of ‘teachers’ support’ was decreased to keep a good relation in junior high school. We also discussed how we provide a continuous assistance for prevention of the 7th graders’ gap.

Keywords: School transition, social support, psychological adaptation, K-12.

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1184 Tuning Cubic Equations of State for Supercritical Water Applications

Authors: Shyh-Ming Chern

Abstract:

Cubic equations of state (EoS), popular due to their simple mathematical form, ease of use, semi-theoretical nature and reasonable accuracy, are normally fitted to vapor-liquid equilibrium P-v-T data. As a result, they often show poor accuracy in the region near and above the critical point. In this study, the performance of the renowned Peng-Robinson (PR) and Patel-Teja (PT) EoS’s around the critical area has been examined against the P-v-T data of water. Both of them display large deviations at critical point. For instance, PR-EoS exhibits discrepancies as high as 47% for the specific volume, 28% for the enthalpy departure and 43% for the entropy departure at critical point. It is shown that incorporating P-v-T data of the supercritical region into the retuning of a cubic EoS can improve its performance at and above the critical point dramatically. Adopting a retuned acentric factor of 0.5491 instead of its genuine value of 0.344 for water in PR-EoS and a new F of 0.8854 instead of its original value of 0.6898 for water in PT-EoS reduces the discrepancies to about one third or less.

Keywords: Equation of state, EoS, supercritical water, SCW.

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1183 Thermoelectric Properties of Doped Polycrystalline Silicon Film

Authors: Li Long, Thomas Ortlepp

Abstract:

The transport properties of carriers in polycrystalline silicon film affect the performance of polycrystalline silicon-based devices. They depend strongly on the grain structure, grain boundary trap properties and doping concentration, which in turn are determined by the film deposition and processing conditions. Based on the properties of charge carriers, phonons, grain boundaries and their interactions, the thermoelectric properties of polycrystalline silicon are analyzed with the relaxation time approximation of the Boltzmann transport equation. With this approach, thermal conductivity, electrical conductivity and Seebeck coefficient as a function of grain size, trap properties and doping concentration can be determined. Experiment on heavily doped polycrystalline silicon is carried out and measurement results are compared with the model.

Keywords: Conductivity, polycrystalline silicon, relaxation time approximation, Seebeck coefficient, thermoelectric property.

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1182 Elasto-Visco-Plastic-Damage Model for Pre-Strained 304L Stainless Steel Subjected to Low Temperature

Authors: Jeong-Hyeon Kim, Ki-Yeob Kang, Myung-Hyun Kim, Jae-Myung Lee

Abstract:

Primary barrier of membrane type LNG containment system consist of corrugated 304L stainless steel. This 304L stainless steel is austenitic stainless steel which shows different material behaviors owing to phase transformation during the plastic work. Even though corrugated primary barriers are subjected to significant amounts of pre-strain due to press working, quantitative mechanical behavior on the effect of pre-straining at cryogenic temperatures are not available. In this study, pre-strain level and pre-strain temperature dependent tensile tests are carried to investigate mechanical behaviors. Also, constitutive equations with material parameters are suggested for a verification study.

Keywords: Constitutive equation, corrugated sheet, pre-strain effect, elasto-visco-plastic-damage model, 304L stainless steel.

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1181 Modelling of Multi-Agent Systems for the Scheduling of Multi-EV Charging from Power Limited Sources

Authors: Manan’Iarivo Rasolonjanahary, Chris Bingham, Nigel Schofield, Masoud Bazargan

Abstract:

This paper presents the research and application of model predictive scheduled charging of electric vehicles (EV) subject to limited available power resource. To focus on algorithm and operational characteristics, the EV interface to the source is modelled as a battery state equation during the charging operation. The researched methods allow for the priority scheduling of EV charging in a multi-vehicle regime and when subject to limited source power availability. Priority attribution for each connected EV is described. The validity of the developed methodology is shown through the simulation of different scenarios of charging operation of multiple connected EVs including non-scheduled and scheduled operation with various numbers of vehicles. Performance of the developed algorithms is also reported with the recommendation of the choice of suitable parameters.

Keywords: Model predictive control, non-scheduled, power limited sources, scheduled and stop-start battery charging.

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1180 Study on Planning of Smart GRID using Landscape Ecology

Authors: Sunglim Lee, Susumu Fujii, Koji Okamura

Abstract:

Smart grid is a new approach for electric power grid that uses information and communications technology to control the electric power grid. Smart grid provides real-time control of the electric power grid, controlling the direction of power flow or time of the flow. Control devices are installed on the power lines of the electric power grid to implement smart grid. The number of the control devices should be determined, in relation with the area one control device covers and the cost associated with the control devices. One approach to determine the number of the control devices is to use the data on the surplus power generated by home solar generators. In current implementations, the surplus power is sent all the way to the power plant, which may cause power loss. To reduce the power loss, the surplus power may be sent to a control device and sent to where the power is needed from the control device. Under assumption that the control devices are installed on a lattice of equal size squares, our goal is to figure out the optimal spacing between the control devices, where the power sharing area (the area covered by one control device) is kept small to avoid power loss, and at the same time the power sharing area is big enough to have no surplus power wasted. To achieve this goal, a simulation using landscape ecology method is conducted on a sample area. First an aerial photograph of the land of interest is turned into a mosaic map where each area is colored according to the ratio of the amount of power production to the amount of power consumption in the area. The amount of power consumption is estimated according to the characteristics of the buildings in the area. The power production is calculated by the sum of the area of the roofs shown in the aerial photograph and assuming that solar panels are installed on all the roofs. The mosaic map is colored in three colors, each color representing producer, consumer, and neither. We started with a mosaic map with 100 m grid size, and the grid size is grown until there is no red grid. One control device is installed on each grid, so that the grid is the area which the control device covers. As the result of this simulation we got 350m as the optimal spacing between the control devices that makes effective use of the surplus power for the sample area.

Keywords: Landscape ecology, IT, smart grid, aerial photograph, simulation.

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1179 T Cell Immunity Profile in Pediatric Obesity and Asthma

Authors: Mustafa M. Donma, Erkut Karasu, Burcu Ozdilek, Burhan Turgut, Birol Topcu, Burcin Nalbantoglu, Orkide Donma

Abstract:

The mechanisms underlying the association between obesity and asthma may be related to a decreased immunological tolerance induced by a defective function of regulatory T cells (Tregs). The aim of this study is to establish the potential link between these diseases and CD4+, CD25+ FoxP3+ Tregs as well as T helper cells (Ths) in children. This is a prospective case control study. Obese (n:40), asthmatic (n:40), asthmatic obese (n:40) and healthy children (n:40), who don't have any acute or chronic diseases, were included in this study. Obese children were evaluated according to WHO criteria. Asthmatic patients were chosen based on GINA criteria. Parents were asked to fill up the questionnaire. Informed consent forms were taken. Blood samples were marked with CD4+, CD25+ and FoxP3+ in order to determine Tregs and Ths by flow cytometric method. Statistical analyses were performed. p≤0.05 was chosen as meaningful threshold. Tregs exhibiting anti-inflammatory nature were significantly lower in obese (0,16%; p≤0,001), asthmatic (0,25%; p≤0,01) and asthmatic obese (0,29%; p≤0,05) groups than the control group (0,38%). Ths were counted higher in asthma group than the control (p≤0,01) and obese (p≤0,001) groups. T cell immunity plays important roles in obesity and asthma pathogeneses. Decreased numbers of Tregs found in obese, asthmatic and asthmatic obese children may help to elucidate some questions in pathophysiology of these diseases. For HOMA-IR levels, any significant difference was not noted between control and obese groups, but statistically higher values were found for obese asthmatics. The values obtained in all groups were found to be below the critical cut off points. This finding has made the statistically significant difference observed between Tregs of obese, asthmatic, obese asthmatic and control groups much more valuable. These findings will be useful in diagnosis and treatment of these disorders and future studies are needed. The production and propagation of Tregs may be promising in alternative asthma and obesity treatments.

Keywords: Asthma, flow cytometry, pediatric obesity, T cells.

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1178 Numerical Analysis on Rapid Decompression in Conventional Dry Gases using One- Dimensional Mathematical Modeling

Authors: Evgeniy Burlutskiy

Abstract:

The paper presents a one-dimensional transient mathematical model of compressible thermal multi-component gas mixture flows in pipes. The set of the mass, momentum and enthalpy conservation equations for gas phase is solved. Thermo-physical properties of multi-component gas mixture are calculated by solving the Equation of State (EOS) model. The Soave-Redlich-Kwong (SRK-EOS) model is chosen. Gas mixture viscosity is calculated on the basis of the Lee-Gonzales-Eakin (LGE) correlation. Numerical analysis on rapid decompression in conventional dry gases is performed by using the proposed mathematical model. The model is validated on measured values of the decompression wave speed in dry natural gas mixtures. All predictions show excellent agreement with the experimental data at high and low pressure. The presented model predicts the decompression in dry natural gas mixtures much better than GASDECOM and OLGA codes, which are the most frequently-used codes in oil and gas pipeline transport service.

Keywords: Mathematical model, Rapid Gas Decompression

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1177 Numerical Analysis of Electrical Interaction between two Axisymmetric Spheroids

Authors: Kuan-Liang Liu, Eric Lee, Jung-Jyh Lee, Jyh-Ping Hsu

Abstract:

The electrical interaction between two axisymmetric spheroidal particles in an electrolyte solution is examined numerically. A Galerkin finite element method combined with a Newton-Raphson iteration scheme is proposed to evaluate the spatial variation in the electrical potential, and the result obtained used to estimate the interaction energy between two particles. We show that if the surface charge density is fixed, the potential gradient is larger at a point, which has a larger curvature, and if surface potential is fixed, surface charge density is proportional to the curvature. Also, if the total interaction energy against closest surface-to-surface curve exhibits a primary maximum, the maximum follows the order (oblate-oblate) > (sphere-sphere)>(oblate-prolate)>(prolate-prolate), and if the curve has a secondary minimum, the absolute value of the minimum follows the same order.

Keywords: interaction energy, interaction force, Poisson-Boltzmann equation, spheroid.

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1176 A Post Processing Method for Quantum Prime Factorization Algorithm based on Randomized Approach

Authors: Mir Shahriar Emami, Mohammad Reza Meybodi

Abstract:

Prime Factorization based on Quantum approach in two phases has been performed. The first phase has been achieved at Quantum computer and the second phase has been achieved at the classic computer (Post Processing). At the second phase the goal is to estimate the period r of equation xrN ≡ 1 and to find the prime factors of the composite integer N in classic computer. In this paper we present a method based on Randomized Approach for estimation the period r with a satisfactory probability and the composite integer N will be factorized therefore with the Randomized Approach even the gesture of the period is not exactly the real period at least we can find one of the prime factors of composite N. Finally we present some important points for designing an Emulator for Quantum Computer Simulation.

Keywords: Quantum Prime Factorization, RandomizedAlgorithms, Quantum Computer Simulation, Quantum Computation.

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1175 Optimizing Boiler Combustion System in a Petrochemical Plant Using Neuro-Fuzzy Inference System and Genetic Algorithm

Authors: Yul Y. Nazaruddin, Anas Y. Widiaribowo, Satriyo Nugroho

Abstract:

Boiler is one of the critical unit in a petrochemical plant. Steam produced by the boiler is used for various processes in the plant such as urea and ammonia plant. An alternative method to optimize the boiler combustion system is presented in this paper. Adaptive Neuro-Fuzzy Inference System (ANFIS) approach is applied to model the boiler using real-time operational data collected from a boiler unit of the petrochemical plant. Nonlinear equation obtained is then used to optimize the air to fuel ratio using Genetic Algorithm, resulting an optimal ratio of 15.85. This optimal ratio is then maintained constant by ratio controller designed using inverse dynamics based on ANFIS. As a result, constant value of oxygen content in the flue gas is obtained which indicates more efficient combustion process.

Keywords: ANFIS, boiler, combustion process, genetic algorithm, optimization.

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1174 Measurement and Estimation of Evaporation from Water Surfaces: Application to Dams in Arid and Semi Arid Areas in Algeria

Authors: Malika Fekih, Mohamed Saighi

Abstract:

Many methods exist for either measuring or estimating evaporation from free water surfaces. Evaporation pans provide one of the simplest, inexpensive, and most widely used methods of estimating evaporative losses. In this study, the rate of evaporation starting from a water surface was calculated by modeling with application to dams in wet, arid and semi arid areas in Algeria. We calculate the evaporation rate from the pan using the energy budget equation, which offers the advantage of an ease of use, but our results do not agree completely with the measurements taken by the National Agency of areas carried out using dams located in areas of different climates. For that, we develop a mathematical model to simulate evaporation. This simulation uses an energy budget on the level of a vat of measurement and a Computational Fluid Dynamics (Fluent). Our calculation of evaporation rate is compared then by the two methods and with the measures of areas in situ.

Keywords: Evaporation, Energy budget, Surface water temperature, CFD, Dams

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1173 The Photon-Drag Effect in Cylindrical Quantum Wire with a Parabolic Potential

Authors: Hoang Van Ngoc, Nguyen Thu Huong, Nguyen Quang Bau

Abstract:

Using the quantum kinetic equation for electrons interacting with acoustic phonon, the density of the constant current associated with the drag of charge carriers in cylindrical quantum wire by a linearly polarized electromagnetic wave, a DC electric field and a laser radiation field is calculated. The density of the constant current is studied as a function of the frequency of electromagnetic wave, as well as the frequency of laser field and the basic elements of quantum wire with a parabolic potential. The analytic expression of the constant current density is numerically evaluated and plotted for a specific quantum wires GaAs/AlGaAs to show the dependence of the constant current density on above parameters. All these results of quantum wire compared with bulk semiconductors and superlattices to show the difference.

Keywords: Photon-drag effect, constant current density, quantum wire, parabolic potential.

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1172 Identifying Game Variables from Students’ Surveys for Prototyping Games for Learning

Authors: N. Ismail, O. Thammajinda, U. Thongpanya

Abstract:

Games-based learning (GBL) has become increasingly important in teaching and learning. This paper explains the first two phases (analysis and design) of a GBL development project, ending up with a prototype design based on students’ and teachers’ perceptions. The two phases are part of a full cycle GBL project aiming to help secondary school students in Thailand in their study of Comprehensive Sex Education (CSE). In the course of the study, we invited 1,152 students to complete questionnaires and interviewed 12 secondary school teachers in focus groups. This paper found that GBL can serve students in their learning about CSE, enabling them to gain understanding of their sexuality, develop skills, including critical thinking skills and interact with others (peers, teachers, etc.) in a safe environment. The objectives of this paper are to outline the development of GBL variables from the research question(s) into the developers’ flow chart, to be responsive to the GBL beneficiaries’ preferences and expectations, and to help in answering the research questions. This paper details the steps applied to generate GBL variables that can feed into a game flow chart to develop a GBL prototype. In our approach, we detailed two models: (1) Game Elements Model (GEM) and (2) Game Object Model (GOM). There are three outcomes of this research – first, to achieve the objectives and benefits of GBL in learning, game design has to start with the research question(s) and the challenges to be resolved as research outcomes. Second, aligning the educational aims with engaging GBL end users (students) within the data collection phase to inform the game prototype with the game variables is essential to address the answer/solution to the research question(s). Third, for efficient GBL to bridge the gap between pedagogy and technology and in order to answer the research questions via technology (i.e. GBL) and to minimise the isolation between the pedagogists “P” and technologist “T”, several meetings and discussions need to take place within the team.

Keywords: Games-based learning, design, engagement, pedagogy, preferences, prototype, variables.

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1171 Dynamics of a Vapour Bubble inside a Vertical Rigid Cylinder with a Deposit Rib

Authors: S. Mehran, S. Rouhi, F.Rouzbahani, E. Haghgoo

Abstract:

In this paper dynamics of a vapour bubble generated due to a local energy input inside a vertical rigid cylinder and in the absence of buoyancy forces is investigated. Different ratios of the diameter of the rigid cylinder to the maximum radius of the bubble are considered. The Boundary Integral Equation Method is employed for numerical simulation of the problem. Results show that during the collapse phase of the bubble inside a vertical rigid cylinder, two liquid micro jets are developed on the top and bottom sides of the vapour bubble and are directed inward. Results also show that existence of a deposit rib inside the vertical rigid cylinder slightly increases the life time of the bubble. It is found that by increasing the ratio of the cylinder diameter to the maximum radius of the bubble, the rate of the growth and collapse phases of the bubble increases and the life time of the bubble decreases.

Keywords: Vapour bubble, Vertical rigid cylinder, Boundaryelement method.

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1170 Quantum Statistical Mechanical Formulations of Three-Body Problems via Non-Local Potentials

Authors: A. Maghari, V. H. Maleki

Abstract:

In this paper, we present a quantum statistical mechanical formulation from our recently analytical expressions for partial-wave transition matrix of a three-particle system. We report the quantum reactive cross sections for three-body scattering processes 1+(2,3)→1+(2,3) as well as recombination 1+(2,3)→1+(3,1) between one atom and a weakly-bound dimer. The analytical expressions of three-particle transition matrices and their corresponding cross-sections were obtained from the threedimensional Faddeev equations subjected to the rank-two non-local separable potentials of the generalized Yamaguchi form. The equilibrium quantum statistical mechanical properties such partition function and equation of state as well as non-equilibrium quantum statistical properties such as transport cross-sections and their corresponding transport collision integrals were formulated analytically. This leads to obtain the transport properties, such as viscosity and diffusion coefficient of a moderate dense gas.

Keywords: Statistical mechanics, Nonlocal separable potential, three-body interaction, Faddeev equations.

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1169 Application of the Central-Difference with Half- Sweep Gauss-Seidel Method for Solving First Order Linear Fredholm Integro-Differential Equations

Authors: E. Aruchunan, J. Sulaiman

Abstract:

The objective of this paper is to analyse the application of the Half-Sweep Gauss-Seidel (HSGS) method by using the Half-sweep approximation equation based on central difference (CD) and repeated trapezoidal (RT) formulas to solve linear fredholm integro-differential equations of first order. The formulation and implementation of the Full-Sweep Gauss-Seidel (FSGS) and Half- Sweep Gauss-Seidel (HSGS) methods are also presented. The HSGS method has been shown to rapid compared to the FSGS methods. Some numerical tests were illustrated to show that the HSGS method is superior to the FSGS method.

Keywords: Integro-differential equations, Linear fredholm equations, Finite difference, Quadrature formulas, Half-Sweep iteration.

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1168 Toward a New Simple Analytical Formulation of Navier-Stokes Equations

Authors: Gunawan Nugroho, Ahmed M. S. Ali, Zainal A. Abdul Karim

Abstract:

Incompressible Navier-Stokes equations are reviewed in this work. Three-dimensional Navier-Stokes equations are solved analytically. The Mathematical derivation shows that the solutions for the zero and constant pressure gradients are similar. Descriptions of the proposed formulation and validation against two laminar experiments and three different turbulent flow cases are reported in this paper. Even though, the analytical solution is derived for nonreacting flows, it could reproduce trends for cases including combustion.

Keywords: Navier-Stokes Equations, potential function, turbulent flows.

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1167 Evaluation of Carbon Dioxide Pressure through Radial Velocity Difference in Arterial Blood Modeled by Drift Flux Model

Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

Abstract:

In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.

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1166 A Review of Pharmacological Prevention of Peri-and Post-Procedural Myocardial Injury after Percutaneous Coronary Intervention

Authors: Syed Dawood Md. Taimur, Md. Hasanur Rahman, Syeda Fahmida Afrin, Farzana Islam

Abstract:

The concept of myocardial injury, although first recognized from animal studies, is now recognized as a clinical phenomenon that may result in microvascular damage, no-reflow phenomenon, myocardial stunning, myocardial hibernation and ischemic preconditioning. The final consequence of this event is left ventricular (LV) systolic dysfunction leading to increased morbidity and mortality. The typical clinical case of reperfusion injury occurs in acute myocardial infarction (MI) with ST segment elevation in which an occlusion of a major epicardial coronary artery is followed by recanalization of the artery. This may occur spontaneously or by means of thrombolysis and/or by primary percutaneous coronary intervention (PCI) with efficient platelet inhibition by aspirin (acetylsalicylic acid), clopidogrel and glycoprotein IIb/IIIa inhibitors. In recent years, percutaneous coronary intervention (PCI) has become a well-established technique for the treatment of coronary artery disease. PCI improves symptoms in patients with coronary artery disease and it has been increasing safety of procedures. However, peri- and post-procedural myocardial injury, including angiographical slow coronary flow, microvascular embolization, and elevated levels of cardiac enzyme, such as creatine kinase and troponin-T and -I, has also been reported even in elective cases. Furthermore, myocardial reperfusion injury at the beginning of myocardial reperfusion, which causes tissue damage and cardiac dysfunction, may occur in cases of acute coronary syndrome. Because patients with myocardial injury is related to larger myocardial infarction and have a worse long-term prognosis than those without myocardial injury, it is important to prevent myocardial injury during and/or after PCI in patients with coronary artery disease. To date, many studies have demonstrated that adjunctive pharmacological treatment suppresses myocardial injury and increases coronary blood flow during PCI procedures. In this review, we highlight the usefulness of pharmacological treatment in combination with PCI in attenuating myocardial injury in patients with coronary artery disease.

Keywords: Coronary artery disease, Percutaneous coronary intervention, Myocardial injury, Pharmacology.

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1165 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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1164 Lean Impact Analysis Assessment Models: Development of a Lean Measurement Structural Model

Authors: Catherine Maware, Olufemi Adetunji

Abstract:

The paper is aimed at developing a model to measure the impact of Lean manufacturing deployment on organizational performance. The model will help industry practitioners to assess the impact of implementing Lean constructs on organizational performance. It will also harmonize the measurement models of Lean performance with the house of Lean that seems to have become the industry standard. The sheer number of measurement models for impact assessment of Lean implementation makes it difficult for new adopters to select an appropriate assessment model or deployment methodology. A literature review is conducted to classify the Lean performance model. Pareto analysis is used to select the Lean constructs for the development of the model. The model is further formalized through the use of Structural Equation Modeling (SEM) in defining the underlying latent structure of a Lean system. An impact assessment measurement model developed can be used to measure Lean performance and can be adopted by different industries.

Keywords: Impact measurement model, lean bundles, lean manufacturing, organizational performance.

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1163 Numerical Simulation of the Air Pollutants Dispersion Emitted by CHP Using ANSYS CFX

Authors: Oliver Mărunţălu, Gheorghe Lăzăroiu, Elena Elisabeta Manea, Dana Andreya Bondrea, Lăcrămioara Diana Robescu

Abstract:

This paper presents the results obtained by numerical simulation using the software ANSYS CFX-CFD for the air pollutants dispersion in the atmosphere coming from the evacuation of combustion gases resulting from the fuel combustion in an electric thermal power plant. The model uses the Navier-Stokes equation to simulate the dispersion of pollutants in the atmosphere. It is considered as important factors in elaboration of simulation the atmospheric conditions (pressure, temperature, wind speed, wind direction), the exhaust velocity of the combustion gases, chimney height and the obstacles (buildings). Using the air quality monitoring stations it is measured the concentrations of main pollutants (SO2, NOx and PM). The pollutants were monitored over a period of 3 months, after that the average concentration are calculated, which is used by the software. The concentrations are: 8.915 μg/m3 (NOx), 9.587 μg/m3 (SO2) and 42 μg/m3 (PM). A comparison of test data with simulation results demonstrated that CFX was able to describe the dispersion of the pollutant as well the concentration of this pollutants in the atmosphere.

Keywords: Air pollutants, computational fluid dynamics, dispersion, simulation.

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1162 Evaluation of Water Quality of the Beshar River

Authors: Fardin Boustani, Mohammah Hosein Hojati, Masoud Hashemi

Abstract:

The Beshar River is one aquatic ecosystem, which is located next to the city of Yasuj in southern Iran. The Beshar river has been contaminated by industrial factories such as effluent of sugar factory, agricultural and other activities in this region such as, Imam Sajjad hospital, drainage from agricultural farms, Yasuj urban surface runoff and effluent of wastewater treatment plants ,specially Yasuj waste water treatment plant. In order to evaluate the effects of these pollutants on the quality of the Beshar river, five monitoring stations were selected along its course. The first station is located upstream of Yasuj near the Dehnow village; stations 2 to 4 are located east, south and west of city; and the 5th station is located downstream of Yasuj. Several water quality parameters were sampled. These include pH, dissolved oxygen, biological oxygen demand (BOD), temperature, conductivity, turbidity, total dissolved solids and discharge or flow measurements. Water samples from the five stations were collected and analyzed to determine the following physicochemical parameters: EC, pH, T.D.S, T.H, No2, DO, BOD5, COD during 2008 to 2010. The study shows that the BOD5 value of station 1 is at a minimum (1.7 ppm) and increases downstream from stations 2 to 4 to a maximum (11.6 ppm), and then decreases at station 5. The DO values of station 1 is a maximum (8.45 ppm), decreases downstream to stations 2 - 4 which are at a minimum (3.1 ppm), before increasing at station 5. The amount of BOD and TDS are highest at the 4th station and the amount of DO is lowest at this station, marking the 4th station as more highly polluted than the other stations .This study shows average amount of the water quality parameters in first year of sampling (2008) have had a better quality relation to third year in 2010 because of recent drought in this region and pollutant increasing .As the Beshar river path after 5th station goes through the mountain area with more slope and flow velocity ,so the physicochemical parameters improve at the 5th station due to pollutant degradation and dilution. Finally the point and nonpoint pollutant sources of Beshar river were determined and compared to the monitoring results.

Keywords: Beshar river, physicochemical parameter, waterpollution, water quality, Yasuj

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1161 Relationships among Tourists’ Needs for Uniqueness, Perceived Authenticity and Behavioral Intentions

Authors: Deniz Karagöz Yüncü

Abstract:

This study tested a structural model which investigates the relationships among tourists’ need for uniqueness, perceived authenticity (object-based authenticity and existential authenticity) and behavioral intentions to consume cultural and heritage destinations. The sample of the study comprised of 281 participants in a cultural heritage site, in Cappadocia, Turkey. The data were provided via face to face interviews in two months (September and October) which considered the high season. Structural equation modeling was employed to test the causal relationships among the hypotheses. Findings revealed tourists’ creative choice had an influence on object-based authenticity and existential authenticity. Tourists’ avoidance had an influence on object-based authenticity. The study concluded that two dimensions, namely, the object based authenticity and existential authenticity had significant impact on behavioral intentions.

Keywords: Needs for uniqueness, object-based authenticity, existential authenticity, behavioral intentions.

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1160 On the use of Ionic Liquids for CO2 Capturing

Authors: Emad Ali, Inas Alnashef, Abdelhamid Ajbar, Mohamed HadjKali, Sarwono Mulyono

Abstract:

In this work, ionic liquids (ILs) for CO2 capturing in typical absorption/stripper process are considered. The use of ionic liquids is considered to be cost-effective because it requires less energy for solvent recovery compared to other conventional processes. A mathematical model is developed for the process based on Peng-Robinson (PR) equation of state (EoS) which is validated with experimental data for various solutions involving CO2. The model is utilized to study the sorbent and energy demand for three types of ILs at specific CO2 capturing rates. The energy demand is manifested by the vapor-liquid equilibrium temperature necessary to remove the captured CO2 from the used solvent in the regeneration step. It is found that higher recovery temperature is required for solvents with higher solubility coefficient. For all ILs, the temperature requirement is less than that required by the typical monoethanolamine (MEA) solvent. The effect of the CO2 loading in the sorbent stream on the process performance is also examined.

Keywords: Ionic liquid, CO2 capturing, CO2 solubility, Vaporliquid equilibrium.

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1159 Torsional Statics of Circular Nanostructures: Numerical Approach

Authors: M.Z. Islam, C.W. Lim

Abstract:

Based on the standard finite element method, a new finite element method which is known as nonlocal finite element method (NL-FEM) is numerically implemented in this article to study the nonlocal effects for solving 1D nonlocal elastic problem. An Eringen-type nonlocal elastic model is considered. In this model, the constitutive stress-strain law is expressed interms of integral equation which governs the nonlocal material behavior. The new NL-FEM is adopted in such a way that the postulated nonlocal elastic behavior of material is captured by a finite element endowed with a set of (cross-stiffness) element itself by the other elements in mesh. An example with their analytical solutions and the relevant numerical findings for various load and boundary conditions are presented and discussed in details. It is observed from the numerical solutions that the torsional deformation angle decreases with increasing nonlocal nanoscale parameter. It is also noted that the analytical solution fails to capture the nonlocal effect in some cases where numerical solutions handle those situation effectively which prove the reliability and effectiveness of numerical techniques.

Keywords: NL-FEM, nonlocal elasticity, nanoscale, torsion.

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1158 Parametric Studies of Ethylene Dichloride Purification Process

Authors: Sh. Arzani, H. Kazemi Esfeh, Y. Galeh Zadeh, V. Akbari

Abstract:

Ethylene dichloride is a colorless liquid with a smell like chloroform. EDC is classified in the simple hydrocarbon group which is obtained from chlorinating ethylene gas. Its chemical formula is C2H2Cl2 which is used as the main mediator in VCM production. Therefore, the purification process of EDC is important in the petrochemical process. In this study, the purification unit of EDC was simulated, and then validation was performed. Finally, the impact of process parameter was studied for the degree of EDC purity. The results showed that by increasing the feed flow, the reflux impure combinations increase and result in an EDC purity decrease.

Keywords: Ethylene dichloride, purification, EDC, simulation.

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